EDIT Options History — August 2016

Name: EDIT Options Analytics - August 2016
Creator: Options Analysis Suite

In August 2016, EDIT traded between $16.83 and $25.72. ATM implied volatility averaged 91.4%. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 40.0% (HV 20d: 51.4%). Max pain ranged from $20.00 to $35.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 19.41.

Notable Days

2016-08-30: Highest Volume — 260 contracts
2016-08-15: Largest IV spike — 142.3% change
2016-08-10: Largest Expected Move — 42.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.74	$16.83	$25.72	$25.72	$16.83
Max Pain	$28.41	$20.00	$35.00	$35.00	$20.00
ATM IV	91.4%	64.6%	199.8%	70.6%	66.2%
Expected Move	24.8%	18.5%	42.5%	20.2%	19.0%
HV 20d	51.4%	40.0%	62.5%	41.3%	62.5%
HV 60d	59.4%	56.8%	62.1%	58.0%	60.4%
Term Structure	-8.6%	-55.9%	8.8%	8.8%	3.0%
VWIV	67.9%	58.6%	74.1%	72.5%	65.8%
Skew 25d	-3.6%	-23.2%	4.7%	-3.2%	-23.2%
Skew 10d	-3.9%	-15.6%	3.2%	3.2%	-15.6%
Call IV 25d	68.1%	54.3%	77.1%	62.2%	77.1%
Put IV 25d	64.5%	53.9%	76.3%	58.9%	53.9%
Bid-Ask Spread %	97.28	69.44	116.39	110.75	106.26
Gamma HHI	0.60	0.24	0.69	0.69	0.26
Net GEX	-1.2K	-3.7K	-605	-981	-3.7K
Net DEX	63.1K	39.2K	147.6K	39.2K	147.6K
Net VEX	-224	-664	-105	-223	-640
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	19.41	2.55	43.00	21.50	2.55
Total Volume	69.783	0	260	45	199
Total OI	73.043	44	293	45	293

Daily Data (23 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
2016-08-01	$25.72	$35.00	70.6%	20.2%	41.3%	0.0%	0.0%	0.0%	8.8%	-981	39.2K	-223	21.50	110.75	N/A	N/A	2	43	2	43
2016-08-02	$25.29	$35.00	75.5%	21.7%	41.1%	0.0%	0.0%	0.0%	6.5%	-986	40.6K	-219	21.50	110.20	N/A	N/A	2	43	2	43
2016-08-03	$24.96	$35.00	78.0%	22.4%	41.3%	0.0%	0.0%	0.0%	2.1%	-985	41.2K	-216	21.50	110.00	N/A	N/A	2	43	2	43
2016-08-04	$24.93	$35.00	83.5%	24.0%	40.0%	0.0%	0.0%	0.0%	-0.9%	-1.0K	41.7K	-215	21.50	109.80	N/A	N/A	2	43	2	43
2016-08-05	$24.82	$35.00	85.4%	24.5%	40.0%	0.0%	0.0%	0.0%	-3.6%	-999	41.6K	-214	21.50	109.80	N/A	N/A	2	43	2	43
2016-08-08	$23.53	$35.00	122.3%	35.1%	44.0%	0.0%	0.0%	0.0%	-23.5%	-992	44.8K	-207	21.50	113.67	N/A	N/A	2	43	2	43
2016-08-09	$23.28	$35.00	124.6%	35.7%	43.7%	0.0%	0.0%	0.0%	-26.3%	-920	44.8K	-204	21.50	113.67	N/A	N/A	2	43	2	43
2016-08-10	$21.72	$35.00	148.4%	42.5%	49.3%	0.0%	0.0%	0.0%	-38.8%	-885	48.9K	-189	21.50	112.03	N/A	N/A	2	43	2	43
2016-08-11	$20.75	$35.00	136.9%	39.3%	50.6%	0.0%	0.0%	0.0%	-55.9%	-862	51.1K	-179	21.50	111.19	N/A	N/A	2	43	2	43
2016-08-12	$20.09	$35.00	82.5%	0.0%	51.2%	0.0%	0.0%	0.0%	0.0%	-803	50.3K	-171	21.50	116.39	N/A	N/A	2	43	2	43
2016-08-15	$20.33	$25.00	199.8%	23.3%	51.8%	0.0%	72.5%	0.0%	0.0%	-851	52.0K	-167	21.50	69.44	N/A	N/A	2	43	2	43
2016-08-16	$19.82	$25.00	81.4%	23.3%	52.0%	0.0%	71.3%	0.0%	0.0%	-806	52.5K	-157	21.50	71.26	N/A	N/A	2	43	2	43
2016-08-17	$19.06	$25.00	84.8%	24.3%	49.6%	0.0%	0.0%	0.0%	0.0%	-716	51.5K	-154	0.00	74.48	N/A	N/A	0	0	2	43
2016-08-18	$17.76	$25.00	80.6%	23.1%	52.5%	0.0%	0.0%	0.0%	0.0%	-605	51.9K	-131	0.00	79.14	N/A	N/A	0	0	2	43
2016-08-19	$18.66	$25.00	81.1%	23.3%	52.3%	0.0%	58.6%	0.0%	0.0%	-688	53.0K	-141	21.50	74.69	N/A	N/A	2	43	2	43
2016-08-22	$19.31	$25.00	84.2%	24.1%	55.6%	0.0%	74.1%	0.0%	0.0%	-758	52.8K	-150	43.00	74.55	N/A	N/A	1	43	1	43
2016-08-23	$20.18	$25.00	81.9%	23.5%	58.5%	0.0%	71.5%	0.0%	0.0%	-868	53.5K	-152	43.00	71.52	N/A	N/A	1	43	1	43
2016-08-24	$18.35	$0.00	69.8%	20.0%	61.2%	0.0%	69.5%	0.0%	-2.2%	-710	61.0K	-105	0.00	101.03	N/A	N/A	0	28	1	43
2016-08-25	$18.32	$20.00	64.6%	18.5%	61.4%	0.0%	69.9%	-3.2%	0.8%	-1.7K	94.8K	-167	9.63	103.02	N/A	N/A	8	77	1	71
2016-08-26	$18.30	$20.00	65.0%	18.6%	60.3%	0.0%	66.7%	4.7%	0.4%	-1.9K	106.4K	-233	3.64	101.38	N/A	N/A	22	80	8	92
2016-08-29	$17.43	$20.00	66.9%	19.2%	61.0%	0.0%	63.5%	4.5%	0.2%	-1.4K	101.2K	-255	3.37	98.02	N/A	N/A	59	199	22	95
2016-08-30	$17.58	$20.00	68.7%	19.7%	61.8%	0.0%	63.3%	-0.8%	1.1%	-3.5K	128.3K	-664	3.48	95.17	N/A	N/A	58	202	73	218
2016-08-31	$16.83	$20.00	66.2%	19.0%	62.5%	0.0%	65.8%	-23.2%	3.0%	-3.7K	147.6K	-640	2.55	106.26	N/A	N/A	56	143	70	223