EVGO Options History — November 2022

In November 2022, EVGO traded between $6.03 and $7.47. ATM implied volatility averaged 74.4%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 17.5% (HV 20d: 56.9%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.33.

Notable Days

  • 2022-11-03: Highest Volume — 13,680 contracts
  • 2022-11-03: Largest IV drop — 18.4% change
  • 2022-11-01: Highest IV Rank — 22.3%
  • 2022-11-01: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.78$6.03$7.47$7.36$6.29
Max Pain$7.71$7.00$9.00$9.00$7.00
ATM IV74.4%65.0%94.9%94.9%65.0%
Expected Move21.3%18.6%27.2%27.2%18.6%
HV 20d56.9%49.5%63.1%51.1%58.2%
HV 60d67.4%62.9%78.6%78.6%63.4%
IV Rank7.8%0.0%22.3%22.3%0.0%
IV Percentile8.9%0.0%73.8%73.8%0.0%
Term Structure-0.7%-13.6%8.0%-5.5%8.0%
VWIV73.6%54.4%95.9%95.9%66.0%
Skew 25d-1.2%-13.0%7.9%7.9%-6.2%
Skew 10d10.9%-26.4%93.2%-10.8%9.6%
Call IV 25d74.4%60.1%95.0%90.3%70.2%
Put IV 25d73.2%55.5%98.2%98.2%64.0%
Bid-Ask Spread %52.1928.4061.5556.2732.28
Gamma HHI0.150.120.240.150.15
Net GEX27.2K-21.3K86.4K86.4K29.2K
Net DEX4.4M1.8M7.3M1.8M3.5M
Net VEX-67.2K-80.0K-53.3K-79.5K-57.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.330.174.361.140.39
Total Volume6,576.14342913,6808,013910
Total OI81,265.95265,75990,17682,03769,865

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$7.36$9.0094.9%27.2%51.1%22.3%95.9%7.9%-5.5%86.4K1.8M-79.5K1.1456.273,7394,27456,05825,979
2022-11-02$7.04$9.0093.9%26.9%52.3%21.4%94.6%-3.4%-13.6%60.6K3.2M-75.2K1.0960.553,6703,99956,35027,011
2022-11-03$7.09$8.0076.6%22.1%52.2%6.7%76.4%4.9%2.5%54.4K3.2M-74.1K1.0260.076,7606,92056,79027,486
2022-11-04$7.18$8.0071.4%20.9%51.1%2.2%72.3%-2.2%1.6%46.8K4.1M-73.4K1.9444.573,5756,93558,03029,040
2022-11-07$7.06$8.0076.8%21.2%50.5%6.8%73.5%3.5%-3.0%39.8K4.3M-72.2K2.1854.243,3167,22258,48629,100
2022-11-08$6.85$8.0079.3%22.2%49.5%9.0%77.4%0.8%-3.6%17.7K5.6M-68.9K2.3859.532,8276,74058,59129,835
2022-11-09$6.49$8.0076.5%21.9%52.3%7.3%78.4%0.6%-3.6%3.7K6.6M-64.8K2.3560.973,0137,06758,68730,134
2022-11-10$7.18$7.0074.7%21.4%63.1%9.0%74.2%1.4%-0.6%33.5K4.4M-73.0K1.0659.164,1534,40758,83830,170
2022-11-11$7.47$8.0074.3%21.3%61.9%8.3%73.7%2.7%-4.8%38.4K3.5M-80.0K1.0759.813,5593,80357,99731,196
2022-11-14$7.29$8.0075.3%21.6%61.3%11.7%73.5%6.3%-4.9%14.1K4.7M-73.9K1.0660.303,2013,39657,95931,083
2022-11-15$7.29$8.0075.0%21.5%60.5%11.4%73.1%1.4%-1.2%8.9K4.7M-72.8K1.1452.523,2493,71458,41831,091
2022-11-16$6.91$8.0073.6%21.1%62.5%8.8%73.6%-4.1%-1.3%-15.8K6.4M-68.7K1.3760.762,7483,77158,59631,361
2022-11-17$6.77$8.0072.2%20.7%62.7%6.2%73.7%-1.1%2.6%-21.3K6.8M-67.0K0.8161.554,5133,65958,56531,611
2022-11-18$6.60$8.0075.8%21.7%62.9%12.8%76.3%-5.0%-1.7%37.8K7.3M-64.3K1.1356.493,8724,37758,23831,481
2022-11-21$6.41$7.0074.4%21.3%61.6%10.2%70.9%5.8%1.9%25.8K2.9M-61.1K1.2842.551,7562,25644,60421,155
2022-11-22$6.31$7.0065.7%18.8%56.7%0.0%66.9%-13.0%2.5%17.1K3.4M-59.0K0.7946.832,2151,76045,13221,577
2022-11-23$6.29$7.0067.5%19.4%56.6%3.2%66.8%-4.3%4.0%27.1K3.4M-59.2K0.7455.392,4231,78846,62021,825
2022-11-25$6.30$7.0067.7%19.4%56.2%3.5%54.4%-2.1%-2.5%28.5K3.5M-57.9K4.3654.548034946,93121,982
2022-11-28$6.03$7.0065.6%18.8%55.7%0.0%67.1%-7.9%5.9%16.5K4.2M-53.3K0.4728.4091342547,04522,039
2022-11-29$6.09$7.0067.2%19.3%56.2%2.6%66.8%-10.3%3.3%21.4K4.0M-54.9K0.1729.1663810747,34122,288
2022-11-30$6.29$7.0065.0%18.6%58.2%0.0%66.0%-6.2%8.0%29.2K3.5M-57.8K0.3932.2865625447,59522,270