EVGO Options History — May 2022

In May 2022, EVGO traded between $7.24 and $9.73. ATM implied volatility averaged 93.7%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 12.8% (HV 20d: 80.9%). Max pain ranged from $11.00 to $13.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.45.

Notable Days

  • 2022-05-10: Highest Volume — 20,914 contracts
  • 2022-05-11: Largest IV drop — 22.6% change
  • 2022-05-10: Highest IV Rank — 50.9%
  • 2022-05-09: Largest Expected Move — 28.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.88$7.24$9.73$9.07$9.48
Max Pain$11.29$11.00$13.00$13.00$11.00
ATM IV93.7%78.0%123.6%99.9%78.8%
Expected Move26.1%22.4%28.7%28.6%22.6%
HV 20d80.9%60.0%91.7%77.0%90.0%
HV 60d82.5%76.5%86.8%80.0%83.9%
IV Rank27.4%15.0%50.9%32.3%15.7%
IV Percentile64.0%21.3%97.6%87.1%24.3%
Term Structure-2.6%-9.7%3.7%-4.7%-0.5%
VWIV91.6%76.4%117.2%117.2%78.3%
Skew 25d3.3%-5.0%9.6%-5.0%5.2%
Skew 10d1.3%-14.3%17.0%-11.9%17.0%
Call IV 25d90.2%71.2%108.0%108.0%78.3%
Put IV 25d93.5%78.5%103.6%103.0%83.5%
Bid-Ask Spread %62.5344.2273.6049.4267.90
Gamma HHI0.250.160.400.200.19
Net GEX-234.2K-374.5K-116.1K-280.9K-136.2K
Net DEX28.1M1.4M48.7M31.5M4.2M
Net VEX-166.6K-192.3K-130.4K-190.2K-168.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.493.710.551.19
Total Volume7,454.4763,39120,9148,6734,209
Total OI169,843.905107,932201,226182,035114,294

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$9.07$13.0099.9%28.6%77.0%32.3%117.2%-5.0%-4.7%-280.9K31.5M-190.2K0.5549.425,5983,07588,70093,335
2022-05-03$9.12$13.0099.4%28.5%67.4%31.9%105.4%5.8%-0.2%-251.6K32.5M-188.1K3.7144.221,5795,86291,15793,483
2022-05-04$9.40$13.0096.1%27.6%69.7%29.3%103.9%4.9%0.1%-244.5K30.1M-192.3K3.3250.711,7705,88091,33793,313
2022-05-05$9.02$11.0097.8%27.2%64.2%30.6%85.7%-0.6%-9.5%-264.8K30.7M-188.9K2.1962.081,2922,82791,44093,416
2022-05-06$8.82$11.00101.5%26.1%60.0%33.5%88.2%-2.9%-3.8%-266.7K35.0M-172.9K1.2662.221,5011,89091,53893,406
2022-05-09$7.98$11.00117.6%28.7%66.6%46.1%101.5%1.1%-9.7%-262.4K41.3M-141.0K2.8063.023,2729,17291,62693,410
2022-05-10$7.61$11.00123.6%27.7%65.0%50.9%96.0%3.3%-1.1%-259.7K43.8M-131.6K2.8658.455,41715,49792,42896,573
2022-05-11$7.24$11.0095.7%27.4%65.5%29.0%98.3%1.3%-0.7%-297.5K48.7M-130.4K0.9762.872,8622,76694,675104,542
2022-05-12$8.44$11.0094.4%27.1%88.3%28.0%96.2%4.0%-4.6%-374.5K43.0M-162.4K1.5366.607,17411,01294,868104,246
2022-05-13$8.74$11.0087.9%25.2%89.8%22.8%90.4%3.8%1.7%-354.2K40.2M-167.8K0.4965.414,9852,43397,238102,754
2022-05-16$8.50$11.0094.1%27.0%82.6%27.7%95.4%-1.8%-6.8%-374.3K41.4M-160.0K0.6773.603,5962,39697,351102,982
2022-05-17$9.27$11.0090.8%26.0%89.9%25.1%86.9%8.8%-6.1%-331.1K35.0M-168.1K0.7973.172,9272,31998,367102,859
2022-05-18$8.97$11.0090.0%25.8%89.8%24.5%88.8%0.5%1.2%-309.8K37.5M-164.0K0.7768.812,3211,77898,327102,463
2022-05-19$9.44$11.0088.7%25.4%90.4%23.5%87.2%4.0%-1.0%-130.7K32.9M-168.2K0.7464.733,1132,30598,562102,511
2022-05-20$9.16$11.0091.1%26.1%90.9%25.4%89.1%9.6%-1.4%-121.5K34.1M-162.3K0.7463.145,4164,00098,610102,361
2022-05-23$9.05$11.0088.9%25.5%90.1%23.7%85.9%6.8%-3.5%-134.2K6.6M-167.0K0.7462.443,6102,68457,75750,175
2022-05-24$8.77$11.0092.4%26.5%89.5%26.4%90.9%1.1%-6.2%-116.1K8.2M-161.4K1.3564.691,8902,55759,78050,465
2022-05-25$9.11$11.0082.3%23.6%90.4%18.5%84.2%3.8%-1.0%-140.8K7.1M-165.7K1.0561.762,6122,73059,75550,803
2022-05-26$9.50$11.0078.1%22.4%91.7%15.1%77.8%7.7%3.7%-142.0K4.1M-172.2K1.7065.581,7232,93061,23251,205
2022-05-27$9.73$11.0078.0%22.4%89.4%15.0%76.4%7.3%-0.4%-124.8K1.4M-175.2K1.0262.332,7522,81262,05351,325
2022-05-31$9.48$11.0078.8%22.6%90.0%15.7%78.3%5.2%-0.5%-136.2K4.2M-168.0K1.1967.901,9242,28562,94051,354