EDIT Options History — May 2019

In May 2019, EDIT traded between $20.64 and $25.78. ATM implied volatility averaged 62.4%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 2.1% (HV 20d: 60.3%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.57.

Notable Days

  • 2019-05-14: Highest Volume — 1,534 contracts
  • 2019-05-28: Largest IV spike — 15.7% change
  • 2019-05-07: Highest IV Rank — 28.4%
  • 2019-05-02: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.87$20.64$25.78$23.36$20.64
Max Pain$24.73$23.00$25.00$25.00$23.00
ATM IV62.4%55.6%67.9%67.7%62.7%
Expected Move17.6%15.9%20.2%20.1%17.1%
HV 20d60.3%56.1%64.3%57.3%57.0%
HV 60d56.2%53.2%59.6%55.1%53.2%
IV Rank19.0%7.3%28.4%28.0%19.5%
IV Percentile33.5%3.6%65.1%63.1%34.9%
Term Structure-1.0%-9.7%3.9%-0.0%-0.1%
VWIV61.6%55.4%70.9%70.9%59.0%
Skew 25d3.7%-4.1%23.4%7.2%-0.3%
Skew 10d9.2%-22.0%31.9%12.7%25.5%
Call IV 25d59.7%35.0%67.7%62.8%65.5%
Put IV 25d63.4%57.2%70.5%70.0%65.2%
Bid-Ask Spread %47.1333.1560.0143.1040.16
Gamma HHI0.150.100.500.120.15
Net GEX6.4K-321.5K123.1K7.1K-15.3K
Net DEX-2.0M-6.5M561.3K-1.6M561.3K
Net VEX-94.7K-117.3K-90.4K-92.5K-91.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.111.720.760.78
Total Volume920.9554681,5341,330767
Total OI24,594.95521,43332,18924,56123,060

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$23.36$25.0067.7%20.1%57.3%28.0%70.9%7.2%-0.0%7.1K-1.6M-92.5K0.7643.10N/AN/A75557511,00913,552
2019-05-02$23.73$25.0063.9%20.2%56.6%21.5%70.4%4.0%-1.4%-11.1K-2.1M-94.6K0.7034.71N/AN/A76553311,21413,820
2019-05-03$24.94$25.0063.6%19.7%60.0%20.9%68.8%-1.4%-1.7%72.3K-4.6M-96.1K0.9539.05N/AN/A65061911,33413,890
2019-05-06$25.78$25.0066.8%18.2%60.4%26.4%63.1%7.0%0.6%110.6K-6.5M-95.9K0.1143.99N/AN/A4625211,19413,565
2019-05-07$24.63$25.0067.9%18.2%62.2%28.4%64.5%0.9%-3.2%34.9K-2.9M-117.3K0.3055.16N/AN/A42012611,49220,697
2019-05-08$25.06$25.0063.8%17.5%62.5%21.3%61.5%8.0%3.9%123.1K-5.4M-92.4K0.3448.10N/AN/A59920411,61813,656
2019-05-09$24.63$25.0065.4%17.2%61.8%24.1%60.5%-4.1%-1.5%70.6K-4.1M-92.9K0.2149.49N/AN/A1,05821811,67813,684
2019-05-10$24.34$25.0058.4%16.7%56.1%12.1%60.8%23.4%-4.5%34.8K-3.8M-96.9K1.7257.18N/AN/A17229612,22213,721
2019-05-13$22.40$25.0067.6%18.6%62.2%27.8%65.9%1.0%-2.3%-49.7K-258.0K-93.1K0.3847.16N/AN/A58922611,65813,478
2019-05-14$22.42$25.0063.7%17.5%61.8%21.2%59.9%17.4%-1.4%-38.1K-517.4K-90.4K1.0453.61N/AN/A75378111,97313,431
2019-05-15$22.58$25.0067.4%16.9%60.2%27.5%59.3%4.0%-9.7%-32.5K-1.1M-92.2K0.1751.02N/AN/A75412712,31913,544
2019-05-16$23.04$25.0058.1%16.9%59.0%11.6%60.1%-1.9%-0.1%6.8K-2.5M-96.6K0.3351.73N/AN/A67622512,70313,420
2019-05-17$22.56$25.0058.8%16.9%59.2%12.7%59.3%5.6%1.1%-321.5K-2.0M-94.2K0.5453.07N/AN/A77541912,90913,421
2019-05-20$21.46$25.0059.8%17.1%59.6%14.4%59.7%0.6%-2.7%-18.0K-425.4K-91.9K0.3933.15N/AN/A6852659,04512,388
2019-05-21$22.75$25.0057.8%16.6%61.6%11.1%57.4%0.7%2.7%50.4K-2.7M-95.6K0.3740.66N/AN/A8012939,66312,565
2019-05-22$22.13$25.0057.9%16.6%62.0%11.2%56.9%0.4%-0.6%58.5K-1.9M-94.4K0.4154.42N/AN/A59524110,12112,580
2019-05-23$21.05$25.0059.5%17.0%63.4%13.9%58.9%0.0%2.9%24.7K-79.9K-93.7K0.5643.60N/AN/A50028210,30712,664
2019-05-24$21.68$25.0055.6%15.9%64.3%7.3%55.4%1.5%1.5%4.2K-1.1M-95.0K0.4449.89N/AN/A80935910,41512,697
2019-05-28$21.37$25.0064.4%17.6%62.9%22.3%62.4%0.2%-5.1%-3.1K-622.2K-92.3K0.4042.59N/AN/A5092069,87012,591
2019-05-29$21.27$23.0060.8%17.2%59.9%16.1%60.4%4.3%0.1%9.3K-677.3K-93.0K0.8444.98N/AN/A31426310,21712,686
2019-05-30$21.30$23.0062.2%17.1%56.8%18.6%60.0%3.2%-0.7%22.3K-551.6K-91.8K0.7760.01N/AN/A30623710,31612,702
2019-05-31$20.64$23.0062.7%17.1%57.0%19.5%59.0%-0.3%-0.1%-15.3K561.3K-91.1K0.7840.16N/AN/A43233510,36112,699