EVGO Options History — September 2024

In September 2024, EVGO traded between $3.87 and $4.63. ATM implied volatility averaged 87.1%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 15.0% (HV 20d: 72.1%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2024-09-12: Highest Volume — 11,584 contracts
  • 2024-09-09: Largest IV spike — 7.0% change
  • 2024-09-09: Highest IV Rank — 34.3%
  • 2024-09-11: Largest Expected Move — 26.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.21$3.87$4.63$4.17$4.13
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV87.1%79.7%94.7%86.7%85.4%
Expected Move24.8%22.8%26.3%24.9%24.5%
HV 20d72.1%59.4%79.3%72.7%59.4%
HV 60d83.2%77.9%85.2%84.7%77.9%
IV Rank22.8%13.5%34.3%28.6%18.1%
IV Percentile35.8%14.3%60.3%38.1%29.0%
Term Structure6.0%-7.8%12.3%2.3%3.0%
VWIV86.4%80.5%92.0%87.2%84.9%
Skew 25d2.7%-8.0%10.8%1.6%-8.0%
Skew 10d7.2%-29.5%50.0%12.7%20.2%
Call IV 25d86.4%78.0%92.9%87.2%91.3%
Put IV 25d89.1%80.3%96.6%88.8%83.4%
Bid-Ask Spread %40.3913.1860.9946.0919.36
Gamma HHI0.160.140.220.150.18
Net GEX113.3K85.8K162.2K103.4K108.0K
Net DEX-7.7M-11.3M-6.3M-7.6M-6.9M
Net VEX-47.5K-59.1K-39.7K-44.2K-48.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.053.140.170.06
Total Volume1,774.1528911,5841,3241,776
Total OI78,97469,75689,34769,78987,525

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$4.17$4.0086.7%24.9%72.7%28.6%87.2%1.6%2.3%103.4K-7.6M-44.2K0.1746.091,12819659,31010,479
2024-09-04$4.17$4.0089.8%25.7%72.1%30.8%91.3%4.0%0.4%103.8K-7.5M-43.7K0.1348.082763659,24210,514
2024-09-05$4.17$4.0092.3%25.4%72.2%32.6%89.5%0.1%5.6%104.5K-7.8M-44.8K0.1253.778119559,34910,538
2024-09-06$3.94$4.0088.4%25.5%75.2%29.9%85.6%5.8%4.7%90.7K-6.3M-39.7K0.1952.871,36426559,91210,591
2024-09-09$3.87$4.0094.7%25.9%74.2%34.3%91.9%3.9%5.6%93.8K-6.7M-43.6K0.5249.5151126560,87810,609
2024-09-10$4.03$4.0094.3%25.2%74.5%27.6%83.5%10.8%11.7%100.5K-6.7M-40.7K0.0754.562692060,99910,820
2024-09-11$4.25$4.0091.9%26.3%75.0%25.6%92.0%0.2%5.0%117.0K-8.2M-43.7K0.1345.687379861,10410,833
2024-09-12$4.41$4.0089.8%25.7%74.4%24.0%88.7%2.4%-7.8%133.0K-9.2M-45.6K0.9757.035,8905,69461,21210,933
2024-09-13$4.44$4.0086.4%24.8%73.6%21.4%87.3%4.6%4.4%139.1K-9.4M-55.4K0.1554.354967465,85015,731
2024-09-16$4.33$4.0085.8%24.6%74.4%20.8%85.3%0.8%12.3%131.0K-8.1M-48.9K0.3053.3798729265,78915,733
2024-09-17$4.63$4.0091.6%26.3%77.3%25.4%90.6%-2.4%3.4%162.2K-11.3M-59.1K0.1543.551,65425566,38015,861
2024-09-18$4.41$4.0088.4%25.4%79.2%22.9%88.0%-3.0%1.1%157.0K-9.2M-53.4K1.2460.991,5011,86367,40815,854
2024-09-19$4.31$4.0085.0%24.4%79.3%20.2%87.4%-2.2%4.8%148.7K-7.9M-46.4K0.4857.1978537768,04516,036
2024-09-20$4.28$4.0083.4%23.9%79.0%19.0%83.2%8.8%9.4%95.1K-7.9M-52.0K0.0828.521,44111268,25621,091
2024-09-23$4.11$4.0082.6%23.7%71.3%15.8%82.1%7.4%7.9%85.8K-6.3M-45.9K0.3816.851,34651863,27919,329
2024-09-24$4.12$4.0080.8%23.2%66.9%14.4%80.6%2.3%10.3%91.1K-6.6M-47.0K0.1919.7862011664,19719,639
2024-09-25$4.11$4.0079.7%22.8%66.6%13.5%80.5%2.4%11.6%95.2K-6.6M-48.4K3.1417.8621166364,65519,693
2024-09-26$4.12$4.0084.3%24.2%65.1%17.3%85.2%10.3%11.2%95.1K-6.9M-49.1K0.0515.161,3906464,73120,281
2024-09-27$4.20$4.0080.6%23.1%59.4%14.2%83.3%3.5%12.3%111.0K-7.2M-49.4K1.1413.1860268566,47120,323
2024-09-30$4.13$4.0085.4%24.5%59.4%18.1%84.9%-8.0%3.0%108.0K-6.9M-48.8K0.0619.361,67410266,68920,836