EVGO Options History — March 2023

In March 2023, EVGO traded between $5.24 and $7.83. ATM implied volatility averaged 91.5%, placing in the 54.1% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 21.2% (HV 20d: 70.4%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.71.

Notable Days

  • 2023-03-30: Highest Volume — 23,395 contracts
  • 2023-03-14: Largest IV drop — 28.2% change
  • 2023-03-13: Highest IV Rank — 99.3%
  • 2023-03-02: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.93$5.24$7.83$5.86$7.83
Max Pain$5.70$5.00$6.00$6.00$6.00
ATM IV91.5%71.2%123.2%90.8%91.5%
Expected Move25.2%22.8%28.3%26.0%26.2%
HV 20d70.4%60.4%105.8%64.3%105.8%
HV 60d94.3%90.0%99.5%92.7%99.5%
IV Rank54.1%25.0%99.3%53.0%54.0%
IV Percentile57.9%9.1%99.6%59.9%67.9%
Term Structure-3.9%-19.2%7.4%-7.2%2.1%
VWIV85.0%63.9%93.3%92.0%89.5%
Skew 25d2.2%-16.7%34.1%-12.2%-0.9%
Skew 10d43.9%-26.1%138.4%16.7%-10.0%
Call IV 25d85.4%60.9%100.3%98.8%90.1%
Put IV 25d87.6%66.5%109.7%86.6%89.2%
Bid-Ask Spread %53.7616.9477.3932.4536.95
Gamma HHI0.250.170.440.270.24
Net GEX73.7K8.3K228.7K81.8K228.7K
Net DEX-2.7M-15.7M958.3K-1.9M-15.7M
Net VEX-62.0K-82.8K-54.0K-65.1K-65.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.092.741.380.23
Total Volume2,78730423,39585418,154
Total OI67,738.91357,23773,50669,72972,571

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-03-01$5.86$6.0090.8%26.0%64.3%53.0%92.0%-12.2%-7.2%81.8K-1.9M-65.1K1.3832.4535949547,47222,257
2023-03-02$5.89$6.0098.8%28.3%62.0%64.5%88.7%0.5%-17.5%78.8K-2.4M-68.9K1.8754.4321540247,64522,245
2023-03-03$6.29$6.0081.2%23.3%67.1%39.4%86.5%-8.9%-11.4%118.3K-3.8M-64.6K0.4050.531,17246547,70822,472
2023-03-06$6.29$6.0071.2%24.8%67.1%25.0%85.5%24.3%-19.2%141.3K-8.0M-82.8K0.4222.0299642248,13222,597
2023-03-07$6.33$6.0087.2%22.8%61.7%47.9%80.1%-7.8%-5.5%130.6K-4.3M-65.5K0.5155.9280141148,53522,758
2023-03-08$6.22$6.0093.1%23.1%60.4%56.3%75.9%-8.5%-2.7%121.8K-3.4M-64.2K1.9955.4319639148,90622,847
2023-03-09$5.88$6.00105.8%24.1%63.1%74.5%87.1%1.6%-2.5%85.0K-1.7M-64.7K0.9053.0919417448,97222,937
2023-03-10$5.89$6.00111.8%25.2%63.0%83.1%90.6%-7.6%-0.2%80.5K-1.7M-64.3K0.7666.0858244248,98122,948
2023-03-13$5.83$6.00123.2%24.7%62.9%99.3%81.0%10.0%-3.0%77.2K-1.2M-61.3K0.5677.3971340049,34023,157
2023-03-14$5.81$6.0088.4%25.6%61.9%49.6%87.3%12.0%-6.2%63.4K-899.3K-61.1K0.5867.4332818949,72622,909
2023-03-15$5.25$6.0090.3%25.9%70.5%52.4%87.7%-16.7%3.3%8.3K958.3K-57.8K0.3077.251,05731549,80822,932
2023-03-16$5.62$6.0089.3%25.6%69.2%50.9%88.1%-15.9%1.8%25.1K366.3K-58.2K0.4873.6938718750,51122,966
2023-03-17$5.55$6.0089.4%25.6%68.6%51.0%90.0%21.0%-4.9%21.5K424.9K-56.7K2.7455.1129480550,53222,974
2023-03-20$5.24$6.0084.2%24.2%70.8%43.7%85.2%-4.2%-1.2%10.5K323.9K-54.0K0.7553.6275556538,13619,101
2023-03-21$5.63$6.0083.1%23.8%74.1%42.1%63.9%34.1%-4.1%22.0K-880.6K-59.1K0.1051.942,03819538,52119,526
2023-03-22$5.79$5.0080.4%23.0%74.4%38.2%77.6%8.8%3.6%36.7K-1.8M-59.1K0.0949.092,93927540,24719,667
2023-03-23$5.64$5.0097.7%28.0%74.7%63.0%78.6%4.9%-4.4%43.8K-964.0K-56.2K0.3262.462959342,54519,777
2023-03-24$5.53$5.0089.3%25.6%68.6%50.9%86.8%20.4%-5.4%45.9K-651.8K-55.3K0.2763.783328942,64619,851
2023-03-27$5.67$5.0088.7%25.4%68.1%50.0%85.0%5.9%7.4%46.7K-1.7M-58.6K0.3750.9562323242,82719,893
2023-03-28$5.51$5.0096.4%27.6%68.4%61.1%89.9%1.0%-7.8%43.1K-1.0M-56.7K0.5648.6719510943,22119,977
2023-03-29$5.72$5.0087.5%25.1%69.3%48.3%84.3%-1.3%-6.0%59.5K-2.0M-60.2K0.5161.2494148443,30820,050
2023-03-30$7.06$5.0085.6%24.6%102.3%45.7%93.3%-9.0%0.9%123.4K-10.0M-65.8K0.2416.9418,7914,60443,80120,063
2023-03-31$7.83$6.0091.5%26.2%105.8%54.0%89.5%-0.9%2.1%228.7K-15.7M-65.8K0.2336.9514,7453,40949,83322,738