EVGO Options History — July 2022

In July 2022, EVGO traded between $5.63 and $9.18. ATM implied volatility averaged 94.2%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded below realized volatility by 5.8% (HV 20d: 99.9%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.95.

Notable Days

  • 2022-07-08: Highest Volume — 22,911 contracts
  • 2022-07-11: Largest IV spike — 32.0% change
  • 2022-07-26: Highest IV Rank — 36.0%
  • 2022-07-26: Largest Expected Move — 30.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.27$5.63$9.18$5.63$8.93
Max Pain$9.95$9.00$10.00$9.00$10.00
ATM IV94.2%79.2%104.7%93.9%98.3%
Expected Move27.0%24.7%30.0%26.9%28.2%
HV 20d99.9%75.7%117.3%75.7%106.8%
HV 60d87.4%79.6%96.7%82.1%96.7%
IV Rank27.8%16.0%36.0%27.6%31.0%
IV Percentile70.4%25.4%90.9%73.8%83.3%
Term Structure-5.7%-13.5%4.2%-1.1%-10.3%
VWIV94.4%85.4%103.0%98.5%99.6%
Skew 25d6.7%-2.9%18.7%7.0%2.0%
Skew 10d8.2%-11.3%51.3%15.0%8.8%
Call IV 25d92.6%84.2%100.0%95.4%100.0%
Put IV 25d99.3%88.0%106.3%102.4%102.0%
Bid-Ask Spread %52.1945.1966.8750.5448.01
Gamma HHI0.140.120.180.120.16
Net GEX65.2K-2.0K200.6K13.0K179.7K
Net DEX4.7M-7.9M12.6M11.0M-5.4M
Net VEX-105.1K-132.4K-75.8K-82.2K-126.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.282.742.510.51
Total Volume11,250.74,90622,9118,2596,598
Total OI120,514.45114,581133,263114,581121,492

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$5.63$9.0093.9%26.9%75.7%27.6%98.5%7.0%-1.1%13.0K11.0M-82.2K2.5150.542,3545,90572,84841,733
2022-07-05$5.68$10.0090.4%27.2%76.5%24.8%96.7%7.8%-9.1%9.0K12.1M-75.8K2.7458.972,0755,69074,12341,777
2022-07-06$5.66$10.0094.5%27.5%76.9%28.0%97.7%8.1%-9.7%14.1K11.7M-77.5K1.4366.873,4734,98374,44641,713
2022-07-07$6.30$10.0084.2%25.6%90.0%19.9%90.3%8.2%-1.6%27.9K10.4M-88.0K1.1459.075,3546,09873,70041,706
2022-07-08$6.70$10.0079.2%24.7%93.4%16.0%85.4%8.7%-1.3%40.3K9.6M-90.8K0.9255.6811,91310,99875,22642,029
2022-07-11$6.19$10.00104.6%27.2%95.5%36.0%99.1%4.7%-2.5%23.0K10.7M-86.0K0.8256.2411,2009,18676,49543,486
2022-07-12$6.28$10.00100.2%26.3%96.1%32.5%88.2%16.0%3.1%-2.0K10.3M-87.2K0.8157.1610,8718,85176,63943,581
2022-07-13$6.31$10.0091.1%26.1%92.7%25.3%89.1%18.7%4.2%2.6K12.6M-84.0K0.9961.457,8197,75681,13746,540
2022-07-14$7.03$10.0095.4%27.3%101.8%28.7%95.0%4.9%-8.4%97.8K8.1M-106.1K0.4445.1912,6135,49083,06548,292
2022-07-15$7.25$10.0092.4%26.5%100.8%26.4%92.4%2.1%-3.5%37.5K5.8M-110.3K0.6752.698,5265,69884,74548,518
2022-07-18$7.72$10.0087.4%25.1%101.4%22.4%90.9%8.5%-3.7%67.6K1.4M-120.7K0.8947.176,8706,08574,73642,456
2022-07-19$8.47$10.0088.1%25.2%106.7%23.0%87.8%-2.9%-10.7%119.0K-3.4M-125.5K0.2850.538,6992,41075,20643,314
2022-07-20$8.72$10.0089.8%25.7%107.2%24.3%90.4%5.8%-3.8%148.8K-5.4M-127.8K0.6946.833,6562,52976,91943,782
2022-07-21$9.18$10.0091.4%26.2%106.7%25.6%89.7%5.4%-2.6%200.6K-7.9M-132.4K0.5748.395,0212,87875,99843,596
2022-07-22$8.21$10.0095.1%27.3%114.2%28.5%95.3%2.3%-7.6%85.0K538.6K-119.6K0.9651.394,1023,92874,98643,638
2022-07-25$7.91$10.0098.2%28.1%114.4%30.9%97.7%4.8%-11.1%64.3K2.3M-118.5K0.6945.584,5033,10975,90944,266
2022-07-26$7.26$10.00104.7%30.0%117.3%36.0%103.0%6.0%-9.0%26.3K6.4M-109.3K0.6646.773,9042,56776,14844,538
2022-07-27$7.53$10.00102.2%29.3%117.1%34.0%100.1%7.8%-11.6%35.9K5.5M-110.3K0.7649.932,7882,11875,97044,732
2022-07-28$8.53$10.00102.6%29.4%107.5%34.4%100.7%7.4%-13.5%114.4K-1.6M-123.5K0.4345.304,4841,91276,06244,742
2022-07-29$8.93$10.0098.3%28.2%106.8%31.0%99.6%2.0%-10.3%179.7K-5.4M-126.6K0.5148.014,3842,21476,63244,860