EVGO Options History — December 2021

In December 2021, EVGO traded between $9.37 and $12.75. ATM implied volatility averaged 91.3%. The 30-day expected move averaged 25.5%. IV traded below realized volatility by 1.9% (HV 20d: 93.2%). Max pain ranged from $11.00 to $14.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.71.

Notable Days

  • 2021-12-09: Highest Volume — 28,973 contracts
  • 2021-12-09: Largest IV spike — 17.8% change
  • 2021-12-03: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.93$9.37$12.75$11.91$10.01
Max Pain$12.41$11.00$14.00$14.00$12.00
ATM IV91.3%68.8%110.9%105.2%70.6%
Expected Move25.5%19.7%30.3%30.1%20.2%
HV 20d93.2%61.4%161.6%160.3%75.3%
HV 60d106.0%104.8%108.1%105.1%108.0%
Term Structure2.1%-9.6%9.7%-9.6%7.8%
VWIV91.9%71.1%113.9%113.9%73.4%
Skew 25d-3.7%-8.9%6.4%-6.6%-3.9%
Skew 10d-11.2%-30.6%-1.5%-18.9%-10.8%
Call IV 25d93.7%74.5%113.6%113.6%75.5%
Put IV 25d90.0%70.6%109.5%107.0%71.6%
Bid-Ask Spread %30.2110.5943.9328.6528.28
Gamma HHI0.090.080.110.080.09
Net GEX213.5K38.9K468.0K358.5K148.5K
Net DEX-9.4M-27.1M2.3M-17.7M-4.1M
Net VEX-198.6K-224.1K-165.3K-223.9K-178.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.281.550.580.67
Total Volume11,356.3185,72228,9738,7285,722
Total OI145,633.091119,833182,291147,824135,440

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$11.91$14.00105.2%30.1%160.3%0.0%113.9%-6.6%-9.6%358.5K-17.7M-223.9K0.5828.655,5203,208102,94444,880
2021-12-02$11.75$14.00102.2%29.3%160.4%0.0%104.9%0.3%-4.6%336.7K-15.8M-219.8K1.0734.583,0613,284103,33345,026
2021-12-03$11.12$14.00105.5%30.3%161.6%0.0%112.9%-1.6%-5.4%277.1K-10.7M-207.7K1.0422.762,8122,936103,54845,068
2021-12-06$11.25$12.00106.3%28.8%161.6%0.0%100.5%-4.7%-0.3%270.0K-11.0M-203.8K1.0034.213,4483,443103,58845,117
2021-12-07$11.57$12.00105.3%28.4%122.4%0.0%99.2%-4.8%-3.3%291.9K-13.7M-206.5K0.6939.354,6673,205103,54645,319
2021-12-08$12.11$12.0094.2%26.5%119.2%0.0%95.7%-3.2%0.7%383.8K-18.9M-212.4K0.5832.525,3893,109104,23545,317
2021-12-09$12.75$12.00110.9%28.3%119.7%0.0%101.8%-8.9%1.6%468.0K-27.1M-224.1K0.2830.5022,6776,296105,73945,274
2021-12-10$12.28$12.0099.3%27.6%82.2%0.0%98.4%-7.5%1.9%463.2K-22.1M-223.3K0.8627.0210,4589,001111,31546,850
2021-12-13$12.08$12.00106.4%26.3%81.9%0.0%96.6%-6.5%2.6%331.5K-18.1M-218.3K0.4435.186,4242,817113,02052,554
2021-12-14$11.10$12.00102.6%26.0%68.0%0.0%93.3%-5.2%4.0%104.8K-6.1M-200.8K0.3225.959,0902,914112,93652,723
2021-12-15$11.18$11.0088.8%25.5%67.0%0.0%92.5%-5.7%2.9%178.3K-9.6M-205.8K0.7938.146,6615,270115,62252,511
2021-12-16$10.56$11.0090.9%26.1%65.3%0.0%97.0%-4.7%2.2%41.3K-1.7M-193.6K1.2243.8812,21714,960115,88253,089
2021-12-17$10.72$13.0085.5%24.5%61.4%0.0%89.6%-6.5%3.2%166.7K1.6M-203.7K1.5542.497,76312,061121,18861,103
2021-12-20$9.95$13.0088.2%25.3%64.3%0.0%93.0%-6.3%3.5%90.2K-4.2M-184.2K0.6028.894,6042,75974,77645,057
2021-12-21$10.32$13.0084.3%24.2%64.9%0.0%84.9%-0.9%1.9%120.8K-6.4M-189.4K0.6416.764,1332,66176,32045,817
2021-12-22$9.97$13.0082.2%23.6%65.3%0.0%84.7%1.4%3.5%94.9K-3.6M-183.2K0.5843.934,4792,60577,54946,222
2021-12-23$10.48$13.0077.8%22.3%69.0%0.0%78.2%6.4%9.7%141.9K-7.5M-189.4K0.4631.046,1812,85879,18446,804
2021-12-27$10.04$12.0077.7%22.3%69.5%0.0%81.9%-1.9%8.1%133.2K-4.9M-182.4K0.7018.454,8343,39281,78646,804
2021-12-28$9.74$12.0077.3%22.2%67.8%0.0%77.5%-2.6%6.7%91.1K-1.3M-172.0K0.7010.594,9803,49983,35847,351
2021-12-29$9.37$12.0078.8%22.6%68.4%0.0%79.9%-3.3%3.0%38.9K2.3M-165.3K0.4624.567,2693,33083,75948,202
2021-12-30$10.23$12.0068.8%19.7%75.2%0.0%71.1%-3.8%7.0%166.6K-5.8M-180.6K0.3826.8010,0603,78285,30248,470
2021-12-31$10.01$12.0070.6%20.2%75.3%0.0%73.4%-3.9%7.8%148.5K-4.1M-178.3K0.6728.283,4322,29086,98748,453