EVGO Options History — November 2023

In November 2023, EVGO traded between $2.12 and $3.31. ATM implied volatility averaged 85.3%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded below realized volatility by 19.0% (HV 20d: 104.4%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2023-11-08: Highest Volume — 4,301 contracts
  • 2023-11-08: Largest IV drop — 35.8% change
  • 2023-11-07: Highest IV Rank — 100.0%
  • 2023-11-01: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.82$2.12$3.31$2.12$3.13
Max Pain$2.74$2.50$3.00$3.00$3.00
ATM IV85.3%68.2%125.8%97.9%87.4%
Expected Move23.3%19.5%28.1%28.1%25.1%
HV 20d104.4%76.7%116.4%76.7%111.8%
HV 60d78.4%59.4%87.8%59.4%86.9%
IV Rank49.3%27.2%100.0%66.9%51.5%
IV Percentile54.8%15.9%100.0%92.9%70.2%
Term Structure-0.3%-15.4%29.3%-8.5%-15.4%
VWIV78.9%63.2%99.1%99.1%86.6%
Skew 25d-3.0%-27.8%26.8%-5.4%4.2%
Skew 10d14.3%-34.9%69.8%26.1%20.5%
Call IV 25d76.4%57.9%110.2%110.2%77.3%
Put IV 25d73.4%56.4%104.9%104.9%81.5%
Bid-Ask Spread %29.038.1256.968.1228.33
Gamma HHI0.140.110.210.150.13
Net GEX32.3K14.7K54.9K14.7K51.7K
Net DEX-229.9K-2.2M1.4M1.4M-1.6M
Net VEX-30.6K-39.5K-18.1K-18.1K-39.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.071.650.170.15
Total Volume1,800.8572634,301263318
Total OI92,007.1983,58099,22490,73789,175

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$2.12$3.0097.9%28.1%76.7%66.9%99.1%-5.4%-8.5%14.7K1.4M-18.1K0.178.122243975,68615,051
2023-11-02$2.35$2.50102.1%24.3%87.9%72.5%74.2%3.3%-7.3%20.5K1.1M-22.1K0.1220.0481410175,84714,909
2023-11-03$2.50$2.5096.0%24.6%90.9%64.5%81.6%15.9%-6.1%27.1K737.1K-23.7K0.1332.701,34017676,40014,935
2023-11-06$2.29$2.50119.9%26.6%93.4%95.7%92.9%6.2%-7.7%22.7K733.1K-23.0K1.0626.341,2411,31976,69215,012
2023-11-07$2.33$2.50125.8%27.0%87.9%100.0%71.8%26.8%-7.8%20.4K976.3K-22.5K0.7550.221,5721,18277,66316,282
2023-11-08$2.69$2.5080.7%23.1%103.5%43.0%78.4%-17.2%-6.4%35.2K9.5K-29.7K0.2534.453,43286979,24017,332
2023-11-09$2.66$2.5075.5%21.6%102.7%36.4%71.1%9.1%-1.3%32.3K570.8K-25.9K0.3420.911,01535079,44117,796
2023-11-10$2.51$2.5068.8%19.7%104.2%28.0%77.4%-12.8%3.9%25.3K887.5K-24.3K0.2518.821,21430579,40518,034
2023-11-13$2.75$2.5076.8%22.0%109.0%38.1%80.6%19.7%16.8%35.3K229.6K-27.5K0.2422.011,55236980,13417,528
2023-11-14$3.12$2.5077.0%22.1%116.4%38.3%76.4%17.7%-2.9%33.4K-1.7M-35.2K0.1436.423,33545980,43317,793
2023-11-15$3.31$2.5077.7%22.3%112.2%39.3%88.4%-13.4%7.9%54.9K-2.2M-39.0K0.0742.172,83218879,74218,039
2023-11-16$3.04$2.5077.6%22.2%116.3%39.1%63.2%-19.6%6.3%44.9K-928.8K-33.4K1.6537.319721,60780,12518,107
2023-11-17$2.95$3.0076.1%21.8%111.1%37.2%75.4%-21.9%-0.9%28.3K-259.9K-32.0K0.6356.9685253680,21019,014
2023-11-20$3.13$3.0085.3%24.4%107.4%48.8%87.5%-27.8%-4.6%33.2K-779.9K-36.5K0.1827.221,77431366,93116,649
2023-11-21$2.96$3.0077.9%22.3%110.3%39.4%75.6%-21.4%1.3%30.3K-480.4K-34.7K0.3430.791,36346768,36216,908
2023-11-22$3.00$3.0079.3%22.7%108.1%41.3%79.1%-20.1%2.6%31.0K-471.5K-34.8K1.1528.9037142769,15816,925
2023-11-24$3.19$3.0068.2%19.5%109.1%27.2%64.7%9.8%29.3%38.1K-860.9K-35.8K0.1726.582484169,26717,262
2023-11-27$3.04$3.0079.5%22.8%110.4%41.5%70.7%-15.7%0.9%33.3K-574.6K-34.8K0.2216.7994321269,40717,292
2023-11-28$2.92$3.0072.6%20.8%110.9%32.8%70.6%-0.8%0.4%28.3K-358.0K-33.3K0.3919.971997769,53517,382
2023-11-29$3.13$3.0089.8%25.7%111.6%54.5%91.0%-0.7%-7.2%37.2K-1.1M-36.6K0.0724.502,97419669,65017,398
2023-11-30$3.13$3.0087.4%25.1%111.8%51.5%86.6%4.2%-15.4%51.7K-1.6M-39.5K0.1528.332774171,68517,490