EDIT Options History — March 2018

In March 2018, EDIT traded between $32.72 and $44.04. ATM implied volatility averaged 68.5%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 5.1% (HV 20d: 63.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2018-03-09: Highest Volume — 6,786 contracts
  • 2018-03-12: Largest IV spike — 28.6% change
  • 2018-03-13: Highest IV Rank — 86.6%
  • 2018-03-02: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.47$32.72$44.04$35.30$33.24
Max Pain$39.29$35.00$40.00$35.00$40.00
ATM IV68.5%61.5%88.4%71.6%63.7%
Expected Move18.9%17.5%20.8%20.5%18.2%
HV 20d63.4%56.0%69.7%58.3%68.9%
HV 60d74.6%72.6%76.3%75.3%73.2%
IV Rank40.1%23.7%86.6%47.3%29.0%
IV Percentile44.7%10.3%99.6%66.7%23.4%
Term Structure2.6%-4.1%9.2%-4.1%3.9%
VWIV65.6%60.1%74.7%73.4%60.1%
Skew 25d2.3%-1.8%7.8%1.5%7.3%
Skew 10d4.2%-6.1%11.2%5.9%7.4%
Call IV 25d65.0%57.2%76.0%73.1%57.4%
Put IV 25d67.3%61.3%78.2%74.5%64.8%
Bid-Ask Spread %44.3023.7874.6851.6474.68
Gamma HHI0.550.390.670.460.46
Net GEX815.3K479.3K1.2M582.4K548.4K
Net DEX-39.5M-70.8M-11.3M-28.0M-14.2M
Net VEX-201.8K-216.4K-181.2K-191.5K-189.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.261.430.431.22
Total Volume3,354.4761,3056,7861,3061,661
Total OI38,166.42933,84142,60535,58439,661

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-03-01$35.30$35.0071.6%20.5%58.3%47.3%73.4%1.5%-4.1%582.4K-28.0M-191.5K0.4351.64N/AN/A91439223,84811,736
2018-03-02$37.92$35.0072.6%20.8%63.8%49.8%74.7%2.3%-3.1%758.5K-39.9M-198.8K0.3544.10N/AN/A1,44050124,01811,823
2018-03-05$38.55$35.0075.8%18.4%61.2%57.1%63.6%-1.8%4.7%835.5K-42.4M-194.3K0.3443.81N/AN/A3,0721,05624,14411,852
2018-03-06$38.39$40.0072.4%19.5%60.9%49.2%68.2%1.0%-1.6%916.7K-42.6M-202.3K0.6042.77N/AN/A1,9681,18825,65612,280
2018-03-07$42.29$40.0063.9%18.1%68.9%29.4%62.8%7.8%1.7%1.2M-66.0M-200.7K0.2629.49N/AN/A5,3691,37926,07312,449
2018-03-08$42.77$40.0061.5%17.5%67.4%23.7%62.2%-0.6%3.8%1.1M-67.5M-204.3K0.3136.23N/AN/A3,7801,16226,22012,534
2018-03-09$44.04$40.0065.5%17.6%56.0%33.2%63.7%-0.4%5.5%1.1M-70.8M-198.5K0.7926.96N/AN/A3,7972,98925,51712,878
2018-03-12$41.81$40.0084.3%19.8%60.7%76.9%67.3%4.0%-0.8%963.3K-56.0M-203.6K0.3939.76N/AN/A2,5821,01125,93914,137
2018-03-13$41.44$40.0088.4%19.5%59.5%86.6%68.1%4.2%-0.6%978.2K-54.3M-213.0K0.5250.09N/AN/A1,43175126,96014,668
2018-03-14$41.51$40.0067.6%19.4%59.6%38.0%67.0%2.4%-1.1%993.5K-55.5M-211.5K0.6234.08N/AN/A80450127,22214,852
2018-03-15$39.35$40.0068.9%19.7%62.4%41.1%69.8%4.8%-0.0%969.0K-38.2M-208.4K1.4356.83N/AN/A2,3323,33727,27214,911
2018-03-16$38.08$40.0065.7%18.8%64.0%33.6%65.3%-0.0%6.1%628.1K-28.5M-202.0K0.4534.37N/AN/A3,3731,51627,44215,163
2018-03-19$37.26$40.0067.0%19.2%63.7%36.6%64.0%-0.6%-2.7%700.1K-29.4M-201.9K0.5754.37N/AN/A1,64093422,23611,605
2018-03-20$38.14$40.0063.7%18.3%63.4%29.0%62.9%1.2%7.7%745.7K-34.4M-211.2K0.3144.78N/AN/A1,78054722,94212,238
2018-03-21$39.25$40.0061.8%17.7%62.9%24.6%61.1%1.3%5.6%808.1K-40.6M-216.4K0.3536.18N/AN/A1,19542323,59912,405
2018-03-22$38.16$40.0063.3%18.1%64.0%28.0%63.1%3.4%4.6%775.2K-36.1M-213.9K0.5472.21N/AN/A93951123,86412,468
2018-03-23$37.90$40.0061.6%17.7%63.8%24.1%63.6%2.5%7.6%801.9K-34.0M-210.2K0.3023.78N/AN/A1,38341724,07212,540
2018-03-26$36.46$40.0064.8%18.6%62.0%31.4%64.0%1.9%6.4%743.4K-26.9M-200.8K0.5451.74N/AN/A2,7471,47124,24412,600
2018-03-27$33.19$40.0067.1%19.2%69.6%36.8%63.8%5.1%0.9%504.9K-13.8M-185.2K0.6150.50N/AN/A2,3361,42324,74013,318
2018-03-28$32.72$40.0066.8%19.2%69.7%36.3%68.0%0.3%9.2%479.3K-11.3M-181.2K0.3231.88N/AN/A3,3281,06425,62613,743
2018-03-29$33.24$40.0063.7%18.2%68.9%29.0%60.1%7.3%3.9%548.4K-14.2M-189.0K1.2274.68N/AN/A74891325,97113,690