EVGO Options History — April 2024

In April 2024, EVGO traded between $1.71 and $2.40. ATM implied volatility averaged 97.2%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 28.6%. IV traded above realized volatility by 36.1% (HV 20d: 61.1%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.10.

Notable Days

  • 2024-04-22: Highest Volume — 20,397 contracts
  • 2024-04-10: Largest IV spike — 32.3% change
  • 2024-04-30: Highest IV Rank — 63.8%
  • 2024-04-30: Largest Expected Move — 35.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.95$1.71$2.40$2.40$1.79
Max Pain$2.50$2.00$3.00$3.00$2.00
ATM IV97.2%76.6%122.3%96.9%122.3%
Expected Move28.6%22.0%35.1%27.8%35.1%
HV 20d61.1%39.6%82.9%78.7%39.6%
HV 60d83.3%80.2%85.8%84.3%80.2%
IV Rank42.6%25.3%63.8%42.4%63.8%
IV Percentile75.9%25.0%97.2%81.7%97.2%
Term Structure-11.8%-41.4%8.8%-0.2%-41.1%
VWIV99.6%82.4%122.5%96.5%122.5%
Skew 25d-0.6%-46.0%36.0%18.5%-3.7%
Skew 10d33.1%-5.1%267.9%13.7%23.1%
Call IV 25d89.7%56.0%115.7%56.0%90.6%
Put IV 25d89.1%60.9%116.4%74.5%86.9%
Bid-Ask Spread %34.0915.2557.7952.0216.15
Gamma HHI0.240.200.340.220.27
Net GEX14.1K-2.9K38.0K38.0K3.4K
Net DEX-380.3K-1.4M202.4K-1.4M-544.1K
Net VEX-18.5K-24.8K-14.5K-24.8K-16.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.0113.820.250.12
Total Volume1,521.95512720,397458127
Total OI68,445.90950,03873,05171,34163,030

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$2.40$3.0096.9%27.8%78.7%42.4%96.5%18.5%-0.2%38.0K-1.4M-24.8K0.2552.023679159,34711,994
2024-04-02$2.21$3.0098.6%28.3%82.8%43.8%94.4%7.3%-10.4%26.1K-820.2K-22.9K0.2757.7950413659,43912,041
2024-04-03$2.21$3.0091.9%26.4%82.9%38.2%90.5%8.1%8.8%25.1K-732.6K-22.5K1.3446.979813159,81612,108
2024-04-04$2.19$2.5092.5%27.4%74.6%38.7%93.6%14.2%2.5%24.0K-700.6K-22.0K0.3046.153099459,85111,983
2024-04-05$2.13$2.5083.6%29.2%68.6%31.1%103.3%12.5%-6.0%19.5K-376.1K-20.3K1.3846.2816222360,02012,006
2024-04-08$2.12$2.5088.8%30.3%64.6%35.5%114.9%3.6%-2.1%18.8K-453.7K-20.7K0.8545.6130926360,11212,127
2024-04-09$2.16$2.5076.9%27.2%63.5%25.5%96.9%5.3%-2.6%19.1K-709.9K-20.7K0.3145.282738460,06612,026
2024-04-10$2.06$2.50101.7%29.1%64.6%46.4%101.8%6.5%-5.3%15.7K-238.0K-19.4K1.0354.08889160,21112,000
2024-04-11$2.06$2.5097.0%27.8%64.7%42.5%99.0%7.5%1.2%17.5K-463.9K-20.5K0.3925.812409460,25511,679
2024-04-12$1.96$2.5092.3%26.5%61.6%38.5%87.9%-10.4%-4.1%14.1K46.0K-16.9K1.0821.8551355260,45711,788
2024-04-15$1.90$2.5096.8%27.7%61.8%42.3%95.6%-33.7%-24.0%12.1K202.4K-16.8K0.1720.421,10218760,70912,008
2024-04-16$1.87$2.5098.7%28.3%61.8%43.9%82.4%5.9%-8.3%13.7K-189.8K-16.9K0.6733.7555137061,58910,828
2024-04-17$1.83$2.50105.8%30.3%61.6%49.9%107.8%-46.0%-20.0%17.8K-347.7K-17.8K0.0915.254113562,18010,712
2024-04-18$1.77$2.5099.2%28.4%56.7%44.3%96.5%-18.9%-6.9%15.5K-125.9K-15.5K1.1115.6654159862,51310,455
2024-04-19$1.71$2.50101.6%29.1%57.0%46.3%105.7%25.4%0.6%14.9K-98.4K-14.5K0.5947.8762336562,78810,263
2024-04-22$1.73$2.50111.5%32.0%54.8%54.7%93.9%36.0%-28.5%14.6K-504.4K-14.5K13.8215.671,37619,02142,8177,221
2024-04-23$1.73$2.5085.6%24.5%54.4%32.8%100.8%-25.6%-18.5%-1.8K-8.6K-16.4K0.1439.785057043,84517,218
2024-04-24$1.73$2.5076.6%22.0%54.5%25.3%92.4%-26.3%-41.4%-2.7K-49.9K-16.3K0.0435.636002744,18317,211
2024-04-25$1.71$2.5098.0%28.1%41.7%43.3%93.4%20.2%0.7%-2.9K-30.6K-16.1K0.0824.828747044,43517,213
2024-04-26$1.81$2.00104.2%29.9%47.3%48.5%104.0%3.2%-17.7%3.2K-348.7K-17.2K0.0127.149321345,11917,212
2024-04-29$1.83$2.00118.6%34.0%47.0%60.7%117.7%-23.4%-36.2%5.2K-465.2K-17.3K0.0816.064303345,69317,242
2024-04-30$1.79$2.00122.3%35.1%39.6%63.8%122.5%-3.7%-41.1%3.4K-544.1K-16.9K0.1216.151131445,76817,262