EDIT Options History — March 2019

In March 2019, EDIT traded between $22.59 and $24.63. ATM implied volatility averaged 64.0%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 5.3% (HV 20d: 58.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.67.

Notable Days

  • 2019-03-01: Highest Volume — 6,344 contracts
  • 2019-03-12: Largest IV drop — 13.6% change
  • 2019-03-11: Highest IV Rank — 36.6%
  • 2019-03-04: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.63$22.59$24.63$23.51$24.46
Max Pain$22.00$20.00$22.50$20.00$22.50
ATM IV64.0%58.8%72.7%64.5%58.9%
Expected Move18.1%17.0%20.3%18.4%17.0%
HV 20d58.7%45.9%63.9%59.9%45.9%
HV 60d81.9%68.9%88.3%87.4%69.3%
IV Rank21.6%12.7%36.6%22.5%13.0%
IV Percentile35.7%9.1%77.0%38.1%9.9%
Term Structure2.0%-6.7%22.9%0.8%6.1%
VWIV62.9%56.5%72.5%63.7%58.9%
Skew 25d4.0%-1.4%11.6%5.2%5.3%
Skew 10d15.2%-9.6%35.6%9.0%13.9%
Call IV 25d60.8%54.1%69.5%60.3%54.7%
Put IV 25d64.9%57.4%70.4%65.5%59.9%
Bid-Ask Spread %62.5452.3879.5856.7471.80
Gamma HHI0.130.100.170.120.15
Net GEX125.4K50.1K188.1K137.2K178.6K
Net DEX-6.4M-13.7M-3.2M-13.7M-7.0M
Net VEX-105.2K-108.2K-102.5K-103.3K-104.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.131.790.261.09
Total Volume1,472.1436046,3446,3441,133
Total OI24,879.14323,31228,21328,21325,127

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$23.51$20.0064.5%18.4%59.9%22.5%63.7%5.2%0.8%137.2K-13.7M-103.3K0.2656.74N/AN/A5,0181,32614,00714,206
2019-03-04$23.79$20.5069.4%20.3%59.7%30.9%72.5%-1.4%22.9%130.8K-7.3M-103.8K0.2057.22N/AN/A1,18323210,84813,191
2019-03-05$23.95$21.0069.4%19.5%59.6%30.9%66.7%0.2%-6.5%188.1K-8.3M-105.1K0.2472.76N/AN/A1,99748711,49813,356
2019-03-06$22.60$21.0068.5%19.3%62.8%29.4%64.3%4.7%-2.5%151.4K-5.1M-106.0K0.4064.52N/AN/A1,26350011,98313,578
2019-03-07$22.80$21.0067.9%18.2%62.6%28.3%62.4%3.2%1.7%174.7K-5.3M-104.8K0.3772.40N/AN/A1,53656211,79413,677
2019-03-08$22.59$21.0070.5%17.8%55.8%32.9%56.5%7.3%11.1%114.3K-5.1M-103.7K0.3064.27N/AN/A1,63849611,93513,744
2019-03-11$23.69$22.5072.7%18.3%57.6%36.6%62.8%6.5%-4.2%113.8K-6.4M-106.5K0.1353.95N/AN/A1,40318210,97413,413
2019-03-12$24.24$22.5062.8%18.1%57.8%19.6%63.1%-1.4%-2.6%152.5K-8.1M-106.8K0.3553.84N/AN/A71625311,33413,557
2019-03-13$24.22$22.5062.8%18.0%57.8%19.7%64.2%0.2%-6.7%170.8K-8.2M-108.1K0.4056.22N/AN/A69727811,61913,797
2019-03-14$24.04$22.5062.2%18.0%57.9%18.5%63.9%1.1%-1.8%163.3K-7.9M-107.2K0.3152.38N/AN/A49115011,64013,853
2019-03-15$24.22$22.5060.0%17.6%57.7%14.8%62.8%3.3%-1.4%95.0K-8.3M-103.8K0.7558.00N/AN/A90567511,76813,914
2019-03-18$23.98$22.5059.8%17.7%58.1%14.5%64.5%4.4%-1.2%99.3K-5.8M-106.1K0.4756.61N/AN/A41119310,52312,789
2019-03-19$24.21$22.5058.8%17.2%58.1%12.7%62.2%3.5%1.3%111.6K-6.5M-104.4K0.6458.52N/AN/A42227010,67612,929
2019-03-20$24.28$22.5062.1%17.1%58.1%18.4%61.5%11.6%0.9%115.2K-6.1M-108.2K1.3565.12N/AN/A40054010,79513,054
2019-03-21$24.63$22.5059.6%17.1%54.7%14.1%60.9%2.5%4.3%134.9K-6.5M-108.1K0.7962.60N/AN/A52841810,86313,379
2019-03-22$22.68$22.5059.9%18.0%63.9%14.7%60.9%7.0%4.9%59.4K-3.2M-105.0K0.7479.58N/AN/A77557411,07213,410
2019-03-25$22.87$22.5063.7%18.1%60.9%21.2%64.1%6.4%-0.8%50.1K-3.3M-102.6K0.7566.02N/AN/A51138110,65213,326
2019-03-26$22.76$22.5062.3%17.9%60.9%18.8%61.8%4.5%4.3%70.9K-3.3M-102.5K1.7964.19N/AN/A26647510,93113,675
2019-03-27$23.21$22.5065.2%18.0%61.1%23.7%62.2%5.8%4.7%96.3K-4.0M-104.3K1.5964.81N/AN/A26341711,02113,740
2019-03-28$23.53$22.5062.1%17.8%61.1%18.4%60.9%4.9%7.6%125.6K-4.5M-104.4K1.1961.89N/AN/A43351711,05413,760
2019-03-29$24.46$22.5058.9%17.0%45.9%13.0%58.9%5.3%6.1%178.6K-7.0M-104.5K1.0971.80N/AN/A54359011,25213,875