EDGE Options History — December 2018

In December 2018, EDGE traded between $0.31 and $0.57. ATM implied volatility averaged 151.8%. IV traded above realized volatility by 11.4% (HV 20d: 140.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2018-12-24: Highest Volume — 52 contracts
  • 2018-12-20: Largest IV drop — 100.0% change

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.42$0.31$0.57$0.57$0.32
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV151.8%112.1%193.8%193.8%141.9%
HV 20d140.4%90.0%149.6%143.3%90.0%
HV 60d101.5%99.2%104.5%100.0%99.2%
Bid-Ask Spread %118.0772.78156.7272.7873.40
Net GEX00000
Net DEX27404534530
Net VEX-0-1000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume13.4505200
Total OI1,012.66181,1851,083619

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-12-03$0.57$2.50193.8%0.0%143.3%0.0%0.0%0.0%0.0%045300.0072.78001,0758
2018-12-04$0.53$2.50112.6%0.0%144.5%0.0%0.0%0.0%0.0%042800.0090.83001,0758
2018-12-05$0.54$2.50112.1%0.0%144.9%0.0%0.0%0.0%0.0%043200.0090.83001,0758
2018-12-06$0.51$2.50170.8%0.0%145.8%0.0%0.0%0.0%0.0%040700.00142.35201,0758
2018-12-07$0.51$2.50189.8%0.0%145.5%0.0%0.0%0.0%0.0%040800.00142.35201,0758
2018-12-10$0.46$2.50166.4%0.0%148.6%0.0%0.0%0.0%0.0%036800.00120.92101,1258
2018-12-11$0.47$2.50163.9%0.0%149.0%0.0%0.0%0.0%0.0%037600.00120.925101,1268
2018-12-12$0.46$2.50167.3%0.0%149.0%0.0%0.0%0.0%0.0%036800.00120.925101,1768
2018-12-13$0.44$2.50129.6%0.0%147.4%0.0%0.0%0.0%0.0%035200.00120.925101,1768
2018-12-14$0.43$2.50132.1%0.0%146.2%0.0%0.0%0.0%0.0%034400.00140.695101,1768
2018-12-17$0.43$2.50179.3%0.0%146.2%0.0%0.0%0.0%0.0%034400.00140.69101,1768
2018-12-18$0.40$2.50122.9%0.0%146.7%0.0%0.0%0.0%0.0%032000.00119.66101,1778
2018-12-19$0.40$2.50143.2%0.0%144.8%0.0%0.0%0.0%0.0%032000.00139.11101,1778
2018-12-20$0.35$2.500.0%0.0%148.5%0.0%0.0%0.0%0.0%028000.00117.24101,1778
2018-12-21$0.34$2.500.0%0.0%148.3%0.0%0.0%0.0%0.0%027200.00154.29101,1778
2018-12-24$0.31$2.500.0%0.0%149.6%0.0%0.0%0.0%0.0%00-10.00156.725206180
2018-12-26$0.32$2.500.0%0.0%124.5%0.0%0.0%0.0%0.0%0000.00110.20106190
2018-12-27$0.32$2.50141.9%0.0%123.8%0.0%0.0%0.0%0.0%0000.0076.46106190
2018-12-28$0.33$2.500.0%0.0%122.0%0.0%0.0%0.0%0.0%0000.00110.20106190
2018-12-31$0.32$2.500.0%0.0%90.0%0.0%0.0%0.0%0.0%0000.0073.40006190