EVGO Options History — August 2021

In August 2021, EVGO traded between $8.44 and $10.98. ATM implied volatility averaged 83.0%. The 30-day expected move averaged 23.1%. IV traded below realized volatility by 16.6% (HV 20d: 99.6%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.34.

Notable Days

  • 2021-08-02: Highest Volume — 21,243 contracts
  • 2021-08-11: Largest IV drop — 28.0% change
  • 2021-08-04: Largest Expected Move — 27.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.50$8.44$10.98$9.99$9.07
Max Pain$10.57$10.00$12.50$12.50$10.00
ATM IV83.0%74.4%107.3%94.6%78.1%
Expected Move23.1%21.3%27.9%27.1%22.4%
HV 20d99.6%73.1%116.1%112.4%73.1%
Term Structure-1.4%-11.7%5.4%-9.4%0.6%
VWIV82.6%73.9%98.6%98.6%78.0%
Skew 25d-4.1%-12.0%17.3%-2.8%-4.5%
Skew 10d5.0%-20.8%52.3%-7.7%7.2%
Call IV 25d86.8%76.5%105.5%104.2%76.5%
Put IV 25d82.6%71.5%106.4%101.4%72.0%
Bid-Ask Spread %30.519.4856.3123.4325.84
Gamma HHI0.270.220.330.280.22
Net GEX246.1K112.6K466.3K263.2K224.8K
Net DEX465.4K-9.2M13.3M920.3K-4.0M
Net VEX-102.9K-126.4K-73.9K-87.5K-110.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.060.950.660.21
Total Volume7,369.4091,40621,24321,2431,873
Total OI111,271.54584,553145,75597,55398,011

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$9.99$12.5094.6%27.1%0.0%0.0%98.6%-2.8%-9.4%263.2K920.3K-87.5K0.6623.4312,7708,47378,16519,388
2021-08-03$9.18$12.5094.1%27.0%0.0%0.0%91.4%-7.8%-10.2%112.6K7.9M-73.9K0.959.488,7488,31479,09923,920
2021-08-04$9.08$12.5097.5%27.9%112.4%0.0%97.6%-12.0%-11.7%178.2K4.9M-79.7K0.6512.704,5032,91283,01322,108
2021-08-05$9.97$10.0092.7%23.9%116.1%0.0%88.1%-4.9%-6.0%278.8K173.2K-99.8K0.2226.5412,7232,74988,65424,569
2021-08-06$10.14$10.0087.2%22.7%112.7%0.0%78.9%3.6%0.9%314.8K-1.1M-104.7K0.2345.154,6141,06690,91425,204
2021-08-09$10.74$10.0093.1%22.9%111.7%0.0%86.1%17.3%-1.6%466.3K-9.2M-124.0K0.0844.159,84580394,94025,461
2021-08-10$10.67$10.00107.3%23.7%108.5%0.0%87.0%-0.7%2.8%439.3K-8.5M-126.4K0.1043.239,23589995,00926,272
2021-08-11$10.61$10.0077.3%22.2%105.7%0.0%84.7%-8.9%-0.6%402.8K-5.5M-118.4K0.6056.146,0743,64495,12626,544
2021-08-12$10.98$10.0079.8%22.9%96.5%0.0%82.9%-0.2%-1.4%315.8K-7.6M-113.2K0.4535.055,6062,50496,01727,060
2021-08-13$10.30$10.0075.7%21.7%98.4%0.0%79.7%-5.6%0.1%298.9K-620.9K-119.7K0.6335.212,8061,76197,11730,139
2021-08-16$9.62$10.0078.1%22.4%100.8%0.0%77.3%-5.6%-0.3%200.7K5.1M-106.0K0.3746.546,2952,34897,42830,501
2021-08-17$8.62$10.0077.4%22.2%96.8%0.0%84.8%-8.5%-0.1%140.7K10.7M-89.7K0.4854.565,7282,74998,36631,671
2021-08-18$8.70$10.0079.6%22.8%97.3%0.0%86.2%-8.5%0.6%146.1K10.6M-94.4K0.1156.312,66229699,56732,921
2021-08-19$8.76$10.0082.3%23.6%97.6%0.0%82.4%-4.9%-2.2%156.0K11.7M-94.8K0.3016.441,568469102,87734,668
2021-08-20$8.44$12.5079.2%22.7%97.5%0.0%81.1%-1.9%-3.5%162.5K13.3M-94.0K0.3835.283,7711,449109,07936,676
2021-08-23$8.84$12.5074.9%21.5%99.9%0.0%76.5%-5.0%3.1%189.5K-1.5M-99.2K0.0824.823,48528864,64119,912
2021-08-24$9.14$10.0074.4%21.3%101.2%0.0%73.9%-2.8%5.4%219.6K-3.8M-108.0K0.0611.672,33315066,97520,723
2021-08-25$9.07$10.0076.0%21.8%95.8%0.0%76.4%-6.8%-1.8%227.0K-3.6M-106.8K0.069.812,58614967,69320,746
2021-08-26$8.91$10.0075.5%21.6%95.8%0.0%75.7%-7.1%2.4%213.1K-2.7M-103.3K0.139.991,96225267,85320,812
2021-08-27$8.99$10.0076.1%21.8%96.1%0.0%74.0%-5.8%1.1%220.1K-2.9M-103.7K0.5610.696,5793,68067,68720,819
2021-08-30$9.18$10.0075.0%21.5%78.9%0.0%76.3%-7.3%1.1%244.3K-4.1M-107.4K0.1338.131,24116568,66020,969
2021-08-31$9.07$10.0078.1%22.4%73.1%0.0%78.0%-4.5%0.6%224.8K-4.0M-110.3K0.2125.841,54832573,68124,330