EVGO Options History — July 2021

In July 2021, EVGO traded between $10.62 and $12.79. ATM implied volatility averaged 81.3%. The 30-day expected move averaged 23.3%. Max pain ranged from $12.50 to $12.50. Net GEX was positive for 13 of 13 trading days. Term structure was in contango for 3 of 13 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-07-15: Highest Volume — 27,847 contracts
  • 2021-07-15: Largest IV spike — 34.8% change
  • 2021-07-19: Largest Expected Move — 27.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.81$10.62$12.79$10.62$11.75
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV81.3%65.1%97.2%67.3%91.5%
Expected Move23.3%18.7%27.9%19.3%26.2%
Term Structure-4.6%-16.4%8.9%-2.9%-14.7%
VWIV83.0%69.7%95.6%77.8%95.6%
Skew 25d-4.9%-12.6%6.8%-11.9%-0.8%
Skew 10d-4.9%-24.8%12.2%-21.6%8.8%
Call IV 25d85.6%78.5%96.1%80.9%96.1%
Put IV 25d80.8%69.0%95.3%69.0%95.3%
Bid-Ask Spread %23.6316.4037.3537.3534.28
Gamma HHI0.270.230.340.250.28
Net GEX427.0K238.6K519.4K238.6K495.6K
Net DEX-9.8M-17.9M330.6K330.6K-11.3M
Net VEX-105.8K-119.6K-80.0K-80.0K-106.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.031.590.251.59
Total Volume6,999.9232,82527,8473,9008,787
Total OI88,67980,062102,01990,54492,848

Daily Data (13 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-14$10.62$12.5067.3%19.3%0.0%0.0%77.8%-11.9%-2.9%238.6K330.6K-80.0K0.2537.353,11278873,81716,727
2021-07-15$11.99$12.5090.7%26.0%0.0%0.0%91.2%-9.5%-16.4%426.6K-8.7M-110.1K0.1930.2523,4884,35975,21816,840
2021-07-16$11.62$12.5092.2%26.4%0.0%0.0%93.1%-11.8%-14.0%361.4K-6.2M-111.0K0.2819.706,0211,69483,07818,941
2021-07-19$11.47$12.5097.2%27.9%0.0%0.0%83.7%-10.2%-14.5%346.7K-8.5M-106.0K0.8032.133,7633,01565,48914,573
2021-07-20$12.79$12.5081.8%23.4%0.0%0.0%83.7%6.8%8.3%519.4K-17.9M-117.4K0.0917.077,08963166,66814,185
2021-07-21$12.45$12.5078.3%22.4%0.0%0.0%80.6%-0.1%-2.6%515.3K-15.3M-119.6K0.0718.962,68120070,08314,520
2021-07-22$12.32$12.5080.5%23.1%0.0%0.0%79.8%-3.9%-2.1%496.7K-13.9M-116.5K0.2720.542,41866270,71314,669
2021-07-23$11.81$12.5075.6%21.7%0.0%0.0%78.9%-3.9%1.7%439.2K-9.3M-107.2K0.4828.321,90392272,03815,206
2021-07-26$11.51$12.5079.0%22.6%0.0%0.0%69.7%-2.9%-3.2%391.1K-6.6M-97.6K0.0316.404,75813072,03615,206
2021-07-27$11.25$12.5065.1%18.7%0.0%0.0%82.4%-12.6%8.9%341.6K-4.2M-89.5K0.0318.253,0639772,65815,890
2021-07-28$12.15$12.5079.2%22.7%0.0%0.0%79.6%-1.9%-2.6%467.7K-13.4M-104.2K0.0916.564,08335973,73815,968
2021-07-29$11.85$12.5078.4%22.5%0.0%0.0%83.2%-0.5%-5.5%510.8K-12.2M-110.0K1.1417.403,2663,71075,73015,988
2021-07-30$11.75$12.5091.5%26.2%0.0%0.0%95.6%-0.8%-14.7%495.6K-11.3M-106.8K1.5934.283,3935,39476,63216,216