EVGO Options History — June 2024

In June 2024, EVGO traded between $1.94 and $2.54. ATM implied volatility averaged 87.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 8.7% (HV 20d: 78.7%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.38.

Notable Days

2024-06-27: Highest Volume — 3,487 contracts
2024-06-12: Largest IV spike — 24.3% change
2024-06-12: Highest IV Rank — 36.6%
2024-06-12: Largest Expected Move — 28.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.14	$1.94	$2.54	$1.94	$2.42
Max Pain	$2.42	$2.00	$2.50	$2.00	$2.50
ATM IV	87.3%	78.1%	97.9%	92.7%	89.5%
Expected Move	25.3%	22.7%	28.1%	26.6%	25.7%
HV 20d	78.7%	56.1%	105.5%	105.5%	75.5%
HV 60d	77.2%	75.3%	78.9%	77.4%	78.9%
IV Rank	29.1%	22.4%	36.6%	32.9%	30.6%
IV Percentile	50.3%	27.0%	75.4%	65.9%	56.3%
Term Structure	2.1%	-16.8%	12.1%	-5.0%	-1.4%
VWIV	91.9%	78.3%	103.7%	92.4%	96.5%
Skew 25d	-0.2%	-22.7%	42.0%	39.0%	-1.6%
Skew 10d	14.1%	-61.0%	166.2%	42.4%	27.1%
Call IV 25d	83.1%	46.5%	106.1%	64.5%	104.5%
Put IV 25d	82.9%	67.1%	103.4%	103.4%	102.9%
Bid-Ask Spread %	43.91	16.82	66.00	27.69	20.60
Gamma HHI	0.23	0.17	0.50	0.17	0.23
Net GEX	39.0K	20.2K	82.7K	24.5K	52.9K
Net DEX	-2.1M	-3.0M	-1.3M	-2.1M	-2.8M
Net VEX	-20.8K	-23.9K	-17.4K	-23.9K	-23.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.04	1.42	0.25	0.08
Total Volume	947.211	153	3,487	893	768
Total OI	73,682.368	58,943	79,570	76,622	63,634

Daily Data (19 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
2024-06-03	$1.94	$2.00	92.7%	26.6%	105.5%	32.9%	92.4%	39.0%	-5.0%	24.5K	-2.1M	-23.9K	0.25	27.69	717	176	58,112	18,510
2024-06-04	$1.94	$2.00	79.3%	22.7%	105.4%	23.3%	78.3%	2.8%	11.3%	20.2K	-1.4M	-19.1K	0.71	45.58	243	173	58,335	18,630
2024-06-05	$2.09	$2.00	89.9%	25.8%	100.3%	30.9%	93.0%	42.0%	4.3%	35.3K	-2.0M	-21.2K	0.06	42.29	697	40	58,482	18,670
2024-06-06	$2.13	$2.50	97.7%	26.0%	100.1%	36.5%	92.8%	-13.0%	-5.1%	37.1K	-2.2M	-21.4K	0.71	51.96	411	293	58,984	18,677
2024-06-07	$2.04	$2.50	78.1%	23.6%	93.9%	22.4%	86.0%	-7.9%	9.7%	36.0K	-1.9M	-20.8K	0.19	54.87	366	69	58,989	18,905
2024-06-10	$2.12	$2.50	88.9%	26.6%	91.0%	30.2%	94.2%	2.7%	6.6%	40.7K	-2.2M	-21.5K	0.04	50.61	1,574	65	59,175	18,857
2024-06-11	$2.16	$2.50	78.8%	27.9%	89.2%	23.0%	94.4%	19.5%	-5.6%	29.3K	-2.6M	-19.9K	0.16	49.61	209	33	59,744	18,899
2024-06-12	$2.13	$2.50	97.9%	28.1%	71.8%	36.6%	101.4%	-13.1%	-6.1%	38.9K	-2.4M	-20.2K	0.13	54.25	527	68	59,711	18,895
2024-06-13	$2.06	$2.50	88.6%	25.4%	71.1%	30.0%	96.8%	-9.1%	2.7%	40.6K	-1.9M	-20.2K	0.30	47.30	237	72	59,701	18,924
2024-06-14	$2.04	$2.50	84.9%	24.3%	70.9%	27.3%	90.8%	-11.3%	-16.8%	40.2K	-2.1M	-21.7K	0.82	65.61	129	106	59,866	18,940
2024-06-17	$2.09	$2.50	87.2%	25.0%	70.4%	29.0%	103.7%	-16.7%	7.9%	27.9K	-2.3M	-19.3K	1.39	62.52	64	89	59,914	19,026
2024-06-18	$2.04	$2.50	89.9%	25.8%	59.7%	30.9%	89.3%	0.6%	-3.4%	26.6K	-2.1M	-18.6K	0.04	64.82	1,043	45	59,929	19,066
2024-06-20	$1.96	$2.50	84.3%	24.2%	56.6%	26.9%	93.7%	-22.7%	3.5%	51.3K	-1.3M	-17.4K	0.41	66.00	253	103	60,476	19,058
2024-06-21	$2.02	$2.50	79.2%	22.7%	56.1%	23.2%	82.9%	-19.3%	12.1%	82.7K	-1.8M	-18.0K	1.42	21.70	187	266	60,469	19,101
2024-06-24	$2.30	$2.50	88.8%	25.5%	68.4%	30.1%	86.5%	17.6%	4.8%	34.1K	-1.9M	-21.1K	0.23	16.82	1,112	254	51,279	7,664
2024-06-25	$2.29	$2.50	89.8%	25.8%	68.2%	30.9%	89.1%	12.3%	7.6%	36.3K	-2.2M	-22.6K	0.04	38.20	2,919	108	51,775	7,785
2024-06-26	$2.33	$2.50	83.5%	23.9%	67.6%	26.3%	87.7%	-15.0%	10.4%	38.3K	-2.2M	-21.3K	0.27	19.85	859	235	52,825	7,781
2024-06-27	$2.54	$2.50	90.7%	26.0%	72.6%	31.4%	95.7%	-11.2%	2.2%	47.7K	-3.0M	-23.9K	0.06	34.04	3,304	183	53,187	7,990
2024-06-28	$2.42	$2.50	89.5%	25.7%	75.5%	30.6%	96.5%	-1.6%	-1.4%	52.9K	-2.8M	-23.3K	0.08	20.60	708	60	55,668	7,966