EVGO Options History — October 2021

In October 2021, EVGO traded between $7.62 and $9.31. ATM implied volatility averaged 73.2%. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 17.0% (HV 20d: 56.2%). 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 5 of 21 days. Put/call ratio averaged 0.33.

Notable Days

  • 2021-10-25: Highest Volume — 16,207 contracts
  • 2021-10-07: Largest IV drop — 16.8% change
  • 2021-10-27: Largest Expected Move — 24.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.13$7.62$9.31$8.31$9.31
Max Pain$9.76$9.00$10.00$9.00$9.00
ATM IV73.2%58.8%85.4%76.9%83.2%
Expected Move21.5%19.3%24.5%22.0%23.9%
HV 20d56.2%40.7%66.6%66.6%59.6%
HV 60d73.1%63.5%82.1%82.1%63.7%
Term Structure-2.9%-11.7%5.7%2.0%-3.7%
VWIV78.4%69.9%91.3%79.2%87.3%
Skew 25d-3.7%-18.1%42.7%-3.2%-6.5%
Skew 10d-12.4%-54.6%106.0%-13.4%-17.9%
Call IV 25d80.1%70.9%99.0%78.2%92.3%
Put IV 25d76.4%58.7%114.7%75.0%85.8%
Bid-Ask Spread %14.686.2936.4836.4813.95
Gamma HHI0.160.130.200.150.14
Net GEX130.8K59.4K323.4K170.8K323.4K
Net DEX-2.2M-15.3M2.2M-2.8M-15.3M
Net VEX-94.3K-129.0K-81.4K-94.7K-129.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.150.670.160.15
Total Volume4,259.5241,03616,2071,0368,463
Total OI98,615.09588,098105,77595,679105,775

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$8.31$9.0076.9%22.0%66.6%0.0%79.2%-3.2%2.0%170.8K-2.8M-94.7K0.1636.4889514172,70922,970
2021-10-04$7.97$10.0072.8%22.5%66.6%0.0%81.4%-4.4%-4.5%131.9K-622.0K-87.7K0.5315.801,9351,02073,20423,506
2021-10-05$8.07$10.0078.9%21.7%61.8%0.0%79.1%-4.7%-0.7%135.9K-809.2K-88.5K0.5211.621,77292773,46823,557
2021-10-06$7.83$10.0080.1%21.7%61.5%0.0%77.3%-0.5%-6.3%111.6K105.5K-87.8K0.279.201,16331074,09924,036
2021-10-07$7.78$10.0066.6%21.4%60.0%0.0%76.5%-3.5%-4.6%94.1K1.2M-85.6K0.1821.791,35723875,10824,876
2021-10-08$7.62$10.0064.0%21.3%59.0%0.0%83.9%-9.2%-3.3%69.1K2.2M-81.4K0.2018.861,38527675,62724,985
2021-10-11$7.85$10.0058.8%21.5%60.0%0.0%79.3%-4.5%-6.7%78.7K1.5M-81.9K0.5624.542,1211,19176,14025,052
2021-10-12$7.98$10.0064.9%20.2%59.6%0.0%74.4%-15.9%-1.7%90.1K462.5K-84.6K0.238.121,83241676,78925,272
2021-10-13$8.05$10.0070.7%20.3%58.5%0.0%75.6%42.7%-0.9%71.9K1.2M-82.9K0.3420.001,81962577,12425,520
2021-10-14$7.89$10.0072.0%20.7%58.9%0.0%72.1%-1.1%0.1%59.4K1.6M-82.5K0.2120.042,38351177,06225,624
2021-10-15$7.81$10.0070.4%20.2%58.3%0.0%76.3%-16.7%-1.7%70.1K1.8M-82.1K0.289.792,03257278,04426,006
2021-10-18$7.88$10.0069.9%20.1%54.3%0.0%71.4%-1.4%-3.0%77.3K814.2K-85.1K0.236.602,53257864,73123,367
2021-10-19$8.11$10.0069.2%19.8%46.7%0.0%73.1%-2.0%2.5%88.3K-815.2K-90.6K0.196.602,03739765,69423,683
2021-10-20$7.97$10.0067.8%19.4%45.9%0.0%70.0%-0.6%2.2%88.0K-627.1K-91.2K0.677.592,1311,42268,32024,285
2021-10-21$8.14$10.0067.4%19.3%40.7%0.0%69.9%1.7%5.7%95.2K-1.4M-93.1K0.666.291,7501,15269,59624,573
2021-10-22$7.82$10.0070.9%20.3%42.1%0.0%72.1%1.5%-2.5%96.6K-645.2K-92.6K0.487.483,6791,75669,92624,642
2021-10-25$8.58$10.0082.6%23.7%53.1%0.0%85.3%-6.8%-7.5%156.4K-6.3M-109.4K0.1528.1214,1442,06371,30024,956
2021-10-26$8.29$9.0080.1%23.0%53.5%0.0%83.9%-11.6%-6.9%219.5K-6.2M-110.2K0.499.423,0491,49577,12524,943
2021-10-27$8.32$9.0085.4%24.5%53.1%0.0%86.1%-18.1%-11.7%225.4K-7.1M-112.6K0.2012.764,96597377,69025,299
2021-10-28$9.15$9.0084.1%24.1%59.6%0.0%91.3%-12.7%-7.9%293.7K-14.5M-126.5K0.1713.1210,2431,70078,41225,822
2021-10-29$9.31$9.0083.2%23.9%59.6%0.0%87.3%-6.5%-3.7%323.4K-15.3M-129.0K0.1513.957,3841,07979,87525,900