EVGO Options History — February 2023

In February 2023, EVGO traded between $5.76 and $6.97. ATM implied volatility averaged 95.0%, placing in the 59.0% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 1.7% (HV 20d: 93.3%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.33.

Notable Days

2023-02-02: Highest Volume — 9,881 contracts
2023-02-21: Largest IV spike — 11.9% change
2023-02-01: Highest IV Rank — 82.8%
2023-02-01: Largest Expected Move — 32.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.41	$5.76	$6.97	$6.97	$6.04
Max Pain	$6.05	$5.00	$7.00	$6.00	$6.00
ATM IV	95.0%	84.3%	111.6%	111.6%	90.9%
Expected Move	26.7%	24.2%	32.0%	32.0%	26.1%
HV 20d	93.3%	70.9%	120.3%	118.8%	70.9%
HV 60d	91.2%	89.2%	92.9%	91.6%	92.7%
IV Rank	59.0%	43.8%	82.8%	82.8%	53.2%
IV Percentile	67.9%	31.0%	98.0%	98.0%	60.7%
Term Structure	-3.7%	-21.0%	7.4%	-9.6%	-7.8%
VWIV	92.7%	76.7%	108.8%	106.7%	90.5%
Skew 25d	5.7%	-9.2%	37.4%	-0.4%	5.1%
Skew 10d	29.8%	-13.1%	81.8%	-13.1%	42.3%
Call IV 25d	92.5%	76.9%	105.7%	105.7%	89.9%
Put IV 25d	98.2%	85.7%	124.0%	105.3%	95.0%
Bid-Ask Spread %	34.07	18.15	49.85	46.27	49.85
Gamma HHI	0.25	0.18	0.48	0.29	0.28
Net GEX	138.5K	51.9K	265.6K	222.6K	89.6K
Net DEX	-3.9M	-9.4M	-687.1K	-9.4M	-2.4M
Net VEX	-65.1K	-72.9K	-61.4K	-61.4K	-63.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.07	0.74	0.37	0.74
Total Volume	3,253.526	862	9,881	6,568	1,432
Total OI	80,294.053	63,075	92,734	76,356	69,342

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-02-01	$6.97	$6.00	111.6%	32.0%	118.8%	82.8%	106.7%	-0.4%	-9.6%	222.6K	-9.4M	-61.4K	0.37	46.27	4,787	1,781	50,757	25,599
2023-02-02	$6.84	$5.00	107.0%	28.3%	117.1%	76.3%	97.1%	4.5%	-5.7%	192.3K	-7.5M	-63.9K	0.31	23.34	7,563	2,318	51,687	26,758
2023-02-03	$6.79	$6.00	109.3%	28.6%	114.5%	79.5%	96.8%	5.5%	-10.1%	194.0K	-7.3M	-67.1K	0.16	41.83	2,925	471	54,558	27,895
2023-02-06	$6.30	$6.00	102.5%	27.5%	120.3%	69.8%	98.5%	-3.1%	0.6%	159.1K	-3.2M	-66.8K	0.27	34.71	2,014	534	55,690	28,084
2023-02-07	$6.54	$6.00	109.9%	28.7%	120.2%	80.4%	108.8%	15.1%	-7.0%	186.9K	-5.0M	-65.3K	0.48	31.24	5,743	2,750	56,091	28,017
2023-02-08	$6.61	$7.00	98.8%	28.3%	101.7%	64.5%	100.1%	-2.9%	-8.0%	205.5K	-5.2M	-67.6K	0.42	32.13	667	283	58,766	30,215
2023-02-09	$6.51	$7.00	97.0%	27.8%	98.2%	61.9%	90.5%	20.2%	-1.6%	194.7K	-4.4M	-69.5K	0.07	31.55	2,246	165	58,912	30,244
2023-02-10	$6.41	$6.00	88.6%	25.4%	92.7%	49.9%	89.7%	3.3%	-4.8%	186.8K	-3.6M	-67.9K	0.25	43.13	1,660	416	59,197	30,302
2023-02-13	$6.19	$6.00	85.8%	24.6%	93.5%	45.9%	89.3%	-3.7%	5.6%	157.4K	-1.4M	-64.5K	0.22	37.51	1,595	357	59,204	30,516
2023-02-14	$6.29	$6.00	93.8%	26.9%	91.1%	57.3%	90.0%	3.2%	-6.8%	58.9K	-2.8M	-62.5K	0.33	31.18	1,801	603	59,863	30,612
2023-02-15	$6.79	$6.00	93.3%	26.7%	94.4%	56.6%	89.6%	8.3%	-5.2%	265.6K	-6.1M	-63.3K	0.35	29.93	3,044	1,055	60,614	30,970
2023-02-16	$6.56	$6.00	84.7%	24.3%	88.3%	44.3%	91.8%	37.4%	2.9%	77.7K	-3.3M	-72.9K	0.15	41.81	3,560	526	60,186	31,397
2023-02-17	$6.50	$6.00	84.4%	24.2%	88.6%	43.8%	93.6%	-9.2%	-1.1%	89.3K	-2.9M	-65.2K	0.46	28.83	1,159	532	61,121	31,613
2023-02-21	$6.13	$6.00	94.4%	27.1%	71.9%	58.2%	90.3%	0.8%	-21.0%	70.7K	-2.0M	-64.2K	0.58	30.24	1,168	680	41,657	21,418
2023-02-22	$6.28	$6.00	86.3%	24.7%	71.0%	46.6%	88.7%	-1.3%	7.4%	76.2K	-2.9M	-63.4K	0.23	18.15	2,163	489	42,308	22,042
2023-02-23	$6.28	$6.00	84.3%	24.2%	71.0%	43.8%	81.0%	11.2%	4.4%	81.6K	-2.8M	-63.2K	0.17	20.56	734	128	43,393	22,306
2023-02-24	$5.76	$6.00	93.3%	26.8%	77.1%	56.7%	91.8%	5.1%	-6.0%	51.9K	-687.1K	-62.5K	0.34	39.21	1,710	588	43,997	22,227
2023-02-27	$5.96	$6.00	88.4%	25.4%	71.5%	49.7%	76.7%	9.4%	3.2%	70.0K	-1.6M	-62.1K	0.32	35.78	1,639	531	45,244	22,785
2023-02-28	$6.04	$6.00	90.9%	26.1%	70.9%	53.2%	90.5%	5.1%	-7.8%	89.6K	-2.4M	-63.8K	0.74	49.85	823	609	46,905	22,437