EDGE Options History — February 2019

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

In February 2019, EDGE traded between $0.39 and $0.50. ATM implied volatility averaged 150.4%. The 30-day expected move averaged 56.3%. IV traded above realized volatility by 59.4% (HV 20d: 91.0%). 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 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2019-02-11: Highest Volume — 150 contracts
2019-02-20: Largest IV drop — 100.0% change
2019-02-05: Largest Expected Move — 56.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.42	$0.39	$0.50	$0.44	$0.40
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	150.4%	87.7%	196.4%	130.7%	188.0%
Expected Move	56.3%	56.3%	56.3%	56.3%	56.3%
HV 20d	91.0%	79.0%	149.4%	143.6%	79.0%
HV 60d	130.9%	115.4%	134.6%	129.6%	115.4%
Term Structure	-67.6%	-67.6%	-67.6%	-67.6%	-67.6%
Bid-Ask Spread %	120.57	76.29	164.69	122.15	117.53
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	26.316	0	150	50	0
Total OI	787.632	667	867	667	866

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Vol	Call OI
2019-02-01	$0.44	$2.50	130.7%	0.0%	143.6%	0.0%	0.0%	0.0%	0.0%	122.15	50	667
2019-02-04	$0.50	$2.50	142.4%	0.0%	149.4%	0.0%	0.0%	0.0%	0.0%	140.69	0	667
2019-02-05	$0.46	$2.50	196.4%	56.3%	106.4%	0.0%	0.0%	0.0%	-67.6%	120.92	0	667
2019-02-06	$0.45	$2.50	131.2%	0.0%	95.5%	0.0%	0.0%	0.0%	0.0%	120.92	0	667
2019-02-07	$0.44	$2.50	159.9%	0.0%	88.6%	0.0%	0.0%	0.0%	0.0%	120.92	0	667
2019-02-08	$0.44	$2.50	160.3%	0.0%	81.7%	0.0%	0.0%	0.0%	0.0%	120.92	0	667
2019-02-11	$0.43	$2.50	137.6%	0.0%	81.7%	0.0%	0.0%	0.0%	0.0%	119.66	150	667
2019-02-12	$0.39	$2.50	146.9%	0.0%	81.3%	0.0%	0.0%	0.0%	0.0%	117.53	150	817
2019-02-13	$0.40	$2.50	145.1%	0.0%	81.3%	0.0%	0.0%	0.0%	0.0%	118.81	50	817
2019-02-14	$0.39	$2.50	148.0%	0.0%	81.3%	0.0%	0.0%	0.0%	0.0%	118.81	50	867
2019-02-15	$0.41	$2.50	87.7%	0.0%	83.3%	0.0%	0.0%	0.0%	0.0%	120.92	50	867
2019-02-19	$0.39	$2.50	175.3%	0.0%	85.2%	0.0%	0.0%	0.0%	0.0%	76.29	0	866
2019-02-20	$0.39	$2.50	0.0%	0.0%	83.2%	0.0%	0.0%	0.0%	0.0%	76.29	0	866
2019-02-21	$0.41	$2.50	147.6%	0.0%	84.5%	0.0%	0.0%	0.0%	0.0%	117.53	0	866
2019-02-22	$0.40	$2.50	150.5%	0.0%	84.6%	0.0%	0.0%	0.0%	0.0%	117.53	0	866
2019-02-25	$0.39	$2.50	154.9%	0.0%	80.5%	0.0%	0.0%	0.0%	0.0%	140.65	0	866
2019-02-26	$0.40	$2.50	122.6%	0.0%	79.6%	0.0%	0.0%	0.0%	0.0%	164.69	0	866
2019-02-27	$0.40	$2.50	181.8%	0.0%	79.0%	0.0%	0.0%	0.0%	0.0%	138.15	0	866
2019-02-28	$0.40	$2.50	188.0%	0.0%	79.0%	0.0%	0.0%	0.0%	0.0%	117.53	0	866