EDGE Options History — August 2018

In August 2018, EDGE traded between $0.84 and $0.91. ATM implied volatility averaged 155.9%. The 30-day expected move averaged 45.1%. Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 13 trading days. Term structure was in contango for 8 of 13 days. Put/call ratio averaged 0.06.

Notable Days

  • 2018-08-15: Highest Volume — 140 contracts
  • 2018-08-27: Largest IV spike — 32.2% change
  • 2018-08-27: Largest Expected Move — 56.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.87$0.84$0.91$0.89$0.91
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV155.9%132.1%196.1%177.5%162.1%
Expected Move45.1%39.0%56.2%50.9%46.5%
Term Structure18.0%-31.4%74.1%-15.3%-31.4%
Bid-Ask Spread %72.8833.04113.8161.50101.61
Net GEX00000
Net DEX1668918189181
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.020.210.020.05
Total Volume83.3081714014065
Total OI907872974973876

Daily Data (13 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-08-15$0.89$2.50177.5%50.9%0.0%0.0%0.0%0.0%-15.3%08900.0261.5013739721
2018-08-16$0.87$2.50132.1%0.0%0.0%0.0%0.0%0.0%0.0%017500.0249.7113639722
2018-08-17$0.86$2.50164.4%0.0%0.0%0.0%0.0%0.0%0.0%017200.0248.9113639712
2018-08-20$0.87$2.50135.9%39.0%0.0%0.0%0.0%0.0%24.4%017400.0348.7711438942
2018-08-21$0.88$2.50136.7%39.2%0.0%0.0%0.0%0.0%41.0%017600.03113.8111438942
2018-08-22$0.87$2.50140.4%40.3%0.0%0.0%0.0%0.0%4.0%017400.0485.247338942
2018-08-23$0.87$2.50142.2%40.8%0.0%0.0%0.0%0.0%39.7%017500.21102.091438952
2018-08-24$0.85$2.50148.4%42.5%0.0%0.0%0.0%0.0%39.9%017000.21102.091438932
2018-08-27$0.84$2.50196.1%56.2%0.0%0.0%0.0%0.0%74.1%016700.0533.046038932
2018-08-28$0.85$2.50160.1%45.9%0.0%0.0%0.0%0.0%15.6%017000.0548.226038702
2018-08-29$0.85$2.50163.6%46.9%0.0%0.0%0.0%0.0%-6.5%017000.0580.826238702
2018-08-30$0.85$2.50166.9%47.8%0.0%0.0%0.0%0.0%11.9%017000.0571.576238742
2018-08-31$0.91$2.50162.1%46.5%0.0%0.0%0.0%0.0%-31.4%018100.05101.616238742