EDIT Options History — January 2019

In January 2019, EDIT traded between $20.12 and $26.43. ATM implied volatility averaged 70.5%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded below realized volatility by 35.2% (HV 20d: 105.7%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.42.

Notable Days

  • 2019-01-30: Highest Volume — 4,706 contracts
  • 2019-01-22: Largest IV spike — 22.8% change
  • 2019-01-08: Highest IV Rank — 56.7%
  • 2019-01-02: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.59$20.12$26.43$23.12$21.69
Max Pain$27.95$20.00$30.00$27.00$20.00
ATM IV70.5%63.3%80.0%72.1%70.9%
Expected Move19.9%17.8%22.1%22.1%20.6%
HV 20d105.7%95.5%128.9%102.3%95.6%
HV 60d84.3%79.4%90.9%79.4%89.6%
IV Rank38.0%23.7%56.7%41.1%38.7%
IV Percentile65.7%33.3%94.4%74.6%67.1%
Term Structure3.1%-14.4%28.5%-0.4%15.0%
VWIV67.5%52.7%76.4%76.4%73.3%
Skew 25d3.3%-15.8%12.0%6.9%4.0%
Skew 10d10.3%-37.6%38.1%38.1%7.2%
Call IV 25d69.7%59.2%105.6%67.8%66.4%
Put IV 25d72.9%64.1%89.8%74.6%70.4%
Bid-Ask Spread %54.7930.2471.5130.2441.45
Gamma HHI0.100.070.150.110.08
Net GEX68.8K-25.1K200.0K-10.8K61.7K
Net DEX-1.6M-5.8M4.8M3.1M-1.9M
Net VEX-71.9K-84.7K-55.9K-70.7K-84.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.0610.960.792.48
Total Volume2,323.2385154,7061,3893,791
Total OI25,420.8114,61530,92030,18623,389

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$23.12$27.0072.1%22.1%102.3%41.1%76.4%6.9%-0.4%-10.8K3.1M-70.7K0.7930.24N/AN/A77761220,5279,659
2019-01-03$22.14$30.0073.0%20.6%102.7%42.8%71.9%5.8%0.4%-25.1K4.8M-67.6K0.5345.54N/AN/A83944820,8369,731
2019-01-04$23.17$30.0070.0%20.2%105.1%36.9%68.7%7.5%-0.9%-19.7K3.0M-69.9K0.4847.47N/AN/A1,08351820,9459,818
2019-01-07$24.73$30.0070.9%19.7%108.3%38.7%67.1%12.0%0.9%45.4K-439.9K-74.8K0.4236.10N/AN/A47219721,0119,665
2019-01-08$25.36$30.0080.0%19.6%108.8%56.7%55.6%-0.5%-14.4%65.9K-2.2M-78.0K0.0652.23N/AN/A3,37819721,0879,833
2019-01-09$26.40$30.0068.8%19.9%110.0%34.5%74.7%-9.1%5.8%125.9K-5.8M-81.9K0.1060.80N/AN/A3,10329719,8869,838
2019-01-10$26.23$30.0074.5%19.3%109.6%45.9%53.9%9.1%-4.3%125.9K-5.2M-79.5K0.0967.18N/AN/A2,78824318,3649,960
2019-01-11$26.43$30.0068.8%19.2%109.1%34.5%52.7%1.0%-5.2%113.4K-5.8M-78.4K0.0868.04N/AN/A2,98223918,4519,956
2019-01-14$25.19$30.0070.2%19.4%109.5%37.2%68.5%1.0%0.8%119.0K-2.0M-72.4K0.1167.65N/AN/A5045718,1429,570
2019-01-15$26.25$30.0066.4%18.8%110.4%29.8%65.2%2.4%2.6%165.9K-4.3M-73.7K0.5171.51N/AN/A52827018,0089,610
2019-01-16$26.32$30.0064.5%18.5%110.1%26.0%61.7%3.7%28.5%198.8K-4.9M-73.2K0.8863.13N/AN/A64056018,1809,798
2019-01-17$26.19$30.0064.6%18.1%108.9%26.3%61.3%5.5%8.8%200.0K-4.4M-72.8K0.9467.27N/AN/A60056618,29510,059
2019-01-18$26.12$30.0063.3%17.8%107.0%23.7%61.0%3.1%2.0%77.9K-4.8M-71.5K0.6565.49N/AN/A62540718,30210,141
2019-01-22$21.15$30.0077.7%20.9%128.9%52.3%71.3%4.3%-3.8%9.6K100.6K-55.9K0.4755.81N/AN/A2,3951,12210,2254,390
2019-01-23$20.12$25.0070.8%20.7%100.9%38.5%72.6%6.7%0.9%34.8K817.0K-55.9K1.0151.39N/AN/A1,5071,52311,7595,235
2019-01-24$21.18$25.0070.5%20.6%99.9%38.0%72.0%4.6%1.3%89.2K-1.6M-64.2K1.1547.98N/AN/A1,2561,44612,6485,764
2019-01-25$21.35$25.0068.5%19.9%99.1%33.9%71.7%6.0%2.1%22.2K-1.4M-67.0K2.1047.82N/AN/A1,0992,31112,9896,682
2019-01-28$20.74$25.0071.8%20.6%99.5%40.4%73.5%6.2%7.6%18.9K-372.8K-66.7K0.6853.20N/AN/A30720812,2716,578
2019-01-29$20.18$25.0072.2%21.1%99.3%41.3%72.3%4.0%2.6%10.0K357.3K-65.5K10.9654.85N/AN/A3503,83712,5156,713
2019-01-30$21.28$25.0071.6%20.2%95.5%40.0%71.6%-15.8%15.2%15.3K-812.8K-84.7K5.2555.51N/AN/A7533,95312,69410,313
2019-01-31$21.69$20.0070.9%20.6%95.6%38.7%73.3%4.0%15.0%61.7K-1.9M-84.6K2.4841.45N/AN/A1,0902,70112,98410,405