IntraAlpha
Create free account Start free

EVgo Inc. Class A Common Stock EVGO

i

Market dataready · fetched 2026-11-13T01:10:49.822Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2028-01-21

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T23:27:40.85820333Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:10:47.767860+00:00

Share price$1.75
1D-2.8%
AH$1.73$1.76$1.78$1.80$1.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEVGO
Sold putSold callAH

EVgo Inc. Class A Common Stock options

Live interpolated EVGO call and put midpoint premiums by absolute delta.EVgo Inc. Class A Common Stock$0.14$0.24$0.34$0.44$0.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEVGO PRICE$0.29$0.32$0.33$0.33$0.33$0.33$0.51$0.15$0.19$0.23$0.27$0.30$0.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.0566.0%48.8%
25Δ1.2161.2%41.7%
30Δ1.3756.4%34.7%
35Δ1.5351.6%27.7%
40Δ1.6946.8%20.7%
45Δ1.8542.0%13.7%
50Δ2.1850.4%41.3%
55Δ2.0050.3%33.1%
60Δ1.8844.3%26.2%
65Δ1.7638.1%19.4%
70Δ1.6432.0%12.5%
75Δ1.5225.8%5.7%
80Δ1.3135.7%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.05
IV
66.0%
B/E move
48.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.21
IV
61.2%
B/E move
41.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.37
IV
56.4%
B/E move
34.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.53
IV
51.6%
B/E move
27.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.69
IV
46.8%
B/E move
20.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.85
IV
42.0%
B/E move
13.7%

50Δ

Calls
Pseudo strike
2.18
IV
50.4%
B/E move
41.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.00
IV
50.3%
B/E move
33.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.88
IV
44.3%
B/E move
26.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.76
IV
38.1%
B/E move
19.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.64
IV
32.0%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.52
IV
25.8%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.31
IV
35.7%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend175.86%
Daily close
EVGO84.3%133.4%182.6%2026-08-21: 113.06%2026-08-24: 91.04%2026-08-25: 112.45%2026-09-04: 160.67%2026-09-18: 107.51%2026-09-21: 116.31%2026-09-22: 97.23%2026-10-20: 169.92%2026-10-23: 150.08%2026-10-26: 175.86%Aug 21Sep 18Oct 26
10 observations2026-08-21 — 2026-10-26
Table
DateIV (%)
113.06%
91.04%
112.45%
160.67%
107.51%
116.31%
97.23%
169.92%
150.08%
175.86%