EVGO Options History — August 2024 In August 2024, EVGO traded between $3.54 and $4.54. ATM implied volatility averaged 92.9%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 16.6% (HV 20d: 76.3%). Max pain ranged from $2.50 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.28.
Notable Days 2024-08-01 : Highest Volume — 11,303 contracts2024-08-14 : Largest IV drop — 19.9% change2024-08-05 : Highest IV Rank — 51.1%2024-08-02 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.87 $3.54 $4.54 $3.58 $4.54 Max Pain $3.86 $2.50 $4.00 $2.50 $4.00 ATM IV 92.9% 79.4% 118.1% 91.3% 84.1% Expected Move 25.8% 22.8% 30.4% 26.2% 24.1% HV 20d 76.3% 61.6% 107.4% 107.4% 64.4% HV 60d 85.1% 79.6% 96.4% 96.4% 82.3% IV Rank 33.0% 23.4% 51.1% 31.9% 26.7% IV Percentile 51.4% 23.4% 93.3% 55.6% 26.6% Term Structure -0.7% -36.8% 22.9% 5.8% -4.0% VWIV 89.3% 79.4% 103.0% 101.1% 83.5% Skew 25d -0.4% -13.7% 12.2% -1.3% 12.2% Skew 10d 7.2% -37.4% 43.9% -2.6% 34.6% Call IV 25d 91.0% 79.9% 115.2% 99.7% 80.6% Put IV 25d 90.6% 80.4% 107.5% 98.3% 92.8% Bid-Ask Spread % 43.12 16.32 52.19 18.54 44.44 Gamma HHI 0.15 0.14 0.21 0.14 0.16 Net GEX 99.4K 59.0K 121.3K 98.9K 113.9K Net DEX -7.5M -9.4M -4.6M -7.2M -9.0M Net VEX -40.8K -50.5K -33.8K -37.8K -45.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.03 1.13 0.09 0.13 Total Volume 2,414.091 409 11,303 11,303 1,503 Total OI 72,779.5 62,671 83,758 71,378 68,849
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 2024-08-01 $3.58 $2.50 91.3% 26.2% 107.4% 31.9% 101.1% -1.3% 5.8% 98.9K -7.2M -37.8K 0.09 18.54 10,400 903 59,676 11,702 2024-08-02 $3.73 $2.50 106.2% 30.4% 103.1% 42.5% 102.8% -13.7% -5.5% 113.9K -8.4M -41.1K 0.17 16.32 2,484 433 61,682 11,704 2024-08-05 $3.74 $4.00 118.1% 27.0% 103.1% 51.1% 103.0% -7.6% 22.9% 117.2K -8.9M -42.8K 0.27 40.63 4,811 1,301 62,858 11,758 2024-08-06 $3.67 $4.00 95.7% 28.5% 103.8% 35.0% 97.9% 1.6% -3.4% 109.0K -7.9M -40.9K 0.25 41.76 1,338 336 63,100 12,780 2024-08-07 $3.69 $4.00 104.8% 28.5% 95.8% 41.6% 101.1% 5.4% -10.4% 112.8K -8.2M -42.0K 0.34 46.51 963 327 63,303 12,822 2024-08-08 $3.77 $4.00 94.5% 27.4% 95.2% 34.2% 93.5% -2.1% -1.4% 121.1K -8.5M -41.5K 0.57 46.94 404 231 63,988 12,881 2024-08-09 $3.63 $4.00 97.9% 26.0% 70.6% 36.6% 90.4% 0.2% 2.4% 106.5K -7.2M -37.3K 0.03 49.47 5,714 172 63,924 12,749 2024-08-12 $3.54 $4.00 100.6% 26.6% 70.9% 38.6% 93.8% 0.0% 3.9% 103.1K -6.5M -33.8K 1.13 48.15 225 255 68,807 12,908 2024-08-13 $3.71 $4.00 117.9% 26.7% 72.6% 50.9% 88.0% 5.6% -0.1% 121.3K -7.8M -36.9K 0.15 48.63 2,340 358 68,867 13,125 2024-08-14 $3.60 $4.00 94.4% 27.1% 65.3% 34.1% 85.6% 6.6% 3.9% 107.5K -7.4M -36.9K 0.17 48.10 350 59 70,074 13,332 2024-08-15 $3.74 $4.00 89.0% 25.5% 65.9% 30.3% 86.0% -0.6% -36.8% 120.4K -8.1M -38.3K 0.10 46.95 802 82 70,061 13,353 2024-08-16 $3.71 $4.00 79.4% 22.8% 65.4% 23.4% 85.3% -5.7% 8.6% 63.5K -8.0M -38.7K 0.33 49.28 1,087 360 70,437 13,321 2024-08-19 $3.75 $4.00 81.1% 23.2% 65.3% 24.6% 79.6% -0.1% 6.8% 64.6K -5.2M -38.4K 0.32 43.91 1,450 462 53,763 8,908 2024-08-20 $3.66 $4.00 89.1% 25.5% 63.0% 30.3% 83.2% 7.0% -3.1% 59.0K -4.6M -35.2K 0.39 52.19 864 335 54,214 9,042 2024-08-21 $3.80 $4.00 85.5% 24.5% 63.8% 27.7% 88.0% -5.8% 1.0% 71.9K -5.6M -40.0K 0.27 43.53 721 197 54,866 9,356 2024-08-22 $3.74 $4.00 85.8% 24.6% 61.6% 28.0% 85.0% -1.9% -0.7% 70.1K -5.3M -38.3K 0.17 45.43 619 108 55,406 9,373 2024-08-23 $4.16 $4.00 84.6% 24.2% 67.4% 27.1% 79.4% 5.8% -0.4% 85.0K -6.9M -41.2K 0.20 44.05 2,867 581 55,478 9,465 2024-08-26 $4.44 $4.00 85.8% 24.6% 69.8% 28.0% 87.3% -9.6% 2.6% 106.7K -9.4M -50.5K 0.08 41.05 3,096 237 57,481 9,851 2024-08-27 $4.34 $4.00 84.8% 24.3% 69.6% 27.3% 85.7% -2.3% 1.2% 104.6K -8.5M -46.8K 0.77 43.31 509 394 58,477 9,948 2024-08-28 $4.17 $4.00 87.2% 25.0% 69.5% 29.0% 80.3% -3.1% -6.2% 98.8K -7.7M -44.2K 0.13 46.81 1,400 186 58,544 10,215 2024-08-29 $4.49 $4.00 85.4% 24.5% 65.3% 27.7% 83.9% 0.2% -2.9% 116.9K -9.4M -49.3K 0.06 42.69 1,748 98 58,405 10,296 2024-08-30 $4.54 $4.00 84.1% 24.1% 64.4% 26.7% 83.5% 12.2% -4.0% 113.9K -9.0M -45.0K 0.13 44.44 1,333 170 58,487 10,362
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