EVGO Options History — February 2024

In February 2024, EVGO traded between $1.96 and $2.92. ATM implied volatility averaged 101.5%, placing in the 69.4% IV rank vs the trailing year. The 30-day expected move averaged 29.4%. IV traded above realized volatility by 8.7% (HV 20d: 92.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.34.

Notable Days

2024-02-29: Highest Volume — 2,410 contracts
2024-02-07: Largest IV spike — 34.0% change
2024-02-26: Highest IV Rank — 98.7%
2024-02-26: Largest Expected Move — 35.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.41	$1.96	$2.92	$2.25	$2.92
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	101.5%	67.9%	124.8%	93.9%	114.8%
Expected Move	29.4%	18.9%	35.8%	18.9%	32.9%
HV 20d	92.9%	62.1%	109.0%	62.1%	104.3%
HV 60d	85.0%	81.1%	87.2%	86.8%	85.1%
IV Rank	69.4%	26.8%	98.7%	59.7%	86.1%
IV Percentile	83.3%	7.9%	99.6%	82.5%	98.0%
Term Structure	0.6%	-26.4%	68.6%	68.6%	-12.8%
VWIV	102.2%	74.4%	121.0%	76.6%	121.0%
Skew 25d	7.4%	-24.0%	32.3%	32.3%	18.0%
Skew 10d	42.4%	-15.1%	179.2%	14.5%	25.5%
Call IV 25d	95.0%	51.6%	122.0%	51.6%	114.4%
Put IV 25d	102.4%	83.0%	132.4%	83.9%	132.4%
Bid-Ask Spread %	47.34	13.50	93.11	74.31	18.95
Gamma HHI	0.16	0.14	0.19	0.14	0.19
Net GEX	35.0K	21.4K	54.7K	30.5K	54.7K
Net DEX	-1.2M	-2.7M	-293.2K	-729.2K	-2.7M
Net VEX	-24.5K	-31.5K	-20.3K	-23.6K	-31.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.03	0.99	0.09	0.08
Total Volume	926.8	161	2,410	941	2,410
Total OI	61,716.75	55,415	67,100	62,599	58,544

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
2024-02-01	$2.25	$2.50	93.9%	18.9%	62.1%	59.7%	76.6%	32.3%	68.6%	30.5K	-729.2K	-23.6K	0.09	74.31	865	76	51,893	10,706
2024-02-02	$2.13	$2.50	67.9%	26.8%	62.9%	26.8%	94.7%	14.8%	7.7%	26.5K	-587.6K	-23.2K	0.56	69.64	462	258	52,575	10,715
2024-02-05	$1.96	$2.50	81.5%	25.2%	66.9%	44.0%	94.2%	2.5%	21.5%	21.4K	-293.2K	-20.3K	0.03	93.11	815	23	52,897	10,732
2024-02-06	$2.13	$2.50	72.6%	26.4%	74.5%	32.7%	74.4%	11.9%	17.6%	28.6K	-479.4K	-21.2K	0.07	63.19	731	54	53,528	10,645
2024-02-07	$2.06	$2.50	97.2%	27.9%	73.9%	63.9%	98.7%	5.3%	2.3%	27.1K	-921.7K	-24.7K	0.43	77.84	429	185	53,899	10,661
2024-02-08	$2.19	$2.50	100.0%	28.7%	78.7%	67.4%	100.8%	-10.0%	-10.7%	22.5K	-347.7K	-21.1K	0.26	51.39	352	92	54,127	10,673
2024-02-09	$2.29	$2.50	93.1%	26.7%	81.5%	58.7%	92.9%	32.1%	6.3%	34.9K	-552.6K	-21.2K	0.13	44.92	502	63	54,309	10,725
2024-02-12	$2.54	$2.50	105.2%	30.2%	89.4%	74.0%	101.4%	-3.6%	-8.0%	47.1K	-1.6M	-26.0K	0.16	34.30	1,230	192	54,413	10,737
2024-02-13	$2.27	$2.50	109.6%	31.4%	94.5%	79.6%	106.3%	-4.7%	-12.2%	26.2K	-606.1K	-22.8K	0.63	37.31	376	237	54,710	10,830
2024-02-14	$2.63	$2.50	110.4%	31.6%	109.0%	80.6%	110.2%	6.9%	0.9%	52.4K	-2.1M	-27.3K	0.15	62.52	1,168	172	54,852	10,912
2024-02-15	$2.66	$2.50	106.5%	30.5%	108.0%	75.6%	106.9%	1.6%	4.2%	52.5K	-2.5M	-28.9K	0.43	59.49	871	374	55,406	11,000
2024-02-16	$2.59	$2.50	101.5%	29.1%	108.4%	69.4%	98.4%	24.8%	3.5%	37.4K	-2.3M	-26.6K	0.81	56.84	634	515	56,038	11,062
2024-02-20	$2.51	$2.50	112.7%	32.3%	107.8%	83.5%	106.6%	24.2%	-7.7%	34.0K	-1.3M	-24.8K	0.61	33.97	585	354	46,267	9,148
2024-02-21	$2.42	$2.50	101.0%	29.0%	108.3%	68.7%	102.3%	-1.1%	-7.3%	31.6K	-1.1M	-24.4K	0.99	16.00	369	366	46,637	9,445
2024-02-22	$2.37	$2.50	108.5%	31.1%	105.0%	78.1%	107.9%	2.2%	-10.3%	28.8K	-878.1K	-22.7K	0.30	47.36	645	191	46,966	9,628
2024-02-23	$2.38	$2.50	111.7%	32.0%	104.3%	82.3%	110.3%	0.3%	-8.8%	28.7K	-857.8K	-22.3K	0.14	45.73	141	20	47,248	9,757
2024-02-26	$2.51	$2.50	124.8%	35.8%	105.4%	98.7%	115.0%	30.4%	-26.4%	32.4K	-1.1M	-23.8K	0.60	27.78	400	240	47,345	9,770
2024-02-27	$2.69	$2.50	112.9%	32.4%	107.9%	83.7%	111.5%	-15.7%	-7.6%	40.0K	-1.6M	-26.8K	0.14	18.63	850	123	47,620	9,905
2024-02-28	$2.74	$2.50	105.0%	30.1%	104.4%	73.7%	113.9%	-24.0%	-8.1%	43.4K	-1.8M	-27.2K	0.18	13.50	987	179	48,048	9,962
2024-02-29	$2.92	$2.50	114.8%	32.9%	104.3%	86.1%	121.0%	18.0%	-12.8%	54.7K	-2.7M	-31.5K	0.08	18.95	2,225	185	48,447	10,097