EVGO Options History — June 2022

In June 2022, EVGO traded between $5.97 and $9.97. ATM implied volatility averaged 83.8%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 6.7% (HV 20d: 77.1%). Max pain ranged from $9.00 to $15.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.38.

Notable Days

  • 2022-06-28: Highest Volume — 15,292 contracts
  • 2022-06-29: Largest IV spike — 24.7% change
  • 2022-06-29: Highest IV Rank — 31.4%
  • 2022-06-29: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.29$5.97$9.97$9.19$5.97
Max Pain$12.86$9.00$15.00$11.00$10.00
ATM IV83.8%78.5%98.8%83.6%92.8%
Expected Move23.7%21.7%28.3%24.0%26.6%
HV 20d77.1%66.0%95.1%90.7%84.2%
HV 60d82.5%78.1%84.4%83.8%81.6%
IV Rank19.6%15.5%31.4%19.4%26.7%
IV Percentile40.0%23.7%86.4%38.1%72.4%
Term Structure2.1%-6.5%10.6%-1.1%-2.3%
VWIV82.2%56.2%104.6%85.3%94.2%
Skew 25d3.6%-4.1%9.9%5.4%5.9%
Skew 10d5.0%-21.8%34.4%5.1%34.4%
Call IV 25d82.3%75.2%95.1%83.1%92.8%
Put IV 25d85.9%79.5%103.6%88.5%98.7%
Bid-Ask Spread %63.1044.8272.5661.7147.41
Gamma HHI0.210.130.380.190.13
Net GEX-60.9K-168.6K71.0K-133.3K-3.2K
Net DEX9.3M619.0K19.6M6.3M11.5M
Net VEX-131.5K-173.5K-84.2K-163.0K-84.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.542.241.292.16
Total Volume7,952.194,73715,29210,1159,810
Total OI112,907.14383,923123,915114,725113,385

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$9.19$11.0083.6%24.0%90.7%19.4%85.3%5.4%-1.1%-133.3K6.3M-163.0K1.2961.714,4165,69963,24551,480
2022-06-02$9.97$15.0080.1%21.7%94.7%16.7%56.2%6.1%3.4%-136.2K2.2M-173.5K1.2062.364,7015,64066,62554,430
2022-06-03$9.51$15.0081.8%22.0%95.1%18.1%80.4%5.0%2.0%-127.7K6.0M-168.8K1.2164.462,9033,52067,30554,584
2022-06-06$9.31$15.0085.1%23.4%95.0%20.6%104.6%7.7%4.8%-148.3K8.6M-161.1K1.9368.391,7983,46367,64754,614
2022-06-07$9.24$15.0086.1%22.6%87.1%21.4%76.5%2.8%-0.7%-142.1K9.3M-156.5K1.5164.422,2293,37067,58554,734
2022-06-08$9.45$15.0078.5%22.5%84.8%15.5%63.1%2.8%2.2%-168.6K7.9M-159.9K2.2465.391,4633,27467,85054,991
2022-06-09$9.02$15.0078.8%22.6%84.5%15.7%75.7%-1.1%3.6%-152.4K11.3M-151.4K1.5667.022,0293,16668,10155,034
2022-06-10$8.78$14.0078.9%22.6%66.5%15.8%74.5%0.0%2.2%-145.4K13.4M-144.4K1.9159.381,7243,29868,12455,058
2022-06-13$8.05$13.0085.9%24.6%72.3%21.3%89.9%0.5%-3.2%-112.4K18.6M-125.0K1.6171.942,0623,31468,24755,270
2022-06-14$8.15$15.0084.0%24.1%72.0%19.8%82.4%4.0%1.5%-112.1K19.0M-122.5K1.7572.561,7913,13268,19855,307
2022-06-15$8.55$15.0081.7%23.4%66.7%17.9%81.8%7.6%2.6%-98.6K17.2M-128.9K0.8670.473,2162,77468,33855,577
2022-06-16$8.01$15.0086.4%24.8%69.5%21.7%88.2%-0.8%-0.5%-138.1K19.6M-119.6K0.7869.094,0903,18968,17155,665
2022-06-17$8.14$15.0081.5%23.4%66.8%17.8%82.8%-1.3%3.9%42.9K18.0M-119.7K1.8270.582,6944,89166,81555,639
2022-06-21$8.20$13.0084.4%24.2%66.4%20.1%79.3%4.3%1.6%45.0K1.1M-117.4K0.5462.167,7464,17553,64730,276
2022-06-22$7.82$10.0086.0%24.7%68.1%21.3%87.0%-4.1%2.2%54.2K1.7M-120.2K0.7956.204,5283,58358,85031,989
2022-06-23$8.11$9.0080.8%23.2%69.1%17.3%81.6%7.0%10.6%71.0K619.0K-124.2K0.6759.323,7482,51860,41032,900
2022-06-24$7.86$9.0081.7%23.4%67.9%18.0%80.7%4.5%5.8%67.4K1.5M-120.4K0.8665.722,7472,35561,42633,132
2022-06-27$7.50$9.0083.4%23.9%66.7%19.3%83.2%1.2%4.0%42.5K3.6M-111.3K0.8559.686,8025,78761,74633,305
2022-06-28$7.20$11.0079.2%22.7%66.0%16.0%81.3%9.9%7.1%24.5K7.6M-102.0K1.5662.025,9669,32665,79336,938
2022-06-29$6.12$11.0098.8%28.3%84.3%31.4%98.4%8.5%-6.5%-8.1K11.1M-88.3K1.8844.824,8859,17468,44540,174
2022-06-30$5.97$10.0092.8%26.6%84.2%26.7%94.2%5.9%-2.3%-3.2K11.5M-84.2K2.1647.413,1026,70871,69641,689