EVGO Options History — May 2024

In May 2024, EVGO traded between $1.77 and $2.37. ATM implied volatility averaged 105.9%, placing in the 45.9% IV rank vs the trailing year. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 21.0% (HV 20d: 84.9%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.18.

Notable Days

2024-05-14: Highest Volume — 10,822 contracts
2024-05-14: Largest IV spike — 57.9% change
2024-05-14: Highest IV Rank — 100.0%
2024-05-16: Largest Expected Move — 35.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.06	$1.77	$2.37	$1.90	$2.02
Max Pain	$1.82	$1.50	$2.00	$2.00	$2.00
ATM IV	105.9%	65.6%	186.5%	113.7%	77.2%
Expected Move	27.3%	18.8%	35.2%	32.6%	22.1%
HV 20d	84.9%	46.7%	108.0%	46.7%	106.0%
HV 60d	78.8%	71.4%	82.3%	79.4%	79.3%
IV Rank	45.9%	13.5%	100.0%	56.5%	21.8%
IV Percentile	72.3%	6.0%	100.0%	94.0%	25.0%
Term Structure	2.8%	-32.4%	55.0%	-32.4%	9.0%
VWIV	98.8%	77.6%	122.6%	106.6%	77.6%
Skew 25d	-10.1%	-43.9%	23.8%	-8.8%	-20.0%
Skew 10d	11.4%	-46.3%	93.3%	-5.1%	-0.5%
Call IV 25d	100.4%	70.5%	135.6%	91.7%	102.3%
Put IV 25d	90.3%	70.4%	114.4%	82.9%	82.4%
Bid-Ask Spread %	37.56	15.23	72.49	20.76	40.23
Gamma HHI	0.19	0.15	0.24	0.23	0.17
Net GEX	22.8K	7.5K	41.7K	8.7K	29.6K
Net DEX	-2.0M	-3.8M	-569.4K	-728.2K	-2.0M
Net VEX	-22.6K	-27.6K	-17.5K	-18.4K	-20.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.01	0.64	0.13	0.27
Total Volume	2,009.318	203	10,822	661	663
Total OI	69,623.227	63,100	77,723	63,100	76,231

Daily Data (22 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
2024-05-01	$1.90	$2.00	113.7%	32.6%	46.7%	56.5%	106.6%	-8.8%	-32.4%	8.7K	-728.2K	-18.4K	0.13	20.76	583	78	45,825	17,275
2024-05-02	$1.88	$2.00	108.5%	31.1%	46.7%	52.1%	107.7%	-2.9%	-14.8%	8.7K	-569.4K	-17.5K	0.04	15.23	378	17	46,015	17,345
2024-05-03	$1.98	$2.00	112.6%	32.3%	50.6%	55.7%	111.4%	23.8%	-30.4%	11.9K	-914.8K	-19.4K	0.14	18.21	429	59	46,127	17,357
2024-05-06	$2.00	$1.50	126.6%	26.7%	50.8%	67.4%	94.1%	10.9%	-7.0%	13.8K	-1.1M	-19.4K	0.14	72.49	2,093	289	46,314	17,376
2024-05-07	$1.79	$1.50	129.5%	22.8%	62.9%	69.9%	82.4%	-11.3%	13.7%	7.5K	-767.8K	-19.2K	0.11	46.28	2,163	241	47,700	17,546
2024-05-08	$1.77	$1.50	83.0%	24.2%	61.3%	30.6%	83.5%	9.2%	3.9%	8.0K	-653.8K	-19.0K	0.05	55.88	640	35	48,695	17,709
2024-05-09	$1.98	$1.50	106.0%	25.2%	74.6%	50.1%	85.9%	13.1%	2.3%	17.8K	-1.4M	-19.5K	0.18	43.33	1,039	185	48,752	17,713
2024-05-10	$1.85	$1.50	128.6%	25.5%	76.4%	69.1%	91.2%	-5.9%	1.9%	11.9K	-1.0M	-19.3K	0.15	47.11	754	110	48,667	17,856
2024-05-13	$1.96	$1.50	118.1%	27.9%	78.5%	60.3%	102.2%	14.3%	-5.3%	20.0K	-1.5M	-20.7K	0.01	53.68	2,031	19	48,637	17,877
2024-05-14	$2.27	$1.50	186.5%	31.9%	93.5%	100.0%	112.8%	-12.6%	-4.5%	24.4K	-3.2M	-26.5K	0.04	42.11	10,396	426	50,126	17,881
2024-05-15	$2.35	$1.50	113.0%	32.4%	93.2%	47.4%	104.1%	-21.2%	-5.1%	41.7K	-3.7M	-27.6K	0.07	34.96	3,367	239	53,993	17,934
2024-05-16	$2.37	$2.00	122.9%	35.2%	91.6%	54.5%	122.6%	-23.5%	27.0%	34.7K	-3.8M	-27.6K	0.08	34.61	2,967	229	56,013	18,131
2024-05-17	$2.27	$2.00	111.2%	31.9%	92.3%	46.1%	115.7%	-23.9%	-2.3%	33.6K	-3.4M	-26.2K	0.40	34.19	1,040	414	59,402	18,321
2024-05-20	$2.04	$2.00	88.8%	25.4%	101.8%	30.1%	106.5%	-43.9%	4.7%	26.3K	-2.2M	-25.1K	0.61	23.30	3,278	1,996	52,518	15,801
2024-05-21	$2.17	$2.00	105.5%	30.2%	103.5%	42.1%	101.1%	-16.2%	-0.2%	27.5K	-2.6M	-26.6K	0.10	20.53	454	46	52,954	17,465
2024-05-22	$2.25	$2.00	101.8%	29.2%	103.8%	39.4%	101.8%	-17.1%	-9.7%	30.7K	-2.8M	-25.4K	0.21	38.35	741	156	53,380	17,488
2024-05-23	$2.09	$2.00	85.0%	24.4%	108.0%	27.4%	94.1%	-15.8%	24.2%	25.7K	-2.3M	-23.8K	0.03	47.14	2,629	82	53,744	17,633
2024-05-24	$2.13	$2.00	65.6%	18.8%	106.6%	13.5%	107.7%	-18.8%	55.0%	30.3K	-2.4M	-25.4K	0.22	37.91	1,092	238	56,015	17,687
2024-05-28	$2.08	$2.00	89.1%	25.5%	107.2%	30.3%	94.8%	-9.9%	5.9%	27.7K	-2.3M	-25.4K	0.37	23.80	423	156	56,726	17,752
2024-05-29	$2.04	$2.00	78.3%	22.4%	107.1%	22.6%	92.9%	-24.3%	12.6%	29.5K	-1.9M	-21.4K	0.05	40.49	193	10	56,965	17,894
2024-05-30	$2.08	$2.00	78.8%	22.6%	105.4%	23.0%	77.7%	-16.9%	13.7%	32.4K	-2.0M	-22.5K	0.64	35.61	1,114	713	56,969	17,902
2024-05-31	$2.02	$2.00	77.2%	22.1%	106.0%	21.8%	77.6%	-20.0%	9.0%	29.6K	-2.0M	-20.2K	0.27	40.23	523	140	57,806	18,425