EDIT Options History — April 2017

In April 2017, EDIT traded between $18.88 and $22.08. ATM implied volatility averaged 69.4%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded above realized volatility by 6.7% (HV 20d: 62.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.26.

Notable Days

  • 2017-04-21: Highest Volume — 2,437 contracts
  • 2017-04-21: Largest IV spike — 10.0% change
  • 2017-04-27: Highest IV Rank — 38.0%
  • 2017-04-27: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.09$18.88$22.08$22.08$18.88
Max Pain$20.39$20.00$22.50$22.50$20.00
ATM IV69.4%62.7%77.2%65.3%74.2%
Expected Move20.2%18.0%22.1%18.7%21.3%
HV 20d62.7%37.9%82.7%80.4%38.5%
HV 60d84.5%83.5%85.3%83.5%83.9%
IV Rank34.0%30.7%38.0%32.0%36.5%
IV Percentile31.3%8.3%67.1%12.7%52.0%
Term Structure-0.6%-10.5%6.2%3.5%-3.5%
VWIV73.3%63.3%84.4%65.9%79.8%
Skew 25d-4.2%-13.1%7.6%-3.5%-3.3%
Skew 10d-11.5%-39.6%20.9%17.9%-2.7%
Call IV 25d72.2%64.2%80.6%65.2%79.4%
Put IV 25d68.0%51.1%76.1%61.7%76.1%
Bid-Ask Spread %62.6652.9071.7068.7763.00
Gamma HHI0.300.230.370.370.23
Net GEX49.2K11.1K123.0K123.0K20.7K
Net DEX260.7K-3.9M3.0M-3.9M1.5M
Net VEX-39.3K-46.7K-33.6K-46.7K-33.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.260.392.842.350.95
Total Volume1,411.1587452,4371,3101,341
Total OI14,899.42113,25316,13714,37913,803

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$22.08$22.5065.3%18.7%80.4%32.0%65.9%-3.5%3.5%123.0K-3.9M-46.7K2.3568.77N/AN/A3919199,0365,343
2017-04-04$21.76$22.5062.7%18.0%80.5%30.7%63.3%-5.5%6.2%115.8K-3.1M-46.0K2.1252.90N/AN/A3677779,0255,593
2017-04-05$20.55$22.5064.5%18.5%82.7%31.6%63.4%-13.1%2.5%68.8K-695.9K-43.3K2.0771.70N/AN/A3547329,0105,695
2017-04-06$21.04$20.0064.8%19.3%78.6%31.7%64.6%-0.2%2.1%71.8K-802.1K-43.5K2.1659.35N/AN/A3377278,9955,759
2017-04-07$20.93$20.0063.9%19.2%74.0%31.3%65.9%0.0%4.5%73.0K-913.0K-43.6K2.8455.76N/AN/A2737768,9505,783
2017-04-10$21.08$20.0063.2%20.4%74.2%30.9%68.6%7.6%-2.8%83.9K-1.4M-42.8K1.5860.53N/AN/A7171,1368,9605,783
2017-04-11$20.48$20.0063.9%19.6%71.3%31.3%67.2%-3.1%-0.1%48.1K136.6K-42.1K1.2555.47N/AN/A5416779,3396,186
2017-04-12$19.63$20.0068.1%19.5%70.4%33.4%66.6%-5.9%2.1%27.0K1.2M-39.0K0.6354.90N/AN/A1,2617899,2816,237
2017-04-13$20.43$20.0068.1%19.5%72.0%33.4%70.3%4.5%-1.4%35.7K718.0K-40.2K0.4862.65N/AN/A1,4647099,3906,296
2017-04-17$19.95$20.0070.8%20.3%62.5%34.8%84.4%-7.0%-0.7%36.3K629.4K-39.3K0.5567.44N/AN/A1,4848209,6336,410
2017-04-18$19.34$20.0073.4%21.0%63.1%36.1%79.7%-3.2%-2.2%15.4K2.0M-36.4K0.5362.51N/AN/A1,0815789,6576,342
2017-04-19$19.31$20.0072.3%20.7%57.6%35.5%73.9%-4.0%0.2%12.2K2.2M-35.4K1.3262.30N/AN/A3334399,7086,360
2017-04-20$19.20$20.0070.0%20.1%57.6%34.4%81.1%-10.2%3.8%11.1K2.3M-35.3K0.8161.97N/AN/A6485249,7346,373
2017-04-21$18.90$20.0077.0%22.1%53.6%37.9%83.7%-8.9%-10.5%30.6K3.0M-34.7K0.6263.66N/AN/A1,5069319,7036,434
2017-04-24$19.43$20.0073.3%21.0%53.6%36.0%77.6%-8.8%-2.7%32.8K829.0K-35.4K0.3960.90N/AN/A1,2194717,8875,366
2017-04-25$19.69$20.0071.5%20.5%44.4%35.1%77.2%-7.8%-0.4%41.0K387.2K-37.2K1.1468.65N/AN/A3814338,1845,393
2017-04-26$19.67$20.0073.4%21.0%38.4%36.1%78.3%-2.3%-4.1%43.9K415.6K-36.4K1.3470.60N/AN/A3184278,2945,393
2017-04-27$19.43$20.0077.2%22.1%37.9%38.0%81.8%-5.4%-8.2%44.6K383.1K-36.1K0.7167.56N/AN/A5433888,3595,395
2017-04-28$18.88$20.0074.2%21.3%38.5%36.5%79.8%-3.3%-3.5%20.7K1.5M-33.6K0.9563.00N/AN/A6876548,3155,488