EDIT Options History — January 2018

In January 2018, EDIT traded between $29.84 and $40.83. ATM implied volatility averaged 65.4%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 12.4% (HV 20d: 77.8%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.90.

Notable Days

2018-01-08: Highest Volume — 9,356 contracts
2018-01-08: Largest IV spike — 21.9% change
2018-01-08: Highest IV Rank — 48.8%
2018-01-29: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.50	$29.84	$40.83	$34.22	$36.43
Max Pain	$24.88	$22.50	$25.00	$25.00	$25.00
ATM IV	65.4%	59.2%	72.2%	67.6%	70.7%
Expected Move	18.7%	17.4%	20.5%	19.4%	20.3%
HV 20d	77.8%	61.0%	93.8%	75.3%	91.8%
HV 60d	71.1%	66.5%	77.7%	66.5%	77.7%
IV Rank	32.9%	18.5%	48.8%	38.0%	45.2%
IV Percentile	30.1%	6.0%	63.9%	40.5%	61.9%
Term Structure	2.2%	-2.5%	6.6%	-2.5%	0.8%
VWIV	67.4%	61.7%	72.9%	69.1%	71.9%
Skew 25d	3.4%	-0.9%	10.5%	5.1%	-0.6%
Skew 10d	9.4%	-2.3%	21.0%	19.2%	0.4%
Call IV 25d	66.0%	60.8%	74.1%	67.8%	73.4%
Put IV 25d	69.4%	64.3%	75.1%	73.0%	72.8%
Bid-Ask Spread %	50.76	25.91	82.18	63.08	61.97
Gamma HHI	0.32	0.23	0.49	0.33	0.41
Net GEX	310.3K	191.7K	579.2K	216.6K	499.1K
Net DEX	-28.4M	-52.1M	-18.0M	-30.4M	-36.9M
Net VEX	-121.0K	-174.9K	-91.6K	-91.6K	-174.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.19	2.38	0.62	0.82
Total Volume	3,765	1,559	9,356	3,765	4,634
Total OI	25,510.333	21,273	31,695	21,273	31,695

Daily Data (21 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
2018-01-02	$34.22	$25.00	67.6%	19.4%	75.3%	38.0%	69.1%	5.1%	-2.5%	216.6K	-30.4M	-91.6K	0.62	63.08	N/A	N/A	2,326	1,439	12,684	8,589
2018-01-03	$33.46	$25.00	62.7%	18.0%	70.1%	26.7%	64.9%	7.6%	-0.3%	240.0K	-28.5M	-97.2K	0.72	82.18	N/A	N/A	2,000	1,435	13,061	8,916
2018-01-04	$33.91	$22.50	67.4%	18.6%	69.5%	37.7%	69.3%	7.1%	4.8%	221.7K	-29.2M	-98.9K	1.15	51.10	N/A	N/A	724	835	13,156	9,164
2018-01-05	$33.57	$25.00	59.2%	18.2%	61.0%	18.5%	68.8%	5.2%	5.4%	233.5K	-28.4M	-99.3K	1.50	56.84	N/A	N/A	762	1,144	13,187	9,230
2018-01-08	$30.01	$25.00	72.2%	19.6%	75.5%	48.8%	68.4%	1.4%	0.8%	191.7K	-18.0M	-96.9K	0.58	49.30	N/A	N/A	5,906	3,450	13,230	9,346
2018-01-09	$31.20	$25.00	62.6%	18.5%	74.7%	26.5%	65.9%	7.3%	1.8%	200.4K	-22.0M	-105.2K	1.86	39.04	N/A	N/A	1,021	1,896	13,906	10,834
2018-01-10	$31.71	$25.00	63.1%	18.1%	70.4%	27.6%	65.1%	1.9%	6.5%	218.5K	-23.5M	-103.5K	1.04	34.30	N/A	N/A	1,038	1,078	13,849	10,789
2018-01-11	$32.38	$25.00	63.7%	18.3%	70.0%	29.1%	63.6%	1.5%	2.8%	249.1K	-25.6M	-100.1K	0.86	38.24	N/A	N/A	1,567	1,348	13,684	10,827
2018-01-12	$32.06	$25.00	64.9%	18.6%	70.1%	31.8%	65.7%	4.3%	2.6%	219.9K	-23.6M	-98.5K	0.36	60.79	N/A	N/A	3,477	1,235	13,427	11,076
2018-01-16	$30.06	$25.00	65.5%	18.8%	75.3%	33.3%	67.3%	7.0%	0.9%	204.9K	-18.3M	-106.2K	1.17	27.47	N/A	N/A	1,661	1,945	15,728	11,193
2018-01-17	$30.34	$25.00	66.9%	19.2%	75.1%	36.3%	67.0%	1.9%	0.9%	244.5K	-19.8M	-108.7K	0.61	48.74	N/A	N/A	2,075	1,260	15,897	11,281
2018-01-18	$29.84	$25.00	65.4%	18.8%	75.7%	33.0%	66.7%	2.1%	2.9%	245.4K	-18.7M	-109.3K	2.38	37.63	N/A	N/A	748	1,782	16,570	11,329
2018-01-19	$30.42	$25.00	60.6%	17.4%	74.9%	21.7%	61.7%	0.8%	5.5%	233.0K	-23.9M	-107.5K	0.93	64.94	N/A	N/A	1,697	1,582	16,326	10,799
2018-01-22	$34.62	$25.00	65.1%	18.7%	86.0%	32.3%	67.4%	10.5%	-1.0%	278.0K	-25.2M	-117.7K	0.64	50.33	N/A	N/A	2,001	1,271	12,809	9,031
2018-01-23	$34.90	$25.00	65.4%	18.8%	83.5%	33.0%	68.2%	0.9%	-0.8%	300.8K	-25.2M	-122.1K	0.19	41.79	N/A	N/A	5,984	1,124	13,082	9,293
2018-01-24	$33.99	$25.00	63.6%	18.2%	82.5%	28.7%	64.9%	3.3%	6.6%	446.9K	-30.8M	-153.2K	1.03	25.91	N/A	N/A	1,230	1,269	17,696	9,555
2018-01-25	$34.20	$25.00	62.8%	18.0%	82.2%	27.0%	68.8%	-0.9%	4.8%	456.5K	-31.3M	-155.3K	0.59	50.85	N/A	N/A	1,509	887	17,924	9,802
2018-01-26	$36.00	$25.00	63.8%	18.3%	83.5%	29.2%	65.0%	3.0%	2.8%	484.1K	-37.4M	-157.5K	0.48	64.31	N/A	N/A	2,220	1,065	18,001	9,839
2018-01-29	$40.83	$25.00	71.5%	20.5%	92.6%	47.2%	72.9%	1.0%	-0.8%	552.0K	-52.1M	-164.0K	0.42	57.43	N/A	N/A	4,786	2,011	18,635	9,834
2018-01-30	$39.31	$25.00	68.0%	19.5%	93.8%	39.1%	72.2%	0.6%	0.7%	579.2K	-48.5M	-174.3K	0.93	59.66	N/A	N/A	1,883	1,760	20,114	10,329
2018-01-31	$36.43	$25.00	70.7%	20.3%	91.8%	45.2%	71.9%	-0.6%	0.8%	499.1K	-36.9M	-174.9K	0.82	61.97	N/A	N/A	2,546	2,088	20,468	11,227