EVGO Options History — January 2024

In January 2024, EVGO traded between $2.30 and $3.30. ATM implied volatility averaged 90.7%, placing in the 55.7% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 23.2% (HV 20d: 67.6%). Max pain ranged from $2.50 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.69.

Notable Days

2024-01-22: Highest Volume — 3,539 contracts
2024-01-17: Largest IV spike — 18.1% change
2024-01-17: Highest IV Rank — 68.3%
2024-01-17: Largest Expected Move — 28.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.77	$2.30	$3.30	$3.30	$2.30
Max Pain	$3.05	$2.50	$4.00	$4.00	$2.50
ATM IV	90.7%	82.7%	100.7%	90.3%	94.0%
Expected Move	25.8%	23.7%	28.9%	25.9%	27.0%
HV 20d	67.6%	58.7%	82.0%	79.9%	63.5%
HV 60d	90.1%	86.7%	94.0%	93.5%	87.7%
IV Rank	55.7%	45.5%	68.3%	55.1%	59.8%
IV Percentile	70.8%	43.7%	92.1%	73.0%	82.5%
Term Structure	11.7%	-12.4%	47.9%	19.2%	-7.2%
VWIV	94.9%	80.6%	115.8%	99.2%	92.4%
Skew 25d	-11.0%	-40.2%	22.9%	-15.5%	-10.2%
Skew 10d	6.5%	-34.8%	55.7%	-34.8%	5.7%
Call IV 25d	96.1%	55.8%	120.6%	105.4%	81.9%
Put IV 25d	85.1%	68.7%	112.8%	89.8%	71.7%
Bid-Ask Spread %	44.48	16.02	70.05	29.61	29.23
Gamma HHI	0.19	0.14	0.23	0.23	0.14
Net GEX	45.5K	24.9K	86.5K	86.5K	32.0K
Net DEX	-1.2M	-3.6M	674.5K	-3.6M	-830.5K
Net VEX	-32.2K	-47.1K	-24.0K	-47.1K	-24.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.69	0.04	4.61	0.24	0.10
Total Volume	1,130.571	306	3,539	749	692
Total OI	87,156.762	55,002	105,879	102,656	62,179

Daily Data (21 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
2024-01-02	$3.30	$4.00	90.3%	25.9%	79.9%	55.1%	99.2%	-15.5%	19.2%	86.5K	-3.6M	-47.1K	0.24	29.61	602	147	85,363	17,293
2024-01-03	$3.13	$4.00	95.3%	27.3%	82.0%	61.4%	99.7%	-28.2%	-3.5%	75.3K	-2.3M	-41.9K	0.55	16.50	245	134	85,606	17,389
2024-01-04	$3.15	$3.50	97.2%	25.2%	72.2%	63.9%	99.6%	-16.9%	16.1%	74.7K	-2.7M	-43.0K	1.21	58.93	183	222	85,640	17,493
2024-01-05	$3.09	$3.50	92.1%	25.9%	72.0%	57.4%	104.4%	-4.3%	2.9%	69.4K	-2.2M	-41.1K	0.34	61.32	364	123	85,691	17,603
2024-01-08	$3.19	$3.50	93.2%	25.5%	72.8%	58.8%	104.7%	-2.1%	15.4%	73.3K	-1.9M	-39.1K	0.16	53.35	458	72	85,751	17,621
2024-01-09	$3.04	$3.50	99.7%	27.6%	74.9%	67.0%	86.2%	1.3%	2.2%	63.4K	-1.6M	-37.5K	0.55	65.58	197	109	85,927	17,665
2024-01-10	$2.92	$3.50	90.0%	25.8%	76.3%	54.8%	97.8%	-26.1%	13.7%	46.2K	-605.8K	-34.5K	0.44	59.83	593	263	86,043	17,708
2024-01-11	$2.88	$3.00	84.5%	24.2%	75.9%	47.8%	84.2%	-5.8%	21.1%	36.3K	-673.4K	-35.8K	1.12	53.38	456	510	86,190	17,697
2024-01-12	$2.73	$3.00	85.9%	24.6%	70.3%	49.6%	96.0%	-26.4%	14.1%	26.9K	300.6K	-29.1K	0.22	68.07	482	104	86,326	18,127
2024-01-16	$2.54	$3.00	85.3%	24.4%	58.8%	48.8%	95.0%	-40.2%	21.4%	24.9K	549.7K	-27.3K	0.32	56.26	1,702	540	86,276	17,771
2024-01-17	$2.54	$3.00	100.7%	28.9%	58.7%	68.3%	115.8%	-31.7%	8.9%	25.4K	674.5K	-26.3K	4.61	64.93	281	1,295	87,625	17,761
2024-01-18	$2.65	$3.00	88.6%	25.4%	61.9%	53.0%	93.2%	20.5%	47.9%	26.5K	665.4K	-26.2K	0.35	70.05	502	175	87,740	17,692
2024-01-19	$2.63	$3.00	85.4%	24.5%	59.0%	49.0%	98.1%	-7.9%	32.3%	30.5K	139.8K	-29.2K	0.77	63.32	698	540	88,162	17,717
2024-01-22	$2.74	$3.00	85.5%	24.5%	61.7%	49.1%	89.8%	-16.4%	14.6%	31.9K	-1.5M	-27.0K	0.39	40.85	2,538	1,001	45,516	9,486
2024-01-23	$2.75	$2.50	90.0%	25.8%	61.7%	54.8%	86.7%	-9.8%	21.2%	38.5K	-1.9M	-29.2K	0.16	23.70	1,613	266	47,614	9,921
2024-01-24	$2.54	$2.50	89.2%	25.6%	63.2%	53.8%	88.0%	-7.1%	-2.2%	35.8K	-1.7M	-27.7K	0.51	27.12	1,236	635	49,138	10,156
2024-01-25	$2.62	$2.50	88.6%	25.4%	62.0%	53.1%	80.6%	2.3%	17.7%	41.1K	-1.7M	-28.0K	2.22	16.02	834	1,854	50,024	10,633
2024-01-26	$2.52	$2.50	82.7%	23.7%	61.8%	45.5%	95.4%	-20.1%	6.6%	37.4K	-1.3M	-25.5K	0.04	19.73	512	18	50,190	10,657
2024-01-29	$2.59	$2.50	93.5%	26.8%	63.9%	59.2%	92.8%	-9.0%	-4.9%	41.4K	-1.5M	-27.1K	0.09	37.51	765	69	50,514	10,672
2024-01-30	$2.41	$2.50	93.9%	26.9%	66.7%	59.7%	92.2%	22.9%	-12.4%	37.2K	-1.8M	-30.2K	0.14	18.81	626	86	51,001	10,714
2024-01-31	$2.30	$2.50	94.0%	27.0%	63.5%	59.8%	92.4%	-10.2%	-7.2%	32.0K	-830.5K	-24.0K	0.10	29.23	627	65	51,404	10,775