EDIT Options History — July 2019 In July 2019, EDIT traded between $23.81 and $26.64. ATM implied volatility averaged 55.0%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 10.0% (HV 20d: 45.0%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2019-07-12 : Highest Volume — 1,469 contracts2019-07-02 : Largest IV spike — 17.0% change2019-07-09 : Highest IV Rank — 16.7%2019-07-08 : Largest Expected Move — 17.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.86 $23.81 $26.64 $24.32 $25.41 Max Pain $23.86 $22.50 $25.00 $22.50 $25.00 ATM IV 55.0% 49.8% 59.9% 49.8% 57.1% Expected Move 15.4% 13.8% 17.0% 14.2% 15.8% HV 20d 45.0% 37.8% 52.3% 51.1% 41.3% HV 60d 52.2% 48.6% 55.2% 55.2% 49.1% IV Rank 8.6% 0.0% 16.7% 0.0% 12.1% IV Percentile 7.8% 0.0% 25.0% 0.0% 15.9% Term Structure -0.5% -10.2% 7.2% 3.6% -3.1% VWIV 52.8% 42.9% 60.4% 50.6% 56.9% Skew 25d 4.4% -6.6% 17.0% 4.1% 5.4% Skew 10d 16.0% -0.2% 32.6% 18.9% 15.4% Call IV 25d 52.6% 38.1% 63.4% 48.3% 53.8% Put IV 25d 57.1% 50.2% 69.4% 52.3% 59.3% Bid-Ask Spread % 41.21 25.76 78.29 52.06 38.20 Gamma HHI 0.13 0.09 0.20 0.13 0.09 Net GEX 242.3K 143.9K 391.5K 160.5K 259.8K Net DEX -8.5M -12.1M -5.8M -7.3M -8.9M Net VEX -92.0K -94.3K -88.5K -93.0K -90.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.21 1.67 0.25 0.31 Total Volume 924.727 268 1,469 334 1,125 Total OI 23,375.273 21,698 24,409 21,698 24,255
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-07-01 $24.32 $22.50 49.8% 14.2% 51.1% 0.0% 50.6% 4.1% 3.6% 160.5K -7.3M -93.0K 0.25 52.06 N/A N/A 268 66 11,330 10,368 2019-07-02 $23.84 $22.50 58.3% 14.1% 52.1% 14.2% 48.6% 6.8% 2.3% 154.7K -6.3M -91.3K 0.23 66.78 N/A N/A 409 96 11,475 10,403 2019-07-03 $24.29 $22.50 53.2% 13.8% 52.0% 5.6% 48.6% 3.8% 7.2% 172.4K -7.1M -91.7K 0.63 78.29 N/A N/A 730 457 11,575 10,415 2019-07-05 $24.09 $22.50 52.6% 16.2% 52.3% 4.6% 56.5% 2.6% 6.5% 205.3K -7.0M -91.8K 0.47 25.76 N/A N/A 861 408 11,975 10,647 2019-07-08 $23.87 $22.50 59.2% 17.0% 45.1% 15.6% 60.4% 4.6% -0.9% 143.9K -6.2M -90.7K 0.45 32.10 N/A N/A 185 83 11,671 10,601 2019-07-09 $24.28 $22.50 59.9% 16.7% 45.1% 16.7% 58.8% 7.5% -6.3% 172.9K -7.0M -90.9K 0.52 34.30 N/A N/A 188 98 11,785 10,653 2019-07-10 $24.89 $22.50 55.6% 15.7% 44.0% 9.7% 54.6% 5.9% -1.1% 211.3K -8.4M -91.7K 0.23 43.45 N/A N/A 1,074 246 11,805 10,668 2019-07-11 $24.72 $22.50 54.9% 15.6% 44.3% 8.4% 54.9% 2.9% -0.6% 267.5K -9.0M -93.7K 0.21 38.18 N/A N/A 1,104 236 12,618 10,831 2019-07-12 $24.79 $22.50 58.5% 14.8% 43.0% 14.4% 51.8% -6.6% -10.2% 293.3K -9.1M -93.2K 0.31 28.53 N/A N/A 1,120 349 12,624 10,844 2019-07-15 $25.34 $22.50 54.0% 15.4% 42.0% 7.0% 53.5% 2.9% -1.0% 310.8K -10.5M -91.3K 0.82 42.92 N/A N/A 454 374 12,604 10,676 2019-07-16 $24.39 $25.00 54.5% 15.4% 44.2% 7.8% 47.2% 1.3% -0.4% 269.6K -7.6M -91.4K 0.77 44.42 N/A N/A 589 452 12,832 10,843 2019-07-17 $23.99 $25.00 53.8% 15.4% 44.1% 6.5% 46.0% 2.3% 0.9% 222.9K -6.7M -91.2K 1.14 31.62 N/A N/A 455 520 12,967 11,020 2019-07-18 $24.59 $25.00 53.7% 15.2% 44.3% 6.4% 42.9% 17.0% 1.3% 304.5K -7.8M -92.7K 1.46 33.60 N/A N/A 396 577 12,991 11,200 2019-07-19 $23.81 $25.00 53.8% 15.4% 45.9% 6.6% 51.2% 4.0% 0.0% 160.2K -5.8M -88.5K 1.67 34.32 N/A N/A 544 907 12,986 11,224 2019-07-22 $24.80 $25.00 53.4% 15.3% 47.8% 6.0% 53.3% 3.8% -1.3% 170.5K -7.8M -92.4K 0.60 36.50 N/A N/A 459 276 12,098 11,223 2019-07-23 $25.55 $25.00 55.8% 15.5% 45.5% 10.0% 52.4% 3.5% -1.8% 253.1K -9.7M -93.0K 0.53 40.03 N/A N/A 654 344 12,419 11,403 2019-07-24 $25.89 $25.00 53.9% 15.3% 43.5% 6.8% 53.5% 6.5% -1.2% 319.2K -11.0M -94.3K 0.70 46.48 N/A N/A 520 363 12,906 11,401 2019-07-25 $25.13 $25.00 54.6% 16.0% 43.6% 8.0% 54.3% 4.6% -1.7% 303.5K -9.3M -91.6K 0.74 34.45 N/A N/A 524 390 12,988 11,411 2019-07-26 $26.16 $25.00 52.7% 15.3% 42.8% 4.8% 52.7% 4.4% 0.9% 391.5K -11.8M -93.7K 0.62 39.30 N/A N/A 643 396 12,972 11,437 2019-07-29 $26.22 $25.00 53.8% 15.4% 38.1% 6.5% 56.6% 6.0% -1.0% 284.2K -11.2M -91.4K 0.82 38.85 N/A N/A 352 288 12,756 11,077 2019-07-30 $26.64 $25.00 56.6% 15.5% 37.8% 11.3% 55.8% 4.8% -3.3% 298.7K -12.1M -93.6K 0.47 46.45 N/A N/A 518 246 12,914 11,365 2019-07-31 $25.41 $25.00 57.1% 15.8% 41.3% 12.1% 56.9% 5.4% -3.1% 259.8K -8.9M -90.6K 0.31 38.20 N/A N/A 860 265 12,875 11,380
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