EVGO Options History — March 2024

In March 2024, EVGO traded between $2.26 and $3.05. ATM implied volatility averaged 103.4%, placing in the 50.4% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 15.4% (HV 20d: 87.9%). Max pain ranged from $2.50 to $3.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.42.

Notable Days

  • 2024-03-06: Highest Volume — 11,477 contracts
  • 2024-03-12: Largest IV drop — 32.7% change
  • 2024-03-01: Highest IV Rank — 100.0%
  • 2024-03-01: Largest Expected Move — 37.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.59$2.26$3.05$2.85$2.51
Max Pain$3.10$2.50$3.50$2.50$3.00
ATM IV103.4%79.6%165.2%130.1%86.7%
Expected Move27.0%22.8%37.3%37.3%24.8%
HV 20d87.9%75.1%104.7%104.4%77.8%
HV 60d84.4%82.2%87.7%85.2%84.5%
IV Rank50.4%27.8%100.0%100.0%33.7%
IV Percentile72.5%35.7%100.0%100.0%59.5%
Term Structure7.1%-27.6%23.7%-27.6%11.3%
VWIV94.1%67.3%133.6%133.6%86.9%
Skew 25d-1.3%-28.5%21.9%-12.8%-14.4%
Skew 10d17.6%-37.5%44.5%-18.9%10.5%
Call IV 25d94.3%58.3%145.1%145.1%89.2%
Put IV 25d93.1%66.5%132.3%132.3%74.7%
Bid-Ask Spread %45.2419.2458.4919.2445.30
Gamma HHI0.190.160.210.180.20
Net GEX48.6K28.0K84.7K53.3K41.8K
Net DEX-2.3M-4.7M-924.1K-2.9M-1.8M
Net VEX-29.5K-37.2K-23.4K-32.2K-27.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.041.650.040.20
Total Volume2,332.532211,4775,4432,184
Total OI68,472.559,52771,99159,52769,865

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$2.85$2.50130.1%37.3%104.4%100.0%133.6%-12.8%-27.6%53.3K-2.9M-32.2K0.0419.245,23620749,29610,231
2024-03-04$2.85$3.50139.9%33.0%101.5%100.0%117.1%-3.7%-4.8%62.1K-3.3M-32.1K0.1048.312,27221753,65410,339
2024-03-05$2.80$3.50165.2%33.5%95.6%100.0%117.6%9.5%-6.2%61.8K-3.5M-34.1K0.1450.904,25060155,17810,446
2024-03-06$3.05$3.50118.8%28.4%95.9%60.9%103.5%-2.6%-1.8%84.7K-4.7M-37.2K0.1239.1710,2051,27257,89810,848
2024-03-07$2.77$3.50122.7%27.6%102.7%64.2%99.3%-13.2%3.8%66.4K-3.3M-33.9K0.3148.962,11966457,63711,139
2024-03-08$2.91$3.50121.6%29.7%102.1%63.2%103.6%-8.4%0.0%74.4K-3.7M-33.8K0.0429.184,89918957,37211,277
2024-03-11$2.74$3.00140.8%28.4%104.7%79.4%101.1%1.8%3.7%68.7K-3.2M-33.8K0.6153.751,26077259,45011,320
2024-03-12$2.67$3.0094.7%26.3%99.1%40.5%97.3%-7.9%9.7%62.9K-2.9M-32.0K0.4848.7862430060,05511,730
2024-03-13$2.66$3.0089.3%25.6%89.4%36.0%103.9%-28.5%16.2%57.0K-2.9M-33.1K0.3234.022447860,20211,715
2024-03-14$2.46$3.0088.8%25.5%77.9%35.5%89.5%-12.8%7.4%40.8K-2.0M-29.9K0.2938.271,33838660,23011,761
2024-03-15$2.46$3.0085.9%24.6%77.7%33.1%86.4%-10.7%15.3%41.7K-1.5M-27.2K0.8644.8648942160,30911,656
2024-03-18$2.42$3.0085.9%24.6%77.4%33.1%84.0%5.2%8.0%35.7K-1.6M-27.2K0.9756.3661960055,97310,551
2024-03-19$2.35$3.0086.6%24.8%77.3%33.7%86.3%-10.2%15.5%31.4K-1.3M-25.5K1.6556.5628246456,17511,034
2024-03-20$2.48$3.0083.6%24.0%78.8%31.1%79.5%13.4%10.3%34.2K-1.4M-26.0K0.3757.691,33549256,18311,443
2024-03-21$2.45$3.0080.9%23.2%78.5%28.9%85.0%4.1%18.0%35.5K-1.4M-26.3K0.1458.492944256,93911,455
2024-03-22$2.29$3.0079.6%22.8%82.3%27.8%80.3%21.4%23.7%28.3K-1.1M-25.3K0.2645.1259915357,16011,473
2024-03-25$2.31$3.0090.4%25.9%79.8%36.9%79.5%17.3%9.4%29.7K-1.1M-24.8K0.3546.0139713757,37411,610
2024-03-26$2.26$3.0090.9%26.1%75.1%37.3%67.3%21.9%11.3%28.0K-924.1K-23.4K1.1045.8819020957,47411,669
2024-03-27$2.45$3.0085.4%24.5%81.1%32.6%81.0%5.1%18.0%33.0K-1.3M-24.5K0.1137.875496157,58111,748
2024-03-28$2.51$3.0086.7%24.8%77.8%33.7%86.9%-14.4%11.3%41.8K-1.8M-27.2K0.2045.301,82535958,04511,820