EDIT Options History — May 2018

In May 2018, EDIT traded between $31.52 and $38.21. ATM implied volatility averaged 66.5%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 13.8% (HV 20d: 52.7%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.45.

Notable Days

2018-05-04: Highest Volume — 10,983 contracts
2018-05-23: Largest IV spike — 23.0% change
2018-05-23: Highest IV Rank — 61.8%
2018-05-01: Largest Expected Move — 23.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.03	$31.52	$38.21	$32.27	$38.21
Max Pain	$30.00	$25.00	$35.00	$30.00	$35.00
ATM IV	66.5%	59.4%	77.8%	74.2%	66.6%
Expected Move	18.4%	17.1%	23.4%	23.4%	17.7%
HV 20d	52.7%	46.6%	59.1%	49.6%	58.5%
HV 60d	57.5%	56.1%	59.3%	58.5%	58.0%
IV Rank	35.4%	18.9%	61.8%	53.4%	35.6%
IV Percentile	37.4%	6.3%	86.5%	72.2%	38.5%
Term Structure	-2.2%	-15.9%	13.3%	-1.5%	2.4%
VWIV	63.6%	55.3%	82.7%	82.7%	61.8%
Skew 25d	4.0%	-6.5%	14.3%	5.7%	7.0%
Skew 10d	6.6%	-4.5%	17.7%	10.4%	6.0%
Call IV 25d	64.6%	46.8%	78.1%	71.1%	63.5%
Put IV 25d	68.6%	60.3%	79.3%	76.8%	70.5%
Bid-Ask Spread %	29.98	18.53	43.54	32.32	25.27
Gamma HHI	0.23	0.16	0.60	0.27	0.21
Net GEX	549.2K	304.3K	1.6M	452.3K	814.5K
Net DEX	-19.9M	-31.9M	-9.4M	-12.9M	-31.5M
Net VEX	-141.0K	-167.1K	-125.8K	-140.7K	-167.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.11	0.72	0.26	0.43
Total Volume	3,676.227	2,170	10,983	3,424	3,448
Total OI	29,046.955	21,916	35,549	35,376	27,385

Daily Data (22 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
2018-05-01	$32.27	$30.00	74.2%	23.4%	49.6%	53.4%	82.7%	5.7%	-1.5%	452.3K	-12.9M	-140.7K	0.26	32.32	N/A	N/A	2,712	712	23,316	12,060
2018-05-02	$32.82	$30.00	71.2%	22.6%	46.6%	46.4%	78.5%	1.9%	-0.4%	506.5K	-14.4M	-140.9K	0.42	30.09	N/A	N/A	1,752	737	22,849	12,037
2018-05-03	$31.52	$25.00	72.0%	20.3%	48.0%	48.4%	71.2%	4.6%	-1.1%	338.0K	-9.4M	-131.8K	0.43	37.85	N/A	N/A	2,091	891	23,056	12,085
2018-05-04	$33.37	$25.00	61.7%	17.1%	51.1%	24.3%	56.5%	4.0%	-2.0%	544.0K	-16.0M	-133.3K	0.11	37.25	N/A	N/A	9,908	1,075	23,245	12,304
2018-05-07	$33.64	$25.00	64.6%	17.7%	51.0%	31.1%	55.3%	3.6%	-3.6%	327.1K	-13.9M	-127.2K	0.41	26.73	N/A	N/A	1,986	820	16,545	11,812
2018-05-08	$33.33	$25.00	68.0%	17.9%	48.0%	38.9%	62.8%	7.2%	-5.1%	320.4K	-12.9M	-126.7K	0.57	32.43	N/A	N/A	1,686	966	16,923	11,966
2018-05-09	$34.34	$25.00	61.9%	17.3%	49.1%	24.9%	57.3%	4.0%	-2.5%	454.6K	-17.0M	-130.0K	0.47	43.54	N/A	N/A	1,831	857	17,103	12,116
2018-05-10	$33.54	$25.00	60.7%	17.4%	47.5%	22.0%	56.0%	2.3%	0.0%	380.0K	-14.0M	-125.8K	0.72	18.53	N/A	N/A	1,462	1,058	17,421	12,128
2018-05-11	$35.27	$25.00	60.0%	17.1%	50.2%	20.3%	57.8%	14.3%	-0.6%	482.0K	-21.0M	-129.8K	0.55	31.47	N/A	N/A	1,654	909	17,581	12,357
2018-05-14	$36.12	$30.00	61.4%	17.6%	50.7%	23.5%	60.8%	5.3%	13.3%	549.2K	-22.9M	-127.7K	0.32	29.19	N/A	N/A	3,261	1,044	16,879	11,964
2018-05-15	$36.49	$30.00	62.1%	17.8%	49.0%	25.3%	60.7%	5.1%	4.7%	643.5K	-27.0M	-136.8K	0.52	41.43	N/A	N/A	1,624	840	18,115	12,128
2018-05-16	$37.08	$30.00	65.7%	18.8%	49.1%	33.7%	64.3%	4.2%	-1.8%	712.5K	-29.1M	-136.7K	0.59	30.05	N/A	N/A	1,365	805	18,492	12,285
2018-05-17	$37.82	$30.00	59.4%	17.2%	49.2%	18.9%	60.2%	4.5%	-6.8%	593.3K	-31.9M	-133.8K	0.28	22.58	N/A	N/A	3,613	1,003	18,603	12,329
2018-05-18	$35.00	$30.00	62.2%	17.9%	56.7%	25.4%	63.4%	1.9%	2.8%	1.6M	-19.7M	-133.5K	0.44	26.81	N/A	N/A	4,736	2,077	19,398	12,587
2018-05-21	$33.35	$30.00	68.2%	18.5%	58.6%	39.5%	66.1%	7.4%	-5.8%	304.3K	-13.3M	-139.8K	0.71	23.22	N/A	N/A	2,122	1,505	14,316	7,600
2018-05-22	$34.18	$35.00	63.2%	17.8%	57.3%	27.9%	63.7%	11.5%	-0.8%	317.2K	-14.6M	-148.1K	0.57	25.64	N/A	N/A	2,096	1,196	14,891	8,354
2018-05-23	$35.97	$35.00	77.8%	17.9%	59.1%	61.8%	62.8%	-2.3%	-15.9%	463.8K	-20.7M	-156.0K	0.38	26.84	N/A	N/A	2,843	1,077	15,547	8,540
2018-05-24	$36.53	$35.00	77.5%	18.0%	57.5%	61.2%	62.3%	7.0%	-8.9%	556.6K	-24.1M	-157.9K	0.47	22.36	N/A	N/A	2,114	1,004	16,192	8,722
2018-05-25	$36.49	$35.00	69.1%	17.3%	57.5%	41.6%	61.0%	-6.5%	-8.3%	641.7K	-24.1M	-159.2K	0.46	32.51	N/A	N/A	2,187	1,013	17,063	8,848
2018-05-29	$35.51	$35.00	69.4%	19.6%	55.4%	42.3%	68.1%	-5.1%	-4.2%	445.0K	-19.4M	-153.9K	0.34	35.21	N/A	N/A	2,718	913	16,628	8,595
2018-05-30	$37.83	$35.00	65.2%	18.3%	58.6%	32.5%	65.0%	1.4%	-1.4%	675.9K	-28.7M	-165.4K	0.40	28.21	N/A	N/A	2,258	908	17,860	8,808
2018-05-31	$38.21	$35.00	66.6%	17.7%	58.5%	35.6%	61.8%	7.0%	2.4%	814.5K	-31.5M	-167.1K	0.43	25.27	N/A	N/A	2,412	1,036	18,525	8,860