EVGO Options History — October 2023

In October 2023, EVGO traded between $2.06 and $3.20. ATM implied volatility averaged 84.5%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 18.6% (HV 20d: 65.9%). Max pain ranged from $3.00 to $4.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.88.

Notable Days

  • 2023-10-19: Highest Volume — 2,663 contracts
  • 2023-10-05: Largest IV spike — 29.0% change
  • 2023-10-23: Highest IV Rank — 70.8%
  • 2023-10-23: Largest Expected Move — 28.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.74$2.06$3.20$3.20$2.06
Max Pain$3.86$3.00$4.50$3.50$3.00
ATM IV84.5%63.0%100.8%75.8%91.3%
Expected Move24.4%18.1%28.9%21.7%26.2%
HV 20d65.9%52.7%79.5%57.7%75.4%
HV 60d69.8%59.1%75.9%69.4%59.1%
IV Rank49.4%21.4%70.8%38.1%58.3%
IV Percentile61.1%4.0%95.6%34.9%83.7%
Term Structure-3.9%-28.3%31.9%6.1%-11.7%
VWIV87.2%73.1%106.1%75.3%89.3%
Skew 25d-6.6%-37.1%32.8%5.3%32.8%
Skew 10d13.9%-31.4%60.3%6.9%12.6%
Call IV 25d87.1%52.8%106.9%66.3%52.8%
Put IV 25d80.4%58.5%92.7%71.6%85.5%
Bid-Ask Spread %33.9912.3462.5115.7317.99
Gamma HHI0.150.130.170.160.15
Net GEX30.1K12.9K51.0K50.1K14.2K
Net DEX1.8M1.1M2.7M1.1M1.3M
Net VEX-33.5K-45.9K-17.6K-45.9K-19.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.066.120.382.07
Total Volume995.8183212,6633211,305
Total OI99,193.27391,102104,478101,18491,300

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$3.20$3.5075.8%21.7%57.7%38.1%75.3%5.3%6.1%50.1K1.1M-45.9K0.3815.732338877,09124,093
2023-10-03$3.13$3.5081.7%23.4%56.0%45.8%82.3%-13.1%3.9%47.7K1.3M-44.8K0.5920.0028116577,47424,135
2023-10-04$3.16$3.5063.0%18.1%52.9%21.4%73.1%-15.5%31.9%44.1K1.6M-43.6K0.3121.392999377,66224,264
2023-10-05$3.05$4.5081.3%23.4%52.7%45.3%81.6%-33.6%-1.7%40.5K1.9M-40.3K0.6722.4929319677,77724,244
2023-10-06$3.13$4.5075.4%24.3%53.3%37.6%84.7%-9.4%-8.1%43.2K1.7M-42.3K0.4717.5030114177,91624,151
2023-10-09$2.95$4.5084.2%25.0%53.5%49.1%89.5%-17.0%-0.8%39.2K1.4M-43.0K0.2062.5170414178,13824,232
2023-10-10$3.19$4.5085.3%25.8%59.6%50.5%89.8%-0.4%-11.4%51.0K1.1M-45.4K0.4029.3055021978,67124,140
2023-10-11$3.04$4.0081.2%23.3%61.1%45.1%89.1%-4.1%-4.1%43.8K1.2M-44.1K0.2055.533436878,81324,190
2023-10-12$2.92$4.0091.2%26.2%59.5%58.3%90.3%-8.6%-12.1%34.5K2.1M-38.2K0.9448.3343941378,98724,160
2023-10-13$2.84$4.0085.2%24.4%59.6%50.4%84.8%-6.5%-9.3%31.7K2.1M-36.9K1.0746.6470975679,22324,123
2023-10-16$2.94$4.0078.3%22.5%60.3%41.4%88.2%-1.7%4.4%33.7K2.3M-36.1K0.2351.1058413279,60124,056
2023-10-17$3.12$4.0087.9%25.2%63.4%53.9%77.2%2.3%-6.7%39.7K2.0M-38.0K1.2650.1937847579,96924,030
2023-10-18$2.83$4.0088.5%25.4%70.5%54.6%89.6%-24.1%-9.3%29.6K2.4M-34.5K6.1247.932181,33480,14424,161
2023-10-19$2.75$4.0084.5%24.2%70.3%49.4%87.0%-2.8%11.2%20.7K2.7M-30.6K0.1052.582,42124280,28424,194
2023-10-20$2.50$4.0085.8%24.6%75.9%51.2%90.3%-13.0%-0.7%12.9K2.4M-26.6K0.7247.4990765780,37821,697
2023-10-23$2.31$4.00100.8%28.9%78.9%70.8%106.1%-19.0%-23.0%13.9K2.1M-22.5K0.3239.691,75256871,94819,416
2023-10-24$2.35$4.0088.3%25.3%78.8%54.4%95.6%-37.1%-0.8%16.9K1.7M-24.1K0.2118.944589773,17618,345
2023-10-25$2.24$4.0088.4%25.3%79.5%54.5%94.2%13.6%-11.3%14.4K1.8M-21.4K0.3736.271,27146973,46618,028
2023-10-26$2.23$3.5082.5%23.6%79.0%46.8%86.8%13.5%9.8%15.3K1.6M-21.7K2.5613.1720752973,68017,422
2023-10-27$2.17$3.0092.3%26.5%76.6%59.7%87.0%12.8%-28.3%13.1K1.7M-19.8K0.0612.348334773,78517,394
2023-10-30$2.10$3.0084.9%24.3%75.3%49.9%86.6%-20.4%-12.9%12.9K1.9M-17.6K0.1920.714989475,08517,209
2023-10-31$2.06$3.0091.3%26.2%75.4%58.3%89.3%32.8%-11.7%14.2K1.3M-19.7K2.0717.9942588075,44015,860