EDGE Options History — October 2018 In October 2018, EDGE traded between $0.73 and $1.08. ATM implied volatility averaged 162.9%. The 30-day expected move averaged 47.7%. IV traded above realized volatility by 83.4% (HV 20d: 79.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.03.
Notable Days 2018-10-01 : Highest Volume — 73 contracts2018-10-02 : Largest IV drop — 41.2% change2018-10-05 : Largest Expected Move — 64.8%Monthly Statistics Metric Avg Min Max Open Close Price $0.86 $0.73 $1.08 $0.91 $0.73 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 162.9% 117.8% 233.5% 233.5% 123.9% Expected Move 47.7% 36.8% 64.8% 50.9% 41.6% HV 20d 79.5% 65.8% 91.8% 75.8% 65.8% HV 60d 65.3% 64.5% 66.5% 66.5% 64.8% Term Structure -9.9% -102.4% 52.4% -4.5% -41.9% Bid-Ask Spread % 120.12 31.37 168.14 90.15 168.14 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 86 73 108 91 73 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.01 0.08 0.01 0.02 Total Volume 41.391 14 73 73 62 Total OI 644.87 551 674 551 642
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2018-10-01 $0.91 $2.50 233.5% 0.0% 75.8% 0.0% 0.0% 0.0% 0.0% 0 91 0 0.01 90.15 72 1 550 1 2018-10-02 $0.90 $2.50 137.3% 0.0% 74.0% 0.0% 0.0% 0.0% 0.0% 0 90 0 0.06 124.92 17 1 615 1 2018-10-03 $0.95 $2.50 177.7% 50.9% 75.6% 0.0% 0.0% 0.0% -4.5% 0 95 0 0.02 93.81 50 1 615 1 2018-10-04 $0.98 $2.50 178.7% 48.1% 76.1% 0.0% 0.0% 0.0% 19.3% 0 98 0 0.02 91.95 51 1 636 1 2018-10-05 $1.03 $2.50 225.9% 64.8% 77.5% 0.0% 0.0% 0.0% -102.4% 0 103 0 0.02 66.52 58 1 637 1 2018-10-08 $1.08 $2.50 189.5% 48.7% 77.7% 0.0% 0.0% 0.0% 38.4% 0 108 0 0.02 94.60 58 1 647 1 2018-10-09 $1.03 $2.50 128.5% 36.8% 79.5% 0.0% 0.0% 0.0% 52.4% 0 103 0 0.02 31.54 58 1 657 1 2018-10-10 $0.99 $2.50 148.9% 42.7% 81.2% 0.0% 0.0% 0.0% -30.9% 0 99 0 0.02 31.37 64 1 657 1 2018-10-11 $0.96 $2.50 145.2% 41.6% 81.5% 0.0% 0.0% 0.0% -41.9% 0 96 0 0.02 97.57 64 1 663 1 2018-10-12 $0.86 $2.50 117.8% 0.0% 91.8% 0.0% 0.0% 0.0% 0.0% 0 86 0 0.02 127.30 45 1 663 1 2018-10-15 $0.87 $2.50 138.5% 0.0% 88.4% 0.0% 0.0% 0.0% 0.0% 0 87 0 0.02 144.09 45 1 663 1 2018-10-16 $0.84 $2.50 157.1% 0.0% 83.5% 0.0% 0.0% 0.0% 0.0% 0 84 0 0.02 142.35 44 1 663 1 2018-10-17 $0.83 $2.50 160.3% 0.0% 83.5% 0.0% 0.0% 0.0% 0.0% 0 83 0 0.03 143.69 36 1 673 1 2018-10-18 $0.81 $2.50 149.0% 0.0% 84.2% 0.0% 0.0% 0.0% 0.0% 0 81 0 0.03 143.69 36 1 673 1 2018-10-19 $0.78 $2.50 159.0% 0.0% 85.5% 0.0% 0.0% 0.0% 0.0% 0 78 0 0.03 143.69 36 1 673 1 2018-10-22 $0.76 $2.50 158.3% 0.0% 84.0% 0.0% 0.0% 0.0% 0.0% 0 76 0 0.08 141.58 13 1 640 1 2018-10-23 $0.76 $2.50 160.6% 0.0% 83.9% 0.0% 0.0% 0.0% 0.0% 0 76 0 0.08 140.28 13 1 640 1 2018-10-24 $0.75 $2.50 184.3% 0.0% 84.0% 0.0% 0.0% 0.0% 0.0% 0 75 0 0.06 140.28 17 1 640 1 2018-10-25 $0.78 $2.50 159.8% 0.0% 83.9% 0.0% 0.0% 0.0% 0.0% 0 78 0 0.04 163.33 25 1 640 1 2018-10-26 $0.73 $2.50 169.3% 0.0% 76.0% 0.0% 0.0% 0.0% 0.0% 0 73 0 0.05 161.41 22 1 641 1 2018-10-29 $0.73 $2.50 173.7% 0.0% 66.6% 0.0% 0.0% 0.0% 0.0% 0 73 0 0.05 140.28 22 1 641 1 2018-10-30 $0.76 $2.50 170.4% 0.0% 69.1% 0.0% 0.0% 0.0% 0.0% 0 76 0 0.05 140.28 22 1 641 1 2018-10-31 $0.73 $2.50 123.9% 0.0% 65.8% 0.0% 0.0% 0.0% 0.0% 0 73 0 0.02 168.14 61 1 641 1
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