EDIT Options History — March 2017

In March 2017, EDIT traded between $19.05 and $26.11. ATM implied volatility averaged 73.4%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded below realized volatility by 27.1% (HV 20d: 100.6%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.46.

Notable Days

2017-03-17: Highest Volume — 4,685 contracts
2017-03-06: Largest IV spike — 14.7% change
2017-03-06: Highest IV Rank — 46.2%
2017-03-02: Largest Expected Move — 24.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.58	$19.05	$26.11	$24.53	$22.48
Max Pain	$22.61	$20.00	$25.00	$25.00	$22.50
ATM IV	73.4%	63.5%	93.5%	82.5%	65.7%
Expected Move	20.5%	18.2%	24.8%	23.6%	18.8%
HV 20d	100.6%	79.6%	121.2%	109.8%	81.2%
HV 60d	83.9%	79.7%	87.0%	81.7%	84.0%
IV Rank	36.1%	31.1%	46.2%	40.7%	32.2%
IV Percentile	42.0%	8.4%	94.6%	84.1%	14.2%
Term Structure	1.5%	-4.3%	6.3%	-3.4%	3.3%
VWIV	71.3%	62.3%	85.2%	82.2%	63.9%
Skew 25d	-3.2%	-14.4%	4.4%	-3.4%	-2.4%
Skew 10d	-10.7%	-32.5%	3.2%	-15.4%	3.2%
Call IV 25d	74.1%	61.7%	91.7%	89.4%	67.6%
Put IV 25d	70.9%	62.1%	86.0%	86.0%	65.2%
Bid-Ask Spread %	55.36	37.76	72.24	61.90	71.69
Gamma HHI	0.34	0.19	0.53	0.44	0.38
Net GEX	49.0K	-47.3K	139.0K	77.4K	139.0K
Net DEX	-2.2M	-6.5M	4.4M	-4.2M	-4.9M
Net VEX	-30.8K	-48.0K	-21.7K	-23.1K	-48.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.46	0.39	3.93	0.96	2.43
Total Volume	1,889.13	852	4,685	1,033	1,428
Total OI	11,309.435	8,141	14,376	8,420	14,370

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
2017-03-01	$24.53	$25.00	82.5%	23.6%	109.8%	40.7%	82.2%	-3.4%	-3.4%	77.4K	-4.2M	-23.1K	0.96	61.90	N/A	N/A	527	506	5,399	3,021
2017-03-02	$23.78	$25.00	86.5%	24.8%	110.9%	42.7%	81.0%	-14.4%	-4.3%	59.8K	-3.3M	-22.3K	1.85	64.92	N/A	N/A	451	836	5,325	3,108
2017-03-03	$22.01	$25.00	81.5%	23.4%	115.4%	40.2%	81.9%	-7.4%	-3.5%	17.2K	-941.5K	-23.2K	1.32	63.73	N/A	N/A	507	671	5,433	3,659
2017-03-06	$21.22	$22.50	93.5%	22.6%	116.4%	46.2%	80.6%	-9.8%	-1.9%	-5.4K	420.6K	-21.7K	1.26	37.76	N/A	N/A	385	486	5,534	3,853
2017-03-07	$21.44	$22.50	88.0%	22.8%	116.3%	43.5%	85.2%	-4.7%	-2.3%	2.8K	22.8K	-22.4K	0.69	48.43	N/A	N/A	505	347	5,796	4,004
2017-03-08	$21.89	$22.50	81.6%	20.5%	116.1%	40.2%	72.2%	-0.9%	4.0%	11.8K	-498.0K	-23.0K	0.40	42.76	N/A	N/A	926	372	5,956	4,071
2017-03-09	$23.51	$20.00	75.4%	21.2%	116.6%	37.1%	73.1%	-4.9%	0.7%	56.1K	-3.1M	-26.5K	0.39	48.53	N/A	N/A	1,156	446	6,368	4,154
2017-03-10	$25.10	$20.00	72.1%	20.2%	117.6%	35.4%	70.0%	1.5%	2.9%	88.6K	-5.2M	-26.6K	1.24	49.65	N/A	N/A	674	838	6,413	4,257
2017-03-13	$24.85	$22.50	76.5%	20.3%	117.8%	37.6%	71.5%	0.2%	2.4%	43.4K	-3.9M	-26.4K	1.53	56.16	N/A	N/A	490	751	6,602	4,890
2017-03-14	$26.11	$22.50	78.7%	20.8%	118.4%	38.8%	71.1%	1.9%	1.3%	56.6K	-6.5M	-25.7K	0.88	42.15	N/A	N/A	1,123	983	6,600	5,013
2017-03-15	$24.70	$22.50	73.3%	21.0%	121.2%	36.0%	72.5%	2.4%	-0.9%	-14.9K	-2.5M	-26.3K	0.60	43.14	N/A	N/A	784	469	6,742	5,552
2017-03-16	$25.13	$22.50	70.1%	20.1%	86.2%	34.4%	69.2%	-5.5%	2.5%	-47.3K	-3.4M	-26.4K	3.93	47.68	N/A	N/A	714	2,805	6,833	5,755
2017-03-17	$22.56	$22.50	69.3%	19.9%	94.4%	34.0%	68.7%	-7.3%	1.8%	22.5K	4.4M	-25.0K	2.82	51.48	N/A	N/A	1,226	3,459	6,925	7,429
2017-03-20	$22.51	$22.50	66.0%	18.9%	92.4%	32.3%	66.8%	-0.2%	6.3%	18.1K	-1.7M	-29.1K	1.34	52.97	N/A	N/A	913	1,225	4,452	3,689
2017-03-21	$20.85	$22.50	69.8%	20.0%	91.9%	34.3%	71.1%	-2.8%	2.6%	7.9K	-186.4K	-29.2K	0.42	45.86	N/A	N/A	3,120	1,302	4,691	3,999
2017-03-22	$20.87	$22.50	66.9%	19.2%	79.6%	32.8%	66.0%	-6.4%	5.2%	61.6K	-1.6M	-36.6K	1.10	57.68	N/A	N/A	1,139	1,248	7,098	4,209
2017-03-23	$19.62	$22.50	63.8%	18.3%	82.0%	31.2%	66.7%	-5.5%	4.9%	55.3K	-726.5K	-35.2K	1.16	62.80	N/A	N/A	791	921	7,664	4,286
2017-03-24	$19.05	$22.50	67.7%	19.4%	82.2%	33.2%	64.2%	1.9%	-0.7%	40.4K	552.4K	-33.8K	1.90	68.92	N/A	N/A	563	1,068	7,904	4,516
2017-03-27	$20.69	$22.50	66.9%	19.2%	88.3%	32.8%	67.9%	-2.1%	-0.9%	76.5K	-1.6M	-40.1K	1.72	68.51	N/A	N/A	605	1,038	8,300	4,724
2017-03-28	$21.91	$22.50	66.2%	19.0%	86.0%	32.4%	66.8%	-5.8%	3.0%	106.3K	-3.5M	-43.1K	1.30	53.65	N/A	N/A	976	1,270	8,438	4,752
2017-03-29	$22.20	$22.50	63.5%	18.2%	86.3%	31.1%	64.3%	-3.2%	6.2%	129.2K	-4.5M	-46.8K	1.73	60.78	N/A	N/A	703	1,219	8,880	5,077
2017-03-30	$22.23	$22.50	63.8%	18.3%	85.7%	31.2%	62.3%	4.4%	5.5%	123.6K	-4.0M	-47.4K	2.60	72.24	N/A	N/A	412	1,072	9,138	5,238
2017-03-31	$22.48	$22.50	65.7%	18.8%	81.2%	32.2%	63.9%	-2.4%	3.3%	139.0K	-4.9M	-48.0K	2.43	71.69	N/A	N/A	416	1,012	9,142	5,228