EVGO Options History — April 2022

In April 2022, EVGO traded between $9.13 and $13.82. ATM implied volatility averaged 94.8%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 27.1%. IV traded above realized volatility by 6.5% (HV 20d: 88.3%). Max pain ranged from $13.00 to $13.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.38.

Notable Days

  • 2022-04-22: Highest Volume — 32,630 contracts
  • 2022-04-13: Largest IV drop — 15.8% change
  • 2022-04-12: Highest IV Rank — 41.7%
  • 2022-04-27: Largest Expected Move — 30.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.45$9.13$13.82$12.68$9.13
Max Pain$13.00$13.00$13.00$13.00$13.00
ATM IV94.8%82.8%111.9%83.4%96.7%
Expected Move27.1%24.8%30.1%24.8%27.7%
HV 20d88.3%76.9%97.4%82.8%76.9%
HV 60d79.9%74.9%83.2%74.9%81.0%
IV Rank28.3%18.8%41.7%19.3%29.7%
IV Percentile73.0%41.5%96.3%43.4%82.1%
Term Structure-5.0%-12.7%2.3%1.6%-4.6%
VWIV98.4%88.1%123.2%89.0%123.2%
Skew 25d2.1%-7.1%8.5%3.1%-4.4%
Skew 10d-2.8%-17.4%3.5%-9.5%-17.4%
Call IV 25d94.5%78.9%106.0%78.9%100.6%
Put IV 25d96.6%82.0%105.9%82.0%96.2%
Bid-Ask Spread %34.8518.9250.2042.0726.65
Gamma HHI0.140.120.190.120.19
Net GEX63.2K-260.4K452.5K271.3K-260.4K
Net DEX3.1M-32.6M29.8M-13.0M29.8M
Net VEX-236.6K-264.4K-201.0K-252.5K-201.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.325.481.251.07
Total Volume11,291.751,07932,6307,9245,154
Total OI172,971.8148,070187,309168,439181,062

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$12.68$13.0083.4%24.8%82.8%19.3%89.0%3.1%1.6%271.3K-13.0M-252.5K1.2542.073,5204,40489,19679,243
2022-04-04$13.82$13.0082.8%26.0%86.9%18.8%90.7%2.1%-3.4%430.1K-32.6M-247.2K0.8829.559,4588,27689,88879,337
2022-04-05$13.44$13.0087.2%26.4%85.0%22.3%92.3%3.8%-6.0%353.1K-22.0M-256.2K0.4033.896,3442,53091,52484,235
2022-04-06$12.22$13.0097.3%27.5%91.8%30.2%95.8%3.5%-5.2%97.3K-209.9K-250.7K0.4918.927,9873,88990,97884,464
2022-04-07$12.80$13.0095.7%27.8%93.1%28.9%96.1%4.7%-7.6%291.9K-11.0M-259.3K0.5132.287,9984,05893,61484,273
2022-04-08$12.47$13.0096.5%28.3%93.2%29.6%98.2%5.3%-4.8%264.8K-7.2M-264.4K0.5330.523,3561,78197,13485,354
2022-04-11$12.75$13.00111.7%28.9%89.7%41.5%97.2%2.1%-9.9%403.8K-11.7M-254.6K0.3225.434,5041,42498,12285,128
2022-04-12$12.37$13.00111.9%28.0%90.2%41.7%99.6%5.1%-6.1%320.4K-4.4M-250.9K0.8534.343,6683,12798,47785,230
2022-04-13$12.97$13.0094.2%27.0%90.3%27.8%93.0%3.4%-10.6%452.5K-15.3M-252.1K0.8426.917,2636,08997,83685,421
2022-04-14$12.35$13.0091.3%26.2%89.5%25.5%93.8%3.3%-2.7%-29.6K-5.0M-255.8K1.2031.897,2698,713100,18187,128
2022-04-18$11.03$13.0088.1%25.3%97.4%23.0%92.9%3.9%-4.8%-69.8K6.8M-215.5K2.4226.786,71816,24177,14470,926
2022-04-19$10.97$13.0088.1%25.3%94.3%23.0%88.1%4.2%-0.4%-120.1K9.0M-235.2K1.4935.284,4856,66779,63978,001
2022-04-20$10.60$13.0088.8%25.5%95.0%23.5%91.7%1.5%-3.3%-125.3K12.5M-221.9K1.0445.093,0093,12280,96077,348
2022-04-21$10.03$13.0091.1%26.1%94.9%25.4%92.1%-3.5%-7.2%-142.6K18.4M-208.4K0.9937.464,0604,02280,68877,633
2022-04-22$10.01$13.0095.3%27.3%87.2%28.7%102.3%3.5%-2.3%-121.0K17.1M-217.5K2.6637.388,90823,72281,45878,664
2022-04-25$10.29$13.0095.5%27.4%85.5%28.8%110.6%8.5%2.3%-166.2K17.5M-238.2K2.0340.073,2466,58987,18589,010
2022-04-26$9.84$13.0099.6%28.6%86.3%32.0%122.1%2.6%-5.6%-175.5K22.3M-224.7K2.7642.962,0505,65187,75989,675
2022-04-27$9.59$13.00105.1%30.1%78.4%36.3%105.2%-3.3%-12.7%-192.2K25.6M-214.2K0.4549.3374233787,71389,930
2022-04-28$9.69$13.0095.6%27.4%77.9%28.9%94.9%-7.1%-6.5%-217.4K25.3M-211.8K5.4850.202,38413,07087,85590,023
2022-04-29$9.13$13.0096.7%27.7%76.9%29.7%123.2%-4.4%-4.6%-260.4K29.8M-201.0K1.0726.652,4892,66587,87993,183