EDIT Options History — August 2017

In August 2017, EDIT traded between $15.84 and $23.17. ATM implied volatility averaged 74.7%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 10.8% (HV 20d: 85.4%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.68.

Notable Days

2017-08-07: Highest Volume — 6,548 contracts
2017-08-07: Largest IV spike — 28.3% change
2017-08-17: Highest IV Rank — 82.9%
2017-08-17: Largest Expected Move — 22.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.22	$15.84	$23.17	$16.45	$21.07
Max Pain	$17.61	$15.00	$20.00	$17.50	$20.00
ATM IV	74.7%	66.2%	94.1%	69.5%	75.5%
Expected Move	21.0%	18.7%	22.5%	19.9%	21.6%
HV 20d	85.4%	51.2%	102.1%	51.2%	95.0%
HV 60d	70.7%	64.1%	78.2%	64.4%	68.7%
IV Rank	58.6%	32.4%	82.9%	34.1%	79.7%
IV Percentile	57.0%	17.1%	98.0%	31.7%	64.7%
Term Structure	0.8%	-5.1%	6.1%	-4.6%	1.7%
VWIV	73.9%	61.7%	81.4%	61.7%	73.1%
Skew 25d	-1.5%	-8.2%	6.8%	-0.7%	1.2%
Skew 10d	-2.0%	-14.4%	9.2%	7.8%	5.4%
Call IV 25d	76.1%	67.1%	85.8%	71.5%	77.3%
Put IV 25d	74.6%	64.2%	79.8%	70.8%	78.5%
Bid-Ask Spread %	50.57	30.71	67.69	37.55	45.03
Gamma HHI	0.26	0.19	0.35	0.24	0.25
Net GEX	109.5K	26.9K	227.2K	33.5K	169.5K
Net DEX	-4.5M	-15.4M	2.5M	2.0M	-7.8M
Net VEX	-30.8K	-40.6K	-18.1K	-19.0K	-39.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.23	1.65	0.78	0.78
Total Volume	2,526.739	915	6,548	1,776	2,116
Total OI	16,135.696	11,987	21,167	15,019	13,943

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
2017-08-01	$16.45	$17.50	69.5%	19.9%	51.2%	34.1%	61.7%	-0.7%	-4.6%	33.5K	2.0M	-19.0K	0.78	37.55	N/A	N/A	998	778	9,407	5,612
2017-08-02	$15.84	$17.50	74.0%	21.2%	52.6%	36.4%	68.6%	6.8%	-3.1%	26.9K	2.5M	-18.1K	0.60	31.57	N/A	N/A	1,302	775	9,355	5,678
2017-08-03	$17.18	$15.00	66.4%	18.7%	60.2%	32.5%	65.5%	-4.4%	4.5%	47.7K	560.7K	-20.9K	0.56	48.55	N/A	N/A	1,633	910	9,697	5,715
2017-08-04	$16.95	$15.00	66.2%	19.1%	60.3%	32.4%	66.7%	-1.8%	2.1%	57.2K	788.5K	-21.4K	0.68	62.61	N/A	N/A	1,137	769	10,292	5,824
2017-08-07	$18.77	$17.50	84.9%	21.6%	70.1%	41.9%	76.0%	3.4%	-1.1%	97.5K	-3.7M	-25.4K	0.30	55.07	N/A	N/A	5,034	1,514	10,370	5,837
2017-08-08	$18.83	$17.50	94.1%	21.8%	70.1%	46.6%	76.4%	2.1%	-0.7%	69.6K	-2.9M	-28.9K	0.45	44.62	N/A	N/A	2,333	1,052	10,825	6,469
2017-08-09	$18.06	$17.50	76.1%	21.8%	72.0%	37.5%	79.6%	1.8%	0.1%	55.3K	-1.2M	-28.5K	0.42	49.40	N/A	N/A	1,798	756	11,245	6,788
2017-08-10	$19.85	$17.50	74.7%	21.4%	78.6%	36.8%	73.4%	-3.7%	-0.6%	105.2K	-6.0M	-31.0K	0.62	45.86	N/A	N/A	2,869	1,784	11,925	6,853
2017-08-11	$21.99	$17.50	69.5%	19.9%	83.8%	34.1%	69.8%	0.3%	5.6%	179.4K	-12.4M	-31.5K	0.23	57.06	N/A	N/A	2,878	668	11,804	6,630
2017-08-14	$23.17	$17.50	77.4%	22.2%	82.0%	38.1%	76.0%	-1.5%	1.5%	227.2K	-15.4M	-30.9K	0.31	65.71	N/A	N/A	2,860	893	11,867	6,777
2017-08-15	$20.65	$17.50	73.7%	21.1%	91.7%	36.2%	81.4%	-8.2%	1.2%	108.0K	-7.9M	-31.8K	0.28	51.09	N/A	N/A	2,953	816	12,343	7,066
2017-08-16	$20.64	$17.50	72.7%	20.8%	91.9%	76.7%	77.5%	-7.2%	1.8%	105.4K	-7.8M	-32.4K	0.45	67.69	N/A	N/A	1,327	603	13,054	7,244
2017-08-17	$18.80	$17.50	78.4%	22.5%	99.3%	82.9%	78.0%	-6.9%	1.0%	69.7K	-2.3M	-31.2K	1.65	63.09	N/A	N/A	1,075	1,775	13,853	7,304
2017-08-18	$17.80	$17.50	74.3%	21.3%	101.8%	78.5%	77.7%	-1.3%	1.0%	80.5K	-830.2K	-28.1K	1.07	59.60	N/A	N/A	1,488	1,597	13,971	7,196
2017-08-21	$17.79	$17.50	76.6%	22.0%	101.6%	81.0%	77.7%	0.7%	-2.0%	76.1K	-2.1M	-30.6K	0.59	40.91	N/A	N/A	1,330	784	8,554	3,433
2017-08-22	$18.41	$17.50	76.2%	21.8%	102.1%	80.5%	76.4%	-1.0%	-1.0%	98.6K	-3.4M	-34.2K	0.44	58.03	N/A	N/A	933	411	9,255	3,535
2017-08-23	$18.55	$17.50	72.2%	20.7%	101.5%	76.2%	71.4%	-3.0%	2.7%	105.4K	-3.5M	-34.6K	1.31	32.34	N/A	N/A	437	571	9,412	3,571
2017-08-24	$19.43	$17.50	74.5%	21.4%	102.1%	78.7%	74.6%	-6.7%	2.9%	124.1K	-4.9M	-37.3K	1.16	60.76	N/A	N/A	475	550	9,588	3,593
2017-08-25	$19.06	$17.50	70.2%	20.1%	97.9%	73.9%	75.7%	-5.0%	6.1%	126.3K	-4.5M	-35.3K	1.23	47.60	N/A	N/A	410	505	9,739	3,553
2017-08-28	$20.66	$17.50	73.2%	21.0%	101.1%	77.2%	74.0%	2.0%	0.0%	162.5K	-7.0M	-37.6K	0.57	64.25	N/A	N/A	1,143	653	9,866	3,579
2017-08-29	$20.89	$20.00	76.2%	21.9%	99.7%	80.6%	75.8%	0.5%	-5.1%	188.3K	-8.1M	-39.7K	0.67	30.71	N/A	N/A	1,051	709	10,374	3,674
2017-08-30	$21.25	$20.00	70.5%	20.2%	98.0%	74.4%	72.3%	-1.7%	3.7%	204.0K	-8.5M	-40.6K	0.43	43.99	N/A	N/A	1,165	497	10,554	3,897
2017-08-31	$21.07	$20.00	75.5%	21.6%	95.0%	79.7%	73.1%	1.2%	1.7%	169.5K	-7.8M	-39.4K	0.78	45.03	N/A	N/A	1,191	925	10,001	3,942