EDIT Options History — February 2018

In February 2018, EDIT traded between $32.87 and $37.94. ATM implied volatility averaged 74.8%, placing in the 54.9% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded below realized volatility by 8.7% (HV 20d: 83.6%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.66.

Notable Days

2018-02-16: Highest Volume — 3,786 contracts
2018-02-05: Largest IV spike — 5.5% change
2018-02-09: Highest IV Rank — 68.1%
2018-02-09: Largest Expected Move — 23.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.96	$32.87	$37.94	$36.49	$36.75
Max Pain	$37.11	$35.00	$40.00	$40.00	$35.00
ATM IV	74.8%	68.1%	80.5%	70.1%	74.0%
Expected Move	21.6%	20.5%	23.1%	20.7%	21.2%
HV 20d	83.6%	62.7%	93.2%	91.3%	62.7%
HV 60d	77.1%	74.3%	78.8%	77.4%	75.0%
IV Rank	54.9%	39.3%	68.1%	43.9%	52.9%
IV Percentile	76.4%	51.2%	90.5%	57.5%	76.2%
Term Structure	-3.3%	-7.9%	-0.4%	-2.1%	-3.7%
VWIV	76.9%	72.3%	84.5%	73.5%	72.3%
Skew 25d	0.2%	-9.3%	5.8%	-2.9%	1.4%
Skew 10d	0.1%	-9.5%	9.2%	-7.2%	-2.7%
Call IV 25d	77.7%	73.3%	84.4%	78.1%	75.5%
Put IV 25d	77.8%	69.5%	84.2%	75.2%	77.0%
Bid-Ask Spread %	48.87	42.01	66.10	50.82	43.88
Gamma HHI	0.40	0.34	0.47	0.41	0.47
Net GEX	496.1K	372.7K	684.6K	521.9K	651.0K
Net DEX	-31.1M	-40.3M	-21.0M	-37.8M	-34.7M
Net VEX	-179.4K	-196.3K	-164.5K	-181.9K	-196.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.25	1.37	1.37	0.49
Total Volume	2,397.421	1,241	3,786	2,519	1,241
Total OI	34,746.526	30,663	38,702	33,408	35,199

Daily Data (19 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
2018-02-01	$36.49	$40.00	70.1%	20.7%	91.3%	43.9%	73.5%	-2.9%	-2.1%	521.9K	-37.8M	-181.9K	1.37	50.82	N/A	N/A	1,061	1,458	21,768	11,640
2018-02-02	$34.78	$40.00	68.1%	20.8%	93.1%	39.3%	77.2%	-9.3%	-0.7%	481.0K	-32.4M	-174.7K	0.91	51.50	N/A	N/A	1,434	1,298	22,083	11,632
2018-02-05	$34.31	$40.00	71.9%	21.6%	93.2%	48.1%	77.3%	0.3%	-1.7%	469.7K	-30.3M	-172.7K	0.82	51.91	N/A	N/A	1,187	972	22,542	11,712
2018-02-06	$35.00	$40.00	75.1%	21.1%	83.2%	55.6%	76.4%	2.5%	-1.0%	496.5K	-32.9M	-175.2K	0.87	48.75	N/A	N/A	1,102	961	22,603	11,777
2018-02-07	$36.72	$40.00	77.7%	22.3%	83.7%	61.6%	77.7%	5.8%	-4.0%	555.4K	-40.3M	-180.5K	0.45	57.44	N/A	N/A	1,985	889	22,897	11,919
2018-02-08	$33.43	$40.00	78.7%	22.6%	91.1%	63.9%	84.0%	-4.1%	-5.1%	441.6K	-29.4M	-171.1K	0.58	66.10	N/A	N/A	1,525	891	23,223	12,076
2018-02-09	$33.78	$40.00	80.5%	23.1%	90.9%	68.1%	75.5%	3.5%	-5.7%	453.4K	-28.0M	-170.1K	0.52	49.61	N/A	N/A	1,998	1,033	23,357	12,169
2018-02-12	$32.87	$40.00	78.8%	22.6%	91.4%	64.2%	84.5%	-1.9%	-4.6%	439.3K	-25.6M	-164.5K	0.75	48.67	N/A	N/A	1,163	875	23,695	12,391
2018-02-13	$33.15	$35.00	78.7%	22.6%	88.0%	63.9%	79.8%	1.8%	-6.6%	446.6K	-26.0M	-166.2K	1.28	49.27	N/A	N/A	1,027	1,316	23,993	12,604
2018-02-14	$34.64	$35.00	75.0%	21.5%	89.1%	55.4%	77.2%	-0.9%	-2.1%	434.7K	-31.1M	-175.2K	0.68	46.13	N/A	N/A	1,780	1,203	24,159	13,216
2018-02-15	$34.78	$35.00	74.7%	21.4%	88.7%	54.6%	77.8%	-3.0%	-0.4%	425.7K	-34.2M	-182.2K	0.88	48.66	N/A	N/A	803	707	24,997	13,705
2018-02-16	$33.88	$35.00	74.1%	21.2%	89.4%	53.1%	75.9%	-1.6%	-0.5%	386.6K	-28.6M	-175.6K	0.58	46.53	N/A	N/A	2,400	1,386	24,697	13,706
2018-02-20	$33.27	$35.00	77.1%	22.1%	76.7%	60.3%	79.8%	-1.5%	-5.4%	372.7K	-21.0M	-174.5K	0.31	51.03	N/A	N/A	2,157	663	20,296	10,367
2018-02-21	$34.55	$35.00	76.1%	21.8%	77.9%	57.8%	75.6%	5.0%	-7.9%	459.8K	-26.0M	-181.4K	0.25	43.02	N/A	N/A	1,941	488	21,082	10,650
2018-02-22	$35.12	$35.00	74.6%	21.4%	77.5%	54.5%	75.8%	1.9%	-3.8%	504.2K	-28.3M	-187.2K	0.39	44.30	N/A	N/A	1,326	518	21,697	10,891
2018-02-23	$35.84	$35.00	73.6%	21.1%	77.8%	52.0%	73.9%	2.4%	-2.6%	538.7K	-30.3M	-189.7K	0.46	43.34	N/A	N/A	1,116	510	21,906	10,960
2018-02-26	$37.94	$35.00	71.5%	20.5%	78.3%	47.1%	73.5%	3.0%	-2.8%	663.1K	-38.9M	-192.7K	0.35	45.62	N/A	N/A	2,397	835	22,383	11,165
2018-02-27	$36.88	$35.00	71.6%	20.5%	63.9%	47.3%	73.1%	0.9%	-2.5%	684.6K	-35.8M	-196.3K	0.65	42.01	N/A	N/A	1,156	749	23,546	11,481
2018-02-28	$36.75	$35.00	74.0%	21.2%	62.7%	52.9%	72.3%	1.4%	-3.7%	651.0K	-34.7M	-196.0K	0.49	43.88	N/A	N/A	833	408	23,568	11,631