EDIT Options History — November 2018

In November 2018, EDIT traded between $25.82 and $31.00. ATM implied volatility averaged 67.6%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 1.2% (HV 20d: 66.4%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.13.

Notable Days

  • 2018-11-30: Highest Volume — 4,061 contracts
  • 2018-11-30: Largest IV drop — 12.5% change
  • 2018-11-26: Highest IV Rank — 63.4%
  • 2018-11-27: Largest Expected Move — 22.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.33$25.82$31.00$27.31$31.00
Max Pain$28.81$25.00$30.00$30.00$30.00
ATM IV67.6%59.0%74.8%63.5%61.2%
Expected Move19.4%16.9%22.8%19.2%18.9%
HV 20d66.4%60.6%72.0%60.6%68.8%
HV 60d56.5%51.4%62.4%52.1%61.8%
IV Rank44.0%20.7%63.4%33.0%26.6%
IV Percentile57.9%15.1%83.3%39.7%23.0%
Term Structure-4.4%-28.0%1.5%-0.9%-4.0%
VWIV67.3%56.6%77.4%66.6%67.8%
Skew 25d5.4%-6.2%10.5%6.5%6.9%
Skew 10d10.9%3.0%20.2%11.6%11.9%
Call IV 25d65.0%54.6%74.4%59.4%57.4%
Put IV 25d70.4%64.3%80.2%65.9%64.3%
Bid-Ask Spread %34.3325.4945.9931.1040.98
Gamma HHI0.140.110.180.120.14
Net GEX144.8K31.9K352.3K92.9K352.3K
Net DEX-5.1M-12.2M-727.8K-1.6M-12.2M
Net VEX-94.2K-103.4K-84.7K-90.5K-103.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.731.961.061.96
Total Volume2,7231,8134,0612,3024,061
Total OI26,666.8121,45530,26727,88425,424

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$27.31$30.0063.5%19.2%60.6%33.0%66.6%6.5%-0.9%92.9K-1.6M-90.5K1.0631.10N/AN/A1,1171,18518,4309,454
2018-11-02$28.09$30.0063.2%19.6%61.5%32.0%67.7%5.4%-0.9%91.0K-3.6M-94.7K0.7337.29N/AN/A1,5351,11718,5399,516
2018-11-05$27.83$25.0064.9%17.2%61.0%36.7%63.1%6.3%-1.0%102.0K-2.8M-92.9K0.7838.00N/AN/A1,3231,03318,7879,452
2018-11-06$26.83$25.0066.3%18.4%62.3%40.5%61.5%6.2%0.4%66.3K-727.8K-88.1K0.8826.80N/AN/A1,07794819,2389,466
2018-11-07$28.39$25.0064.6%17.6%62.3%35.8%62.4%5.0%0.2%147.0K-5.0M-96.1K0.7337.66N/AN/A1,5331,11219,4289,525
2018-11-08$29.93$25.0059.0%16.9%64.5%20.7%56.6%9.7%-1.5%200.6K-9.1M-101.6K1.0532.82N/AN/A1,5701,64219,8869,978
2018-11-09$29.15$25.0063.7%18.3%65.3%33.5%64.2%10.5%-3.0%130.8K-6.1M-98.4K0.8137.40N/AN/A2,0261,63120,05110,216
2018-11-12$28.51$30.0070.9%17.6%65.9%53.0%64.6%5.5%-11.9%138.8K-4.5M-95.1K1.1228.29N/AN/A9451,06220,0769,511
2018-11-13$28.96$30.0069.3%17.6%63.1%48.6%61.3%2.9%-9.4%166.8K-5.8M-95.5K0.9330.31N/AN/A1,1411,06220,0879,480
2018-11-14$27.38$30.0065.8%18.9%65.7%39.2%64.2%7.3%-0.6%114.9K-1.1M-88.2K1.0337.15N/AN/A89591820,2349,444
2018-11-15$27.86$30.0071.4%18.9%64.4%54.3%69.6%-6.2%-8.1%130.6K-2.7M-92.0K1.4343.20N/AN/A1,3531,93120,3149,439
2018-11-16$28.96$30.0064.6%18.6%64.9%36.0%64.4%4.7%1.5%321.4K-5.2M-96.9K1.5342.24N/AN/A1,0431,59320,3779,700
2018-11-19$27.24$30.0067.7%19.4%68.3%44.2%64.2%4.7%-1.1%119.7K-4.2M-87.9K1.2225.73N/AN/A9441,15314,1527,303
2018-11-20$25.82$30.0074.1%21.1%70.9%61.6%73.0%2.3%-4.0%63.4K-1.6M-84.7K1.3529.38N/AN/A9861,33114,2617,603
2018-11-21$28.05$30.0073.0%20.9%71.5%58.6%71.7%7.8%-2.4%146.7K-5.7M-93.6K0.9634.94N/AN/A1,4181,36314,4537,848
2018-11-23$28.03$30.0070.6%22.3%69.8%52.2%74.3%5.8%-28.0%106.2K-5.1M-95.1K1.4245.99N/AN/A1,2021,71214,7608,329
2018-11-26$28.80$30.0074.8%22.7%70.3%63.4%77.4%6.5%-3.9%90.0K-6.8M-96.0K1.1127.88N/AN/A1,4131,56314,6298,673
2018-11-27$27.47$30.0074.7%22.8%69.2%63.2%77.4%5.8%-2.6%31.9K-4.0M-91.7K0.8129.39N/AN/A1,3881,12715,0338,698
2018-11-28$29.17$30.0066.5%20.4%71.8%40.9%73.2%4.1%-0.9%137.1K-7.9M-95.6K0.9025.49N/AN/A1,4851,34215,1008,772
2018-11-29$30.10$30.0069.9%19.1%72.0%50.1%68.7%6.4%-11.2%289.7K-11.2M-99.5K1.9138.84N/AN/A1,3402,56315,4038,934
2018-11-30$31.00$30.0061.2%18.9%68.8%26.6%67.8%6.9%-4.0%352.3K-12.2M-103.4K1.9640.98N/AN/A1,3742,68715,4709,954