EDIT Options History — September 2018

In September 2018, EDIT traded between $30.08 and $33.03. ATM implied volatility averaged 57.4%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 17.5% (HV 20d: 40.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.85.

Notable Days

  • 2018-09-14: Highest Volume — 5,615 contracts
  • 2018-09-25: Largest IV drop — 8.3% change
  • 2018-09-10: Highest IV Rank — 31.3%
  • 2018-09-10: Largest Expected Move — 17.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.91$30.08$33.03$32.70$32.06
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV57.4%51.3%62.9%57.3%51.3%
Expected Move16.2%14.9%17.7%16.1%15.1%
HV 20d40.0%32.8%51.4%32.8%50.7%
HV 60d43.8%42.0%46.5%45.4%46.2%
IV Rank16.6%0.1%31.3%16.1%0.1%
IV Percentile9.4%0.4%32.1%6.0%0.4%
Term Structure0.7%-4.8%5.3%1.8%2.4%
VWIV56.1%51.7%61.2%56.4%52.0%
Skew 25d4.7%0.1%9.2%1.9%9.2%
Skew 10d9.6%1.0%22.8%10.2%4.4%
Call IV 25d54.6%49.2%60.6%55.8%49.2%
Put IV 25d59.4%54.7%67.1%57.7%58.4%
Bid-Ask Spread %27.3917.0758.5025.8123.10
Gamma HHI0.170.110.310.140.25
Net GEX461.4K-150.3K800.4K360.5K423.7K
Net DEX-13.7M-18.7M-5.6M-14.6M-14.3M
Net VEX-125.4K-134.6K-115.2K-125.3K-129.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.221.481.360.94
Total Volume2,736.7891,6725,6152,9082,427
Total OI27,494.89524,28430,50124,28429,518

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-09-04$32.70$30.0057.3%16.1%32.8%16.1%56.4%1.9%1.8%360.5K-14.6M-125.3K1.3625.81N/AN/A1,2331,67514,8129,472
2018-09-05$31.95$30.0057.9%16.2%34.1%17.7%56.9%4.0%0.9%291.9K-12.6M-123.5K1.4522.52N/AN/A1,4062,04315,1659,815
2018-09-06$30.28$30.0060.5%16.9%37.0%24.7%58.8%5.4%-2.2%29.8K-6.2M-117.6K1.1019.84N/AN/A1,6591,83015,65910,396
2018-09-07$30.21$30.0061.7%17.1%35.5%28.2%59.0%7.8%1.0%207.5K-5.6M-117.9K1.4844.81N/AN/A8461,25615,85010,513
2018-09-10$30.91$30.0062.9%17.7%34.1%31.3%61.2%4.6%0.1%268.2K-9.0M-119.4K0.6758.50N/AN/A1,9231,28115,3249,424
2018-09-11$32.14$30.0059.8%17.4%36.2%23.1%58.0%0.1%1.7%524.7K-15.6M-123.3K0.7828.77N/AN/A1,3571,05316,5019,642
2018-09-12$32.72$30.0059.2%16.5%36.5%21.4%60.0%2.3%-1.0%625.2K-17.9M-125.9K0.8023.00N/AN/A1,2961,03416,8999,632
2018-09-13$32.22$30.0060.3%17.1%36.4%24.2%59.0%1.5%-0.1%654.8K-16.9M-123.2K0.8224.72N/AN/A1,07588117,2119,630
2018-09-14$32.45$30.0056.5%16.5%35.0%14.2%55.0%7.1%1.4%761.6K-17.5M-121.7K0.2228.24N/AN/A4,6041,01117,3099,662
2018-09-17$31.85$30.0057.9%16.7%35.9%17.8%56.9%6.3%-1.0%537.8K-14.3M-130.2K1.3028.01N/AN/A74697319,4449,347
2018-09-18$33.03$30.0054.3%15.5%37.2%8.0%54.4%3.7%3.5%726.5K-18.7M-133.6K0.8017.07N/AN/A92874419,4339,575
2018-09-19$32.95$30.0054.8%15.7%36.6%9.6%55.4%5.2%-0.4%800.4K-18.6M-130.4K0.3827.29N/AN/A1,80368419,5979,571
2018-09-20$32.47$30.0056.3%16.3%37.1%13.4%56.4%5.7%-3.6%784.5K-16.8M-131.3K0.8621.54N/AN/A1,07391920,5779,563
2018-09-21$30.08$30.0054.7%15.3%45.3%9.2%53.6%2.5%3.8%-150.3K-6.5M-115.2K1.1226.51N/AN/A1,2131,35420,6629,839
2018-09-24$30.56$30.0058.9%16.1%45.6%20.4%55.6%4.8%-4.8%199.9K-7.8M-118.8K0.6523.74N/AN/A1,32485618,0508,869
2018-09-25$32.67$30.0054.0%15.3%51.4%7.3%52.4%5.8%5.3%445.8K-15.1M-129.5K0.4423.83N/AN/A2,3771,04818,5718,950
2018-09-26$32.65$30.0058.0%15.2%51.2%18.1%53.2%5.2%4.9%571.4K-16.4M-134.6K0.5327.22N/AN/A1,9011,01119,5339,208
2018-09-27$32.41$30.0055.2%14.9%50.6%10.4%51.7%6.7%-1.0%702.5K-16.0M-132.0K0.4925.86N/AN/A2,1131,04219,9529,228
2018-09-28$32.06$30.0051.3%15.1%50.7%0.1%52.0%9.2%2.4%423.7K-14.3M-129.3K0.9423.10N/AN/A1,2531,17420,2769,242