EVGO Options History — April 2023

In April 2023, EVGO traded between $5.79 and $7.17. ATM implied volatility averaged 84.7%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded below realized volatility by 22.4% (HV 20d: 107.0%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.80.

Notable Days

  • 2023-04-03: Highest Volume — 13,766 contracts
  • 2023-04-10: Largest IV spike — 12.0% change
  • 2023-04-10: Highest IV Rank — 61.9%
  • 2023-04-10: Largest Expected Move — 27.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.31$5.79$7.17$7.17$5.97
Max Pain$7.63$7.00$8.00$7.00$7.00
ATM IV84.7%73.7%97.0%89.5%73.7%
Expected Move24.3%21.1%27.7%25.7%21.1%
HV 20d107.0%69.7%117.3%111.5%69.7%
HV 60d89.2%79.6%103.2%100.8%79.6%
IV Rank44.3%28.6%61.9%51.2%28.6%
IV Percentile38.0%11.9%82.5%59.1%11.9%
Term Structure-1.2%-13.2%5.8%5.3%5.7%
VWIV85.7%73.1%92.2%89.6%73.1%
Skew 25d1.2%-6.0%11.5%11.5%1.6%
Skew 10d23.9%-12.3%83.8%45.3%68.2%
Call IV 25d84.5%71.7%94.3%85.6%73.1%
Put IV 25d85.7%74.7%97.0%97.0%74.7%
Bid-Ask Spread %25.779.7249.2525.9317.15
Gamma HHI0.190.160.240.170.20
Net GEX57.1K-9.2K150.1K125.2K18.1K
Net DEX-2.1M-7.9M610.3K-7.9M36.9K
Net VEX-71.7K-81.1K-67.4K-73.1K-69.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.152.630.710.15
Total Volume2,327.57947213,76613,766472
Total OI78,855.15869,68885,18574,06873,914

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-04-03$7.17$7.0089.5%25.7%111.5%51.2%89.6%11.5%5.3%125.2K-7.9M-73.1K0.7125.938,0545,71249,65124,417
2023-04-04$7.17$7.0087.6%25.1%111.5%48.5%87.7%5.3%2.4%150.1K-7.7M-81.1K0.4414.622,23399352,21326,383
2023-04-05$6.50$7.0090.3%25.9%117.3%52.4%88.1%-2.8%-13.2%76.0K-3.0M-75.8K0.9311.521,5081,40052,59226,523
2023-04-06$6.54$8.0086.6%26.1%115.3%47.0%90.2%-5.9%-3.2%87.6K-3.3M-75.6K0.4920.751,97296153,19026,080
2023-04-10$6.59$8.0097.0%27.7%115.3%61.9%92.2%-1.0%-2.2%109.5K-4.3M-76.2K0.2549.2593623154,56326,045
2023-04-11$6.58$8.0089.4%24.2%115.2%51.0%84.0%-0.1%1.7%114.9K-3.8M-73.7K1.1436.1262771655,15126,160
2023-04-12$6.25$8.0087.1%25.0%116.9%47.7%89.6%10.3%1.6%78.0K-2.0M-74.8K0.5639.281,12563455,14526,208
2023-04-13$6.25$8.0084.0%24.1%110.2%43.3%86.2%-4.9%-8.3%68.7K-1.8M-72.3K0.6828.0891962855,60326,461
2023-04-14$6.17$8.0085.5%24.5%108.2%45.4%86.9%-6.0%-7.4%52.6K-1.1M-70.5K0.8729.4768960055,93726,665
2023-04-17$6.22$8.0083.2%23.9%108.0%42.2%87.1%-5.4%-8.3%43.8K-1.0M-69.1K0.4730.1339818656,07726,935
2023-04-18$6.17$8.0082.2%23.6%105.5%40.8%87.3%0.7%-0.5%37.3K-1.1M-68.1K0.8535.8246239556,19026,962
2023-04-19$6.29$8.0085.1%24.4%102.9%44.8%91.7%6.6%-0.7%25.9K-1.6M-69.7K2.6315.605971,57056,39827,115
2023-04-20$6.03$8.0082.3%23.6%103.9%40.9%89.7%-5.7%-2.8%-9.2K47.0K-67.9K0.8323.6686571456,61927,612
2023-04-21$6.21$8.0083.2%23.9%103.8%42.2%84.7%2.7%0.7%39.7K-1.1M-71.2K1.1445.4079890957,12028,065
2023-04-24$6.08$8.0081.0%23.2%103.8%39.0%80.8%8.5%0.9%27.8K-476.0K-69.4K1.3333.6963184245,25624,432
2023-04-25$5.79$7.0081.3%23.3%105.2%39.5%75.7%2.5%0.3%8.7K610.3K-67.4K0.339.721,43747845,65425,191
2023-04-26$5.92$7.0080.2%23.0%104.9%37.8%84.1%3.7%5.8%20.8K99.6K-68.3K1.1510.851,2991,48946,53625,518
2023-04-27$6.04$7.0079.3%22.7%104.3%36.6%79.6%2.3%-1.2%9.6K-137.9K-69.3K0.1812.5863211247,05026,617
2023-04-28$5.97$7.0073.7%21.1%69.7%28.6%73.1%1.6%5.7%18.1K36.9K-69.5K0.1517.154106247,29726,617