EVGO Options History — December 2022

In December 2022, EVGO traded between $3.67 and $6.11. ATM implied volatility averaged 67.0%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 20.0% (HV 20d: 46.9%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2022-12-20: Highest Volume — 4,386 contracts
  • 2022-12-13: Largest IV drop — 28.3% change
  • 2022-12-29: Highest IV Rank — 36.2%
  • 2022-12-29: Largest Expected Move — 22.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.04$3.67$6.11$6.11$4.45
Max Pain$8.52$7.00$9.00$7.00$8.00
ATM IV67.0%53.7%79.0%71.1%71.5%
Expected Move19.4%17.6%22.6%20.4%20.5%
HV 20d46.9%29.7%74.3%57.2%74.3%
HV 60d57.8%53.4%63.1%63.1%61.2%
IV Rank14.3%0.0%36.2%10.4%25.4%
IV Percentile4.2%0.0%22.2%3.2%10.3%
Term Structure3.4%-8.0%14.8%0.6%7.0%
VWIV68.2%62.2%79.5%69.0%74.8%
Skew 25d-1.5%-18.3%46.4%-8.4%5.3%
Skew 10d19.8%-26.8%212.9%-4.5%97.6%
Call IV 25d68.7%59.0%84.3%68.6%76.7%
Put IV 25d67.2%46.4%117.0%60.2%82.0%
Bid-Ask Spread %37.8729.1655.0755.0732.18
Gamma HHI0.160.140.180.150.15
Net GEX5.2K-7.6K23.1K23.1K13.5K
Net DEX5.4M3.9M6.2M3.9M5.1M
Net VEX-40.0K-55.0K-24.9K-55.0K-33.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.062.140.540.12
Total Volume1,505.2384834,3866714,081
Total OI72,442.14368,49875,30670,27375,306

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$6.11$7.0071.1%20.4%57.2%10.4%69.0%-8.4%0.6%23.1K3.9M-55.0K0.5455.0743523647,80222,471
2022-12-02$6.08$7.0063.1%18.1%56.9%0.0%63.9%-8.0%3.3%16.4K4.1M-54.3K0.2329.1695021547,99122,676
2022-12-05$5.91$9.0069.2%20.0%56.8%10.1%74.8%-0.1%3.1%10.4K4.6M-52.2K1.0533.0181285348,28422,745
2022-12-06$5.88$9.0067.0%20.4%56.8%6.4%69.1%1.7%-1.9%-7.6K5.0M-50.4K0.7639.1375857448,71323,195
2022-12-07$5.74$9.0071.7%20.4%56.5%14.2%69.0%-2.4%3.1%-2.5K5.2M-48.8K0.4439.4733614748,92023,179
2022-12-08$5.75$9.0068.2%19.6%54.0%8.4%69.0%4.9%2.9%-7.6K5.3M-48.4K0.2039.1150010149,17323,282
2022-12-09$5.56$9.0062.1%19.3%37.2%0.0%65.9%-4.2%5.4%-4.3K5.5M-46.5K0.0636.658945849,31023,322
2022-12-12$5.44$9.0074.9%20.1%31.7%20.8%68.1%-10.4%2.4%5665.8M-44.8K0.1942.8882315949,79023,345
2022-12-13$5.44$9.0053.7%18.2%32.0%0.0%64.0%-8.5%6.1%6.7K6.0M-43.1K0.0744.011,44110550,41123,465
2022-12-14$5.51$9.0065.3%18.7%33.1%16.6%69.4%46.4%2.1%4.0K5.8M-43.7K0.4740.7680637650,86923,451
2022-12-15$5.41$9.0063.4%18.2%29.7%13.8%64.9%-11.9%9.5%14.7K5.7M-44.7K1.0441.6148650651,20523,731
2022-12-16$5.13$9.0068.0%19.5%32.9%20.4%72.1%5.8%1.0%7.5K6.2M-39.7K2.1437.388021,71351,29223,872
2022-12-19$4.88$9.0068.1%19.5%35.2%20.5%66.2%4.6%8.5%4.1K5.4M-37.2K0.5035.7362030946,82221,676
2022-12-20$4.45$9.0066.9%19.2%44.4%18.9%68.6%6.5%14.8%2.3K5.8M-31.1K0.2238.213,60478247,06221,733
2022-12-21$4.38$9.0065.3%18.7%44.4%16.5%64.6%-0.2%3.9%6.0K5.8M-30.5K0.3734.171,16342648,53422,209
2022-12-22$4.12$8.0065.3%18.7%46.5%16.6%65.4%-7.2%2.6%4.7K5.7M-28.1K0.3133.1775923949,50922,244
2022-12-23$4.08$8.0061.3%17.6%46.0%10.9%62.2%-10.4%5.7%4.1K5.8M-26.9K0.4530.3356625750,04722,360
2022-12-27$3.79$8.0068.4%19.6%49.0%21.0%70.1%-4.4%0.7%3.9K5.7M-25.8K0.5536.551,14863050,51722,532
2022-12-28$3.67$8.0063.1%18.1%47.5%13.4%62.6%-12.6%-2.0%3.3K5.6M-24.9K0.4537.7878435550,88322,973
2022-12-29$4.08$8.0079.0%22.6%63.7%36.2%79.5%-18.3%-8.0%6.6K5.5M-29.7K0.2738.891,41638551,41822,966
2022-12-30$4.45$8.0071.5%20.5%74.3%25.4%74.8%5.3%7.0%13.5K5.1M-33.3K0.1232.183,65442752,23823,068