EVGO Options History — September 2021

In September 2021, EVGO traded between $7.27 and $9.53. ATM implied volatility averaged 80.3%. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 16.8% (HV 20d: 63.5%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.36.

Notable Days

  • 2021-09-07: Highest Volume — 13,025 contracts
  • 2021-09-03: Largest IV spike — 36.7% change
  • 2021-09-03: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.45$7.27$9.53$8.90$8.18
Max Pain$9.19$9.00$10.00$10.00$9.00
ATM IV80.3%69.5%103.6%79.4%77.6%
Expected Move22.8%19.9%25.5%22.8%22.3%
HV 20d63.5%51.6%73.3%73.3%68.2%
HV 60d84.1%82.7%85.3%84.6%82.7%
Term Structure-0.8%-6.3%5.9%-1.4%-3.2%
VWIV82.4%76.9%88.3%78.2%80.3%
Skew 25d-7.2%-15.2%1.1%-1.7%-5.3%
Skew 10d-16.1%-52.3%18.3%18.3%-30.2%
Call IV 25d86.4%78.8%99.3%78.8%81.5%
Put IV 25d79.1%72.7%87.3%77.0%76.2%
Bid-Ask Spread %23.827.1852.0629.8228.50
Gamma HHI0.200.150.300.220.15
Net GEX193.3K4.4K303.4K223.6K168.6K
Net DEX-2.4M-8.6M3.8M-3.1M-2.6M
Net VEX-101.2K-127.9K-78.3K-106.6K-96.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.012.782.780.39
Total Volume4,262.2861,84913,0255,1203,468
Total OI102,476.8190,271116,41897,99795,645

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-09-01$8.90$10.0079.4%22.8%73.3%0.0%78.2%-1.7%-1.4%223.6K-3.1M-106.6K2.7829.821,3563,76473,58224,415
2021-09-02$9.27$10.0075.8%21.3%66.4%0.0%77.2%-8.8%3.4%265.8K-5.0M-111.8K0.0317.193,40210073,90724,471
2021-09-03$9.53$10.00103.6%25.5%66.9%0.0%88.3%-12.0%-6.3%288.9K-7.6M-127.9K0.0152.0612,02111274,42127,642
2021-09-07$8.82$10.0081.6%24.4%67.8%0.0%88.0%-12.0%-3.8%197.0K-2.2M-109.1K0.0343.7512,59043573,91827,663
2021-09-08$8.51$9.0085.0%24.4%68.4%0.0%86.7%-15.2%-4.0%285.5K-1.8M-104.5K0.1535.861,83427983,28127,671
2021-09-09$8.78$9.0085.0%24.4%70.1%0.0%85.7%-6.2%-5.6%290.1K-2.9M-107.7K0.2723.741,86051081,45328,013
2021-09-10$8.44$9.0084.8%24.3%68.9%0.0%84.9%-14.8%-0.7%222.5K-1.5M-103.4K1.6823.301,2442,09682,19228,190
2021-09-13$8.28$9.0087.4%25.1%66.3%0.0%87.2%-13.5%-6.0%175.0K-91.2K-98.0K0.2126.251,56233583,02428,467
2021-09-14$8.05$9.0081.2%23.3%63.1%0.0%86.1%-10.7%0.2%91.0K1.8M-95.3K0.2014.052,19043483,51830,198
2021-09-15$7.80$9.0081.9%23.5%51.6%0.0%83.4%-4.5%-5.1%4.4K3.8M-90.9K0.188.062,39944283,83830,475
2021-09-16$7.88$9.0081.0%23.2%51.6%0.0%82.5%-2.6%-0.4%23.6K3.1M-88.1K0.3328.062,00166384,86830,728
2021-09-17$7.69$9.0075.4%21.6%51.9%0.0%81.8%-5.4%4.1%128.5K2.7M-88.3K0.2041.092,32046285,60530,813
2021-09-20$7.27$9.0080.1%23.0%53.8%0.0%83.8%-9.1%-0.2%94.2K1.7M-78.3K0.2612.903,03580068,13022,141
2021-09-21$7.90$9.0074.8%21.4%59.9%0.0%80.5%-7.3%0.1%151.9K-1.3M-90.1K0.137.184,14255069,08522,402
2021-09-22$8.14$9.0076.5%21.9%59.6%0.0%81.9%-3.2%3.9%157.3K-2.0M-93.3K0.118.693,19535169,64123,035
2021-09-23$8.65$9.0074.6%21.4%64.1%0.0%78.0%0.4%2.2%225.9K-5.2M-103.9K0.1417.444,77764871,59723,297
2021-09-24$8.78$9.0069.5%19.9%64.1%0.0%78.5%-6.9%5.9%272.1K-7.2M-110.5K0.0417.224,39015773,18223,187
2021-09-27$9.09$9.0073.2%21.0%65.2%0.0%76.9%1.1%1.7%303.4K-8.6M-111.2K0.0827.453,85031773,03923,118
2021-09-28$8.83$9.0077.8%22.3%65.6%0.0%81.3%-8.1%-1.4%261.5K-7.2M-107.7K0.1327.863,14642273,12523,082
2021-09-29$8.64$9.0079.1%22.7%65.9%0.0%79.7%-5.8%-1.0%227.5K-5.7M-102.3K0.099.751,70014972,92723,027
2021-09-30$8.18$9.0077.6%22.3%68.2%0.0%80.3%-5.3%-3.2%168.6K-2.6M-96.1K0.3928.502,49697272,68422,961