EVGO Options History — December 2023

In December 2023, EVGO traded between $2.96 and $3.71. ATM implied volatility averaged 96.0%, placing in the 62.3% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 5.1% (HV 20d: 90.9%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.28.

Notable Days

2023-12-18: Highest Volume — 11,267 contracts
2023-12-13: Largest IV drop — 29.4% change
2023-12-11: Highest IV Rank — 90.0%
2023-12-19: Largest Expected Move — 28.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.37	$2.96	$3.71	$3.33	$3.58
Max Pain	$3.95	$3.00	$4.00	$3.00	$4.00
ATM IV	96.0%	80.4%	117.8%	84.9%	91.7%
Expected Move	25.3%	20.3%	28.6%	24.3%	26.3%
HV 20d	90.9%	76.6%	110.2%	108.6%	76.7%
HV 60d	90.9%	87.3%	93.0%	87.6%	92.2%
IV Rank	62.3%	42.6%	90.0%	48.3%	57.0%
IV Percentile	80.6%	43.3%	98.8%	61.5%	77.8%
Term Structure	1.1%	-14.8%	14.5%	-9.4%	-4.6%
VWIV	88.6%	67.5%	102.8%	78.9%	91.5%
Skew 25d	-3.6%	-17.8%	17.6%	17.6%	1.3%
Skew 10d	9.0%	-37.1%	61.8%	30.0%	18.2%
Call IV 25d	93.1%	61.7%	107.4%	61.7%	93.2%
Put IV 25d	89.5%	76.5%	106.6%	79.3%	94.5%
Bid-Ask Spread %	33.73	13.42	49.87	22.46	29.58
Gamma HHI	0.19	0.13	0.37	0.13	0.26
Net GEX	75.4K	44.6K	125.3K	67.2K	103.9K
Net DEX	-3.1M	-5.9M	-625.6K	-2.3M	-4.9M
Net VEX	-43.3K	-53.0K	-32.7K	-41.0K	-50.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.04	1.10	0.15	0.50
Total Volume	2,136.1	491	11,267	1,026	862
Total OI	95,141.85	88,754	102,903	89,294	102,768

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-12-01	$3.33	$3.00	84.9%	24.3%	108.6%	48.3%	78.9%	17.6%	-9.4%	67.2K	-2.3M	-41.0K	0.15	22.46	892	134	71,843	17,451
2023-12-04	$3.34	$4.00	97.6%	25.8%	107.4%	64.4%	84.5%	-2.4%	-6.8%	63.6K	-2.3M	-39.2K	0.15	40.89	588	89	72,207	17,474
2023-12-05	$3.00	$4.00	88.4%	24.0%	110.1%	52.7%	88.1%	-12.8%	3.2%	50.3K	-1.4M	-37.6K	0.22	46.92	1,113	244	72,614	17,520
2023-12-06	$3.08	$4.00	108.9%	23.8%	110.2%	78.6%	78.9%	7.1%	-4.9%	50.0K	-1.5M	-38.5K	0.17	24.83	978	162	72,702	17,630
2023-12-07	$3.06	$4.00	97.0%	26.0%	99.1%	63.6%	84.6%	14.1%	-14.8%	48.8K	-976.8K	-34.8K	0.34	46.05	552	186	73,461	17,662
2023-12-08	$3.04	$4.00	103.7%	20.3%	99.0%	72.1%	80.6%	-10.6%	7.4%	49.6K	-1.0M	-34.5K	0.13	48.86	775	99	73,682	17,737
2023-12-11	$3.04	$4.00	117.8%	21.8%	96.1%	90.0%	76.2%	-2.4%	4.5%	49.1K	-912.9K	-34.2K	1.10	49.87	968	1,066	73,644	17,822
2023-12-12	$2.96	$4.00	113.9%	22.5%	91.8%	85.1%	79.5%	11.2%	-0.5%	44.6K	-625.6K	-32.7K	0.18	46.18	417	74	73,614	17,871
2023-12-13	$3.23	$4.00	80.4%	23.1%	85.7%	42.6%	67.5%	0.8%	-1.1%	56.1K	-1.4M	-34.1K	0.54	42.49	661	357	73,915	17,889
2023-12-14	$3.60	$4.00	84.4%	24.2%	91.7%	47.7%	92.0%	-8.5%	8.6%	82.4K	-3.8M	-43.4K	0.06	45.20	6,855	386	74,171	17,944
2023-12-15	$3.48	$4.00	81.6%	23.4%	86.7%	44.2%	84.7%	-3.7%	11.4%	125.3K	-3.4M	-42.5K	0.56	40.15	1,110	623	77,372	18,296
2023-12-18	$3.50	$4.00	97.2%	27.9%	85.6%	63.9%	95.3%	-17.8%	-7.1%	57.9K	-3.0M	-44.3K	0.04	19.01	10,788	479	72,611	16,143
2023-12-19	$3.63	$4.00	99.9%	28.6%	84.2%	67.3%	96.3%	-14.7%	-1.9%	86.2K	-5.0M	-52.1K	0.10	30.26	4,297	424	80,882	16,523
2023-12-20	$3.49	$4.00	97.7%	28.0%	82.8%	64.5%	97.8%	-13.5%	12.4%	83.0K	-4.2M	-49.5K	0.30	33.25	825	250	82,820	16,841
2023-12-21	$3.40	$4.00	99.9%	28.6%	83.6%	67.2%	100.1%	-14.8%	12.6%	79.7K	-3.9M	-49.0K	0.07	19.92	2,631	197	82,938	17,042
2023-12-22	$3.54	$4.00	90.5%	26.0%	82.1%	55.4%	97.7%	-7.2%	12.5%	93.5K	-4.6M	-50.1K	0.12	29.30	666	82	84,807	17,115
2023-12-26	$3.69	$4.00	93.5%	26.8%	80.5%	59.3%	102.8%	-1.1%	14.5%	106.5K	-5.9M	-53.0K	0.06	17.55	1,464	95	85,050	17,146
2023-12-27	$3.71	$4.00	98.1%	28.1%	78.4%	65.0%	100.3%	0.6%	-9.6%	107.1K	-5.8M	-52.7K	0.59	28.45	435	255	85,511	17,216
2023-12-28	$3.60	$4.00	92.7%	26.6%	76.6%	58.1%	94.9%	-15.6%	-4.2%	103.8K	-5.5M	-52.0K	0.21	13.42	530	113	85,688	17,215
2023-12-29	$3.58	$4.00	91.7%	26.3%	76.7%	57.0%	91.5%	1.3%	-4.6%	103.9K	-4.9M	-50.3K	0.50	29.58	573	289	85,594	17,174