EDIT Options History — April 2018

In April 2018, EDIT traded between $31.37 and $35.80. ATM implied volatility averaged 79.6%, placing in the 66.1% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 23.3% (HV 20d: 56.3%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2018-04-20: Highest Volume — 3,327 contracts
  • 2018-04-11: Largest IV drop — 7.1% change
  • 2018-04-02: Highest IV Rank — 85.2%
  • 2018-04-09: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.53$31.37$35.80$31.75$31.37
Max Pain$31.43$30.00$40.00$40.00$30.00
ATM IV79.6%75.1%87.8%87.8%78.7%
Expected Move22.8%21.5%23.8%21.5%22.9%
HV 20d56.3%46.3%67.6%64.5%48.8%
HV 60d67.7%58.2%74.3%73.6%58.9%
IV Rank66.1%55.6%85.2%85.2%64.1%
IV Percentile90.2%78.2%99.2%99.2%89.3%
Term Structure-3.1%-9.2%6.6%-8.8%-5.1%
VWIV79.1%63.0%83.3%77.5%83.3%
Skew 25d3.4%-5.0%17.7%-2.9%6.5%
Skew 10d6.2%-7.6%20.2%1.5%12.6%
Call IV 25d80.2%73.5%100.0%100.0%75.5%
Put IV 25d83.6%78.5%97.1%97.1%82.0%
Bid-Ask Spread %38.1523.9067.7741.1740.88
Gamma HHI0.370.260.480.390.26
Net GEX573.2K362.6K879.8K435.6K364.6K
Net DEX-16.3M-25.2M-9.8M-9.8M-10.1M
Net VEX-165.6K-184.5K-138.2K-175.2K-138.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.360.920.360.39
Total Volume2,135.9051,2813,3271,9802,789
Total OI39,370.04832,37642,38640,02335,032

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$31.75$40.0087.8%21.5%64.5%85.2%77.5%-2.9%-8.8%435.6K-9.8M-175.2K0.3641.17N/AN/A1,45452626,30113,722
2018-04-03$32.22$40.0084.1%22.1%64.4%76.5%73.8%3.8%-4.3%488.1K-10.7M-176.6K0.5534.16N/AN/A82945226,86813,802
2018-04-04$33.84$40.0083.4%22.4%67.6%74.9%63.0%0.4%-7.9%628.6K-16.8M-184.4K0.9251.78N/AN/A1,0901,00126,87913,871
2018-04-05$33.03$30.0081.9%23.0%55.7%71.5%80.7%4.8%6.6%569.0K-14.2M-176.8K0.4133.48N/AN/A1,14746726,97613,729
2018-04-06$32.05$30.0076.8%22.9%55.3%59.6%80.9%3.6%-9.2%441.1K-10.2M-168.8K0.6741.46N/AN/A86758227,30813,779
2018-04-09$32.49$30.0078.6%23.8%54.0%63.7%82.3%2.7%4.3%508.9K-11.6M-169.3K0.6842.62N/AN/A1,26285327,20113,877
2018-04-10$34.12$30.0083.5%23.3%56.7%75.1%80.9%-2.2%-1.8%661.8K-17.6M-178.4K0.6942.84N/AN/A98367627,42814,075
2018-04-11$34.39$30.0077.6%22.6%57.0%61.3%79.5%4.1%0.6%724.8K-19.2M-176.8K0.6246.31N/AN/A1,27879527,50514,175
2018-04-12$35.77$30.0077.9%22.7%59.5%62.0%78.8%-5.0%1.7%879.8K-25.2M-184.5K0.6534.18N/AN/A1,02966527,76314,402
2018-04-13$34.80$30.0081.0%22.5%57.5%69.2%78.8%12.4%-2.5%749.1K-19.8M-177.9K0.6039.69N/AN/A1,18471427,89214,457
2018-04-16$34.48$30.0079.6%23.0%56.7%66.1%80.6%-0.5%-5.8%657.8K-17.7M-170.1K0.7827.32N/AN/A1,08785327,64414,474
2018-04-17$35.80$30.0078.7%22.6%58.2%63.9%79.9%2.4%-4.6%811.1K-25.1M-171.4K0.6137.13N/AN/A1,22174927,76114,054
2018-04-18$35.42$30.0080.0%22.9%57.5%66.9%79.7%1.4%-1.9%704.1K-23.8M-167.9K0.6627.62N/AN/A1,25882427,97714,209
2018-04-19$34.99$30.0075.1%21.6%56.3%55.6%76.3%1.3%-4.0%639.5K-21.7M-163.5K0.8267.77N/AN/A1,16495928,14113,980
2018-04-20$34.41$30.0075.7%22.0%55.8%56.9%79.0%-0.4%-2.3%545.1K-14.1M-159.9K0.8738.75N/AN/A1,7771,55028,32314,063
2018-04-23$33.53$30.0078.4%23.2%56.3%63.4%81.1%17.7%-1.3%451.6K-16.0M-146.0K0.4536.85N/AN/A1,56970221,07211,304
2018-04-24$32.22$30.0079.1%23.5%56.4%64.9%82.3%3.5%-4.3%406.5K-13.8M-144.3K0.5225.48N/AN/A1,70688121,72711,477
2018-04-25$31.58$30.0080.5%23.7%46.3%68.3%81.7%3.8%-2.3%362.6K-11.8M-145.2K0.6623.90N/AN/A1,33488522,55811,702
2018-04-26$32.99$30.0077.7%23.6%48.9%61.7%81.6%3.5%-7.7%489.4K-16.5M-151.8K0.7431.11N/AN/A1,4691,08022,55511,794
2018-04-27$32.90$30.0075.7%23.1%48.6%57.0%79.0%10.0%-5.3%519.1K-15.9M-149.6K0.6236.58N/AN/A1,9351,20822,89812,016
2018-04-30$31.37$30.0078.7%22.9%48.8%64.1%83.3%6.5%-5.1%364.6K-10.1M-138.2K0.3940.88N/AN/A2,01177823,14111,891