EDGE Options History — March 2019

In March 2019, EDGE traded between $0.45 and $0.56. ATM implied volatility averaged 151.4%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 38.8%. IV traded above realized volatility by 69.1% (HV 20d: 82.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 0 of 11 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-03-08: Highest Volume — 65 contracts
  • 2019-03-12: Largest IV spike — 81.5% change
  • 2019-03-06: Highest IV Rank — 67.9%
  • 2019-03-12: Largest Expected Move — 42.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.47$0.45$0.56$0.46$0.56
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV151.4%82.5%184.7%174.7%133.4%
Expected Move38.8%35.1%42.9%42.9%38.2%
HV 20d82.3%74.3%104.9%92.5%104.9%
HV 60d113.3%111.3%120.8%114.0%120.8%
IV Rank44.5%0.7%67.9%66.8%34.2%
IV Percentile48.0%0.8%81.3%80.2%24.4%
Term Structure-45.7%-66.2%-36.9%-36.9%-40.3%
Bid-Ask Spread %130.6777.53150.56138.15130.35
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume10.18206501
Total OI899.182866936866936

Daily Data (11 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-03-01$0.46$2.50174.7%0.0%92.5%0.0%0.0%0.0%0.0%0000.00138.15008660
2019-03-04$0.45$2.50182.9%0.0%92.9%66.8%0.0%0.0%-36.9%0000.00137.15008660
2019-03-05$0.46$2.50182.5%0.0%80.5%66.5%0.0%0.0%-66.2%0000.00116.201108660
2019-03-06$0.46$2.50184.7%0.0%74.8%67.9%0.0%0.0%-39.3%0000.00137.151108750
2019-03-07$0.47$2.50184.4%0.0%74.7%67.7%0.0%0.0%-40.3%0000.00138.761108750
2019-03-08$0.50$2.50179.5%0.0%77.0%64.5%0.0%0.0%0.0%0000.0077.536508750
2019-03-11$0.50$2.5082.5%0.0%77.0%0.7%0.0%0.0%0.0%0000.00150.561009250
2019-03-12$0.46$2.50149.6%42.9%82.8%44.9%0.0%0.0%0.0%0000.00132.68109350
2019-03-13$0.45$2.50122.5%35.1%74.5%27.1%0.0%0.0%0.0%0000.00130.35109360
2019-03-14$0.45$2.5088.7%0.0%74.3%4.8%0.0%0.0%0.0%0000.00148.55109360
2019-03-15$0.56$2.50133.4%38.2%104.9%34.2%0.0%0.0%0.0%0000.00130.35109360