EDGE Options History — November 2018 In November 2018, EDGE traded between $0.52 and $0.73. ATM implied volatility averaged 174.8%. The 30-day expected move averaged 51.0%. IV traded above realized volatility by 112.3% (HV 20d: 62.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.06.
Notable Days 2018-11-30 : Highest Volume — 334 contracts2018-11-28 : Largest IV spike — 45.6% change2018-11-07 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $0.67 $0.52 $0.73 $0.73 $0.68 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 174.8% 132.7% 199.5% 179.3% 164.5% Expected Move 51.0% 40.4% 57.2% 55.3% 53.6% HV 20d 62.5% 42.5% 129.5% 63.9% 129.5% HV 60d 67.9% 61.9% 93.7% 64.2% 93.7% Term Structure -7.2% -51.9% 161.7% -48.3% 161.7% Bid-Ask Spread % 91.16 32.72 134.78 117.69 77.91 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 61 0 73 73 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.01 0.10 0.04 0.02 Total Volume 44.238 11 334 28 334 Total OI 691.619 672 824 682 824
Daily Data (21 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 2018-11-01 $0.73 $2.50 179.3% 0.0% 63.9% 0.0% 0.0% 0.0% 0.0% 0 73 0 0.04 117.69 27 1 681 1 2018-11-02 $0.73 $2.50 181.3% 0.0% 59.5% 0.0% 0.0% 0.0% 0.0% 0 73 0 0.04 76.54 27 1 681 1 2018-11-05 $0.70 $2.50 193.0% 55.3% 55.0% 0.0% 0.0% 0.0% -48.3% 0 70 0 0.05 134.78 22 1 681 1 2018-11-06 $0.70 $2.50 195.4% 56.0% 54.6% 0.0% 0.0% 0.0% -49.8% 0 70 0 0.07 100.40 14 1 681 1 2018-11-07 $0.69 $2.50 199.5% 57.2% 54.1% 0.0% 0.0% 0.0% -51.9% 0 69 0 0.07 127.01 14 1 681 1 2018-11-08 $0.70 $2.50 147.3% 0.0% 55.0% 0.0% 0.0% 0.0% 0.0% 0 70 0 0.07 99.11 14 1 681 1 2018-11-09 $0.70 $2.50 141.0% 40.4% 42.5% 0.0% 0.0% 0.0% 6.1% 0 70 0 0.07 127.01 14 1 681 1 2018-11-12 $0.67 $2.50 185.5% 53.2% 43.2% 0.0% 0.0% 0.0% -32.2% 0 67 0 0.07 65.47 14 1 681 1 2018-11-13 $0.66 $2.50 190.4% 54.6% 42.5% 0.0% 0.0% 0.0% 26.1% 0 66 0 0.07 89.60 14 1 681 1 2018-11-14 $0.69 $2.50 187.6% 53.8% 47.0% 0.0% 0.0% 0.0% -51.3% 0 69 0 0.07 95.87 15 1 681 1 2018-11-15 $0.71 $2.50 149.3% 0.0% 48.4% 0.0% 0.0% 0.0% 0.0% 0 71 0 0.07 99.11 15 1 682 1 2018-11-16 $0.71 $2.50 152.9% 43.8% 47.1% 0.0% 0.0% 0.0% -3.2% 0 71 0 0.07 99.11 15 1 682 1 2018-11-19 $0.67 $2.50 197.8% 0.0% 50.2% 0.0% 0.0% 0.0% 0.0% 0 67 0 0.10 62.22 10 1 671 1 2018-11-20 $0.70 $2.50 164.2% 47.1% 53.3% 0.0% 0.0% 0.0% -17.5% 0 70 0 0.10 65.47 10 1 671 1 2018-11-21 $0.71 $2.50 165.1% 47.3% 53.5% 0.0% 0.0% 0.0% -18.7% 0 71 0 0.10 62.22 10 1 671 1 2018-11-23 $0.70 $2.50 172.6% 49.5% 51.3% 0.0% 0.0% 0.0% 0.0% 0 70 0 0.10 132.50 10 1 671 1 2018-11-26 $0.68 $2.50 186.9% 53.6% 47.0% 0.0% 0.0% 0.0% 161.7% 0 68 0 0.02 97.55 56 1 671 1 2018-11-27 $0.52 $2.50 132.7% 0.0% 105.0% 0.0% 0.0% 0.0% 0.0% 0 52 0 0.02 75.37 56 1 714 1 2018-11-28 $0.53 $2.50 193.2% 0.0% 103.7% 0.0% 0.0% 0.0% 0.0% 0 53 0 0.02 32.72 64 1 714 1 2018-11-29 $0.56 $2.50 190.4% 0.0% 106.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.01 76.65 154 1 724 0 2018-11-30 $0.68 $2.50 164.5% 0.0% 129.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.02 77.91 326 8 824 0
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