EDIT Options History — December 2018

In December 2018, EDIT traded between $18.46 and $31.63. ATM implied volatility averaged 69.6%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded below realized volatility by 4.5% (HV 20d: 74.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.78.

Notable Days

  • 2018-12-03: Highest Volume — 4,780 contracts
  • 2018-12-24: Largest IV spike — 21.7% change
  • 2018-12-24: Highest IV Rank — 100.0%
  • 2018-12-24: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.07$18.46$31.63$31.63$22.72
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV69.6%58.5%101.9%60.3%74.1%
Expected Move20.0%17.1%24.9%18.7%21.7%
HV 20d74.1%56.8%102.5%68.5%102.5%
HV 60d66.5%60.4%79.3%61.9%79.3%
IV Rank43.4%19.3%100.0%24.4%45.1%
IV Percentile54.2%13.1%100.0%19.4%79.4%
Term Structure0.1%-5.2%7.4%1.2%-4.9%
VWIV68.0%54.4%88.8%63.0%73.7%
Skew 25d8.0%-1.1%24.9%12.9%9.9%
Skew 10d14.2%-10.6%75.4%7.5%7.3%
Call IV 25d67.6%48.5%111.4%57.1%70.2%
Put IV 25d75.6%59.3%110.3%70.0%80.1%
Bid-Ask Spread %43.4729.0267.8251.9835.27
Gamma HHI0.160.110.190.140.14
Net GEX137.7K-104.7K426.7K308.8K-49.9K
Net DEX-1.9M-13.8M11.5M-13.8M4.1M
Net VEX-85.2K-115.4K-45.6K-104.2K-68.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.041.920.040.22
Total Volume1,552.53974,7804,7802,228
Total OI29,310.1524,61531,38524,61528,712

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$31.63$30.0060.3%18.7%68.5%24.4%63.0%12.9%1.2%308.8K-13.8M-104.2K0.0451.98N/AN/A4,60317715,3459,270
2018-12-04$30.78$30.0058.5%18.1%69.3%19.3%62.7%12.5%1.6%426.7K-13.5M-115.4K0.5850.78N/AN/A79846019,6459,348
2018-12-05$30.48$30.0061.4%20.6%67.8%27.2%65.5%7.0%1.6%392.5K-12.5M-111.1K0.5867.82N/AN/A80146319,6459,348
2018-12-06$29.40$30.0062.7%18.0%66.7%30.7%61.0%8.2%2.2%302.0K-8.7M-106.4K1.9254.48N/AN/A13626119,7469,456
2018-12-07$28.80$30.0065.3%18.0%64.3%37.7%55.1%24.9%5.5%246.6K-6.8M-103.2K1.4962.46N/AN/A39258319,7799,678
2018-12-10$28.97$30.0066.7%18.5%63.7%41.6%64.2%10.4%-3.6%253.6K-7.2M-102.9K0.1336.82N/AN/A4706119,4689,437
2018-12-11$29.61$30.0063.4%17.6%63.6%32.7%59.5%5.9%-1.9%319.3K-8.9M-103.5K0.2550.18N/AN/A3949719,7229,497
2018-12-12$30.35$30.0059.6%17.4%64.0%22.5%60.1%7.2%1.4%399.0K-11.5M-107.3K0.3851.59N/AN/A43616519,8259,507
2018-12-13$29.14$30.0061.1%17.9%62.3%26.4%60.4%7.8%1.3%313.7K-7.2M-98.9K0.4536.24N/AN/A49622519,9009,550
2018-12-14$28.30$30.0062.4%17.1%63.1%30.1%58.8%1.8%-4.8%198.5K-4.0M-93.6K0.5034.28N/AN/A58629119,9609,599
2018-12-17$27.52$30.0063.6%18.1%62.2%33.3%54.4%5.4%-0.0%122.1K-1.9M-87.3K1.0535.50N/AN/A26728119,6199,470
2018-12-18$26.28$30.0066.8%19.2%60.5%41.8%66.0%7.3%-5.2%-39.6K1.8M-79.2K0.6238.49N/AN/A1,20975019,7679,890
2018-12-19$24.89$30.0064.4%18.5%60.6%35.5%63.2%5.5%-2.8%-82.6K4.0M-74.7K1.0734.86N/AN/A90396820,57310,167
2018-12-20$23.14$30.0070.3%19.9%56.8%51.2%68.5%4.5%5.3%-104.7K7.7M-65.8K0.8029.02N/AN/A1,14391620,98910,239
2018-12-21$18.46$30.0083.7%23.8%95.3%87.3%83.6%1.3%7.4%-55.8K11.5M-45.6K1.2941.66N/AN/A1,4351,85321,05110,334
2018-12-24$19.70$30.00101.9%24.9%98.8%100.0%87.9%-1.1%-0.7%-49.2K7.7M-55.8K1.3445.98N/AN/A8561,15119,6439,282
2018-12-26$20.44$30.0085.1%24.0%100.1%66.8%87.0%9.6%-3.7%-49.1K6.8M-58.5K0.9932.53N/AN/A83282219,8099,226
2018-12-27$20.08$30.0083.7%24.5%96.1%64.1%88.8%7.3%-1.3%-47.9K7.6M-59.5K0.9636.90N/AN/A79976820,1349,597
2018-12-28$20.76$30.0076.8%23.3%96.2%50.5%75.8%11.3%3.8%-49.7K6.4M-62.5K0.9142.50N/AN/A1,03294220,3689,608
2018-12-31$22.72$30.0074.1%21.7%102.5%45.1%73.7%9.9%-4.9%-49.9K4.1M-68.0K0.2235.27N/AN/A1,82640219,3699,343