EVGO Options History — January 2022

In January 2022, EVGO traded between $7.30 and $10.68. ATM implied volatility averaged 83.5%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 12.3% (HV 20d: 71.2%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.39.

Notable Days

  • 2022-01-11: Highest Volume — 24,064 contracts
  • 2022-01-18: Largest IV spike — 17.0% change
  • 2022-01-24: Highest IV Rank — 29.9%
  • 2022-01-24: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.70$7.30$10.68$10.68$8.11
Max Pain$11.85$10.00$12.50$12.00$12.50
ATM IV83.5%73.4%96.9%75.6%89.1%
Expected Move24.1%21.0%27.8%21.7%25.5%
HV 20d71.2%53.3%80.3%77.4%68.6%
HV 60d109.5%106.2%111.6%108.7%108.5%
IV Rank21.7%13.7%29.9%14.0%23.8%
IV Percentile59.4%27.1%79.9%28.6%65.5%
Term Structure1.7%-5.2%7.1%3.9%1.2%
VWIV86.4%74.1%98.3%78.0%84.1%
Skew 25d-0.9%-9.4%13.9%-7.0%13.9%
Skew 10d-0.1%-14.8%51.1%-5.3%17.5%
Call IV 25d86.6%73.6%97.7%79.4%80.2%
Put IV 25d85.8%72.4%99.4%72.4%94.1%
Bid-Ask Spread %30.647.6645.5835.0129.36
Gamma HHI0.160.090.500.090.16
Net GEX5.0K-461.2K272.3K272.3K-11.5K
Net DEX11.7M-11.7M25.5M-11.7M17.7M
Net VEX-164.5K-189.4K-136.2K-189.4K-159.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.390.323.400.811.93
Total Volume12,934.84,89724,06418,04910,592
Total OI160,349.5135,954185,991135,954163,728

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$10.68$12.0075.6%21.7%77.4%0.0%78.0%-7.0%3.9%272.3K-11.7M-189.4K0.8135.019,9848,06587,35848,596
2022-01-04$10.13$12.0073.4%21.0%79.2%0.0%74.1%2.9%7.1%182.0K-4.4M-177.2K1.477.665,9038,68989,38849,733
2022-01-05$9.56$12.0075.2%21.6%80.3%0.0%80.6%0.5%3.8%99.6K478.5K-172.4K1.2312.297,9509,77691,61951,105
2022-01-06$9.60$10.0076.1%23.6%77.9%0.0%84.1%-5.4%1.2%87.9K1.2M-182.0K0.8339.515,1984,29294,41254,085
2022-01-07$9.53$10.0077.6%22.9%74.2%0.0%74.8%-4.0%4.9%67.8K2.3M-179.2K0.7342.387,1555,21995,93354,242
2022-01-10$9.10$10.0081.6%23.5%74.7%0.0%85.1%-0.4%1.9%-12.2K8.6M-170.7K1.2335.975,7067,03699,84257,336
2022-01-11$9.54$10.0076.7%22.6%77.9%14.0%76.9%-3.7%4.3%118.1K3.4M-181.1K0.9245.5812,51811,546101,64455,200
2022-01-12$9.30$12.5078.4%22.5%73.2%15.4%82.7%-9.4%5.0%77.2K9.1M-182.7K1.5734.494,5977,230107,63261,306
2022-01-13$8.82$12.5081.4%23.3%74.6%17.7%78.8%-4.2%2.4%-29.5K15.0M-167.5K1.9235.563,5176,752107,98962,091
2022-01-14$8.60$12.5076.3%21.9%72.8%13.7%77.1%-0.3%6.9%-56.9K17.5M-157.0K1.8234.945,1289,345109,34362,434
2022-01-18$8.20$11.0089.3%25.6%73.3%23.9%93.4%-4.2%-0.6%-98.1K20.2M-153.7K2.1241.816,14813,006111,72564,164
2022-01-19$8.33$12.5084.1%24.1%70.3%19.8%88.1%-5.1%2.4%15.1K20.7M-168.5K3.4031.271,7645,999113,71771,790
2022-01-20$8.29$12.5083.7%24.0%68.3%19.6%90.8%-2.1%1.3%-137.4K21.6M-167.8K1.2633.784,6835,897114,14071,851
2022-01-21$7.98$12.5084.5%24.2%68.4%20.2%97.9%-0.1%1.8%-461.2K25.5M-153.8K1.6330.548,78014,341113,86371,986
2022-01-24$8.03$12.5096.9%27.8%64.9%29.9%97.4%1.7%-4.7%-23.0K16.5M-154.0K1.5511.044,5757,10491,53059,627
2022-01-25$7.96$12.5094.8%27.2%64.0%28.2%94.4%3.2%-3.3%10.5K15.3M-154.8K0.7517.852,8042,09392,72558,244
2022-01-26$7.53$12.5091.5%26.2%65.6%25.7%97.0%2.6%-5.2%-3.2K17.2M-144.4K0.3226.205,3861,73294,10758,656
2022-01-27$7.37$12.5092.3%26.5%65.0%26.3%98.3%-1.6%-0.4%3.7K18.3M-138.3K0.3643.185,1691,88497,04958,898
2022-01-28$7.30$12.5092.1%26.4%53.3%26.2%93.5%5.0%-0.3%-46218.7M-136.2K1.8624.313,8877,24698,99258,910
2022-01-31$8.11$12.5089.1%25.5%68.6%23.8%84.1%13.9%1.2%-11.5K17.7M-159.7K1.9329.363,6106,982100,64463,084