EDIT Options History — January 2020

In January 2020, EDIT traded between $26.28 and $32.57. ATM implied volatility averaged 68.3%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 31.0% (HV 20d: 37.2%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2020-01-15: Highest Volume — 8,770 contracts
  • 2020-01-06: Largest IV spike — 24.4% change
  • 2020-01-06: Highest IV Rank — 53.6%
  • 2020-01-14: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.70$26.28$32.57$29.29$26.28
Max Pain$27.36$25.00$30.00$27.00$29.00
ATM IV68.3%57.6%80.0%64.1%63.6%
Expected Move18.7%15.0%21.6%19.1%15.0%
HV 20d37.2%34.4%39.7%36.7%37.3%
HV 60d48.3%47.2%49.9%49.9%49.6%
IV Rank35.2%18.6%53.6%28.8%27.9%
IV Percentile74.7%36.1%98.4%64.7%63.5%
Term Structure3.0%-7.2%17.5%0.6%-1.3%
VWIV71.0%59.6%91.5%68.6%91.5%
Skew 25d-9.7%-36.9%13.1%-3.5%-10.9%
Skew 10d-15.8%-41.9%22.7%-8.4%-39.2%
Call IV 25d76.6%61.3%101.5%66.3%68.1%
Put IV 25d66.9%55.3%83.7%62.8%57.3%
Bid-Ask Spread %46.5130.8761.3744.7761.37
Gamma HHI0.160.120.200.200.12
Net GEX593.5K84.8K1.0M552.4K168.1K
Net DEX-27.3M-45.8M-10.9M-24.3M-10.9M
Net VEX-160.9K-176.9K-140.6K-140.6K-156.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.041.750.660.06
Total Volume2,542.1437718,7701,1485,721
Total OI50,451.23835,02665,27955,94440,389

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$29.29$27.0064.1%19.1%36.7%28.8%68.6%-3.5%0.6%552.4K-24.3M-140.6K0.6644.77N/AN/A69245640,60815,336
2020-01-03$29.06$26.5064.3%20.5%36.0%29.0%72.9%-4.0%0.2%489.6K-23.8M-143.0K0.3442.25N/AN/A1,02434840,81215,475
2020-01-06$29.78$25.0080.0%19.6%37.2%53.6%74.7%-17.3%2.0%615.8K-28.0M-148.7K0.0744.23N/AN/A2,43016139,10415,632
2020-01-07$29.93$25.0074.9%20.0%36.5%45.5%75.4%-17.6%-1.3%692.8K-29.7M-154.7K0.1946.30N/AN/A3,02656440,91115,712
2020-01-08$30.99$25.0073.8%20.6%38.2%43.9%80.9%-16.7%-0.4%853.4K-35.7M-159.8K0.0650.19N/AN/A1,78710342,75316,104
2020-01-09$30.55$25.0076.9%20.5%38.4%48.7%78.2%-32.6%-7.2%836.9K-33.8M-159.0K0.2651.76N/AN/A1,06728043,84916,159
2020-01-10$30.77$25.0075.8%20.2%36.3%46.9%79.4%-36.9%-3.0%941.7K-35.2M-161.5K0.1452.75N/AN/A2,08230044,57316,348
2020-01-13$31.19$25.0064.1%20.2%36.4%28.7%75.4%10.4%8.9%870.2K-37.8M-162.7K0.4345.95N/AN/A2,10590444,67616,250
2020-01-14$32.54$25.0071.1%21.6%38.8%39.7%77.0%-12.9%4.5%1.0M-45.8M-171.8K0.1542.66N/AN/A1,89029145,28617,067
2020-01-15$32.57$25.0071.8%21.5%35.1%40.6%77.8%-12.7%-4.3%1.0M-45.7M-167.1K0.0460.94N/AN/A8,42434645,47717,168
2020-01-16$31.85$25.0060.4%18.8%36.2%22.8%69.0%-15.7%3.1%941.7K-43.3M-176.9K0.9832.75N/AN/A1,7961,75546,60817,412
2020-01-17$30.66$30.0057.6%17.5%37.1%18.6%64.0%-8.5%2.6%784.9K-36.4M-172.3K0.4956.58N/AN/A1,34965546,40218,877
2020-01-21$29.97$30.0062.2%17.8%37.7%25.7%65.6%-6.9%6.8%524.6K-23.3M-167.1K0.3830.87N/AN/A1,20746426,2798,747
2020-01-22$30.09$30.0059.7%17.1%37.8%21.8%63.4%-6.0%6.8%550.7K-23.1M-166.5K0.2932.32N/AN/A82624126,9819,021
2020-01-23$29.01$30.0060.7%16.6%39.3%23.4%59.6%-3.5%17.5%413.1K-19.7M-159.9K1.7553.27N/AN/A9421,64827,1839,114
2020-01-24$28.25$30.0062.6%16.2%39.7%26.4%63.1%-3.8%14.9%311.8K-12.0M-157.4K0.2938.62N/AN/A1,28336727,43110,872
2020-01-27$28.01$30.0071.8%18.5%39.7%40.7%65.0%-10.1%1.9%317.4K-16.7M-154.4K0.7538.84N/AN/A2,1311,59326,8329,208
2020-01-28$28.23$29.0071.5%17.6%36.2%40.2%64.5%-7.0%0.0%271.4K-18.5M-170.1K0.2542.05N/AN/A82520928,47110,574
2020-01-29$27.93$29.0070.4%17.8%34.4%38.5%63.3%-0.8%11.0%208.5K-17.4M-166.2K0.2453.85N/AN/A1,06226028,95510,698
2020-01-30$26.75$29.0076.5%16.7%37.1%48.1%60.9%13.1%-0.2%84.8K-12.9M-162.4K0.7454.31N/AN/A44232929,36010,762
2020-01-31$26.28$29.0063.6%15.0%37.3%27.9%91.5%-10.9%-1.3%168.1K-10.9M-156.7K0.0661.37N/AN/A5,40931229,52910,860