EDGE Options History — September 2018

In September 2018, EDGE traded between $0.70 and $0.87. ATM implied volatility averaged 152.2%. The 30-day expected move averaged 51.7%. IV traded above realized volatility by 103.6% (HV 20d: 48.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.06.

Notable Days

  • 2018-09-04: Highest Volume — 65 contracts
  • 2018-09-26: Largest IV spike — 44.4% change
  • 2018-09-05: Largest Expected Move — 56.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.79$0.70$0.87$0.87$0.83
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV152.2%95.0%196.1%187.5%141.5%
Expected Move51.7%46.1%56.2%53.8%48.6%
HV 20d48.6%38.0%72.3%40.1%72.3%
Term Structure-5.3%-50.4%14.2%-1.4%12.0%
Bid-Ask Spread %134.3847.47176.6147.47140.28
Net GEX00000
Net DEX1387417317383
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.030.120.050.03
Total Volume47.84220656530
Total OI795.316525921876549

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-09-04$0.87$2.50187.5%53.8%0.0%0.0%0.0%0.0%-1.4%017300.0547.476238742
2018-09-05$0.85$2.50196.1%56.2%0.0%0.0%0.0%0.0%-50.4%017000.0588.706238742
2018-09-06$0.85$2.50193.3%55.4%40.1%0.0%0.0%0.0%-24.5%017000.05150.406238742
2018-09-07$0.87$2.50192.5%55.2%40.1%0.0%0.0%0.0%0.9%017300.05133.866238742
2018-09-10$0.85$2.50155.8%0.0%39.8%0.0%0.0%0.0%0.0%017000.05176.616238742
2018-09-11$0.83$2.50160.8%46.1%39.4%0.0%0.0%0.0%14.2%016500.05168.196238742
2018-09-12$0.82$2.50163.7%46.9%38.4%0.0%0.0%0.0%12.4%016400.05168.196238742
2018-09-13$0.80$2.50169.4%48.6%38.1%0.0%0.0%0.0%12.0%016000.07151.384538742
2018-09-14$0.81$2.5095.0%0.0%38.0%0.0%0.0%0.0%0.0%016100.05167.595538792
2018-09-17$0.76$2.50112.3%0.0%43.5%0.0%0.0%0.0%0.0%015300.05168.795538892
2018-09-18$0.70$2.50127.8%0.0%50.6%0.0%0.0%0.0%0.0%014100.05133.985538892
2018-09-19$0.72$2.50129.0%0.0%51.9%0.0%0.0%0.0%0.0%014300.0990.443439192
2018-09-20$0.73$2.50172.3%0.0%52.6%0.0%0.0%0.0%0.0%014700.09145.223439192
2018-09-21$0.74$2.50111.5%0.0%53.1%0.0%0.0%0.0%0.0%014800.12166.562639182
2018-09-24$0.78$2.50143.1%0.0%56.9%0.0%0.0%0.0%0.0%07800.05126.252015241
2018-09-25$0.77$2.50117.8%0.0%57.0%0.0%0.0%0.0%0.0%07700.0590.901915261
2018-09-26$0.77$2.50170.1%0.0%56.7%0.0%0.0%0.0%0.0%07700.0492.282815271
2018-09-27$0.74$2.50152.8%0.0%58.0%0.0%0.0%0.0%0.0%07400.04146.142815481
2018-09-28$0.83$2.50141.5%0.0%72.3%0.0%0.0%0.0%0.0%08300.03140.282915481