EVGO Options History — September 2023

In September 2023, EVGO traded between $3.26 and $4.17. ATM implied volatility averaged 68.0%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 16.4% (HV 20d: 51.6%). Max pain ranged from $3.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2023-09-28: Highest Volume — 5,994 contracts
  • 2023-09-08: Largest IV spike — 52.1% change
  • 2023-09-11: Highest IV Rank — 59.7%
  • 2023-09-28: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.72$3.26$4.17$4.06$3.40
Max Pain$4.20$3.50$5.00$5.00$3.50
ATM IV68.0%46.7%92.3%55.2%75.0%
Expected Move19.4%15.8%22.7%15.8%21.5%
HV 20d51.6%42.4%57.1%49.4%55.4%
HV 60d71.0%68.2%77.9%77.8%68.6%
IV Rank27.3%0.0%59.7%6.7%37.0%
IV Percentile17.1%0.0%84.1%0.8%32.5%
Term Structure7.2%0.4%15.8%8.4%7.3%
VWIV68.5%55.2%82.2%55.2%76.9%
Skew 25d-4.3%-24.9%82.1%82.1%2.8%
Skew 10d5.5%-24.3%147.8%147.8%19.7%
Call IV 25d70.6%50.1%83.6%50.1%77.8%
Put IV 25d66.3%47.4%132.2%132.2%80.7%
Bid-Ask Spread %27.8711.1060.8415.0419.38
Gamma HHI0.150.130.190.180.18
Net GEX46.3K34.0K60.9K52.3K60.9K
Net DEX527.2K-580.8K1.4M-87.4K619.2K
Net VEX-58.3K-69.1K-46.6K-68.1K-50.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.001.550.110.18
Total Volume1,450.852515,994251655
Total OI98,693.4592,449103,32398,666101,149

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-09-01$4.06$5.0055.2%15.8%49.4%6.7%55.2%82.1%8.4%52.3K-87.4K-68.1K0.1115.042262572,03026,636
2023-09-05$4.17$4.0070.3%19.3%42.4%27.3%69.9%-3.9%2.6%57.8K-580.8K-69.1K0.2835.811,47141572,13926,645
2023-09-06$3.90$4.0064.0%18.3%46.2%18.8%67.8%-13.6%10.2%49.1K519.8K-63.3K0.1651.0698815773,07326,703
2023-09-07$3.75$4.0046.7%20.4%46.0%0.0%70.6%4.9%2.2%41.8K1.2M-59.4K0.8623.5497583573,24126,764
2023-09-08$3.62$4.0071.0%19.7%46.5%31.8%71.9%-8.2%5.7%36.6K1.4M-58.6K0.3951.9964825073,86527,365
2023-09-11$3.76$4.0092.3%20.6%48.0%59.7%74.2%-14.8%0.4%40.3K1.2M-59.8K1.0820.201,3901,50674,07227,502
2023-09-12$3.92$5.0074.9%20.4%50.8%36.8%69.8%-2.3%3.8%38.3K742.0K-60.8K0.1136.671,09212075,10827,048
2023-09-13$3.88$5.0069.6%19.9%49.9%29.9%70.7%-7.6%7.3%39.3K389.3K-63.0K0.6120.0472244075,75727,056
2023-09-14$4.01$4.5072.7%20.8%51.3%34.0%70.1%-0.4%1.9%47.8K-451.3K-66.3K0.2615.9068817776,12527,042
2023-09-15$3.92$4.5066.4%19.0%51.7%25.7%65.9%-7.2%7.8%58.1K371.6K-64.8K0.6046.2632619576,27427,049
2023-09-18$3.71$4.5064.1%18.4%54.7%22.8%63.5%-13.0%8.7%48.8K62.2K-57.7K0.2712.332,10556868,79723,652
2023-09-19$3.84$4.0067.3%19.3%56.6%26.9%66.1%-1.2%3.8%57.9K-237.7K-60.0K1.5513.8053182470,29624,141
2023-09-20$3.80$4.0059.2%17.0%56.5%16.4%60.5%-7.0%15.8%55.0K-83.8K-60.0K0.5711.1062135170,62324,846
2023-09-21$3.67$4.0063.3%18.1%57.1%21.7%63.3%-21.2%8.4%48.9K393.6K-56.1K0.3814.0171326871,07424,836
2023-09-22$3.58$4.0066.5%19.1%54.3%25.9%64.6%-24.9%10.7%46.1K560.8K-55.4K0.3312.0981727271,55824,980
2023-09-25$3.54$4.0064.7%18.5%53.5%23.5%69.0%-18.7%14.3%42.0K706.5K-52.8K0.5360.8443423171,57224,490
2023-09-26$3.34$4.0065.5%18.8%55.2%24.6%64.7%-3.1%15.0%34.0K1.4M-47.5K0.1429.431,19017171,77224,383
2023-09-27$3.26$4.0072.6%20.8%53.0%33.9%72.7%-15.0%5.7%34.2K1.3M-46.6K0.5319.4140821872,95324,045
2023-09-28$3.29$4.0079.1%22.7%53.3%42.4%82.2%-14.1%3.8%37.4K1.1M-47.5K0.0048.395,9662873,13524,073
2023-09-29$3.40$3.5075.0%21.5%55.4%37.0%76.9%2.8%7.3%60.9K619.2K-50.4K0.1819.3855310277,06724,082