EDIT Options History — June 2019

In June 2019, EDIT traded between $20.55 and $24.64. ATM implied volatility averaged 56.9%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 7.3% (HV 20d: 49.6%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.02.

Notable Days

  • 2019-06-28: Highest Volume — 4,803 contracts
  • 2019-06-28: Largest IV drop — 8.5% change
  • 2019-06-03: Highest IV Rank — 23.5%
  • 2019-06-03: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.15$20.55$24.64$20.58$24.64
Max Pain$21.20$20.00$23.00$23.00$22.50
ATM IV56.9%50.6%65.1%65.1%50.6%
Expected Move16.0%14.2%17.9%17.9%14.2%
HV 20d49.6%41.1%57.8%53.0%50.7%
HV 60d54.0%52.0%55.7%53.2%55.1%
IV Rank9.6%0.0%23.5%23.5%0.0%
IV Percentile10.9%0.0%51.6%51.6%0.0%
Term Structure-0.9%-4.4%2.2%-2.4%1.2%
VWIV55.8%46.5%62.3%61.5%46.5%
Skew 25d3.1%-3.5%9.3%2.7%5.2%
Skew 10d22.0%2.8%30.5%30.5%26.6%
Call IV 25d54.6%46.4%63.4%63.4%48.4%
Put IV 25d57.8%52.7%66.1%66.1%53.5%
Bid-Ask Spread %37.6721.6960.2246.3460.22
Gamma HHI0.120.090.160.160.11
Net GEX50.2K-30.3K144.2K-30.3K143.6K
Net DEX-2.6M-7.9M740.0K740.0K-7.9M
Net VEX-91.2K-96.8K-85.3K-88.4K-93.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.020.337.550.512.39
Total Volume1,694.23134,8034754,803
Total OI22,700.521,16725,20022,36121,676

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$20.58$23.0065.1%17.9%53.0%23.5%61.5%2.7%-2.4%-30.3K740.0K-88.4K0.5146.34N/AN/A3141619,75412,607
2019-06-04$20.71$23.0061.6%17.3%50.9%17.6%60.1%0.3%-4.1%-19.2K261.4K-90.8K0.3337.62N/AN/A42714110,01312,646
2019-06-05$20.55$23.0062.8%17.3%49.2%19.7%62.3%1.0%-0.0%-21.4K534.3K-89.5K0.5540.98N/AN/A36119910,06412,656
2019-06-06$20.70$22.5059.8%16.9%48.6%14.5%58.8%1.0%2.2%-19.2K269.4K-90.2K1.8630.47N/AN/A47688510,12812,669
2019-06-07$22.41$22.5057.1%15.9%57.8%9.9%57.5%-3.5%0.7%29.1K-2.7M-94.4K0.3444.99N/AN/A1,34545810,27712,945
2019-06-10$22.19$20.0059.7%16.5%57.8%14.3%57.5%3.5%-1.4%32.7K-2.5M-92.8K0.6631.70N/AN/A18912410,27012,782
2019-06-11$21.60$20.0059.7%16.9%50.7%14.3%59.2%4.1%-2.4%7.5K-1.3M-92.0K0.6921.69N/AN/A34023410,37912,852
2019-06-12$21.62$20.0058.7%16.2%50.7%12.5%57.3%0.3%-2.7%6.1K-1.4M-90.7K0.7240.18N/AN/A33724110,50012,939
2019-06-13$22.39$20.0056.3%15.9%52.3%8.5%54.0%-3.5%0.1%72.6K-3.0M-94.0K0.5728.04N/AN/A44225010,54012,934
2019-06-14$21.88$20.0055.1%15.8%52.3%6.4%55.1%4.8%0.1%36.5K-1.9M-90.3K0.4721.72N/AN/A48022610,71112,947
2019-06-17$22.50$20.0055.4%15.9%52.9%6.9%53.6%7.7%-0.0%36.6K-2.9M-93.1K0.4424.65N/AN/A58225610,47112,632
2019-06-18$23.08$20.0055.2%15.8%50.2%6.6%54.0%9.3%-1.7%89.2K-4.0M-96.8K7.5522.91N/AN/A4883,68610,98412,841
2019-06-19$22.72$20.0054.5%15.6%46.2%5.4%54.3%6.8%-1.1%71.6K-3.4M-95.8K0.7823.49N/AN/A58945711,09214,108
2019-06-20$22.51$20.0054.7%15.9%45.2%5.8%54.5%5.3%-4.3%81.1K-3.4M-89.5K2.1639.36N/AN/A6601,42411,19910,926
2019-06-21$22.76$20.0055.8%16.4%41.1%7.7%56.4%6.3%-4.4%144.2K-4.2M-90.7K0.6956.65N/AN/A86559311,28210,915
2019-06-24$21.86$20.0053.6%15.0%42.7%3.9%54.5%1.3%0.6%51.5K-2.6M-86.4K2.2341.47N/AN/A13730510,55910,640
2019-06-25$22.84$22.5053.4%15.3%45.0%3.5%52.4%4.8%0.0%70.0K-3.9M-91.0K3.8148.85N/AN/A8273,14910,69110,946
2019-06-26$22.18$22.5053.7%15.0%46.4%4.1%52.8%3.3%-0.0%83.5K-3.1M-85.3K7.5045.58N/AN/A4213,15610,80210,365
2019-06-27$23.24$22.5055.3%15.1%49.0%6.7%52.6%1.9%0.9%137.4K-4.9M-89.1K6.1146.43N/AN/A5423,31410,86410,404
2019-06-28$24.64$22.5050.6%14.2%50.7%0.0%46.5%5.2%1.2%143.6K-7.9M-93.0K2.3960.22N/AN/A1,4153,38811,09810,578