EVGO Options History — July 2023

In July 2023, EVGO traded between $4.04 and $4.47. ATM implied volatility averaged 83.9%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 14.4% (HV 20d: 69.5%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2023-07-17: Highest Volume — 21,850 contracts
  • 2023-07-10: Largest IV spike — 15.1% change
  • 2023-07-17: Highest IV Rank — 65.1%
  • 2023-07-17: Largest Expected Move — 28.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.26$4.04$4.47$4.25$4.37
Max Pain$4.90$4.00$5.00$4.00$5.00
ATM IV83.9%71.0%97.8%74.2%86.2%
Expected Move24.2%20.4%28.0%21.3%24.7%
HV 20d69.5%56.0%89.5%89.2%58.1%
HV 60d84.1%82.5%85.8%82.6%83.6%
IV Rank46.1%28.4%65.1%32.8%49.2%
IV Percentile47.3%10.3%89.7%15.5%57.5%
Term Structure-2.8%-13.1%13.0%6.7%-5.1%
VWIV84.8%76.3%98.3%76.3%85.3%
Skew 25d0.1%-21.0%50.6%42.6%-0.1%
Skew 10d20.7%-39.7%134.2%134.2%12.4%
Call IV 25d85.7%76.2%103.0%78.3%84.2%
Put IV 25d85.8%68.0%136.3%120.9%84.1%
Bid-Ask Spread %26.306.5656.8810.059.49
Gamma HHI0.190.170.290.190.19
Net GEX58.1K31.2K106.0K57.7K58.3K
Net DEX-1.4M-3.6M-82.1K-1.3M-1.5M
Net VEX-72.6K-78.6K-66.9K-74.5K-71.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.091.100.370.33
Total Volume2,642.869821,8502,5251,800
Total OI99,285.390,055105,13998,58595,404

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-07-03$4.25$4.0074.2%21.3%89.2%32.8%76.3%42.6%6.7%57.7K-1.3M-74.5K0.3710.051,84967671,18627,399
2023-07-05$4.17$4.0071.0%20.4%89.5%28.4%78.0%50.6%13.0%51.9K-1.2M-74.9K0.4010.1249919972,36027,853
2023-07-06$4.17$5.0079.6%23.8%86.5%40.1%84.0%6.3%2.6%53.1K-790.4K-72.4K0.6342.1673546272,41127,982
2023-07-07$4.25$5.0073.4%24.6%85.8%31.7%83.0%8.4%2.3%55.7K-1.5M-76.6K0.4133.941,25651972,61628,213
2023-07-10$4.47$5.0084.5%23.3%87.6%47.0%79.6%-2.7%-3.4%68.7K-1.9M-74.7K0.4950.9367433272,55028,242
2023-07-11$4.44$5.0079.5%22.4%74.3%40.0%81.5%-8.3%-3.7%69.7K-2.1M-77.2K0.2356.8873417072,52528,212
2023-07-12$4.33$5.0082.1%23.5%75.1%43.7%84.4%-15.7%-4.0%58.8K-1.5M-73.8K0.2032.9378215772,25828,216
2023-07-13$4.33$5.0078.6%22.5%60.4%38.8%83.0%-14.8%1.8%56.1K-1.6M-74.9K0.2432.7767916572,18228,286
2023-07-14$4.04$5.0088.3%25.3%64.2%52.1%82.5%5.2%-4.6%31.2K-320.4K-69.5K0.6442.6978550672,59228,268
2023-07-17$4.38$5.0097.8%28.0%67.9%65.1%98.3%-1.2%-8.1%60.5K-2.4M-75.4K0.0930.4920,1371,71373,13228,644
2023-07-18$4.46$5.0095.7%27.4%68.0%62.2%94.9%-6.5%-5.7%106.0K-3.6M-78.6K0.1553.053,54053276,36228,777
2023-07-19$4.38$5.0092.6%26.6%68.3%58.1%89.6%4.3%-13.1%91.8K-3.0M-76.3K0.2522.752,12552976,07228,822
2023-07-20$4.24$5.0092.9%26.6%65.4%58.4%88.2%20.3%-8.8%54.1K-1.9M-71.6K0.5431.8252928875,19129,065
2023-07-21$4.20$5.0083.9%24.0%62.2%46.0%86.1%-21.0%-4.5%51.1K-2.2M-71.0K0.5424.7173039275,08329,264
2023-07-24$4.17$5.0083.7%24.0%59.5%45.8%84.9%-10.8%-3.9%47.3K-534.8K-68.3K0.128.313,67043165,15024,905
2023-07-25$4.05$5.0085.2%24.4%56.0%47.8%84.3%-7.7%-4.5%48.3K-177.6K-67.0K1.106.561,0131,11467,58125,050
2023-07-26$4.17$5.0078.4%22.5%56.6%38.5%77.0%-8.1%-2.8%44.7K-82.1K-66.9K0.529.0169736468,51525,880
2023-07-27$4.04$5.0086.0%24.7%57.6%49.0%85.6%-17.8%-5.2%46.1K-365.6K-68.0K0.417.5165026868,86625,627
2023-07-28$4.20$5.0084.4%24.2%57.3%46.8%90.0%-20.2%-4.5%51.0K-601.0K-68.5K0.319.9288327269,17225,793
2023-07-31$4.37$5.0086.2%24.7%58.1%49.2%85.3%-0.1%-5.1%58.3K-1.5M-71.5K0.339.491,35344769,54925,855