EVGO Options History — November 2021

In November 2021, EVGO traded between $9.94 and $19.00. ATM implied volatility averaged 112.0%. The 30-day expected move averaged 30.7%. IV traded below realized volatility by 16.9% (HV 20d: 128.8%). Max pain ranged from $9.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2021-11-08: Highest Volume — 115,820 contracts
  • 2021-11-08: Largest IV spike — 104.1% change
  • 2021-11-08: Largest Expected Move — 39.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.72$9.94$19.00$10.31$12.66
Max Pain$12.10$9.00$15.00$9.00$14.00
ATM IV112.0%88.0%186.1%89.5%104.4%
Expected Move30.7%23.1%39.5%25.7%29.9%
HV 20d128.8%64.7%161.9%65.9%158.4%
HV 60d91.8%65.7%105.6%67.0%105.6%
Term Structure-10.0%-29.4%-0.8%-4.2%-5.8%
VWIV108.6%83.2%140.1%91.7%107.5%
Skew 25d-13.8%-36.1%-2.6%-5.0%-5.7%
Skew 10d-26.0%-50.3%-1.1%-10.0%-21.5%
Call IV 25d118.4%88.9%164.3%95.0%109.9%
Put IV 25d104.6%78.2%128.6%90.1%104.2%
Bid-Ask Spread %17.818.1845.8711.6718.54
Gamma HHI0.130.080.280.140.08
Net GEX781.4K350.9K1.6M401.1K451.2K
Net DEX-63.9M-173.8M-20.5M-24.8M-25.1M
Net VEX-231.9K-309.6K-135.4K-137.4K-235.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.093.230.300.69
Total Volume37,605.8574,988115,82011,4697,757
Total OI154,055.857106,024215,345106,024147,597

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$10.31$9.0089.5%25.7%65.9%0.0%91.7%-5.0%-4.2%401.1K-24.8M-137.4K0.3011.678,8342,63579,96226,062
2021-11-02$10.28$9.0088.0%25.2%66.2%0.0%93.9%-5.7%-5.0%350.9K-23.8M-138.4K0.2611.316,2631,64580,63927,208
2021-11-03$10.17$9.0090.2%25.8%64.9%0.0%93.5%-12.3%-12.0%384.1K-22.7M-137.6K0.4632.283,4141,57480,96527,571
2021-11-04$9.94$9.0091.3%23.1%65.8%0.0%83.2%-10.7%-3.0%357.6K-20.5M-136.3K0.2016.765,9761,21581,05827,940
2021-11-05$9.97$9.0091.2%23.4%64.7%0.0%84.2%-12.1%-5.3%363.6K-20.9M-135.4K0.3045.874,2871,27681,76227,942
2021-11-08$13.33$9.00186.1%39.5%117.8%0.0%140.1%-36.1%-29.4%536.1K-62.2M-172.1K0.0914.37105,78610,03482,24328,140
2021-11-09$14.52$9.00175.0%39.4%119.6%0.0%140.0%-27.4%-28.9%860.3K-91.9M-222.6K0.2213.4091,57820,109105,86433,000
2021-11-10$15.18$10.00127.5%36.6%119.4%0.0%130.9%-22.4%-24.1%1.0M-100.4M-244.8K0.1926.2166,64912,852120,04642,001
2021-11-11$19.00$11.00134.6%38.6%135.8%0.0%137.2%-30.4%-22.2%1.4M-172.8M-271.9K0.198.1897,33118,360126,82145,950
2021-11-12$18.96$12.00125.1%35.9%135.4%0.0%127.9%-23.1%-13.0%1.6M-173.8M-309.6K0.4014.2738,41715,513139,80253,583
2021-11-15$16.13$13.00115.9%33.2%153.6%0.0%119.5%-15.6%-13.7%1.3M-109.1M-288.1K0.4419.0041,47918,188142,68057,034
2021-11-16$15.24$13.00111.4%31.9%157.1%0.0%115.3%-15.5%-10.1%1.2M-89.2M-287.0K0.4719.9927,66713,110147,26558,284
2021-11-17$15.84$13.00112.9%32.4%156.0%0.0%115.2%-12.2%-13.0%1.3M-101.5M-293.0K0.309.3028,2528,433147,84961,085
2021-11-18$14.52$15.00103.3%29.6%161.9%0.0%96.8%-12.5%-0.8%949.0K-62.6M-286.1K1.0411.2615,00615,607150,48664,816
2021-11-19$14.62$15.00105.9%30.4%160.0%0.0%95.5%-8.8%-3.6%1.1M-64.6M-281.2K1.2312.0011,41613,987150,42264,923
2021-11-22$13.72$15.0096.3%27.6%161.7%0.0%101.9%-5.7%-1.3%571.6K-37.2M-263.0K1.0518.5612,01012,631100,21542,398
2021-11-23$13.55$15.0098.4%28.2%160.8%0.0%94.5%-8.8%-1.2%583.7K-37.1M-264.9K1.8116.596,47411,710101,51143,196
2021-11-24$13.63$15.0095.0%27.2%160.8%0.0%91.9%-2.6%-2.4%574.7K-35.3M-257.1K3.2315.353,53611,405101,45043,552
2021-11-26$13.65$15.00105.0%30.1%158.8%0.0%108.8%-9.0%-4.7%594.5K-38.1M-263.4K1.1624.192,4832,874101,99543,932
2021-11-29$12.86$15.00104.7%30.0%161.3%0.0%110.6%-7.4%-7.4%491.8K-28.6M-244.3K0.4314.878,3583,592101,89444,030
2021-11-30$12.66$14.00104.4%29.9%158.4%0.0%107.5%-5.7%-5.8%451.2K-25.1M-235.8K0.6918.544,5943,163103,02144,576