EDIT Options History — July 2016 In July 2016, EDIT traded between $24.56 and $28.16. ATM implied volatility averaged 67.6%. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 6.8% (HV 20d: 60.7%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 16.13.
Notable Days 2016-07-01 : Highest Volume — 47 contracts2016-07-13 : Largest IV drop — 52.5% change2016-07-25 : Largest Expected Move — 21.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.72 $24.56 $28.16 $25.60 $25.78 Max Pain $34.75 $30.00 $35.00 $30.00 $35.00 ATM IV 67.6% 52.9% 115.0% 59.4% 67.0% Expected Move 17.4% 15.1% 21.6% 17.0% 19.2% HV 20d 60.7% 39.6% 77.8% 77.8% 45.2% Term Structure 12.9% -11.0% 25.2% -10.0% 13.6% VWIV 57.7% 47.2% 84.2% 55.0% 52.8% Bid-Ask Spread % 106.14 86.49 113.89 113.77 110.64 Gamma HHI 0.68 0.66 0.69 0.67 0.69 Net GEX -916 -981 -853 -861 -981 Net DEX 39.2K 33.1K 42.2K 39.5K 39.7K Net VEX -236 -251 -223 -251 -225 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 16.13 10.75 21.50 10.75 21.50 Total Volume 46 45 47 47 45 Total OI 46 45 47 47 45
Daily Data (20 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-07-01 $25.60 $30.00 59.4% 17.0% 77.8% 0.0% 55.0% 0.0% -10.0% -861 39.5K -251 10.75 113.77 N/A N/A 4 43 4 43 2016-07-05 $25.09 $35.00 70.6% 19.2% 75.4% 0.0% 75.7% 0.0% -3.5% -855 40.2K -247 10.75 88.66 N/A N/A 4 43 4 43 2016-07-06 $24.89 $35.00 72.5% 18.9% 73.2% 0.0% 73.7% 0.0% -0.3% -853 40.1K -245 10.75 97.85 N/A N/A 4 43 4 43 2016-07-07 $25.58 $35.00 71.5% 18.9% 72.8% 0.0% 73.4% 0.0% -0.7% -872 39.2K -245 10.75 89.15 N/A N/A 4 43 4 43 2016-07-08 $25.47 $35.00 70.2% 15.1% 70.9% 0.0% 47.2% 0.0% 25.2% -894 39.7K -244 10.75 110.10 N/A N/A 4 43 4 43 2016-07-11 $25.19 $35.00 101.1% 15.6% 69.1% 0.0% 49.0% 0.0% 23.6% -897 40.3K -242 10.75 109.90 N/A N/A 4 43 4 43 2016-07-12 $25.49 $35.00 115.0% 15.9% 69.1% 0.0% 49.5% 0.0% 22.8% -910 40.1K -240 10.75 110.10 N/A N/A 4 43 4 43 2016-07-13 $25.50 $35.00 54.7% 15.7% 67.2% 0.0% 49.0% 0.0% 22.8% -916 39.8K -240 10.75 110.20 N/A N/A 4 43 4 43 2016-07-14 $24.77 $35.00 72.1% 20.7% 63.2% 0.0% 0.0% 0.0% -7.5% -909 41.3K -237 10.75 96.19 N/A N/A 4 43 4 43 2016-07-15 $24.64 $35.00 57.5% 16.5% 62.0% 0.0% 0.0% 0.0% 20.9% -900 40.9K -236 10.75 109.52 N/A N/A 4 43 4 43 2016-07-18 $24.56 $35.00 61.9% 17.7% 60.8% 0.0% 0.0% 0.0% 18.2% -915 42.2K -232 21.50 109.35 N/A N/A 2 43 2 43 2016-07-19 $24.56 $35.00 61.8% 17.7% 60.9% 0.0% 0.0% 0.0% 16.8% -921 41.8K -231 21.50 109.43 N/A N/A 2 43 2 43 2016-07-20 $25.49 $35.00 59.4% 17.0% 57.6% 0.0% 51.9% 0.0% 20.5% -944 40.1K -233 21.50 110.20 N/A N/A 2 43 2 43 2016-07-21 $25.75 $35.00 52.9% 15.2% 56.6% 0.0% 52.9% 0.0% 19.3% -952 39.7K -233 21.50 110.53 N/A N/A 2 43 2 43 2016-07-22 $27.09 $35.00 55.9% 16.0% 60.0% 0.0% 49.7% 0.0% 23.2% -947 36.3K -234 21.50 112.05 N/A N/A 2 43 2 43 2016-07-25 $26.59 $35.00 75.4% 21.6% 51.3% 0.0% 84.2% 0.0% -11.0% -959 37.8K -229 21.50 86.49 N/A N/A 2 43 2 43 2016-07-26 $27.01 $35.00 58.7% 16.8% 40.0% 0.0% 51.5% 0.0% 20.8% -973 36.8K -229 21.50 112.05 N/A N/A 2 43 2 43 2016-07-27 $28.16 $35.00 55.9% 16.0% 39.6% 0.0% 50.2% 0.0% 24.6% -907 33.1K -229 21.50 113.89 N/A N/A 2 43 2 43 2016-07-28 $27.21 $35.00 57.9% 16.6% 42.1% 0.0% 52.8% 0.0% 19.6% -960 35.5K -223 21.50 112.66 N/A N/A 2 43 2 43 2016-07-29 $25.78 $35.00 67.0% 19.2% 45.2% 0.0% 0.0% 0.0% 13.6% -981 39.7K -225 21.50 110.64 N/A N/A 2 43 2 43
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