EVGO Options History — August 2022

In August 2022, EVGO traded between $8.43 and $11.99. ATM implied volatility averaged 91.6%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded below realized volatility by 14.7% (HV 20d: 106.3%). Max pain ranged from $8.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.46.

Notable Days

2022-08-10: Highest Volume — 30,657 contracts
2022-08-09: Largest IV drop — 27.9% change
2022-08-08: Highest IV Rank — 47.6%
2022-08-01: Largest Expected Move — 30.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.82	$8.43	$11.99	$8.43	$9.49
Max Pain	$11.83	$8.00	$15.00	$10.00	$12.00
ATM IV	91.6%	78.4%	119.5%	107.1%	85.1%
Expected Move	25.4%	22.5%	30.7%	30.7%	24.4%
HV 20d	106.3%	95.5%	114.8%	106.7%	101.6%
HV 60d	97.1%	90.0%	101.3%	97.2%	99.5%
IV Rank	25.8%	15.4%	47.6%	37.9%	20.6%
IV Percentile	56.5%	19.4%	97.6%	94.4%	37.7%
Term Structure	-3.3%	-24.1%	5.4%	-18.8%	-4.4%
VWIV	88.7%	72.2%	105.2%	105.2%	90.4%
Skew 25d	1.3%	-7.8%	8.1%	1.0%	-7.8%
Skew 10d	-0.5%	-16.1%	15.5%	-3.1%	-16.1%
Call IV 25d	89.3%	78.8%	104.9%	104.9%	93.5%
Put IV 25d	90.6%	81.3%	109.8%	105.9%	85.7%
Bid-Ask Spread %	43.43	21.12	58.32	42.28	41.28
Gamma HHI	0.17	0.13	0.21	0.16	0.17
Net GEX	288.9K	114.2K	598.5K	126.1K	212.8K
Net DEX	-10.5M	-30.8M	584.4K	-1.6M	-6.8M
Net VEX	-127.5K	-142.5K	-114.4K	-122.2K	-122.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.10	0.78	0.70	0.67
Total Volume	7,485.783	1,166	30,657	4,265	3,439
Total OI	112,477.043	80,891	132,104	121,844	88,141

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
2022-08-01	$8.43	$10.00	107.1%	30.7%	106.7%	37.9%	105.2%	1.0%	-18.8%	126.1K	-1.6M	-122.2K	0.70	42.28	2,513	1,752	76,751	45,093
2022-08-02	$8.50	$10.00	105.6%	30.3%	106.7%	36.7%	104.4%	6.5%	-24.1%	114.2K	-1.5M	-119.5K	0.52	41.00	3,053	1,600	76,705	45,151
2022-08-03	$8.94	$10.00	106.1%	30.4%	106.9%	37.1%	103.8%	5.3%	-17.8%	190.2K	-5.4M	-122.9K	0.52	21.12	3,962	2,061	77,070	45,165
2022-08-04	$9.41	$8.00	101.2%	24.8%	102.8%	33.3%	72.2%	4.1%	0.2%	235.3K	-9.3M	-130.5K	0.78	46.03	3,944	3,076	77,076	45,356
2022-08-05	$9.37	$10.00	105.3%	24.8%	101.9%	36.5%	85.9%	0.4%	-2.9%	246.1K	-8.5M	-132.1K	0.26	47.79	6,764	1,765	78,354	46,183
2022-08-08	$9.70	$10.00	119.5%	26.3%	95.5%	47.6%	90.2%	5.8%	-5.9%	286.8K	-11.6M	-131.2K	0.45	41.52	8,637	3,871	79,702	46,230
2022-08-09	$9.24	$10.00	86.2%	22.8%	98.8%	21.5%	81.6%	0.1%	4.1%	224.8K	-7.0M	-119.9K	0.36	53.72	3,717	1,339	81,248	47,429
2022-08-10	$10.60	$10.00	78.4%	22.5%	107.0%	15.4%	86.6%	6.3%	5.4%	498.3K	-21.4M	-124.5K	0.67	50.82	18,329	12,328	81,538	47,194
2022-08-11	$10.34	$15.00	80.4%	23.1%	103.9%	17.0%	80.2%	0.5%	-0.5%	416.9K	-13.5M	-136.8K	0.47	44.68	4,283	2,002	80,467	49,502
2022-08-12	$11.70	$15.00	83.5%	23.9%	110.3%	19.4%	83.8%	-7.3%	4.7%	561.8K	-30.8M	-142.5K	0.20	34.32	17,444	3,544	80,798	48,966
2022-08-15	$11.83	$15.00	81.5%	23.4%	109.4%	17.8%	84.6%	-1.6%	0.3%	549.5K	-28.0M	-142.0K	0.55	45.49	7,667	4,222	81,264	50,840
2022-08-16	$11.99	$13.00	84.2%	24.1%	106.1%	19.9%	86.4%	-4.2%	2.1%	598.5K	-30.6M	-140.8K	0.25	27.08	12,496	3,069	79,354	48,662
2022-08-17	$10.77	$13.00	84.7%	24.3%	114.8%	20.3%	86.6%	0.2%	2.5%	447.3K	-13.9M	-135.7K	0.66	58.32	3,355	2,202	78,066	50,436
2022-08-18	$10.49	$13.00	85.3%	24.5%	114.4%	20.8%	86.0%	-2.1%	-2.2%	431.7K	-11.6M	-136.7K	0.52	42.42	1,551	813	78,946	50,731
2022-08-19	$9.45	$13.00	87.6%	25.1%	113.4%	22.6%	88.3%	-5.3%	-1.9%	162.7K	584.4K	-120.9K	0.51	43.41	5,990	3,064	79,149	50,927
2022-08-22	$9.02	$13.00	92.0%	26.4%	114.0%	26.0%	91.7%	8.1%	-1.6%	147.7K	-3.6M	-114.4K	0.50	38.25	2,420	1,221	54,192	26,699
2022-08-23	$9.18	$12.00	91.6%	26.3%	108.6%	25.8%	90.1%	5.6%	-5.9%	164.7K	-4.4M	-118.1K	0.70	44.63	1,773	1,236	54,970	27,390
2022-08-24	$9.68	$12.00	84.9%	24.3%	109.3%	20.5%	87.4%	2.7%	0.2%	199.2K	-7.1M	-125.9K	0.10	45.97	3,118	324	55,973	27,868
2022-08-25	$9.98	$12.00	83.8%	24.0%	101.3%	19.6%	85.7%	4.0%	1.8%	245.1K	-9.4M	-129.1K	0.18	50.07	2,504	454	57,635	27,977
2022-08-26	$9.18	$12.00	87.7%	25.2%	105.2%	22.7%	88.4%	-1.0%	-1.7%	185.6K	-4.9M	-120.4K	0.50	41.21	1,896	942	58,233	28,211
2022-08-29	$9.25	$12.00	92.5%	26.5%	102.9%	26.5%	92.6%	1.5%	-5.8%	195.5K	-5.5M	-121.2K	0.16	46.94	1,096	171	58,926	28,429
2022-08-30	$9.43	$12.00	93.0%	26.7%	103.0%	26.8%	89.1%	7.8%	-4.4%	205.0K	-6.2M	-122.8K	0.29	50.44	903	263	59,215	28,760
2022-08-31	$9.49	$12.00	85.1%	24.4%	101.6%	20.6%	90.4%	-7.8%	-4.4%	212.8K	-6.8M	-122.6K	0.67	41.28	2,057	1,382	59,270	28,871