EDIT Options History — February 2019

In February 2019, EDIT traded between $19.53 and $21.79. ATM implied volatility averaged 76.1%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 2.5% (HV 20d: 73.6%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 1.11.

Notable Days

  • 2019-02-28: Highest Volume — 4,961 contracts
  • 2019-02-22: Largest IV spike — 41.8% change
  • 2019-02-22: Highest IV Rank — 100.0%
  • 2019-02-28: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.43$19.53$21.79$21.45$20.85
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV76.1%66.8%109.8%66.8%76.7%
Expected Move20.9%19.6%24.3%19.6%24.3%
HV 20d73.6%42.0%94.5%94.5%42.0%
HV 60d86.9%83.6%89.6%89.6%83.6%
IV Rank46.8%30.6%100.0%30.6%43.4%
IV Percentile77.3%51.2%100.0%51.2%85.3%
Term Structure0.2%-18.4%18.0%5.2%4.9%
VWIV72.8%70.0%82.9%70.3%82.9%
Skew 25d7.3%-1.5%43.3%2.0%7.2%
Skew 10d13.0%-24.4%48.2%8.6%-12.4%
Call IV 25d72.3%65.6%101.1%65.6%69.8%
Put IV 25d79.6%67.6%121.7%67.6%77.0%
Bid-Ask Spread %46.1129.8184.3545.1548.22
Gamma HHI0.130.080.420.100.08
Net GEX-50.5K-263.1K49.0K9.6K49.0K
Net DEX1.0M-2.1M4.5M-742.5K-2.1M
Net VEX-92.7K-99.7K-87.5K-91.7K-99.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.083.583.580.24
Total Volume1,822.2116394,9613,4934,961
Total OI24,96820,94027,99325,51024,822

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$21.45$20.0066.8%19.6%94.5%30.6%70.3%2.0%5.2%9.6K-742.5K-91.7K3.5845.15N/AN/A7622,73113,02312,487
2019-02-04$21.79$20.0071.6%20.8%93.1%40.0%73.0%1.9%-1.0%-14.7K-608.9K-91.5K1.0155.30N/AN/A36737112,20411,863
2019-02-05$21.25$20.0072.3%20.3%89.8%41.5%71.3%-0.8%-1.7%-35.3K383.9K-90.7K0.7341.06N/AN/A37026912,35612,098
2019-02-06$21.03$20.0071.3%20.5%88.9%39.6%75.2%4.6%-0.6%-51.6K787.6K-91.7K1.3934.01N/AN/A61084512,45912,267
2019-02-07$19.53$20.0075.8%21.4%89.7%48.4%73.0%9.2%-0.4%-101.0K4.5M-87.5K1.6529.81N/AN/A1,2762,10612,91213,101
2019-02-08$19.71$20.0072.5%20.7%90.1%41.9%72.5%5.0%-1.7%-77.4K4.4M-93.6K2.6435.80N/AN/A6601,74013,48614,391
2019-02-11$19.99$20.0071.7%20.6%90.3%40.2%70.3%3.9%-3.2%-99.7K3.5M-92.0K0.6732.34N/AN/A61240813,08913,892
2019-02-12$20.01$20.0071.0%20.4%89.6%38.9%70.4%2.4%-2.7%-91.2K3.1M-93.0K0.8939.17N/AN/A51245813,52414,188
2019-02-13$19.92$20.0073.5%21.1%87.4%43.8%70.3%5.4%-2.9%-97.4K3.4M-90.8K0.8044.94N/AN/A61249213,56014,196
2019-02-14$19.84$20.0070.5%20.3%87.3%37.9%71.2%4.6%-2.0%-99.0K3.5M-90.6K1.2631.48N/AN/A54068313,70914,104
2019-02-15$20.05$20.0068.6%19.8%87.7%34.2%70.9%2.2%-0.8%-263.1K2.3M-90.6K1.2042.60N/AN/A78994713,80814,185
2019-02-19$20.26$20.0076.9%20.4%88.0%50.6%71.3%-1.5%0.6%-17.8K-52.0K-91.5K1.3036.57N/AN/A4465819,00911,931
2019-02-20$20.61$20.0093.8%23.2%48.0%83.9%80.0%16.5%-9.1%-12.6K-648.5K-90.8K0.9284.35N/AN/A7386819,32812,503
2019-02-21$19.72$20.0077.4%21.0%47.2%51.5%72.5%9.4%2.3%-63.1K1.0M-90.8K0.8448.75N/AN/A7866649,59912,791
2019-02-22$19.68$20.00109.8%20.2%43.0%100.0%70.0%43.3%-18.4%-42.4K1.3M-91.2K1.0769.13N/AN/A1,0441,1149,82213,018
2019-02-25$20.89$20.0080.6%20.9%48.4%50.1%72.5%8.2%8.6%-14.9K-940.5K-96.2K0.0861.10N/AN/A1,8631519,42013,107
2019-02-26$20.80$20.0073.2%20.9%47.3%37.4%72.8%12.3%18.0%33.3K-1.8M-98.8K0.4650.00N/AN/A1,39064610,64413,209
2019-02-27$20.84$20.0072.2%20.7%46.2%35.6%72.1%3.5%8.5%29.5K-1.7M-99.1K0.3046.35N/AN/A1,07732010,63513,652
2019-02-28$20.85$20.0076.7%24.3%42.0%43.4%82.9%7.2%4.9%49.0K-2.1M-99.7K0.2448.22N/AN/A3,98697511,09613,726