EVGO Options History — February 2022

In February 2022, EVGO traded between $7.74 and $10.47. ATM implied volatility averaged 87.6%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 13.2% (HV 20d: 74.4%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.62.

Notable Days

  • 2022-02-10: Highest Volume — 21,342 contracts
  • 2022-02-10: Largest IV spike — 9.9% change
  • 2022-02-28: Highest IV Rank — 26.6%
  • 2022-02-28: Largest Expected Move — 26.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.30$7.74$10.47$8.39$10.32
Max Pain$12.29$10.00$15.00$12.50$12.00
ATM IV87.6%81.9%92.7%82.9%92.7%
Expected Move25.3%23.8%26.6%23.8%26.6%
HV 20d74.4%63.2%85.4%64.9%85.4%
HV 60d79.5%70.6%108.8%108.7%75.0%
IV Rank22.6%18.1%26.6%19.0%26.6%
IV Percentile62.9%50.7%77.2%53.6%77.2%
Term Structure0.3%-3.8%6.1%3.5%-1.3%
VWIV86.7%75.0%93.2%85.4%92.1%
Skew 25d2.3%-5.2%9.0%2.4%7.1%
Skew 10d-0.8%-21.5%12.5%-8.0%12.5%
Call IV 25d88.1%80.3%96.6%84.2%90.0%
Put IV 25d90.4%86.2%97.0%86.6%97.0%
Bid-Ask Spread %42.4917.9856.2624.5225.82
Gamma HHI0.180.130.230.150.21
Net GEX200.3K-18.0K426.4K21.8K312.8K
Net DEX4.4M-11.2M20.6M15.2M-11.2M
Net VEX-186.5K-211.6K-153.2K-167.4K-202.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.161.460.900.60
Total Volume9,439.1053,23421,3429,7154,772
Total OI165,684.474119,420194,875164,777126,002

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$8.39$12.5082.9%23.8%64.9%19.0%85.4%2.4%3.5%21.8K15.2M-167.4K0.9024.525,1134,602101,69663,081
2022-02-02$8.22$11.0086.9%24.9%63.2%22.1%82.8%6.0%-0.3%-15418.3M-165.0K1.4626.593,2774,775104,82866,327
2022-02-03$7.74$12.0081.9%25.3%63.4%18.1%84.5%0.1%0.1%-18.0K20.6M-153.2K1.1455.993,6414,133106,74866,780
2022-02-04$8.01$10.0087.2%25.2%65.2%22.3%75.0%6.0%1.5%3.6K18.9M-160.4K0.9832.999,8139,663107,49866,843
2022-02-07$8.06$15.0088.8%25.7%65.4%23.5%78.5%6.5%-1.5%7.9K18.6M-158.6K0.2744.516,4651,763108,05266,850
2022-02-08$8.96$15.0085.7%25.1%75.3%21.1%84.1%3.6%-1.2%116.0K12.8M-178.1K0.3946.218,9953,516109,90967,893
2022-02-09$9.53$15.0083.0%23.8%76.7%19.0%83.5%-1.7%5.2%258.1K6.6M-189.3K0.4352.245,5622,383112,58368,557
2022-02-10$9.71$15.0091.3%26.2%76.3%25.5%92.4%-1.4%-1.5%294.8K2.1M-205.1K0.2456.2617,2334,109113,29568,531
2022-02-11$9.33$11.0091.9%26.3%75.2%26.0%90.1%-5.2%-0.1%198.5K8.3M-194.5K0.4247.655,5402,335114,85369,450
2022-02-14$9.66$11.0091.4%26.2%75.3%25.6%93.2%-4.3%-1.1%287.1K5.8M-190.7K0.4152.325,8142,403114,87669,558
2022-02-15$10.23$11.0090.6%26.0%74.6%25.0%91.2%7.5%-0.4%376.3K-3.1M-201.6K0.6848.894,3232,942115,81369,779
2022-02-16$10.44$11.0085.2%24.4%74.7%20.7%89.8%5.0%6.1%426.4K-7.0M-211.5K0.4754.518,5904,003121,20269,711
2022-02-17$10.47$12.0088.7%25.4%74.5%23.5%89.0%9.0%3.3%412.4K-5.4M-211.6K0.4153.077,8583,254121,57671,301
2022-02-18$10.04$12.0089.0%25.5%74.8%23.7%87.4%-4.4%-3.1%226.5K-5.0M-204.2K0.6651.547,4654,904123,24871,627
2022-02-22$9.19$12.0086.0%24.6%82.8%21.3%87.7%-1.6%-1.2%189.8K-1.1M-182.9K0.6845.293,2472,19275,20444,216
2022-02-23$9.20$12.0090.6%26.0%82.7%25.0%90.8%2.9%-3.8%183.5K-820.7K-180.4K0.1628.666,3811,03275,82244,603
2022-02-24$9.79$12.0085.9%24.6%81.4%21.3%84.5%3.8%2.5%255.3K-5.9M-195.3K0.6842.272,3911,62079,81144,663
2022-02-25$9.48$12.0084.8%24.3%82.0%20.4%86.1%2.3%-0.4%252.9K-3.8M-192.0K0.8017.981,7981,43680,58744,632
2022-02-28$10.32$12.0092.7%26.6%85.4%26.6%92.1%7.1%-1.3%312.8K-11.2M-202.1K0.6025.822,9831,78981,17144,831