EDIT Options History — May 2017

In May 2017, EDIT traded between $13.41 and $20.43. ATM implied volatility averaged 69.0%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 10.2% (HV 20d: 58.9%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.94.

Notable Days

  • 2017-05-18: Highest Volume — 2,337 contracts
  • 2017-05-08: Largest IV spike — 15.7% change
  • 2017-05-08: Highest IV Rank — 39.7%
  • 2017-05-02: Largest Expected Move — 22.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.99$13.41$20.43$20.43$13.71
Max Pain$18.07$17.50$20.00$20.00$17.50
ATM IV69.0%60.8%80.6%77.2%67.4%
Expected Move19.4%17.4%22.2%22.1%19.3%
HV 20d58.9%46.8%78.3%49.1%78.3%
HV 60d75.6%64.8%86.7%85.4%71.0%
IV Rank33.9%29.7%39.7%38.0%33.0%
IV Percentile30.7%5.1%78.2%66.5%24.1%
Term Structure-1.6%-8.4%5.6%-8.4%-4.3%
VWIV69.1%61.2%82.0%82.0%70.2%
Skew 25d-4.3%-17.3%3.9%-13.7%-8.9%
Skew 10d-7.1%-31.8%2.7%-31.8%-4.0%
Call IV 25d71.5%62.6%84.3%84.3%75.2%
Put IV 25d67.2%59.1%73.7%70.6%66.3%
Bid-Ask Spread %53.2331.4176.4967.2732.15
Gamma HHI0.230.160.360.260.18
Net GEX14.9K-12.2K57.3K57.3K2.0K
Net DEX1.9M-569.6K4.5M-569.6K4.3M
Net VEX-29.1K-37.7K-14.3K-37.7K-15.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.272.190.740.59
Total Volume1,337.8647722,3371,2921,964
Total OI14,199.72710,57316,73914,03013,051

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$20.43$20.0077.2%22.1%49.1%38.0%82.0%-13.7%-8.4%57.3K-569.6K-37.7K0.7467.27N/AN/A7425508,4355,595
2017-05-02$20.39$20.0077.3%22.2%48.8%38.0%73.9%-5.9%-8.1%55.5K-434.5K-37.1K0.7568.90N/AN/A7075328,4265,594
2017-05-03$19.69$20.0072.7%20.9%50.0%35.7%70.4%-8.8%-1.7%35.2K476.4K-35.0K2.1959.83N/AN/A2575638,6325,618
2017-05-04$18.92$17.5077.2%20.2%47.9%38.0%68.1%-3.9%-0.9%18.7K1.3M-32.6K1.4161.60N/AN/A4686588,6805,656
2017-05-05$18.69$17.5069.7%18.6%46.8%34.2%67.9%-9.2%2.2%7.0K1.8M-32.4K1.1465.41N/AN/A4475088,9805,798
2017-05-08$17.75$17.5080.6%20.9%49.5%39.7%73.1%-3.9%-2.8%-3.9K3.0M-28.1K0.9471.70N/AN/A5915559,1275,813
2017-05-09$18.66$17.5075.6%19.1%53.5%37.2%71.2%-6.7%1.0%10.1K1.8M-31.4K1.6766.89N/AN/A3145259,3445,967
2017-05-10$19.20$17.5070.5%20.2%54.1%34.6%69.2%1.9%-3.1%22.3K1.0M-32.2K1.3566.80N/AN/A3704999,4125,969
2017-05-11$18.48$17.5067.8%19.4%53.7%33.3%70.6%-3.7%-1.2%9.2K1.7M-30.5K0.8676.49N/AN/A4664009,5275,989
2017-05-12$19.38$17.5067.6%19.4%54.6%33.2%70.1%1.3%1.9%19.9K785.5K-32.3K1.1367.19N/AN/A3634099,6885,989
2017-05-15$19.90$17.5069.5%19.9%54.9%34.1%67.2%3.9%-4.4%40.2K-532.2K-33.4K0.4450.35N/AN/A1,3375899,7446,009
2017-05-16$18.51$20.0060.8%17.4%59.8%29.7%63.6%-6.8%1.1%-7.6K2.3M-28.2K0.8451.80N/AN/A1,11893610,0576,080
2017-05-17$17.80$17.5062.6%18.0%61.2%30.6%61.2%-3.0%5.6%-12.2K3.3M-27.3K1.1642.29N/AN/A64775310,3166,161
2017-05-18$18.69$17.5062.3%17.9%64.0%30.5%62.9%-3.5%1.9%-10.5K2.2M-29.2K1.4836.31N/AN/A9411,39610,2526,186
2017-05-19$17.98$17.5063.1%18.1%65.2%30.9%64.0%-1.6%0.9%10.8K2.4M-28.8K0.5554.55N/AN/A1,28370910,6106,129
2017-05-22$17.48$20.0070.6%20.2%64.8%34.7%70.3%-1.5%-6.9%3.5K2.4M-28.1K0.2742.88N/AN/A1,3573685,7594,814
2017-05-23$17.30$17.5067.3%19.3%64.4%33.0%69.9%1.9%-4.9%25.1K1.9M-29.0K0.9041.04N/AN/A4203786,5634,929
2017-05-24$17.23$17.5061.6%17.7%64.4%30.1%62.0%1.4%2.3%26.3K1.8M-29.0K0.6533.39N/AN/A5723716,6734,950
2017-05-25$16.43$17.5064.9%18.6%66.0%31.8%66.7%-7.6%-3.1%19.0K2.7M-25.2K0.3942.16N/AN/A7773036,7914,960
2017-05-26$15.66$17.5065.5%18.8%67.1%32.1%66.9%0.9%-2.6%8.3K3.2M-23.0K0.7440.57N/AN/A5594166,8645,016
2017-05-30$13.41$17.5066.6%19.1%77.0%32.7%77.7%-17.3%1.1%-8.6K4.5M-14.3K0.4831.41N/AN/A1,5627537,1305,111
2017-05-31$13.71$17.5067.4%19.3%78.3%33.0%70.2%-8.9%-4.3%2.0K4.3M-15.8K0.5932.15N/AN/A1,2397257,9005,151