EVGO Options History — December 2024

In December 2024, EVGO traded between $4.02 and $6.63. ATM implied volatility averaged 86.8%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded below realized volatility by 7.1% (HV 20d: 93.8%). Max pain ranged from $4.50 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.29.

Notable Days

  • 2024-12-17: Highest Volume — 21,785 contracts
  • 2024-12-30: Largest IV spike — 35.1% change
  • 2024-12-10: Highest IV Rank — 29.7%
  • 2024-12-04: Largest Expected Move — 27.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.38$4.02$6.63$6.63$4.02
Max Pain$4.71$4.50$6.00$6.00$4.50
ATM IV86.8%62.3%101.6%90.0%90.8%
Expected Move24.9%23.2%27.0%25.8%23.9%
HV 20d93.8%54.7%119.7%98.6%109.9%
HV 60d129.6%96.5%141.4%127.2%96.5%
IV Rank17.8%0.0%29.7%20.2%22.9%
IV Percentile28.8%0.0%66.3%38.1%44.0%
Term Structure-1.4%-38.6%23.1%-6.5%-38.6%
VWIV88.8%83.2%95.0%91.9%85.8%
Skew 25d-6.9%-19.8%3.6%3.6%-10.3%
Skew 10d-19.4%-56.5%27.7%1.4%-0.7%
Call IV 25d89.3%50.5%100.1%92.9%89.5%
Put IV 25d82.4%53.1%96.5%96.5%79.2%
Bid-Ask Spread %35.1521.4660.6560.6541.41
Gamma HHI0.170.120.220.200.12
Net GEX180.5K30.6K327.3K294.8K30.6K
Net DEX-11.7M-22.1M-2.0M-21.3M-2.7M
Net VEX-75.0K-95.8K-52.2K-95.4K-52.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.031.470.170.33
Total Volume4,525.0481,05521,7852,1281,055
Total OI141,113.571135,368152,449135,368141,243

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$6.63$6.0090.0%25.8%98.6%20.2%91.9%3.6%-6.5%294.8K-21.3M-95.4K0.1760.651,81930996,50938,859
2024-12-03$6.46$6.0091.5%26.2%96.7%21.4%94.2%-1.2%-4.0%289.8K-20.2M-95.8K0.3542.761,97469097,08038,967
2024-12-04$6.21$6.0094.0%27.0%97.2%23.5%95.0%-1.4%-7.6%264.8K-17.6M-91.3K0.0442.502,79611097,44639,324
2024-12-05$6.26$4.5087.8%24.9%91.3%18.3%89.8%-6.1%-3.1%275.9K-18.6M-91.7K0.1038.071,47814798,03139,382
2024-12-06$6.33$4.5089.0%23.6%81.1%19.4%85.2%-4.1%-0.2%284.8K-18.9M-90.5K0.0433.783,80814198,34339,396
2024-12-09$6.58$4.5097.2%25.9%74.6%26.1%90.9%-8.4%-1.8%327.3K-22.1M-94.9K0.0830.014,38035199,58739,488
2024-12-10$6.54$4.50101.6%25.4%74.1%29.7%89.9%-9.5%-0.1%319.0K-21.3M-90.8K0.0328.784,43214199,48039,584
2024-12-11$6.51$4.5088.2%25.3%57.7%18.7%89.2%-6.2%-2.5%320.1K-20.7M-89.9K0.0439.012,50396100,05439,546
2024-12-12$6.19$4.5084.6%24.2%56.5%15.7%89.4%-7.8%3.8%283.5K-17.2M-84.5K0.2132.522,041434100,13739,563
2024-12-13$6.13$4.5088.5%25.4%54.8%19.0%92.6%-2.9%0.2%269.7K-16.5M-83.4K0.1640.7010,4431,717100,77739,955
2024-12-16$6.29$4.5088.4%25.3%54.7%18.8%86.7%-5.9%1.8%300.0K-18.1M-83.7K0.2340.383,814877103,14340,508
2024-12-17$4.66$4.5088.2%25.3%119.7%18.7%91.2%-12.6%23.1%80.9K-3.7M-60.7K0.3027.1016,8144,971102,38840,656
2024-12-18$4.42$4.5090.8%26.0%117.1%20.8%93.2%-18.2%-2.0%76.9K-3.7M-62.7K0.4929.164,2922,107110,00641,644
2024-12-19$4.31$4.5090.1%25.8%116.3%20.3%92.5%-19.8%-9.1%66.1K-3.4M-59.6K0.2326.824,051937110,96541,484
2024-12-20$4.30$4.5083.6%24.0%112.9%14.9%83.6%-0.8%-2.0%58.8K-3.0M-60.2K0.3632.423,0891,106110,82941,439
2024-12-23$4.29$4.5083.1%23.8%112.7%14.5%84.6%-6.1%2.4%62.5K-3.8M-59.4K0.3230.051,42946299,26838,952
2024-12-24$4.24$4.5082.1%23.5%110.4%13.7%83.7%-17.8%1.1%50.3K-3.1M-57.3K0.2028.221,35226699,19538,929
2024-12-26$4.34$4.5066.1%23.8%111.6%0.4%83.2%-10.1%2.6%58.9K-4.2M-58.9K1.4721.461,6092,36999,96039,080
2024-12-27$4.17$4.5062.3%23.2%111.8%0.0%84.6%2.6%7.6%44.5K-2.9M-57.7K0.7230.83714514100,47640,372
2024-12-30$4.08$4.5084.2%24.9%110.6%17.6%86.9%-2.6%5.0%32.1K-2.0M-55.1K0.2241.442,787601100,70640,634
2024-12-31$4.02$4.5090.8%23.9%109.9%22.9%85.8%-10.3%-38.6%30.6K-2.7M-52.2K0.3341.41795260101,61039,633