EVGO Options History — May 2023

In May 2023, EVGO traded between $3.67 and $6.42. ATM implied volatility averaged 80.9%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 4.3% (HV 20d: 76.6%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.95.

Notable Days

  • 2023-05-17: Highest Volume — 44,275 contracts
  • 2023-05-17: Largest IV spike — 22.7% change
  • 2023-05-17: Highest IV Rank — 53.9%
  • 2023-05-17: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.03$3.67$6.42$5.69$3.95
Max Pain$5.73$5.00$7.00$7.00$5.00
ATM IV80.9%68.0%91.1%76.6%82.1%
Expected Move22.9%19.5%26.1%22.0%23.5%
HV 20d76.6%51.3%105.1%57.0%104.9%
HV 60d86.3%80.1%94.2%80.1%93.1%
IV Rank39.0%20.6%53.9%32.8%40.8%
IV Percentile33.0%7.1%73.8%16.7%32.1%
Term Structure-1.1%-10.4%7.8%-0.6%-6.1%
VWIV78.2%59.3%93.4%76.3%74.7%
Skew 25d4.7%-23.6%87.0%16.1%5.5%
Skew 10d34.6%-24.0%136.7%35.7%9.7%
Call IV 25d72.2%54.0%89.0%60.8%62.5%
Put IV 25d76.9%50.5%150.2%76.9%68.0%
Bid-Ask Spread %36.368.3161.4412.169.31
Gamma HHI0.230.140.850.250.16
Net GEX9.0K-335.9K81.9K-11.9K35.3K
Net DEX2.0M-2.7M11.4M1.2M1.6M
Net VEX-61.3K-72.6K-51.9K-66.3K-58.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.103.151.060.75
Total Volume5,429.40948944,2758214,868
Total OI81,499.36473,045110,77274,16586,030

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-05-01$5.69$7.0076.6%22.0%57.0%32.8%76.3%16.1%-0.6%-11.9K1.2M-66.3K1.0612.1639942247,51426,651
2023-05-02$5.46$7.0077.8%22.3%51.3%34.5%78.1%0.7%-3.0%-16.0K2.0M-64.3K0.2712.2453114447,76226,791
2023-05-03$5.91$7.0083.4%23.9%60.9%42.5%82.4%6.4%-4.6%10.9K154.9K-68.5K0.919.4647042848,04226,850
2023-05-04$5.94$6.0087.1%22.3%51.3%47.7%59.3%-0.8%-3.3%24.4K-130.8K-69.3K0.2459.2560114548,32126,834
2023-05-05$6.14$5.0083.9%22.8%52.9%43.2%79.0%5.8%0.4%44.6K-1.0M-69.8K0.6056.251,13268248,61726,866
2023-05-08$6.42$5.0089.9%23.7%55.5%51.8%77.8%6.4%-10.4%81.9K-2.7M-72.6K0.3555.582,65192849,36726,748
2023-05-09$6.05$5.0074.5%21.8%59.2%29.8%75.4%9.3%2.9%69.4K-570.9K-67.6K0.4356.481,47463451,16326,674
2023-05-10$5.96$6.0069.4%19.9%56.7%22.4%72.5%-1.5%7.8%36.6K-248.8K-65.8K0.1061.131,99120151,60826,851
2023-05-11$5.92$6.0072.6%20.8%56.7%27.0%76.5%4.5%7.2%44.2K-205.4K-68.1K0.7651.4735026553,10926,857
2023-05-12$5.67$6.0077.8%22.3%58.4%34.6%74.6%7.4%-3.1%-2.6K991.8K-64.3K1.8961.4426449853,32126,844
2023-05-15$5.74$6.0068.0%19.5%58.5%20.6%67.3%-0.9%7.6%39.1K694.8K-64.7K0.9754.0224824153,39726,885
2023-05-16$5.80$6.0074.3%21.3%58.7%29.6%69.7%-1.5%3.5%26.2K646.8K-61.9K1.8151.3421539053,49626,788
2023-05-17$4.67$6.0091.1%26.1%95.2%53.9%91.0%10.0%-3.8%17.8K4.3M-56.5K3.1548.1210,66533,61053,44626,893
2023-05-18$4.13$5.0090.4%25.9%102.3%52.8%79.6%-10.8%-8.3%13.0K11.4M-54.7K1.6836.747,65512,83360,30750,465
2023-05-19$3.96$6.0088.4%25.3%101.0%49.9%85.1%-23.6%-10.1%-335.9K10.9M-52.0K2.9638.393,2429,60564,96845,537
2023-05-22$3.92$6.0081.1%23.3%101.1%39.4%84.7%11.2%1.5%12.9K2.5M-51.9K0.4537.055,4842,49449,43623,609
2023-05-23$3.91$6.0082.9%23.8%100.8%42.1%85.7%-22.7%-0.4%19.6K2.1M-55.7K0.9523.021,7121,61854,24324,223
2023-05-24$3.87$5.0081.4%23.3%99.6%39.9%81.5%7.9%-0.6%20.4K2.6M-52.5K0.3737.511,18843555,41624,705
2023-05-25$3.88$5.0079.3%22.7%98.9%36.9%84.3%7.1%5.6%20.6K2.4M-54.9K0.6110.121,8331,12356,01225,018
2023-05-26$3.67$5.0084.8%24.3%99.5%44.8%93.4%-20.0%-2.5%22.4K2.3M-53.7K0.408.311,90477156,70324,798
2023-05-30$3.96$5.0082.4%23.6%105.1%41.3%70.5%87.0%-3.8%24.8K2.1M-54.5K0.2110.452,57452958,99824,823
2023-05-31$3.95$5.0082.1%23.5%104.9%40.8%74.7%5.5%-6.1%35.3K1.6M-58.2K0.759.312,7852,08361,12124,909