EVGO Options History — March 2022

In March 2022, EVGO traded between $10.06 and $13.14. ATM implied volatility averaged 92.0%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 17.1% (HV 20d: 74.9%). Max pain ranged from $10.00 to $13.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.31.

Notable Days

2022-03-24: Highest Volume — 35,550 contracts
2022-03-23: Largest IV drop — 9.1% change
2022-03-22: Highest IV Rank — 31.2%
2022-03-24: Largest Expected Move — 29.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.76	$10.06	$13.14	$10.06	$12.91
Max Pain	$12.09	$10.00	$13.00	$11.00	$13.00
ATM IV	92.0%	85.5%	98.5%	91.1%	86.8%
Expected Move	26.5%	23.8%	29.0%	26.1%	26.0%
HV 20d	74.9%	67.8%	82.3%	80.0%	82.3%
HV 60d	74.5%	72.7%	76.6%	75.1%	75.8%
IV Rank	26.1%	21.0%	31.2%	25.4%	22.0%
IV Percentile	71.0%	50.8%	86.2%	70.4%	52.5%
Term Structure	-0.2%	-8.8%	12.6%	-2.0%	3.5%
VWIV	92.9%	79.8%	100.1%	95.1%	91.3%
Skew 25d	3.4%	-3.4%	17.5%	0.6%	6.5%
Skew 10d	0.6%	-7.7%	11.5%	4.5%	6.5%
Call IV 25d	92.1%	84.5%	97.6%	95.6%	86.2%
Put IV 25d	95.4%	90.1%	103.8%	96.2%	92.7%
Bid-Ask Spread %	29.41	12.99	43.36	18.08	29.44
Gamma HHI	0.16	0.12	0.21	0.21	0.12
Net GEX	298.9K	34.4K	522.0K	305.5K	246.7K
Net DEX	-15.2M	-30.6M	-2.5M	-9.8M	-16.3M
Net VEX	-232.7K	-265.9K	-201.4K	-203.4K	-256.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.31	0.36	4.84	0.92	1.00
Total Volume	13,608.174	2,787	35,550	4,303	8,459
Total OI	146,331.348	126,734	166,476	126,734	166,476

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-03-01	$10.06	$11.00	91.1%	26.1%	80.0%	25.4%	95.1%	0.6%	-2.0%	305.5K	-9.8M	-203.4K	0.92	18.08	2,241	2,062	81,681	45,053
2022-03-02	$10.38	$12.00	88.8%	25.4%	79.9%	23.5%	89.9%	3.4%	-0.9%	336.5K	-11.4M	-201.4K	0.84	20.87	1,515	1,272	82,402	45,659
2022-03-03	$10.52	$12.00	90.5%	26.0%	79.1%	24.9%	92.0%	1.7%	-1.6%	337.0K	-12.3M	-204.4K	0.43	16.68	2,856	1,219	82,490	45,734
2022-03-04	$10.53	$12.00	90.2%	25.9%	74.5%	24.7%	94.1%	1.6%	-0.8%	368.4K	-13.8M	-209.0K	0.78	21.10	2,104	1,638	83,269	45,731
2022-03-07	$10.87	$12.00	98.1%	28.1%	74.4%	30.9%	100.1%	1.5%	-6.0%	391.8K	-17.1M	-209.8K	0.36	12.99	5,077	1,813	83,716	46,124
2022-03-08	$11.68	$12.00	91.5%	28.7%	77.0%	25.6%	99.2%	0.6%	-4.6%	442.2K	-26.9M	-219.9K	0.74	27.25	19,283	14,362	84,763	46,168
2022-03-09	$12.06	$10.00	93.8%	28.0%	70.0%	27.5%	95.6%	1.7%	-2.6%	451.9K	-30.6M	-228.0K	1.32	23.48	12,324	16,212	85,434	47,917
2022-03-10	$12.18	$10.00	94.8%	26.0%	67.8%	28.3%	93.5%	-0.1%	-6.7%	390.8K	-23.6M	-246.3K	1.96	18.65	6,297	12,367	88,209	57,765
2022-03-11	$11.87	$10.00	95.2%	24.8%	69.1%	28.5%	88.8%	0.4%	-2.4%	400.2K	-21.4M	-239.4K	4.84	19.64	4,166	20,152	89,766	57,965
2022-03-14	$11.11	$12.00	98.4%	26.2%	72.1%	31.1%	93.9%	2.9%	-6.6%	325.1K	-8.5M	-231.1K	2.63	43.10	3,733	9,803	89,239	63,903
2022-03-15	$11.46	$12.00	94.3%	25.8%	72.0%	27.8%	96.3%	7.3%	-3.5%	377.6K	-12.9M	-233.3K	1.66	39.19	4,129	6,843	89,652	64,248
2022-03-16	$12.00	$12.00	89.9%	25.5%	71.1%	24.4%	79.8%	5.7%	0.9%	371.0K	-20.1M	-230.6K	1.64	38.25	4,156	6,814	89,551	64,226
2022-03-17	$12.75	$12.00	88.2%	23.8%	73.4%	23.1%	80.5%	3.4%	-5.2%	522.0K	-23.3M	-231.4K	1.19	29.51	4,481	5,345	85,309	65,196
2022-03-18	$12.33	$12.00	91.9%	26.3%	75.0%	26.0%	94.2%	-1.5%	-2.4%	190.0K	-17.5M	-235.4K	2.05	38.85	4,970	10,173	84,643	65,610
2022-03-21	$11.49	$13.00	91.9%	25.8%	78.1%	26.0%	86.6%	-3.4%	-1.2%	111.2K	-4.7M	-230.9K	0.62	35.17	8,404	5,236	76,152	61,892
2022-03-22	$11.47	$13.00	98.5%	26.5%	69.7%	31.2%	94.5%	7.7%	-8.8%	143.0K	-5.0M	-235.6K	0.71	38.14	7,161	5,062	80,362	62,620
2022-03-23	$11.99	$13.00	89.5%	25.3%	70.6%	24.1%	86.5%	3.1%	0.4%	229.4K	-10.5M	-233.5K	0.64	43.36	9,598	6,106	82,937	63,641
2022-03-24	$13.14	$13.00	94.0%	29.0%	74.0%	27.6%	100.0%	6.3%	8.2%	399.8K	-25.7M	-243.5K	1.73	24.18	13,002	22,548	84,801	64,324
2022-03-25	$12.23	$13.00	93.7%	27.7%	78.5%	27.4%	98.8%	3.3%	7.5%	80.1K	-8.3M	-265.9K	1.17	36.66	5,085	5,965	86,174	79,171
2022-03-28	$11.93	$13.00	92.4%	28.1%	74.7%	26.4%	98.4%	0.1%	6.3%	34.4K	-2.5M	-253.8K	1.12	35.66	4,137	4,651	86,269	79,599
2022-03-29	$13.02	$13.00	85.5%	26.3%	78.8%	21.0%	90.9%	7.0%	12.2%	285.9K	-18.8M	-250.0K	0.60	34.46	7,513	4,492	86,891	77,625
2022-03-30	$12.39	$13.00	87.9%	27.0%	81.5%	22.8%	97.4%	17.5%	12.6%	133.4K	-8.7M	-259.5K	1.09	31.68	3,897	4,265	86,993	78,271
2022-03-31	$12.91	$13.00	86.8%	26.0%	82.3%	22.0%	91.3%	6.5%	3.5%	246.7K	-16.3M	-256.4K	1.00	29.44	4,235	4,224	87,751	78,725