EDGE Options History — January 2019

Name: EDGE Options Analytics - January 2019
Creator: Options Analysis Suite

In January 2019, EDGE traded between $0.35 and $0.49. ATM implied volatility averaged 133.2%. IV traded below realized volatility by 14.7% (HV 20d: 147.9%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.00.

Notable Days

2019-01-31: Highest Volume — 50 contracts
2019-01-03: Largest IV drop — 100.0% change

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.40	$0.35	$0.49	$0.37	$0.44
Max Pain	$4.76	$2.50	$5.00	$2.50	$2.50
ATM IV	133.2%	81.4%	196.7%	105.3%	101.3%
HV 20d	147.9%	95.4%	164.1%	96.4%	145.5%
HV 60d	124.4%	103.2%	129.7%	103.8%	129.7%
Bid-Ask Spread %	112.47	76.29	149.82	82.37	148.76
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	2.81	0	50	0	50
Total OI	618.619	617	620	619	617

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Vol	Call OI
2019-01-02	$0.37	$2.50	105.3%	0.0%	96.4%	0.0%	0.0%	0.0%	0.0%	82.37	0	619
2019-01-03	$0.35	$5.00	0.0%	0.0%	95.4%	0.0%	0.0%	0.0%	0.0%	122.14	0	619
2019-01-04	$0.36	$5.00	0.0%	0.0%	96.0%	0.0%	0.0%	0.0%	0.0%	120.92	0	619
2019-01-07	$0.49	$5.00	131.5%	0.0%	149.9%	0.0%	0.0%	0.0%	0.0%	120.92	1	619
2019-01-08	$0.43	$5.00	122.4%	0.0%	156.7%	0.0%	0.0%	0.0%	0.0%	119.66	2	619
2019-01-09	$0.39	$5.00	130.6%	0.0%	156.2%	0.0%	0.0%	0.0%	0.0%	118.44	2	620
2019-01-10	$0.43	$5.00	196.4%	0.0%	160.4%	0.0%	0.0%	0.0%	0.0%	120.92	2	620
2019-01-11	$0.42	$5.00	196.7%	0.0%	160.5%	0.0%	0.0%	0.0%	0.0%	120.92	2	620
2019-01-14	$0.38	$5.00	107.6%	0.0%	163.5%	0.0%	0.0%	0.0%	0.0%	118.81	0	620
2019-01-15	$0.39	$5.00	106.4%	0.0%	163.8%	0.0%	0.0%	0.0%	0.0%	118.81	0	620
2019-01-16	$0.40	$5.00	0.0%	0.0%	164.1%	0.0%	0.0%	0.0%	0.0%	118.81	0	620
2019-01-17	$0.40	$5.00	105.5%	0.0%	162.1%	0.0%	0.0%	0.0%	0.0%	149.82	0	620
2019-01-18	$0.40	$5.00	0.0%	0.0%	162.1%	0.0%	0.0%	0.0%	0.0%	120.92	0	620
2019-01-22	$0.38	$5.00	150.8%	0.0%	155.6%	0.0%	0.0%	0.0%	0.0%	76.29	0	617
2019-01-23	$0.39	$5.00	136.6%	0.0%	155.3%	0.0%	0.0%	0.0%	0.0%	78.22	0	617
2019-01-24	$0.40	$5.00	168.3%	0.0%	150.9%	0.0%	0.0%	0.0%	0.0%	117.53	0	617
2019-01-25	$0.43	$5.00	81.4%	0.0%	152.2%	0.0%	0.0%	0.0%	0.0%	76.29	0	617
2019-01-28	$0.41	$5.00	159.3%	0.0%	153.8%	0.0%	0.0%	0.0%	0.0%	76.29	0	617
2019-01-29	$0.42	$5.00	122.7%	0.0%	153.7%	0.0%	0.0%	0.0%	0.0%	117.53	0	617
2019-01-30	$0.42	$5.00	142.2%	0.0%	152.9%	0.0%	0.0%	0.0%	0.0%	117.53	0	617
2019-01-31	$0.44	$2.50	101.3%	0.0%	145.5%	0.0%	0.0%	0.0%	0.0%	148.76	50	617