EVGO Options History — January 2025

In January 2025, EVGO traded between $3.12 and $4.42. ATM implied volatility averaged 71.4%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded below realized volatility by 16.5% (HV 20d: 87.9%). Max pain ranged from $4.00 to $4.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.28.

Notable Days

  • 2025-01-24: Highest Volume — 4,469 contracts
  • 2025-01-13: Largest IV spike — 51.8% change
  • 2025-01-13: Highest IV Rank — 21.3%
  • 2025-01-02: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.71$3.12$4.42$4.20$3.46
Max Pain$4.30$4.00$4.50$4.50$4.00
ATM IV71.4%50.7%87.6%87.6%64.5%
Expected Move22.7%20.0%26.1%26.1%22.6%
HV 20d87.9%56.1%115.4%112.6%66.5%
HV 60d93.8%90.9%96.5%96.3%92.8%
IV Rank12.1%0.0%21.3%20.4%10.2%
IV Percentile6.2%0.0%27.8%27.8%2.4%
Term Structure5.7%-33.8%31.7%-11.6%15.9%
VWIV79.7%69.5%88.7%88.7%84.9%
Skew 25d0.1%-31.3%56.3%6.1%-1.1%
Skew 10d15.6%-22.7%91.4%24.2%10.8%
Call IV 25d72.7%47.1%92.9%76.2%69.7%
Put IV 25d72.8%42.0%108.1%82.2%68.6%
Bid-Ask Spread %59.0634.9869.7441.1965.20
Gamma HHI0.130.120.150.120.14
Net GEX31.2K12.7K49.6K36.4K46.3K
Net DEX-1.7M-4.7M541.1K-3.2M-1.5M
Net VEX-48.7K-58.0K-39.2K-56.9K-47.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.051.140.170.15
Total Volume2,2506444,4692,498682
Total OI112,618.170,161145,372141,27079,250

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-01-02$4.20$4.5087.6%26.1%112.6%20.4%88.7%6.1%-11.6%36.4K-3.2M-56.9K0.1741.192,134364101,63039,640
2025-01-03$4.32$4.5079.3%23.2%113.7%13.7%80.6%15.9%3.2%42.7K-4.0M-57.5K0.2946.761,561450102,05639,636
2025-01-06$4.31$4.5077.4%23.4%113.5%12.1%80.9%-13.2%22.1%46.0K-4.2M-57.6K0.1260.321,456176102,17839,532
2025-01-07$4.42$4.5086.5%23.1%114.1%19.4%81.6%23.1%-3.8%49.6K-4.7M-58.0K0.0757.061,09877102,51339,532
2025-01-08$4.13$4.5070.7%23.4%113.3%6.8%84.2%-16.3%2.1%32.7K-2.9M-54.3K0.1953.452,110392102,68939,560
2025-01-10$4.08$4.5054.3%23.6%113.2%0.0%82.5%56.3%3.2%34.0K-3.0M-52.7K0.3749.131,681615103,98139,443
2025-01-13$3.91$4.5082.4%23.7%113.2%21.3%83.1%23.3%1.5%26.5K-1.7M-50.4K0.7462.591,096816104,63439,130
2025-01-14$3.75$4.5058.5%22.8%113.0%3.2%78.2%-31.3%20.8%21.7K-1.2M-48.3K0.3561.812,318811105,15339,251
2025-01-15$3.90$4.5079.6%22.1%115.2%19.1%80.0%-9.0%1.1%26.6K-2.3M-50.5K0.5766.521,031584106,47238,545
2025-01-16$3.60$4.5069.5%21.6%115.4%11.5%77.6%-9.6%14.0%20.6K-858.5K-46.8K0.3767.641,955720106,85338,519
2025-01-17$3.42$4.5061.6%21.0%56.3%5.5%75.3%-16.8%26.0%23.6K-770.9K-44.9K1.1460.691,6401,865107,94136,775
2025-01-21$3.25$4.5072.4%20.7%56.1%13.7%71.3%-8.1%-33.8%16.4K185.9K-41.3K0.1855.563,20657644,34625,815
2025-01-22$3.12$4.0069.7%20.0%56.7%11.6%73.3%1.2%4.1%12.7K541.1K-39.2K0.1234.981,90422645,51526,245
2025-01-23$3.17$4.0075.5%21.8%57.7%16.0%79.9%-19.4%-2.3%17.8K195.3K-40.3K0.2569.472,25457146,81326,037
2025-01-24$3.41$4.0077.6%22.5%65.6%17.6%79.2%3.0%0.0%26.3K-604.1K-43.9K0.0762.454,16830147,63026,452
2025-01-27$3.41$4.0080.1%23.8%65.7%19.5%87.1%12.6%-16.7%32.9K-915.3K-45.5K0.0765.093,03920848,93126,295
2025-01-28$3.45$4.0069.1%22.2%65.0%11.2%76.2%-1.9%12.3%38.5K-1.1M-47.2K0.2469.7466316251,34426,256
2025-01-29$3.34$4.0050.7%22.4%64.6%0.0%69.5%-5.0%31.7%32.4K-923.2K-44.3K0.0866.615994551,53426,298
2025-01-30$3.46$4.0062.0%23.2%66.5%8.3%80.2%-8.4%23.1%40.8K-1.2M-46.8K0.0564.931,3836351,75726,181
2025-01-31$3.46$4.0064.5%22.6%66.5%10.2%84.9%-1.1%15.9%46.3K-1.5M-47.3K0.1565.205929053,03526,215