EVGO Options History — January 2023

In January 2023, EVGO traded between $3.79 and $6.69. ATM implied volatility averaged 89.3%, placing in the 50.9% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded below realized volatility by 22.1% (HV 20d: 111.4%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2023-01-11: Highest Volume — 15,354 contracts
  • 2023-01-23: Largest IV spike — 17.9% change
  • 2023-01-30: Highest IV Rank — 79.6%
  • 2023-01-30: Largest Expected Move — 31.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.32$3.79$6.69$4.16$6.69
Max Pain$6.70$6.00$7.00$7.00$6.00
ATM IV89.3%71.7%109.4%79.4%97.4%
Expected Move25.4%21.5%31.4%22.8%27.9%
HV 20d111.4%76.4%130.5%76.4%123.1%
HV 60d78.7%62.3%91.2%62.3%91.2%
IV Rank50.9%25.7%79.6%36.7%62.5%
IV Percentile54.8%9.9%98.0%23.4%87.7%
Term Structure-4.7%-11.7%3.5%-2.7%-11.3%
VWIV89.3%70.8%107.2%84.3%106.1%
Skew 25d-1.7%-11.4%10.9%-11.1%-8.3%
Skew 10d32.9%-16.4%107.8%-7.3%-16.4%
Call IV 25d92.5%63.5%113.6%84.6%109.8%
Put IV 25d90.8%66.8%115.0%73.5%101.4%
Bid-Ask Spread %38.2918.6963.1538.5821.61
Gamma HHI0.230.140.360.140.29
Net GEX76.0K12.6K213.3K17.3K213.3K
Net DEX883.1K-7.4M5.5M5.4M-7.4M
Net VEX-47.0K-62.7K-28.3K-29.9K-58.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.071.060.450.07
Total Volume5,513.551,57915,3543,1313,521
Total OI80,069.9558,70896,59376,80576,735

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$4.16$7.0079.4%22.8%76.4%36.7%84.3%-11.1%-2.7%17.3K5.4M-29.9K0.4538.582,16496753,62023,185
2023-01-04$3.98$7.0075.0%21.5%76.9%30.4%71.7%3.4%3.4%15.2K5.5M-28.3K0.6839.911,8771,28454,22723,327
2023-01-05$3.79$7.0079.9%21.6%77.3%37.5%75.1%2.3%2.4%12.6K5.5M-28.8K0.2163.152,14645955,43224,347
2023-01-06$3.88$7.0071.7%23.2%79.0%25.7%70.8%-3.5%-11.1%17.3K5.4M-29.4K0.1161.181,42815157,16524,379
2023-01-09$3.90$7.0081.0%21.5%79.1%39.0%80.4%-8.5%3.5%20.4K5.3M-30.1K0.2546.911,52738757,68524,400
2023-01-10$4.75$7.0090.6%23.0%110.0%52.8%81.8%4.4%-6.2%54.4K4.0M-38.3K0.1731.795,36390757,89124,428
2023-01-11$5.21$7.0085.0%24.4%115.4%44.8%83.8%-8.8%-2.4%91.3K1.6M-45.7K0.2240.7012,6002,75460,09424,658
2023-01-12$5.76$7.0088.7%25.4%121.0%50.1%91.2%-5.6%-10.8%127.7K-924.8K-55.2K0.2238.605,0741,09763,17026,278
2023-01-13$5.89$7.0085.4%24.5%121.2%45.3%85.3%-4.6%-5.8%121.4K-703.1K-50.9K0.3656.415,8622,08262,59226,944
2023-01-17$5.58$7.0087.0%24.9%122.7%47.6%90.3%0.6%-1.7%114.6K1.6M-50.0K0.3856.172,6731,01863,80228,310
2023-01-18$5.71$7.0085.4%24.5%121.1%45.2%82.2%-3.4%-10.8%106.1K998.3K-52.2K0.0952.942,58224564,60628,782
2023-01-19$5.21$7.0084.7%24.3%124.5%44.3%93.5%-11.4%-5.3%79.9K4.0M-47.6K1.0626.272,6782,84264,08128,864
2023-01-20$5.28$7.0087.0%24.9%119.3%47.6%106.1%-3.5%-11.7%26.1K3.2M-52.9K1.0134.942,6412,67365,85330,740
2023-01-23$6.20$7.00102.6%29.4%130.5%69.9%100.9%7.4%2.8%59.0K-2.5M-51.0K0.3918.699,5113,68037,64521,063
2023-01-24$5.97$6.0097.3%27.9%128.8%62.4%85.2%10.9%-3.0%66.1K-1.9M-54.6K0.4421.273,3461,46241,80322,799
2023-01-25$6.00$6.0095.0%27.2%128.5%59.1%89.7%4.4%-2.4%71.5K-2.0M-59.2K0.2322.862,38054243,71324,094
2023-01-26$5.84$6.0098.2%28.2%125.1%63.6%94.5%-3.3%-8.5%68.1K-946.8K-55.1K0.1529.342,80240744,14124,414
2023-01-27$6.36$6.00106.0%30.4%125.3%74.8%106.2%1.0%-3.4%108.5K-4.5M-62.7K0.0829.5912,17896145,94424,516
2023-01-30$6.16$6.00109.4%31.4%123.4%79.6%107.2%2.7%-9.7%128.8K-3.9M-59.7K0.4834.952,7081,29250,93024,742
2023-01-31$6.69$6.0097.4%27.9%123.1%62.5%106.1%-8.3%-11.3%213.3K-7.4M-58.2K0.0721.613,27724451,18425,551