EVGO Options History — June 2023

In June 2023, EVGO traded between $3.66 and $4.39. ATM implied volatility averaged 76.6%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded below realized volatility by 18.9% (HV 20d: 95.5%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.32.

Notable Days

  • 2023-06-12: Highest Volume — 10,435 contracts
  • 2023-06-14: Largest IV spike — 53.3% change
  • 2023-06-12: Highest IV Rank — 65.3%
  • 2023-06-13: Largest Expected Move — 23.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.07$3.66$4.39$4.01$4.03
Max Pain$4.10$4.00$5.00$5.00$4.00
ATM IV76.6%50.4%99.1%81.0%78.0%
Expected Move21.8%20.3%23.7%23.2%22.4%
HV 20d95.5%81.4%118.5%99.5%87.3%
HV 60d93.5%83.6%98.4%93.1%83.7%
IV Rank35.1%0.0%65.3%39.3%37.9%
IV Percentile24.9%0.0%91.3%28.2%25.8%
Term Structure4.5%-6.5%14.6%-1.0%4.5%
VWIV77.1%62.8%86.4%86.4%77.2%
Skew 25d-6.6%-28.8%20.5%14.2%12.4%
Skew 10d5.1%-37.0%80.6%16.9%40.3%
Call IV 25d78.6%57.3%88.4%57.3%84.5%
Put IV 25d72.0%57.0%98.5%71.5%96.9%
Bid-Ask Spread %26.097.8268.969.547.84
Gamma HHI0.170.150.190.170.17
Net GEX50.2K28.2K84.4K40.0K49.8K
Net DEX-1.7K-2.6M2.1M1.5M-582.3K
Net VEX-68.9K-80.0K-58.3K-62.1K-71.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.070.690.310.29
Total Volume3,374.57169010,4352,7031,144
Total OI96,554.71489,496106,40589,49698,396

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$4.01$5.0081.0%23.2%99.5%39.3%86.4%14.2%-1.0%40.0K1.5M-62.1K0.319.542,06863563,12426,372
2023-06-02$4.00$5.0075.9%21.8%99.3%31.9%76.0%12.4%1.5%43.0K1.1M-63.7K0.1610.072,13333564,08226,109
2023-06-05$3.96$4.0076.9%21.8%97.4%33.4%62.8%-22.8%3.3%40.3K1.4M-61.7K0.3668.961,44552264,98826,251
2023-06-06$4.22$4.0072.7%20.5%99.4%27.4%76.6%-20.1%1.4%43.9K354.9K-65.6K0.2539.252,07352865,72726,701
2023-06-07$4.37$4.0077.0%21.6%100.2%33.6%74.6%-7.2%0.4%54.6K-423.5K-70.7K0.1639.523,53856666,89026,790
2023-06-08$4.31$4.0076.1%20.9%100.2%32.3%74.3%-4.4%-6.5%62.6K-439.8K-72.6K0.6751.0796965068,46926,719
2023-06-09$3.81$4.0092.4%22.4%107.0%55.7%74.9%-6.4%5.6%32.8K1.8M-60.6K0.4637.114,4352,05968,39526,968
2023-06-12$3.80$4.0099.1%22.2%106.9%65.3%80.0%2.4%-2.4%32.6K2.1M-58.3K0.1533.469,0401,39570,39428,060
2023-06-13$4.31$4.0050.4%23.7%118.5%0.0%81.2%-7.1%-4.6%84.4K-2.6M-75.2K0.1825.657,5811,37175,20128,187
2023-06-14$4.16$4.0077.2%22.1%118.3%36.9%81.7%-2.9%8.3%83.1K-528.8K-68.6K0.4933.214,3422,11674,02928,552
2023-06-15$4.39$4.0074.7%21.4%94.1%33.4%75.9%20.5%6.8%66.6K-2.1M-80.0K0.1830.802,65947675,47330,329
2023-06-16$4.34$4.0073.4%21.1%83.0%31.7%76.9%-10.0%5.9%65.0K-1.7M-79.0K0.4513.812,3551,06775,91430,491
2023-06-20$4.30$4.0074.7%21.4%81.4%33.4%75.8%-10.2%8.4%57.9K-1.1M-74.7K0.2216.121,86641566,62425,232
2023-06-21$4.04$4.0071.0%20.3%84.7%28.3%74.9%-28.8%13.6%48.6K-296.2K-72.5K0.6924.0075552067,49225,645
2023-06-22$3.83$4.0072.0%20.6%86.9%29.7%73.9%0.6%5.2%36.4K649.8K-65.7K0.5623.5395353167,79726,059
2023-06-23$3.66$4.0077.3%22.2%88.3%37.1%77.0%-5.6%14.6%28.2K1.3M-62.2K0.3429.271,82961568,15226,420
2023-06-26$3.92$4.0078.5%22.5%91.9%38.6%79.1%-26.7%5.7%41.6K384.4K-68.0K0.077.822,96519669,33026,893
2023-06-27$3.88$4.0078.5%22.5%89.6%38.6%79.6%-23.8%3.5%40.3K291.7K-68.2K0.4111.701,77371970,90126,971
2023-06-28$3.96$4.0078.3%22.4%85.6%38.4%83.1%-18.8%10.3%46.5K-252.7K-72.1K0.1324.226098171,44327,421
2023-06-29$4.13$4.0074.7%21.4%86.9%33.4%76.6%-5.7%9.7%55.5K-833.1K-73.5K0.1010.841,39614171,47827,180
2023-06-30$4.03$4.0078.0%22.4%87.3%37.9%77.2%12.4%4.5%49.8K-582.3K-71.6K0.297.8488426071,16427,232