EVGO Options History — October 2022

In October 2022, EVGO traded between $7.07 and $8.66. ATM implied volatility averaged 89.4%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 20.0% (HV 20d: 69.4%). Max pain ranged from $9.00 to $9.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.52.

Notable Days

  • 2022-10-31: Highest Volume — 6,735 contracts
  • 2022-10-10: Largest IV spike — 10.3% change
  • 2022-10-11: Highest IV Rank — 30.2%
  • 2022-10-20: Largest Expected Move — 27.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.59$7.07$8.66$8.18$7.44
Max Pain$9.00$9.00$9.00$9.00$9.00
ATM IV89.4%82.4%97.3%92.4%91.0%
Expected Move25.7%23.6%27.1%26.5%26.1%
HV 20d69.4%55.8%80.0%77.0%56.0%
HV 60d86.2%79.0%93.9%93.9%79.0%
IV Rank20.1%11.6%30.2%26.4%18.9%
IV Percentile49.7%15.1%79.8%67.9%55.2%
Term Structure-5.3%-10.6%6.4%0.2%-7.8%
VWIV89.0%75.0%98.1%91.2%95.2%
Skew 25d1.5%-5.4%7.7%5.0%4.2%
Skew 10d11.4%-8.7%66.1%26.8%-1.5%
Call IV 25d89.5%81.0%99.5%87.4%88.1%
Put IV 25d91.0%84.1%97.1%92.4%92.3%
Bid-Ask Spread %58.6917.4372.9754.9755.35
Gamma HHI0.130.120.160.140.15
Net GEX91.7K53.6K168.1K133.4K95.2K
Net DEX510.5K-5.0M3.1M-2.7M1.3M
Net VEX-87.2K-108.5K-76.0K-101.6K-80.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.520.642.352.310.96
Total Volume3,996.5242,6686,7354,3856,735
Total OI83,261.66773,10288,09383,20081,596

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$8.18$9.0092.4%26.5%77.0%26.4%91.2%5.0%0.2%133.4K-2.7M-101.6K2.3154.971,3253,06057,71425,486
2022-10-04$8.66$9.0085.9%24.6%80.0%21.3%85.6%2.0%6.4%168.1K-5.0M-108.5K1.1754.542,0122,35257,72425,681
2022-10-05$8.43$9.0087.0%25.0%79.5%22.2%85.7%2.6%-2.3%153.2K-3.7M-106.2K1.8717.431,4062,63458,07425,722
2022-10-06$8.22$9.0086.7%25.4%79.9%21.9%75.0%0.4%-4.6%137.6K-3.0M-103.9K1.5963.111,5712,49858,14425,972
2022-10-07$7.89$9.0083.4%26.3%78.4%19.3%82.6%2.1%-8.4%116.1K-1.1M-96.5K1.6566.131,7242,84558,48326,010
2022-10-10$7.66$9.0092.0%26.4%78.7%26.1%85.8%0.8%-7.7%85.6K568.4K-89.7K1.1662.492,1002,43258,72626,472
2022-10-11$7.35$9.0097.3%26.0%79.1%30.2%92.0%1.3%-8.8%69.5K2.2M-83.5K1.4759.041,1971,75559,00326,385
2022-10-12$7.18$9.0089.4%25.6%78.3%20.2%91.5%5.1%-4.0%58.9K2.8M-82.6K1.0568.821,3451,41159,25026,468
2022-10-13$7.44$9.0089.4%25.6%71.3%18.6%91.6%1.7%-4.9%76.9K1.7M-86.3K1.7663.061,1472,01759,88526,495
2022-10-14$7.07$9.0091.0%26.1%64.5%19.9%91.9%-5.4%-8.4%53.6K3.1M-81.6K1.7743.169831,73760,07926,478
2022-10-17$7.33$9.0090.0%25.8%66.3%19.1%92.9%-2.5%-10.6%79.6K2.3M-82.5K2.1069.718621,80660,43326,465
2022-10-18$7.52$9.0091.0%26.1%65.2%19.9%91.2%2.5%-9.5%88.6K2.0M-82.0K1.3468.671,3491,81160,60426,389
2022-10-19$7.29$9.0090.2%25.9%65.4%19.2%93.7%1.5%-6.3%73.2K2.6M-80.1K1.8765.749561,79060,71026,516
2022-10-20$7.34$9.0094.4%27.1%64.0%22.7%98.1%-2.4%-5.4%70.0K2.3M-83.6K1.9472.971,1162,16060,93426,764
2022-10-21$7.41$9.0092.0%26.4%63.3%20.7%89.1%-1.4%-6.9%69.2K2.5M-81.7K2.3569.579752,29161,09926,994
2022-10-24$7.07$9.0092.1%26.4%63.9%19.9%89.7%-0.7%-8.1%54.4K1.1M-76.0K1.4059.751,4091,97950,18722,915
2022-10-25$7.51$9.0087.2%25.0%68.3%15.7%86.0%3.7%-1.8%70.3K92.4K-80.1K0.6459.503,6362,33650,67423,290
2022-10-26$7.51$9.0082.4%23.6%65.7%11.6%85.5%2.7%-0.9%87.3K-127.0K-80.6K1.0452.221,3541,41152,80523,609
2022-10-27$7.30$9.0086.6%24.8%55.8%15.2%87.7%-0.4%-3.7%89.2K270.2K-81.1K1.1747.222,8663,35053,35423,692
2022-10-28$7.53$9.0085.3%24.4%57.0%14.1%87.2%7.7%-7.4%94.7K1.5M-81.8K1.2358.982,7773,40755,38925,825
2022-10-31$7.44$9.0091.0%26.1%56.0%18.9%95.2%4.2%-7.8%95.2K1.3M-80.9K0.9655.353,4443,29155,69025,906