EVGO Options History — September 2022

In September 2022, EVGO traded between $7.89 and $10.12. ATM implied volatility averaged 86.5%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded above realized volatility by 6.8% (HV 20d: 79.7%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2022-09-15: Highest Volume — 10,438 contracts
  • 2022-09-12: Largest IV spike — 14.5% change
  • 2022-09-07: Highest IV Rank — 26.1%
  • 2022-09-30: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.86$7.89$10.12$9.07$7.97
Max Pain$9.86$9.00$12.00$12.00$9.00
ATM IV86.5%75.4%92.0%85.5%91.2%
Expected Move24.5%22.8%26.1%24.5%26.1%
HV 20d79.7%67.2%101.6%101.3%76.5%
HV 60d98.0%93.8%100.9%99.9%94.5%
IV Rank21.7%13.1%26.1%21.0%25.4%
IV Percentile42.0%8.7%65.9%39.7%59.9%
Term Structure3.4%-1.5%10.5%-0.6%2.0%
VWIV85.7%81.5%91.7%84.9%90.8%
Skew 25d0.9%-5.6%12.5%3.8%-4.6%
Skew 10d-2.9%-38.0%22.1%-3.8%-6.9%
Call IV 25d85.9%81.0%93.9%86.5%91.8%
Put IV 25d86.8%80.0%95.7%90.3%87.2%
Bid-Ask Spread %56.3336.5966.3552.6762.58
Gamma HHI0.170.130.350.160.13
Net GEX185.0K81.1K423.5K186.6K114.9K
Net DEX-4.5M-10.1M-1.9M-4.3M-2.5M
Net VEX-110.2K-120.0K-96.5K-117.5K-101.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.121.930.140.79
Total Volume3,933.09556910,4382,0755,695
Total OI84,879.1972,74593,26688,53381,228

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$9.07$12.0085.5%24.5%101.3%21.0%84.9%3.8%-0.6%186.6K-4.3M-117.5K0.1452.671,81526059,62128,912
2022-09-02$8.86$11.0085.2%24.4%101.6%20.7%90.1%-5.6%3.3%174.3K-3.2M-114.3K0.2236.5946710260,31928,984
2022-09-06$8.86$9.0089.4%24.8%100.6%24.1%86.3%0.4%3.8%170.9K-2.3M-107.9K0.4861.353,4231,65760,33028,989
2022-09-07$9.15$9.0092.0%24.6%100.0%26.1%87.5%1.8%2.2%234.8K-4.5M-111.7K0.6759.642,0151,36061,66928,655
2022-09-08$9.09$9.0086.3%24.4%85.8%21.6%86.4%-1.1%3.2%233.8K-4.1M-113.0K1.2360.349151,12361,94528,699
2022-09-09$9.52$10.0075.4%23.2%87.6%13.1%82.2%-1.1%3.1%284.1K-6.1M-116.5K0.2655.311,43737161,88829,700
2022-09-12$9.37$10.0086.4%23.1%73.5%21.7%81.5%2.5%10.5%282.7K-4.8M-111.5K0.2962.322,16563061,90829,648
2022-09-13$9.07$10.0091.2%22.8%73.3%25.5%81.5%-0.5%5.5%221.7K-2.1M-108.1K0.5164.993,2271,64861,94129,991
2022-09-14$9.27$10.0083.3%23.9%73.8%19.2%81.7%-1.6%2.0%240.7K-3.3M-111.6K0.2066.352,84257161,84530,140
2022-09-15$10.12$10.0085.4%24.5%73.2%20.9%85.3%0.2%3.9%423.5K-10.1M-120.0K0.2961.428,1202,31861,82130,193
2022-09-16$9.11$10.0087.5%25.1%81.4%22.5%86.6%4.2%-0.6%81.1K-1.9M-114.2K1.0357.994,3024,43662,34530,921
2022-09-19$9.22$10.0082.8%23.7%73.0%18.8%83.0%3.3%6.2%152.5K-8.5M-116.6K0.9347.422,1081,95349,71523,030
2022-09-20$8.71$10.0088.6%25.4%73.9%23.4%88.6%2.1%-1.5%129.0K-6.0M-111.9K0.4648.932,8901,32051,09623,629
2022-09-21$8.81$10.0085.8%24.6%73.7%21.2%86.0%-1.6%4.4%141.9K-6.6M-114.9K0.1251.963,61644151,98424,172
2022-09-22$8.40$10.0084.9%24.3%72.4%20.5%85.1%1.8%4.0%130.3K-4.3M-107.7K0.5560.081,75496854,25024,306
2022-09-23$8.11$10.0085.5%24.5%71.6%20.9%85.7%-0.5%3.3%113.7K-3.1M-102.6K0.7149.851,26890054,72024,587
2022-09-26$8.33$10.0089.1%25.6%67.2%23.8%87.8%12.5%-0.2%132.5K-4.0M-104.9K1.0758.781,8191,95555,26024,000
2022-09-27$8.36$10.0087.5%25.1%67.2%22.5%85.0%8.9%7.8%142.7K-4.1M-103.7K1.2854.181,5501,98955,38324,057
2022-09-28$8.75$9.0082.7%23.7%69.0%18.8%81.8%-1.5%4.5%180.0K-6.4M-108.4K1.2754.171,4891,89155,87224,145
2022-09-29$7.89$9.0090.5%25.9%77.4%24.9%91.7%-4.9%4.2%113.5K-2.3M-96.5K1.9355.981,2902,49556,38724,178
2022-09-30$7.97$9.0091.2%26.1%76.5%25.4%90.8%-4.6%2.0%114.9K-2.5M-101.0K0.7962.583,1882,50756,67524,553