EDIT Options History — June 2018

In June 2018, EDIT traded between $35.91 and $40.53. ATM implied volatility averaged 63.1%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 5.0% (HV 20d: 58.1%). 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 10 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2018-06-20: Highest Volume — 9,480 contracts
  • 2018-06-25: Largest IV spike — 20.1% change
  • 2018-06-01: Highest IV Rank — 62.6%
  • 2018-06-27: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.64$35.91$40.53$37.06$35.91
Max Pain$36.67$35.00$40.00$35.00$40.00
ATM IV63.1%51.9%78.1%78.1%65.2%
Expected Move17.2%14.9%19.7%19.1%16.9%
HV 20d58.1%52.9%64.4%57.5%52.9%
HV 60d55.0%52.6%56.9%54.6%52.6%
IV Rank27.7%1.5%62.6%62.6%32.4%
IV Percentile26.3%0.8%86.9%86.9%33.3%
Term Structure0.9%-5.9%19.2%-2.9%19.2%
VWIV59.4%53.0%65.5%63.1%59.7%
Skew 25d7.1%-4.1%22.8%4.9%21.3%
Skew 10d7.8%-4.3%18.5%-3.4%6.9%
Call IV 25d58.7%49.0%72.1%72.1%49.0%
Put IV 25d65.8%56.5%83.8%77.0%70.3%
Bid-Ask Spread %33.4121.6557.8347.7426.16
Gamma HHI0.250.170.310.240.23
Net GEX701.1K439.3K1.0M649.8K439.3K
Net DEX-27.2M-40.0M-19.1M-27.7M-19.1M
Net VEX-170.2K-200.5K-155.3K-164.0K-176.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.361.250.600.61
Total Volume3,358.4762,3759,4803,2992,612
Total OI30,483.23826,09635,44827,74335,448

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$37.06$35.0078.1%19.1%57.5%62.6%63.1%4.9%-2.9%649.8K-27.7M-164.0K0.6047.74N/AN/A2,0681,23118,7468,997
2018-06-04$36.35$35.0066.9%17.7%55.3%36.5%58.7%2.9%0.8%587.6K-22.6M-160.0K0.5537.51N/AN/A1,61989618,3168,802
2018-06-05$38.35$35.0064.3%16.7%58.0%30.4%59.4%16.5%-2.5%786.7K-30.3M-163.6K0.3826.33N/AN/A2,41492918,5488,941
2018-06-06$38.10$35.0061.2%16.6%57.9%23.1%58.6%6.5%-3.2%908.2K-30.9M-164.4K0.6324.61N/AN/A1,5951,00619,3689,093
2018-06-07$37.88$35.0062.1%16.6%57.4%25.2%55.5%6.6%-3.4%919.1K-29.9M-162.1K0.6535.02N/AN/A1,44093519,5809,198
2018-06-08$39.36$35.0061.8%16.5%57.5%24.6%56.8%-4.1%-4.0%857.7K-33.4M-164.7K0.6430.38N/AN/A1,7861,14519,6669,223
2018-06-11$36.06$35.0070.5%18.7%64.4%44.7%65.5%22.8%-2.5%567.4K-21.7M-155.3K0.7357.83N/AN/A3,3512,43818,8428,915
2018-06-12$35.99$35.0061.6%17.9%63.9%24.2%62.4%4.1%0.8%550.5K-20.1M-158.8K0.5731.64N/AN/A2,1781,24719,64810,203
2018-06-13$36.15$35.0059.4%17.6%63.8%18.9%59.8%4.1%2.6%545.3K-19.7M-156.0K0.6241.32N/AN/A1,7201,07219,45110,343
2018-06-14$37.15$35.0061.1%17.7%64.3%22.9%60.8%7.7%-0.4%697.1K-24.1M-159.2K0.7326.34N/AN/A1,4411,05119,64810,420
2018-06-15$37.27$35.0065.5%17.5%63.9%33.1%60.6%12.9%-5.4%749.5K-25.4M-158.6K0.6028.49N/AN/A2,0011,20819,59510,552
2018-06-18$39.12$35.0059.3%16.9%59.3%18.6%58.0%4.1%1.6%545.5K-28.0M-161.7K0.6823.81N/AN/A2,1411,45516,8099,287
2018-06-19$39.15$35.0056.9%16.4%55.9%13.1%56.3%4.0%-0.1%621.7K-29.0M-165.1K0.9928.00N/AN/A1,5231,51017,7709,755
2018-06-20$40.53$35.0051.9%14.9%56.4%1.5%53.0%3.6%-5.9%831.1K-35.6M-166.6K0.3633.59N/AN/A6,9722,50818,10510,481
2018-06-21$39.60$40.0054.5%15.5%55.1%7.5%55.2%2.1%-1.0%1.0M-40.0M-200.5K0.6935.61N/AN/A1,8651,29623,61810,990
2018-06-22$39.25$40.0055.5%15.8%55.1%9.7%54.8%2.8%3.1%941.2K-37.4M-198.5K0.8435.74N/AN/A1,5451,30023,86311,200
2018-06-25$37.62$40.0066.6%17.7%57.5%35.7%62.2%5.1%3.7%775.6K-28.4M-191.3K0.9230.62N/AN/A1,3651,25923,23110,135
2018-06-26$37.61$40.0064.9%17.7%56.5%31.9%60.5%2.9%9.0%792.3K-27.6M-188.1K1.2522.49N/AN/A1,1871,48823,43910,413
2018-06-27$35.97$40.0072.4%19.7%54.1%49.3%63.6%10.7%1.5%477.7K-20.6M-180.6K0.6556.64N/AN/A1,6351,06123,57410,966
2018-06-28$35.92$40.0066.4%17.8%53.9%35.4%62.9%7.8%8.8%442.8K-19.7M-178.4K0.5921.65N/AN/A1,9041,13123,82211,147
2018-06-29$35.91$40.0065.2%16.9%52.9%32.4%59.7%21.3%19.2%439.3K-19.1M-176.6K0.6126.16N/AN/A1,62798524,11111,337