EDIT Options History — April 2019

In April 2019, EDIT traded between $24.74 and $27.68. ATM implied volatility averaged 65.1%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 15.7% (HV 20d: 49.4%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.67.

Notable Days

  • 2019-04-03: Highest Volume — 2,555 contracts
  • 2019-04-04: Largest IV spike — 12.2% change
  • 2019-04-22: Highest IV Rank — 32.5%
  • 2019-04-30: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.52$24.74$27.68$24.74$24.79
Max Pain$23.21$22.50$25.00$22.50$25.00
ATM IV65.1%61.0%70.3%68.9%66.1%
Expected Move18.5%16.9%20.2%16.9%20.2%
HV 20d49.4%42.2%57.1%45.9%57.1%
HV 60d61.4%51.1%68.9%68.7%53.7%
IV Rank23.5%16.5%32.5%30.1%25.3%
IV Percentile45.2%20.2%72.2%61.9%53.6%
Term Structure-1.4%-10.8%7.0%-10.8%-3.3%
VWIV64.6%59.4%72.1%62.1%72.1%
Skew 25d4.1%-2.9%18.8%1.7%3.1%
Skew 10d13.4%-37.6%74.3%36.4%24.5%
Call IV 25d64.1%53.0%80.6%61.3%61.8%
Put IV 25d68.2%60.6%92.8%62.9%64.9%
Bid-Ask Spread %46.8428.6959.5353.7745.52
Gamma HHI0.140.110.170.160.12
Net GEX180.7K49.6K306.2K122.8K49.6K
Net DEX-9.6M-13.5M-4.3M-6.6M-4.3M
Net VEX-104.7K-113.6K-95.9K-104.4K-95.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.141.930.640.81
Total Volume1,157.0953222,555612905
Total OI25,140.95223,84326,43224,17324,380

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$24.74$22.5068.9%16.9%45.9%30.1%62.1%1.7%-10.8%122.8K-6.6M-104.4K0.6453.77N/AN/A37423810,82313,350
2019-04-02$26.08$22.5066.5%17.3%49.3%25.9%60.4%12.2%-0.6%153.6K-9.3M-105.6K0.2628.69N/AN/A1,03927210,88313,483
2019-04-03$26.79$22.5061.0%17.9%44.0%16.5%62.7%7.4%0.3%187.4K-11.4M-105.5K0.3059.53N/AN/A1,96658911,17813,471
2019-04-04$26.65$22.5068.4%18.9%44.3%29.2%65.9%7.6%1.9%224.3K-12.2M-109.5K0.5854.03N/AN/A99658112,19213,672
2019-04-05$27.40$22.5062.2%18.5%44.4%18.6%63.2%0.4%0.1%264.5K-13.5M-113.6K0.4447.19N/AN/A1,29857212,38313,686
2019-04-08$27.36$22.5064.3%18.6%42.2%22.1%64.6%4.5%-2.4%218.1K-12.2M-106.2K0.4348.05N/AN/A59425411,86513,170
2019-04-09$26.83$22.5067.2%18.6%42.8%27.1%64.1%2.2%-4.0%198.7K-10.9M-106.7K1.8147.88N/AN/A40473111,97613,454
2019-04-10$27.49$22.5061.7%18.8%43.2%17.7%64.3%-0.1%2.7%220.9K-12.1M-111.2K1.9347.25N/AN/A41981012,01913,675
2019-04-11$25.49$22.5061.3%18.4%52.0%17.0%66.5%0.3%7.0%73.5K-7.4M-104.6K0.6245.20N/AN/A91757112,04013,860
2019-04-12$26.03$22.5063.2%18.4%52.4%20.3%65.0%2.0%1.5%94.2K-8.9M-107.3K1.2048.13N/AN/A72086412,47413,958
2019-04-15$26.37$22.5063.1%18.4%52.2%20.1%63.6%3.5%-2.5%187.2K-9.5M-103.3K0.8848.70N/AN/A17115112,01813,551
2019-04-16$27.24$22.5062.8%18.0%53.1%19.7%63.1%-0.0%-2.7%214.7K-11.6M-105.5K0.3338.59N/AN/A56718512,15113,660
2019-04-17$25.89$22.5062.3%17.9%56.8%18.7%62.9%-0.4%0.7%196.1K-8.6M-104.0K0.5448.61N/AN/A47425612,22613,710
2019-04-18$25.53$22.5063.8%18.3%57.0%21.3%65.1%-2.9%0.9%181.2K-8.0M-101.9K0.9652.53N/AN/A56453912,32913,779
2019-04-22$26.29$22.5070.3%19.1%48.2%32.5%66.6%2.6%-6.2%124.1K-7.4M-100.5K0.2148.51N/AN/A96820610,84413,182
2019-04-23$27.43$25.0069.3%18.8%49.7%30.8%66.5%3.1%-2.7%214.7K-10.6M-104.6K0.2241.66N/AN/A87118911,42413,310
2019-04-24$27.21$25.0070.2%19.3%49.9%32.3%62.7%9.8%-5.9%191.6K-9.5M-103.4K0.1442.23N/AN/A1,30618611,14513,346
2019-04-25$27.20$25.0064.3%19.0%49.8%22.2%65.2%18.8%-2.1%248.2K-9.7M-103.0K0.4244.33N/AN/A63826911,28413,390
2019-04-26$27.68$25.0062.8%18.7%49.9%19.6%59.4%8.3%1.8%306.2K-10.8M-103.7K0.5447.62N/AN/A61733111,31713,459
2019-04-29$26.36$25.0066.8%19.4%52.4%26.4%70.4%1.9%-2.9%122.4K-7.5M-98.8K0.7645.52N/AN/A39530210,73613,107
2019-04-30$24.79$25.0066.1%20.2%57.1%25.3%72.1%3.1%-3.3%49.6K-4.3M-95.9K0.8145.52N/AN/A50040510,94413,436