EVGO Options History — October 2024

In October 2024, EVGO traded between $3.87 and $8.93. ATM implied volatility averaged 106.7%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded below realized volatility by 61.7% (HV 20d: 168.4%). Max pain ranged from $3.00 to $5.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.49.

Notable Days

2024-10-03: Highest Volume — 86,314 contracts
2024-10-03: Largest IV spike — 55.0% change
2024-10-03: Highest IV Rank — 57.5%
2024-10-03: Largest Expected Move — 33.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.46	$3.87	$8.93	$3.87	$7.88
Max Pain	$4.96	$3.00	$5.50	$4.00	$5.50
ATM IV	106.7%	86.4%	134.0%	87.6%	114.7%
Expected Move	29.9%	24.8%	33.9%	25.1%	32.9%
HV 20d	168.4%	56.1%	186.0%	56.1%	92.3%
HV 60d	117.1%	79.2%	124.8%	79.2%	120.8%
IV Rank	34.2%	19.0%	57.5%	19.9%	40.6%
IV Percentile	74.8%	32.9%	98.4%	36.1%	89.7%
Term Structure	-12.8%	-23.6%	8.3%	6.4%	-19.0%
VWIV	105.4%	87.8%	118.2%	87.8%	114.3%
Skew 25d	-1.9%	-8.6%	6.2%	-2.1%	-8.6%
Skew 10d	5.3%	-8.4%	44.5%	-4.8%	-4.5%
Call IV 25d	106.9%	80.8%	121.1%	94.5%	121.1%
Put IV 25d	105.0%	87.0%	118.5%	92.4%	112.5%
Bid-Ask Spread %	18.56	7.21	36.46	20.39	30.37
Gamma HHI	0.20	0.17	0.26	0.19	0.19
Net GEX	333.0K	100.0K	605.2K	100.0K	379.8K
Net DEX	-36.7M	-55.8M	-5.7M	-5.7M	-35.7M
Net VEX	-113.3K	-133.2K	-46.0K	-46.0K	-123.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.49	0.03	1.74	0.03	0.47
Total Volume	15,641.087	1,218	86,314	7,394	3,758
Total OI	151,155.783	88,831	191,746	88,831	146,558

Daily Data (23 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
2024-10-01	$3.87	$4.00	87.6%	25.1%	56.1%	19.9%	87.8%	-2.1%	6.4%	100.0K	-5.7M	-46.0K	0.03	20.39	7,154	240	67,990	20,841
2024-10-02	$3.96	$4.00	86.4%	24.8%	56.9%	19.0%	88.7%	6.2%	8.3%	110.6K	-6.2M	-46.6K	0.07	31.58	1,133	85	74,241	20,857
2024-10-03	$6.33	$3.00	134.0%	33.9%	176.9%	57.5%	118.2%	0.2%	-23.6%	209.2K	-23.8M	-80.2K	0.56	14.14	55,410	30,904	74,421	20,947
2024-10-04	$7.33	$4.00	128.2%	31.8%	179.7%	52.8%	112.1%	-5.8%	-19.5%	234.3K	-34.9M	-102.6K	0.37	12.41	59,540	22,114	85,031	42,664
2024-10-07	$6.84	$4.50	124.8%	32.4%	182.5%	48.9%	115.6%	-1.4%	-17.7%	269.6K	-31.2M	-110.5K	0.31	18.07	29,538	9,102	108,127	53,545
2024-10-08	$6.67	$5.00	115.6%	30.5%	183.4%	41.4%	110.8%	-1.6%	-14.9%	223.6K	-28.7M	-110.4K	0.36	16.11	11,535	4,190	106,300	58,841
2024-10-09	$7.09	$4.50	105.4%	30.2%	183.6%	32.9%	110.0%	-0.6%	-11.9%	286.2K	-34.0M	-111.7K	0.66	21.96	8,830	5,813	108,570	59,481
2024-10-10	$6.76	$5.00	104.5%	30.0%	185.3%	32.2%	105.3%	-2.9%	-16.9%	236.6K	-29.3M	-109.7K	0.26	14.51	15,631	4,092	110,699	60,953
2024-10-11	$7.21	$5.00	98.2%	28.1%	185.9%	26.9%	99.9%	-5.6%	-11.6%	382.2K	-37.2M	-116.5K	0.83	14.04	7,167	5,941	116,256	61,251
2024-10-14	$7.49	$5.00	104.8%	30.1%	185.0%	32.5%	105.1%	-3.6%	-15.8%	439.6K	-41.2M	-117.8K	1.09	20.01	3,936	4,284	117,911	64,055
2024-10-15	$7.62	$5.00	102.4%	29.3%	184.4%	30.4%	102.9%	-2.2%	-12.7%	442.9K	-42.8M	-119.0K	1.01	18.25	3,056	3,100	119,551	66,487
2024-10-16	$8.34	$5.00	105.2%	30.2%	183.7%	32.7%	104.2%	-4.2%	-16.5%	330.2K	-55.3M	-123.6K	0.29	10.42	14,150	4,092	119,659	68,168
2024-10-17	$8.45	$5.00	105.2%	30.2%	182.7%	32.7%	105.2%	2.1%	-12.5%	605.2K	-55.8M	-132.3K	0.49	12.65	6,702	3,308	120,585	71,161
2024-10-18	$8.20	$5.50	99.1%	28.4%	183.5%	27.7%	101.1%	-0.7%	-10.6%	317.8K	-49.6M	-127.4K	0.34	12.88	4,054	1,380	118,716	72,624
2024-10-21	$8.05	$5.50	100.1%	28.7%	182.5%	28.5%	99.5%	2.6%	-9.6%	314.0K	-36.0M	-121.3K	1.74	18.35	2,570	4,469	89,344	48,763
2024-10-22	$8.36	$5.50	98.7%	28.3%	182.2%	27.3%	99.9%	-1.2%	-10.0%	354.5K	-40.2M	-124.4K	0.52	12.72	1,725	891	90,716	48,081
2024-10-23	$8.09	$5.50	100.8%	28.9%	183.3%	29.1%	101.6%	-2.8%	-11.7%	345.9K	-37.2M	-122.5K	0.30	12.40	1,753	528	91,582	48,661
2024-10-24	$8.93	$5.50	104.1%	29.8%	184.3%	31.8%	104.6%	-3.2%	-11.6%	403.0K	-47.5M	-133.2K	0.38	7.21	3,321	1,272	92,312	48,978
2024-10-25	$8.82	$5.50	101.1%	29.0%	185.1%	29.4%	101.9%	-0.6%	-7.9%	411.0K	-46.2M	-133.1K	0.11	36.46	4,762	531	93,589	49,752
2024-10-28	$8.50	$5.50	109.6%	31.4%	186.0%	36.4%	109.4%	-2.5%	-14.4%	423.3K	-43.0M	-133.1K	0.28	22.01	1,914	540	95,758	49,763
2024-10-29	$8.30	$5.50	111.0%	31.8%	183.6%	37.6%	112.0%	2.4%	-18.8%	406.9K	-40.5M	-129.0K	0.32	26.87	2,590	828	96,297	49,886
2024-10-30	$8.38	$5.50	113.0%	32.4%	183.8%	39.2%	114.1%	-8.2%	-21.4%	432.7K	-41.7M	-131.5K	0.37	23.13	1,327	485	96,742	49,869
2024-10-31	$7.88	$5.50	114.7%	32.9%	92.3%	40.6%	114.3%	-8.6%	-19.0%	379.8K	-35.7M	-123.0K	0.47	30.37	2,553	1,205	96,800	49,758