EVGO Options History — August 2023

In August 2023, EVGO traded between $3.79 and $5.28. ATM implied volatility averaged 75.1%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded below realized volatility by 12.0% (HV 20d: 87.2%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.34.

Notable Days

  • 2023-08-03: Highest Volume — 30,323 contracts
  • 2023-08-08: Largest IV drop — 15.5% change
  • 2023-08-03: Highest IV Rank — 69.2%
  • 2023-08-02: Largest Expected Move — 28.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.36$3.79$5.28$4.36$4.00
Max Pain$4.96$4.00$5.00$5.00$5.00
ATM IV75.1%58.6%100.7%88.9%61.1%
Expected Move21.2%16.8%28.7%25.5%17.5%
HV 20d87.2%48.8%96.8%55.1%48.8%
HV 60d84.3%78.1%94.6%83.6%78.1%
IV Rank34.0%11.3%69.2%53.0%14.8%
IV Percentile27.9%0.8%93.7%69.0%1.6%
Term Structure2.9%-15.0%10.7%-10.6%7.8%
VWIV74.5%52.2%102.7%89.9%59.6%
Skew 25d3.1%-17.5%72.4%-1.3%10.8%
Skew 10d19.0%-23.3%169.4%12.3%15.9%
Call IV 25d72.2%48.0%108.0%86.9%51.0%
Put IV 25d75.3%52.7%120.4%85.5%61.8%
Bid-Ask Spread %32.127.5873.109.358.93
Gamma HHI0.200.170.260.190.18
Net GEX76.3K30.9K190.0K60.9K49.8K
Net DEX-2.2M-9.8M792.0K-1.7M-38.4K
Net VEX-74.8K-99.6K-62.2K-72.5K-66.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.030.960.140.06
Total Volume3,813.26156530,3234,170815
Total OI103,586.91386,344113,39995,64198,354

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$4.36$5.0088.9%25.5%55.1%53.0%89.9%-1.3%-10.6%60.9K-1.7M-72.5K0.149.353,66350769,71525,926
2023-08-02$4.28$5.00100.0%28.7%55.1%68.1%102.7%-17.5%-15.0%63.6K-1.7M-72.5K0.0320.047,41425570,61925,999
2023-08-03$5.25$4.00100.7%25.0%90.7%69.2%88.6%-13.7%1.4%152.5K-9.7M-98.9K0.2316.8524,7425,58175,77026,065
2023-08-04$5.28$5.0088.5%23.4%90.6%52.3%83.4%1.4%2.9%190.0K-9.8M-99.6K0.1054.127,41873982,37628,524
2023-08-07$4.83$5.0094.2%23.4%95.9%60.3%85.6%0.5%1.5%136.4K-5.7M-89.3K0.2651.555,8021,52581,29628,547
2023-08-08$4.92$5.0079.6%23.7%96.0%40.2%84.7%2.4%1.2%148.4K-6.3M-91.3K0.1650.761,85229583,76928,726
2023-08-09$4.72$5.0077.8%22.3%96.8%37.7%84.7%-14.7%2.9%126.4K-4.9M-87.8K0.2742.5044412184,08428,700
2023-08-10$4.72$5.0080.6%23.1%96.8%41.5%77.5%-6.9%2.3%123.9K-4.5M-85.8K0.1567.086069184,22528,703
2023-08-11$4.50$5.0075.3%21.6%95.0%34.3%78.8%-1.1%9.4%93.7K-2.9M-80.2K0.2356.9577417984,43528,729
2023-08-14$4.39$5.0072.5%20.8%91.1%30.4%76.8%-1.4%2.9%66.3K-1.4M-72.5K0.8915.461,7051,50984,52328,763
2023-08-15$4.25$5.0074.6%21.4%91.6%33.3%82.3%-8.7%10.7%42.7K-642.0K-70.4K0.4765.8673434684,23029,086
2023-08-16$4.17$5.0073.1%21.0%91.6%31.3%75.7%29.8%5.1%30.9K-323.7K-68.5K0.5866.8987950784,27129,128
2023-08-17$4.19$5.0072.0%20.6%90.9%29.7%71.1%-5.0%0.1%32.1K-541.0K-69.3K0.4562.9765129084,27329,072
2023-08-18$4.21$5.0071.8%20.6%90.9%29.5%74.9%-3.5%1.6%54.2K-749.6K-70.2K0.6173.1065440084,22729,045
2023-08-21$4.17$5.0072.0%20.6%90.9%29.7%71.5%-4.1%-1.5%53.0K-840.1K-67.3K0.188.632,25840563,90922,435
2023-08-22$4.11$5.0065.8%18.9%90.5%21.2%64.1%11.4%8.5%53.3K-197.6K-64.6K0.968.2157054965,43322,720
2023-08-23$4.01$5.0068.8%19.7%90.2%25.4%52.2%4.7%3.3%46.4K134.4K-62.2K0.677.585,4973,68065,69323,237
2023-08-24$3.79$5.0066.0%18.9%91.7%21.5%64.8%-3.0%5.0%38.4K792.0K-63.7K0.309.571,00229669,73726,667
2023-08-25$3.88$5.0058.6%16.8%90.9%11.3%58.6%2.0%8.1%40.5K566.6K-65.1K0.198.6472313770,50826,764
2023-08-28$3.99$5.0063.5%18.2%90.3%18.1%63.6%8.6%7.1%46.7K425.7K-64.8K0.418.0745919070,96626,767
2023-08-29$4.13$5.0063.2%18.1%91.3%17.7%62.5%72.4%2.1%55.4K-441.5K-71.8K0.119.456407371,16526,876
2023-08-30$4.03$5.0059.3%17.0%91.5%12.3%59.2%9.3%10.6%48.3K49.7K-66.5K0.3616.0853519371,53526,907
2023-08-31$4.00$5.0061.1%17.5%48.8%14.8%59.6%10.8%7.8%49.8K-38.4K-66.4K0.068.937714471,78526,569