EDIT Options History — August 2018

In August 2018, EDIT traded between $27.66 and $32.90. ATM implied volatility averaged 63.0%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 19.7% (HV 20d: 43.3%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.90.

Notable Days

2018-08-09: Highest Volume — 7,761 contracts
2018-08-09: Largest IV spike — 9.1% change
2018-08-13: Highest IV Rank — 46.8%
2018-08-03: Largest Expected Move — 22.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.06	$27.66	$32.90	$29.49	$32.90
Max Pain	$30.65	$30.00	$35.00	$35.00	$30.00
ATM IV	63.0%	56.4%	71.0%	71.0%	56.4%
Expected Move	18.0%	15.5%	22.3%	21.7%	15.5%
HV 20d	43.3%	32.3%	54.4%	51.2%	32.5%
HV 60d	49.8%	45.7%	53.4%	53.4%	46.1%
IV Rank	30.3%	13.8%	46.8%	46.1%	13.8%
IV Percentile	28.5%	4.4%	65.1%	65.1%	4.4%
Term Structure	-0.2%	-7.4%	4.8%	-2.5%	0.9%
VWIV	63.6%	54.9%	80.3%	75.9%	54.9%
Skew 25d	2.5%	-3.9%	7.7%	4.1%	6.9%
Skew 10d	5.1%	-9.5%	20.4%	4.5%	18.6%
Call IV 25d	63.3%	53.6%	76.7%	68.8%	53.6%
Put IV 25d	65.9%	57.5%	76.8%	72.9%	60.5%
Bid-Ask Spread %	35.27	25.51	63.31	27.93	29.72
Gamma HHI	0.12	0.08	0.16	0.14	0.14
Net GEX	24.6K	-318.5K	346.3K	-21.3K	346.3K
Net DEX	-2.2M	-16.0M	7.0M	3.1M	-16.0M
Net VEX	-115.4K	-127.3K	-103.1K	-111.4K	-127.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.34	1.48	0.89	1.06
Total Volume	4,182.826	2,726	7,761	3,500	3,072
Total OI	29,060.826	21,765	35,217	31,059	25,100

Daily Data (23 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
2018-08-01	$29.49	$35.00	71.0%	21.7%	51.2%	46.1%	75.9%	4.1%	-2.5%	-21.3K	3.1M	-111.4K	0.89	27.93	N/A	N/A	1,854	1,646	19,054	12,005
2018-08-02	$29.50	$35.00	66.2%	21.6%	51.3%	34.7%	75.7%	4.1%	-2.4%	-7.6K	3.2M	-111.2K	0.98	28.60	N/A	N/A	1,649	1,623	19,303	12,066
2018-08-03	$28.81	$35.00	62.8%	22.3%	48.8%	26.9%	80.3%	7.4%	-2.8%	-72.8K	5.7M	-103.1K	0.70	43.65	N/A	N/A	2,563	1,794	19,496	12,220
2018-08-06	$28.95	$30.00	64.6%	18.1%	48.4%	31.0%	63.8%	3.9%	0.7%	-7.9K	2.9M	-106.7K	0.90	32.43	N/A	N/A	2,151	1,946	18,970	11,802
2018-08-07	$28.75	$30.00	65.9%	17.1%	48.4%	34.0%	60.3%	5.9%	-0.9%	-98.6K	5.1M	-105.4K	0.65	29.94	N/A	N/A	3,504	2,266	19,707	12,644
2018-08-08	$27.66	$30.00	62.8%	17.4%	48.7%	26.9%	60.5%	3.6%	-2.3%	-148.7K	7.0M	-104.9K	1.48	32.70	N/A	N/A	2,833	4,197	20,554	13,341
2018-08-09	$28.59	$30.00	68.5%	18.4%	51.7%	46.5%	65.3%	2.5%	-0.3%	-234.4K	6.2M	-114.8K	0.34	41.93	N/A	N/A	5,777	1,984	20,635	14,442
2018-08-10	$29.65	$30.00	64.3%	18.5%	54.4%	35.2%	65.3%	6.0%	-7.4%	-213.4K	2.3M	-120.8K	0.61	43.38	N/A	N/A	3,069	1,864	20,572	14,645
2018-08-13	$29.38	$30.00	68.7%	18.9%	49.3%	46.8%	64.1%	-3.7%	-1.9%	-263.7K	3.3M	-116.3K	0.72	47.07	N/A	N/A	2,654	1,901	19,795	14,315
2018-08-14	$29.48	$30.00	67.1%	18.5%	46.7%	42.7%	66.2%	-3.9%	-2.4%	-318.5K	3.6M	-115.3K	1.42	28.69	N/A	N/A	2,419	3,443	19,976	14,492
2018-08-15	$28.98	$30.00	67.9%	16.9%	46.0%	44.9%	66.9%	0.1%	-5.0%	-230.1K	4.1M	-113.2K	0.59	39.27	N/A	N/A	2,885	1,709	20,014	13,886
2018-08-16	$29.91	$30.00	64.2%	18.4%	46.6%	34.8%	65.8%	0.8%	0.5%	-243.0K	1.8M	-112.2K	0.68	49.04	N/A	N/A	2,373	1,613	19,649	14,005
2018-08-17	$29.82	$30.00	62.2%	17.0%	46.4%	29.3%	61.6%	-3.8%	-1.3%	67.6K	3.8M	-110.8K	0.96	63.31	N/A	N/A	2,851	2,746	19,799	14,037
2018-08-20	$30.47	$30.00	62.4%	17.6%	47.2%	30.0%	62.6%	1.0%	4.5%	98.5K	-6.1M	-113.1K	0.81	31.20	N/A	N/A	1,768	1,426	12,698	9,067
2018-08-21	$31.19	$30.00	62.6%	17.8%	38.2%	30.4%	61.6%	0.5%	4.7%	151.2K	-9.0M	-117.8K	0.77	34.90	N/A	N/A	2,066	1,587	13,253	9,283
2018-08-22	$31.33	$30.00	59.9%	17.2%	37.2%	23.2%	59.5%	0.9%	2.9%	212.3K	-9.9M	-119.8K	0.72	28.79	N/A	N/A	2,040	1,467	13,905	9,377
2018-08-23	$30.44	$30.00	59.7%	16.9%	38.6%	22.6%	60.0%	0.5%	3.4%	251.5K	-8.4M	-118.8K	0.94	33.31	N/A	N/A	1,487	1,405	14,649	9,450
2018-08-24	$30.60	$30.00	58.4%	16.5%	32.8%	19.2%	59.9%	1.5%	4.8%	272.5K	-8.7M	-120.2K	0.99	38.89	N/A	N/A	1,480	1,459	14,763	9,639
2018-08-27	$30.59	$30.00	60.4%	17.1%	32.3%	24.5%	60.3%	7.5%	-1.0%	187.8K	-8.4M	-118.0K	1.15	26.50	N/A	N/A	1,385	1,598	13,955	9,167
2018-08-28	$31.07	$30.00	56.6%	17.2%	32.6%	14.5%	60.4%	7.4%	3.3%	209.6K	-9.4M	-121.8K	1.03	26.64	N/A	N/A	1,344	1,382	14,310	9,530
2018-08-29	$31.85	$30.00	57.8%	16.2%	33.4%	17.7%	56.7%	-3.2%	-0.5%	295.7K	-12.4M	-124.4K	1.04	25.51	N/A	N/A	1,476	1,538	14,520	9,591
2018-08-30	$32.06	$30.00	59.2%	16.2%	33.3%	21.4%	56.4%	7.7%	0.5%	332.9K	-13.3M	-126.3K	1.24	27.84	N/A	N/A	1,300	1,611	15,045	9,673
2018-08-31	$32.90	$30.00	56.4%	15.5%	32.5%	13.8%	54.9%	6.9%	0.9%	346.3K	-16.0M	-127.3K	1.06	29.72	N/A	N/A	1,488	1,584	15,147	9,953