EDIT Options History — August 2019

In August 2019, EDIT traded between $23.83 and $25.85. ATM implied volatility averaged 54.0%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 13.2% (HV 20d: 40.8%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.17.

Notable Days

  • 2019-08-29: Highest Volume — 1,434 contracts
  • 2019-08-05: Largest IV spike — 13.7% change
  • 2019-08-06: Highest IV Rank — 29.4%
  • 2019-08-05: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.87$23.83$25.85$25.76$24.69
Max Pain$24.09$22.50$25.00$25.00$25.00
ATM IV54.0%48.0%67.5%58.4%50.1%
Expected Move15.1%13.8%17.1%16.6%14.0%
HV 20d40.8%34.7%45.3%41.1%35.4%
HV 60d44.8%41.7%49.3%48.3%43.6%
IV Rank8.3%0.0%29.4%14.3%3.4%
IV Percentile11.6%0.0%69.0%21.8%2.8%
Term Structure-0.9%-11.5%5.7%-3.3%2.5%
VWIV52.8%47.9%59.4%58.7%48.3%
Skew 25d5.0%-13.1%23.7%2.1%1.5%
Skew 10d14.5%-0.3%46.3%15.5%23.1%
Call IV 25d51.1%30.2%78.1%58.1%48.3%
Put IV 25d56.1%49.8%68.9%60.2%49.8%
Bid-Ask Spread %38.3324.2461.3539.8934.21
Gamma HHI0.110.080.170.080.16
Net GEX182.4K-29.2K341.0K280.4K-11.0K
Net DEX-6.5M-10.3M-2.5M-9.9M-4.8M
Net VEX-85.5K-90.8K-81.9K-90.8K-82.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.026.640.310.79
Total Volume758.6821691,4341,165183
Total OI24,390.63622,48126,08724,60724,175

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$25.76$25.0058.4%16.6%41.1%14.3%58.7%2.1%-3.3%280.4K-9.9M-90.8K0.3139.89N/AN/A89027513,19711,410
2019-08-02$24.98$25.0056.8%16.3%42.6%11.6%55.4%3.2%-6.3%212.7K-7.8M-88.0K0.2349.66N/AN/A2275313,22411,444
2019-08-05$24.00$22.5064.6%17.1%45.0%24.6%59.4%4.1%-0.1%149.3K-5.2M-85.4K0.0950.04N/AN/A6095512,78611,330
2019-08-06$24.55$22.5067.5%16.4%45.3%29.4%56.6%-13.1%5.7%197.7K-6.7M-85.4K0.1861.35N/AN/A3105512,90211,367
2019-08-07$24.45$22.5058.9%15.3%44.4%15.1%53.6%23.7%-11.5%222.2K-6.3M-84.2K1.6531.56N/AN/A18530613,17611,409
2019-08-08$24.84$22.5053.3%14.4%44.8%5.7%48.2%3.3%-2.2%256.3K-7.2M-83.8K0.6936.23N/AN/A46932513,22411,597
2019-08-09$24.88$22.5049.3%14.5%44.7%0.0%49.4%22.1%-2.1%341.0K-7.3M-85.7K0.7636.80N/AN/A967313,49611,871
2019-08-12$24.19$22.5055.0%15.2%45.0%9.5%54.9%1.8%-1.8%162.4K-5.0M-82.3K0.4725.33N/AN/A54525512,99611,587
2019-08-13$24.55$22.5053.8%14.6%43.3%7.5%55.7%5.9%-2.9%209.1K-6.3M-83.6K0.4939.84N/AN/A71734813,32011,825
2019-08-14$25.33$22.5056.3%16.1%44.2%11.6%58.1%6.3%-1.3%276.3K-9.0M-88.7K1.1542.58N/AN/A64473913,55212,169
2019-08-15$25.50$25.0053.4%15.6%43.5%6.8%54.2%1.7%0.9%309.1K-9.7M-89.5K0.9542.24N/AN/A26825413,79612,222
2019-08-16$25.57$25.0053.0%14.9%41.6%6.0%49.9%4.7%-3.5%260.2K-10.3M-87.3K0.8449.83N/AN/A49741913,83812,249
2019-08-19$25.85$25.0049.8%14.3%39.3%0.7%51.1%4.7%1.1%283.6K-8.5M-87.1K2.0833.34N/AN/A41386111,81910,662
2019-08-20$25.64$25.0049.7%14.2%38.0%0.6%50.6%4.5%1.6%285.6K-7.8M-86.8K1.6037.31N/AN/A55087912,05710,972
2019-08-21$25.78$25.0048.0%13.8%37.8%0.0%47.9%4.0%1.0%303.6K-8.0M-88.4K0.2441.65N/AN/A2696512,47311,479
2019-08-22$25.49$25.0049.9%14.3%36.4%3.0%54.2%4.0%-0.5%283.2K-6.9M-87.0K0.5138.30N/AN/A1517712,61911,521
2019-08-23$24.13$25.0052.2%14.8%38.3%6.8%50.9%4.5%0.8%13.8K-3.1M-82.3K0.8432.56N/AN/A37030912,70311,596
2019-08-26$24.16$25.0053.3%15.1%38.3%8.5%52.3%5.9%-0.5%-9.8K-3.0M-82.7K0.0233.06N/AN/A511911,65211,524
2019-08-27$23.83$25.0052.9%14.9%37.7%7.9%54.5%5.9%2.1%-17.0K-2.5M-81.9K6.6424.24N/AN/A14092911,95711,525
2019-08-28$24.10$25.0052.2%14.8%34.7%6.7%48.8%3.0%0.5%-29.2K-3.1M-82.4K2.5228.24N/AN/A26366411,99211,692
2019-08-29$24.96$25.0050.1%14.1%36.8%3.4%49.3%5.5%1.1%33.3K-5.0M-83.9K2.7635.10N/AN/A3811,05312,19811,991
2019-08-30$24.69$25.0050.1%14.0%35.4%3.4%48.3%1.5%2.5%-11.0K-4.8M-82.8K0.7934.21N/AN/A1028112,29311,882