EDIT Options History — October 2019 In October 2019, EDIT traded between $19.47 and $22.02. ATM implied volatility averaged 58.4%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 21.4% (HV 20d: 37.0%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.40.
Notable Days 2019-10-21 : Highest Volume — 1,369 contracts2019-10-07 : Largest IV spike — 18.7% change2019-10-10 : Highest IV Rank — 33.4%2019-10-10 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.75 $19.47 $22.02 $22.02 $20.85 Max Pain $23.59 $22.50 $25.00 $25.00 $22.50 ATM IV 58.4% 50.4% 68.3% 53.1% 50.4% Expected Move 16.8% 15.1% 18.4% 15.1% 17.1% HV 20d 37.0% 29.3% 42.6% 42.6% 39.3% HV 60d 39.9% 37.9% 41.6% 40.3% 38.1% IV Rank 17.5% 4.6% 33.4% 9.0% 4.6% IV Percentile 34.4% 6.7% 73.0% 13.1% 6.7% Term Structure -0.8% -14.4% 11.7% 2.2% 1.9% VWIV 56.0% 42.6% 62.3% 50.5% 59.2% Skew 25d 4.2% -1.1% 15.0% 2.4% 4.6% Skew 10d 10.1% -20.9% 33.4% -13.3% 29.7% Call IV 25d 57.7% 49.7% 70.3% 52.1% 52.7% Put IV 25d 62.0% 54.5% 74.6% 54.5% 57.3% Bid-Ask Spread % 37.20 26.69 57.71 32.99 26.69 Gamma HHI 0.09 0.08 0.11 0.10 0.08 Net GEX 34.3K -16.7K 114.0K 17.3K 110.0K Net DEX -661.9K -2.7M 1.5M -1.7M -1.8M Net VEX -65.8K -71.3K -62.0K -70.3K -64.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.07 1.57 0.21 0.42 Total Volume 510.696 146 1,369 216 633 Total OI 25,751.261 24,575 26,781 24,575 26,781
Daily Data (23 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 2019-10-01 $22.02 $25.00 53.1% 15.1% 42.6% 9.0% 50.5% 2.4% 2.2% 17.3K -1.7M -70.3K 0.21 32.99 N/A N/A 179 37 13,054 11,521 2019-10-02 $21.59 $25.00 55.7% 16.3% 41.5% 13.2% 52.8% 4.7% 4.9% 755 -822.4K -69.9K 0.97 33.17 N/A N/A 466 454 13,154 11,524 2019-10-03 $21.60 $25.00 59.0% 17.8% 37.0% 18.4% 60.3% 4.4% 11.7% -2.9K -823.1K -71.3K 0.22 31.72 N/A N/A 234 51 13,350 11,895 2019-10-04 $21.78 $25.00 53.7% 16.3% 35.9% 10.0% 57.9% 4.8% 4.6% -16.6K -981.9K -70.9K 0.48 32.78 N/A N/A 399 191 13,434 11,891 2019-10-07 $21.47 $25.00 63.7% 17.3% 35.7% 26.1% 58.2% 1.0% -8.2% 32.4K -934.5K -69.6K 0.07 33.03 N/A N/A 334 25 13,553 11,794 2019-10-08 $20.16 $25.00 66.8% 17.7% 35.3% 30.9% 60.6% -1.1% -14.4% -8.6K 1.0M -66.0K 0.33 34.12 N/A N/A 415 139 13,718 11,819 2019-10-09 $19.87 $25.00 58.1% 17.7% 29.4% 17.0% 62.3% 15.0% -3.0% -12.9K 1.0M -66.5K 0.25 34.15 N/A N/A 633 160 13,890 11,820 2019-10-10 $19.47 $25.00 68.3% 18.4% 29.3% 33.4% 59.7% 9.5% -5.3% 871 1.5M -64.3K 0.84 42.00 N/A N/A 161 135 14,410 11,289 2019-10-11 $20.25 $25.00 56.0% 17.2% 34.3% 13.7% 59.3% 4.3% -0.5% 26.0K 138.3K -66.0K 0.28 45.91 N/A N/A 321 91 14,541 11,386 2019-10-14 $19.82 $22.50 58.4% 16.7% 33.1% 17.4% 57.7% 7.2% -0.4% 10.1K 928.9K -63.4K 0.85 57.71 N/A N/A 238 203 14,336 11,355 2019-10-15 $20.23 $22.50 57.4% 16.5% 35.1% 15.9% 59.2% 3.7% -0.1% 11.6K 263.3K -64.2K 0.21 42.43 N/A N/A 272 56 14,443 11,428 2019-10-16 $20.41 $22.50 60.6% 17.4% 35.9% 21.0% 57.4% 4.5% -0.1% 28.7K -326.8K -65.7K 0.36 31.11 N/A N/A 193 69 14,583 11,447 2019-10-17 $20.32 $22.50 55.4% 16.0% 35.9% 12.6% 54.7% 4.0% -2.5% 21.5K 46.4K -63.1K 0.20 33.53 N/A N/A 235 47 14,679 11,452 2019-10-18 $19.81 $22.50 57.3% 16.3% 36.2% 15.7% 42.6% 2.0% 1.9% -16.7K 874.2K -62.0K 1.57 32.13 N/A N/A 276 432 14,731 11,467 2019-10-21 $20.45 $25.00 60.7% 16.6% 39.1% 21.1% 53.4% 7.9% -1.6% 26.5K -231.1K -62.3K 0.15 36.87 N/A N/A 1,195 174 14,036 11,216 2019-10-22 $20.23 $22.50 56.5% 16.6% 38.7% 14.4% 48.6% 2.3% -2.9% 48.0K -514.6K -62.7K 0.18 37.04 N/A N/A 352 62 14,435 11,341 2019-10-23 $20.84 $22.50 60.5% 16.0% 41.0% 20.9% 54.9% 0.9% -0.5% 79.9K -1.8M -64.9K 0.20 36.44 N/A N/A 323 63 14,715 11,316 2019-10-24 $20.63 $22.50 62.1% 16.5% 39.3% 23.4% 52.5% 2.5% -3.5% 85.9K -1.3M -64.8K 0.47 44.35 N/A N/A 99 47 14,825 11,340 2019-10-25 $20.97 $22.50 56.5% 15.9% 39.7% 14.4% 54.1% 3.4% -3.4% 53.5K -2.1M -65.2K 0.55 39.77 N/A N/A 429 234 14,902 11,370 2019-10-28 $21.47 $22.50 58.4% 16.7% 40.2% 17.6% 56.5% 2.6% 1.4% 80.4K -2.5M -64.9K 0.14 40.26 N/A N/A 612 86 14,351 11,325 2019-10-29 $21.59 $22.50 60.0% 17.0% 38.8% 20.1% 56.5% 2.1% -1.5% 98.2K -2.5M -65.2K 0.17 37.51 N/A N/A 378 66 14,652 11,335 2019-10-30 $21.37 $22.50 55.5% 17.4% 38.4% 12.8% 59.3% 4.5% -0.4% 114.0K -2.7M -65.3K 0.20 39.93 N/A N/A 456 91 14,969 11,406 2019-10-31 $20.85 $22.50 50.4% 17.1% 39.3% 4.6% 59.2% 4.6% 1.9% 110.0K -1.8M -64.7K 0.42 26.69 N/A N/A 447 186 15,325 11,456
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