EDIT Options History — November 2019

In November 2019, EDIT traded between $20.29 and $30.17. ATM implied volatility averaged 57.8%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 9.9% (HV 20d: 47.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.21.

Notable Days

  • 2019-11-25: Highest Volume — 5,916 contracts
  • 2019-11-25: Largest IV spike — 39.1% change
  • 2019-11-29: Highest IV Rank — 51.0%
  • 2019-11-29: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.62$20.29$30.17$21.48$30.17
Max Pain$22.63$20.00$25.00$22.50$25.00
ATM IV57.8%45.7%78.4%60.2%78.4%
Expected Move16.8%13.1%20.3%17.2%20.3%
HV 20d47.9%32.5%66.2%40.7%64.5%
HV 60d43.7%38.3%51.4%38.5%50.7%
IV Rank17.0%0.0%51.0%20.4%51.0%
IV Percentile34.9%0.0%96.8%44.0%96.8%
Term Structure0.6%-8.9%8.3%-1.6%0.8%
VWIV57.9%38.5%71.2%59.9%71.2%
Skew 25d4.2%-0.1%15.6%-0.1%15.6%
Skew 10d7.5%-12.4%19.7%7.4%11.6%
Call IV 25d56.4%45.1%77.3%57.4%77.3%
Put IV 25d60.6%47.5%92.9%57.3%92.9%
Bid-Ask Spread %44.4028.1365.6129.7965.61
Gamma HHI0.110.070.210.080.21
Net GEX280.3K51.0K791.3K149.3K791.3K
Net DEX-9.8M-36.4M-261.0K-3.7M-36.4M
Net VEX-72.5K-118.2K-57.0K-66.4K-118.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.050.570.070.07
Total Volume1,870.253495,9167914,783
Total OI27,905.5524,26434,23927,29734,239

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$21.48$22.5060.2%17.2%40.7%20.4%59.9%-0.1%-1.6%149.3K-3.7M-66.4K0.0729.79N/AN/A7405115,68911,608
2019-11-04$21.09$20.0055.8%17.5%40.9%13.2%60.7%2.8%6.8%110.6K-2.6M-60.9K0.2540.72N/AN/A41910315,29811,513
2019-11-05$21.12$20.0058.3%17.8%33.7%17.3%63.0%3.5%5.2%115.8K-2.7M-62.7K0.1940.26N/AN/A82516015,51711,612
2019-11-06$20.45$20.0058.8%18.6%35.5%18.0%62.8%-0.0%7.2%66.1K-1.0M-59.3K0.3338.85N/AN/A35911915,79511,673
2019-11-07$20.87$20.0057.4%18.2%35.1%15.9%62.7%2.1%8.3%89.8K-1.7M-62.4K0.2628.13N/AN/A2777215,98211,792
2019-11-08$20.45$20.0056.5%17.4%33.4%14.4%62.6%3.6%8.2%51.0K-703.0K-58.4K0.5738.96N/AN/A31818016,02611,818
2019-11-11$20.29$20.0062.6%18.0%32.5%24.3%62.1%5.2%-2.5%53.6K-261.0K-57.0K0.4249.22N/AN/A81634215,72811,306
2019-11-12$22.32$20.0054.8%16.0%46.3%11.6%56.1%5.9%-0.4%254.8K-5.8M-61.5K0.3150.73N/AN/A1,33641316,38811,586
2019-11-13$22.96$20.0056.7%16.1%47.1%14.7%54.1%3.9%-0.3%303.4K-8.3M-63.9K0.2541.19N/AN/A1,38234616,80611,314
2019-11-14$22.69$22.5058.3%16.4%47.3%17.2%56.0%2.9%-0.5%317.0K-7.6M-65.8K0.0540.42N/AN/A4462117,25011,454
2019-11-15$22.76$22.5056.1%15.4%45.9%13.9%56.1%3.1%-2.3%363.5K-7.9M-64.3K0.2337.77N/AN/A1,66838617,24011,468
2019-11-18$23.14$25.0053.0%15.4%45.2%8.9%51.7%5.6%-0.8%180.3K-6.5M-63.9K0.0940.02N/AN/A9828714,01410,250
2019-11-19$25.05$25.0053.0%15.2%51.5%8.8%51.4%3.8%-2.3%233.6K-10.8M-70.4K0.1353.96N/AN/A3,14741014,27110,263
2019-11-20$24.14$25.0048.0%13.8%53.7%0.8%38.5%2.7%0.5%296.5K-9.1M-71.0K0.4348.98N/AN/A56524215,82510,346
2019-11-21$24.31$25.0048.0%13.7%53.3%0.8%46.6%3.8%0.3%299.7K-9.5M-71.0K0.0652.11N/AN/A9505415,96910,537
2019-11-22$24.27$25.0045.7%13.1%53.3%0.0%44.7%2.4%-1.4%327.6K-9.5M-72.3K0.1249.84N/AN/A6447916,95610,569
2019-11-25$27.27$25.0063.6%17.4%65.8%28.0%61.6%6.5%-8.9%360.6K-17.4M-86.1K0.1049.25N/AN/A5,37654016,34310,335
2019-11-26$28.18$25.0062.9%19.3%66.2%26.8%67.2%1.4%-3.0%533.2K-24.6M-101.6K0.0944.18N/AN/A4,94246619,47210,839
2019-11-27$29.30$25.0067.3%19.8%66.1%33.7%68.2%8.8%-1.7%708.1K-30.8M-112.4K0.1548.02N/AN/A2,93142821,79911,221
2019-11-29$30.17$25.0078.4%20.3%64.5%51.0%71.2%15.6%0.8%791.3K-36.4M-118.2K0.0765.61N/AN/A4,48230122,78511,454