EDIT Options History — September 2019

In September 2019, EDIT traded between $22.36 and $26.50. ATM implied volatility averaged 51.4%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 8.9% (HV 20d: 42.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2019-09-27: Highest Volume — 1,442 contracts
  • 2019-09-30: Largest IV drop — 19.2% change
  • 2019-09-27: Highest IV Rank — 24.7%
  • 2019-09-03: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.53$22.36$26.50$23.88$22.73
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV51.4%47.5%62.9%54.2%50.8%
Expected Move14.6%14.0%15.3%15.3%14.5%
HV 20d42.4%34.5%45.6%34.5%42.7%
HV 60d41.8%39.2%43.6%41.2%39.9%
IV Rank5.8%0.0%24.7%10.0%5.3%
IV Percentile7.4%0.0%50.8%12.7%7.9%
Term Structure1.9%-3.0%19.1%-0.3%12.0%
VWIV49.4%44.4%52.3%51.8%50.2%
Skew 25d4.4%0.6%20.7%5.5%1.7%
Skew 10d11.6%3.1%28.9%6.1%19.4%
Call IV 25d49.6%45.4%59.9%52.0%51.4%
Put IV 25d54.0%47.2%80.6%57.5%53.1%
Bid-Ask Spread %48.5328.5173.2532.7931.62
Gamma HHI0.110.090.140.100.11
Net GEX94.6K-11.6K219.2K50.3K49.6K
Net DEX-5.7M-9.9M-2.1M-4.0M-2.8M
Net VEX-79.2K-86.0K-71.9K-79.3K-73.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.072.310.971.09
Total Volume461.61551,442572476
Total OI23,411.722,03524,18622,38724,186

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$23.88$25.0054.2%15.3%34.5%10.0%51.8%5.5%-0.3%50.3K-4.0M-79.3K0.9732.79N/AN/A29128111,67510,712
2019-09-04$23.07$25.0053.1%15.2%35.4%8.2%52.3%6.6%0.4%-306-2.6M-77.3K0.3028.51N/AN/A42412711,86110,917
2019-09-05$24.18$25.0050.1%14.9%39.6%3.4%51.7%1.5%0.3%68.3K-5.0M-80.3K0.6173.25N/AN/A37322912,12511,011
2019-09-06$24.73$25.0049.1%14.5%40.0%1.7%50.7%3.6%0.6%101.0K-5.9M-84.1K0.4256.50N/AN/A27211512,31411,229
2019-09-09$24.27$25.0051.4%14.8%40.5%5.5%50.4%3.8%0.4%60.9K-5.0M-80.8K0.2766.13N/AN/A2607112,16011,011
2019-09-10$25.45$25.0050.6%14.5%42.7%4.2%49.3%7.9%0.2%120.5K-6.9M-86.0K0.2663.06N/AN/A2175712,30411,070
2019-09-11$26.50$25.0049.9%14.6%44.6%3.0%47.7%2.6%0.8%200.5K-9.9M-85.9K0.8763.51N/AN/A41335812,41211,059
2019-09-12$26.34$25.0049.2%14.7%43.5%1.9%51.0%5.3%2.2%219.2K-9.6M-85.6K1.5453.10N/AN/A619412,67411,160
2019-09-13$25.48$25.0047.5%14.2%45.2%0.0%49.9%0.6%2.2%163.4K-7.6M-79.9K0.2564.64N/AN/A1704312,67811,168
2019-09-16$25.82$25.0051.8%15.2%45.5%6.8%51.2%3.7%-3.0%168.5K-8.3M-81.7K1.1666.19N/AN/A15317812,57810,964
2019-09-17$25.69$25.0049.8%14.3%45.3%3.7%50.2%2.2%-0.4%154.7K-7.8M-81.4K0.2443.35N/AN/A1553712,57911,088
2019-09-18$25.27$25.0049.1%14.1%45.6%2.5%48.9%3.2%-0.3%102.5K-6.8M-79.0K0.8750.81N/AN/A877612,68811,096
2019-09-19$25.16$25.0048.9%14.0%45.6%2.3%49.2%2.8%0.2%74.6K-6.8M-79.6K0.6348.08N/AN/A16810612,68111,117
2019-09-20$24.95$25.0050.0%14.1%45.5%4.1%48.7%1.2%0.6%83.0K-6.1M-77.9K0.4249.76N/AN/A1978312,77911,198
2019-09-23$24.43$25.0053.1%14.3%41.6%9.0%47.0%2.1%0.4%85.5K-5.2M-76.1K0.1141.83N/AN/A92110111,66510,370
2019-09-24$23.84$25.0052.0%14.6%42.6%7.2%44.4%5.4%-0.6%77.4K-4.2M-76.3K0.0732.14N/AN/A4833612,48710,501
2019-09-25$23.65$25.0050.4%14.4%42.4%4.7%48.2%4.4%0.9%75.2K-4.0M-75.1K0.3433.37N/AN/A1244212,84910,522
2019-09-26$22.78$25.0053.0%14.3%44.1%8.9%47.8%2.7%1.4%49.4K-2.7M-71.9K1.3230.65N/AN/A22029112,90610,557
2019-09-27$22.36$25.0062.9%14.7%42.0%24.7%46.6%20.7%19.1%-11.6K-2.1M-72.0K2.3141.30N/AN/A4361,00613,06610,817
2019-09-30$22.73$25.0050.8%14.5%42.7%5.3%50.2%1.7%12.0%49.6K-2.8M-73.3K1.0931.62N/AN/A22824812,87111,315