EVGO Options History — July 2024

In July 2024, EVGO traded between $2.35 and $4.11. ATM implied volatility averaged 104.4%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded above realized volatility by 10.7% (HV 20d: 93.6%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.37.

Notable Days

2024-07-12: Highest Volume — 11,998 contracts
2024-07-03: Largest IV spike — 14.2% change
2024-07-24: Highest IV Rank — 48.2%
2024-07-24: Largest Expected Move — 32.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.42	$2.35	$4.11	$2.41	$3.90
Max Pain	$2.39	$2.00	$2.50	$2.50	$2.50
ATM IV	104.4%	78.3%	114.0%	90.3%	113.4%
Expected Move	29.9%	22.4%	32.7%	25.9%	32.5%
HV 20d	93.6%	73.3%	107.4%	74.4%	101.1%
HV 60d	88.6%	78.9%	94.3%	78.9%	94.3%
IV Rank	41.3%	22.6%	48.2%	31.2%	47.7%
IV Percentile	79.6%	23.0%	92.1%	59.1%	90.5%
Term Structure	-8.0%	-37.0%	21.1%	8.3%	-12.3%
VWIV	104.6%	78.2%	114.6%	84.3%	109.8%
Skew 25d	-5.3%	-30.0%	8.2%	-14.4%	-12.0%
Skew 10d	0.6%	-56.8%	51.3%	51.3%	39.9%
Call IV 25d	107.2%	67.5%	125.2%	73.1%	125.2%
Put IV 25d	101.9%	58.7%	120.2%	58.7%	113.2%
Bid-Ask Spread %	23.82	13.01	43.58	43.58	13.01
Gamma HHI	0.17	0.13	0.25	0.24	0.14
Net GEX	91.3K	52.8K	119.7K	52.8K	109.2K
Net DEX	-8.0M	-13.6M	-2.5M	-2.9M	-9.3M
Net VEX	-37.4K	-45.9K	-21.8K	-21.8K	-43.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.05	1.25	0.30	0.22
Total Volume	2,873	494	11,998	494	1,984
Total OI	70,277.455	64,034	78,182	64,034	71,070

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
2024-07-01	$2.41	$2.50	90.3%	25.9%	74.4%	31.2%	84.3%	-14.4%	8.3%	52.8K	-2.9M	-21.8K	0.30	43.58	381	113	56,054	7,980
2024-07-02	$2.35	$2.50	78.3%	22.4%	73.3%	22.6%	78.2%	-1.1%	21.1%	52.8K	-2.5M	-22.4K	0.30	31.04	392	117	56,189	7,937
2024-07-03	$2.50	$2.50	89.4%	25.6%	75.4%	30.5%	90.6%	-30.0%	3.6%	61.8K	-3.4M	-25.8K	0.22	35.43	850	184	56,514	7,966
2024-07-05	$2.77	$2.00	97.1%	27.9%	79.1%	36.1%	97.6%	4.3%	-2.9%	71.9K	-4.6M	-28.1K	0.22	24.17	2,663	577	56,690	7,990
2024-07-08	$2.83	$2.00	99.3%	29.0%	79.1%	37.6%	100.6%	8.2%	-9.1%	76.8K	-4.9M	-29.6K	0.12	35.02	1,605	185	57,688	8,319
2024-07-09	$2.85	$2.00	104.6%	28.4%	76.2%	41.4%	101.3%	2.9%	-6.0%	79.6K	-5.1M	-30.1K	0.05	28.70	1,578	80	58,362	8,389
2024-07-10	$3.21	$2.00	109.2%	31.3%	84.2%	44.7%	109.9%	-2.5%	-5.1%	89.4K	-7.3M	-34.5K	0.06	21.74	6,798	438	58,888	8,410
2024-07-11	$3.34	$2.00	98.7%	28.3%	84.5%	37.2%	103.0%	-11.0%	8.5%	119.7K	-9.0M	-38.1K	0.22	24.50	3,951	865	63,178	8,597
2024-07-12	$4.00	$2.50	109.9%	31.5%	100.2%	45.2%	111.8%	-7.7%	-7.4%	103.7K	-13.0M	-43.8K	0.17	18.59	10,298	1,700	63,176	9,303
2024-07-15	$4.01	$2.50	106.6%	30.6%	97.9%	42.9%	109.0%	-15.0%	-8.9%	116.0K	-13.0M	-44.6K	0.31	36.95	3,106	975	64,837	10,526
2024-07-16	$4.11	$2.50	103.5%	29.7%	96.7%	40.6%	107.8%	-2.2%	-5.9%	113.1K	-13.6M	-45.9K	0.76	23.74	2,919	2,223	64,843	11,113
2024-07-17	$3.74	$2.50	113.0%	32.4%	107.0%	47.4%	112.2%	-4.0%	-15.0%	102.6K	-10.8M	-42.4K	1.25	23.17	1,795	2,237	65,383	12,299
2024-07-18	$3.63	$2.50	103.2%	29.6%	107.4%	40.4%	104.6%	-3.7%	-16.2%	101.2K	-10.2M	-42.0K	0.56	27.05	705	397	65,810	12,372
2024-07-19	$3.55	$2.50	106.2%	30.4%	106.1%	42.5%	104.5%	-7.1%	-11.5%	87.2K	-9.7M	-39.9K	0.68	19.46	1,201	813	65,763	12,350
2024-07-22	$3.51	$2.50	109.9%	31.5%	107.1%	45.2%	110.4%	1.7%	-15.8%	86.8K	-7.1M	-39.5K	0.66	17.19	1,603	1,059	57,765	10,457
2024-07-23	$3.71	$2.50	109.5%	31.4%	100.7%	45.0%	113.1%	-5.9%	-9.7%	93.3K	-8.4M	-41.4K	0.24	16.40	705	170	58,207	10,808
2024-07-24	$3.80	$2.50	114.0%	32.7%	100.2%	48.2%	111.8%	-12.7%	-14.6%	95.0K	-8.8M	-42.6K	0.72	15.13	990	716	58,403	10,908
2024-07-25	$3.62	$2.50	106.8%	30.6%	103.6%	43.0%	109.2%	0.5%	-37.0%	92.7K	-7.6M	-41.0K	0.51	17.55	1,299	657	58,501	11,094
2024-07-26	$3.90	$2.50	109.1%	31.3%	102.7%	44.6%	106.6%	0.6%	-12.3%	102.6K	-9.1M	-44.2K	0.46	15.06	1,690	781	58,748	11,652
2024-07-29	$3.80	$2.50	113.9%	32.6%	100.9%	48.1%	114.6%	3.1%	-12.0%	101.2K	-8.6M	-41.7K	0.15	20.50	1,555	227	59,164	11,567
2024-07-30	$3.70	$2.50	110.6%	31.7%	102.0%	45.7%	110.1%	-8.7%	-14.8%	99.3K	-7.9M	-39.9K	0.08	16.15	580	44	59,180	11,654
2024-07-31	$3.90	$2.50	113.4%	32.5%	101.1%	47.7%	109.8%	-12.0%	-12.3%	109.2K	-9.3M	-43.0K	0.22	13.01	1,632	352	59,424	11,646