EVGO Options History — November 2024

In November 2024, EVGO traded between $4.84 and $7.96. ATM implied volatility averaged 105.5%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 13.0% (HV 20d: 92.5%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.36.

Notable Days

  • 2024-11-12: Highest Volume — 20,174 contracts
  • 2024-11-13: Largest IV drop — 34.1% change
  • 2024-11-11: Highest IV Rank — 85.8%
  • 2024-11-01: Largest Expected Move — 32.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.15$4.84$7.96$7.96$6.56
Max Pain$5.83$5.00$7.00$5.50$6.00
ATM IV105.5%80.9%169.3%114.3%92.5%
Expected Move26.2%23.2%32.8%32.8%26.5%
HV 20d92.5%75.8%102.8%77.2%98.6%
HV 60d127.3%120.8%130.4%120.8%127.9%
IV Rank33.0%12.6%85.8%40.3%22.2%
IV Percentile57.3%10.7%99.6%89.3%44.8%
Term Structure-5.3%-22.4%3.3%-22.4%-4.2%
VWIV92.8%84.4%116.3%116.3%91.3%
Skew 25d-5.3%-20.4%2.3%-6.9%-4.0%
Skew 10d-0.8%-42.5%36.2%4.6%33.9%
Call IV 25d95.4%88.4%117.8%117.8%94.3%
Put IV 25d90.0%79.9%110.9%110.9%90.3%
Bid-Ask Spread %47.1326.8363.7327.1453.41
Gamma HHI0.180.140.200.180.19
Net GEX234.1K74.3K405.9K405.9K285.5K
Net DEX-17.4M-36.4M-4.1M-36.4M-21.1M
Net VEX-91.7K-123.6K-67.1K-123.6K-97.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.051.380.050.08
Total Volume6,642.22,00520,1746,0105,925
Total OI143,355.9124,319164,791147,343132,644

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$7.96$5.50114.3%32.8%77.2%40.3%116.3%-6.9%-22.4%405.9K-36.4M-123.6K0.0527.145,73227897,58549,758
2024-11-04$7.46$7.00124.7%27.7%76.6%48.9%95.6%-4.3%-8.7%357.5K-30.7M-117.8K0.2847.394,2701,19599,84249,826
2024-11-05$7.51$7.00132.1%28.1%75.8%55.0%95.4%-6.9%-6.4%362.8K-31.5M-115.9K0.6650.911,37491299,94749,771
2024-11-06$6.80$7.00120.1%26.3%81.5%45.1%92.0%0.9%-8.0%264.5K-21.6M-99.8K0.3856.155,2131,99599,90749,815
2024-11-07$6.05$7.00126.3%25.7%89.9%50.2%93.8%-0.2%-2.7%176.2K-14.1M-85.9K1.3843.477,34910,163100,45550,191
2024-11-08$5.54$7.00131.0%26.4%90.5%54.1%90.4%-5.2%-7.6%145.9K-10.3M-82.8K0.3863.734,7471,804102,82149,763
2024-11-11$5.44$7.00169.3%27.4%88.4%85.8%96.9%-20.4%-8.2%152.0K-10.0M-78.8K0.6856.105,6663,866104,57449,455
2024-11-12$4.84$6.00129.4%24.9%94.3%52.8%92.0%-13.5%-1.5%74.3K-4.1M-67.1K0.3742.1614,6855,489106,39450,752
2024-11-13$5.25$5.0085.3%24.5%93.0%16.3%86.4%-4.3%-4.9%189.6K-10.2M-73.8K0.2761.227,1231,912114,12447,875
2024-11-14$5.08$5.0085.0%24.4%92.0%16.1%88.3%-4.9%-4.0%162.3K-8.5M-74.9K0.2626.832,384619116,16448,038
2024-11-15$5.04$5.0080.9%23.2%92.2%12.6%84.4%-6.2%3.3%170.4K-8.4M-72.4K0.7245.892,8662,050117,49747,294
2024-11-18$5.44$5.0086.2%24.7%98.9%17.0%89.1%-5.7%-5.3%163.8K-10.6M-78.7K0.2932.146,6591,95688,51935,800
2024-11-19$5.83$5.0094.5%27.1%101.9%23.9%94.1%-8.4%-8.0%195.1K-13.8M-87.7K0.1738.947,6121,28389,75736,798
2024-11-20$5.97$5.0095.3%27.3%102.8%24.5%96.3%-1.0%-6.3%222.0K-16.1M-92.6K0.1658.852,63143091,42237,214
2024-11-21$6.34$5.0089.6%25.7%97.9%19.9%91.3%-8.5%-2.6%256.1K-19.2M-97.2K0.2645.022,91376092,12737,446
2024-11-22$6.37$5.0088.9%25.5%98.2%19.3%90.7%-6.4%-1.2%257.7K-19.4M-96.4K0.2442.801,74941392,61637,734
2024-11-25$6.64$5.0087.7%25.1%100.0%18.3%90.7%-1.4%-3.5%291.4K-22.1M-98.5K0.1646.603,53056192,87737,935
2024-11-26$6.50$6.0088.8%25.5%99.9%19.2%91.0%2.3%-2.3%277.3K-20.0M-96.9K0.4055.061,43157492,79438,108
2024-11-27$6.42$6.0087.7%25.2%99.6%18.3%89.2%-1.8%-0.5%271.4K-19.7M-95.2K0.0948.692,50821793,01338,466
2024-11-29$6.56$6.0092.5%26.5%98.6%22.2%91.3%-4.0%-4.2%285.5K-21.1M-97.6K0.0853.415,47245394,03438,610