EDIT Options History — February 2020

In February 2020, EDIT traded between $21.22 and $28.53. ATM implied volatility averaged 69.6%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 23.8% (HV 20d: 45.8%). Max pain ranged from $22.50 to $29.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.54.

Notable Days

  • 2020-02-12: Highest Volume — 4,082 contracts
  • 2020-02-28: Largest IV spike — 23.6% change
  • 2020-02-28: Highest IV Rank — 92.6%
  • 2020-02-28: Largest Expected Move — 23.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.78$21.22$28.53$27.10$21.60
Max Pain$25.32$22.50$29.00$29.00$25.00
ATM IV69.6%63.1%78.0%67.4%78.0%
Expected Move19.6%17.1%23.3%17.5%23.3%
HV 20d45.8%39.4%50.8%39.4%50.7%
HV 60d46.9%41.3%51.5%49.9%41.8%
IV Rank44.8%28.6%92.6%33.8%92.6%
IV Percentile83.0%61.9%98.8%77.4%98.8%
Term Structure0.5%-9.5%12.3%8.9%1.5%
VWIV72.1%61.9%82.5%61.9%81.5%
Skew 25d-3.4%-15.0%6.6%-8.0%6.5%
Skew 10d-5.5%-35.2%29.7%-9.7%-35.2%
Call IV 25d73.1%61.6%81.5%78.3%74.0%
Put IV 25d69.7%55.2%81.3%70.3%80.5%
Bid-Ask Spread %52.5135.6565.5258.8362.05
Gamma HHI0.150.110.420.140.12
Net GEX247.8K-512.8K912.4K305.5K101.8K
Net DEX-12.1M-25.1M343.8K-15.1M-2.6M
Net VEX-151.8K-183.2K-115.7K-159.4K-128.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.132.940.190.34
Total Volume1,574.6845034,0821,381845
Total OI42,176.84236,86246,36639,27141,401

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-02-03$27.10$29.0067.4%17.5%39.4%33.8%61.9%-8.0%8.9%305.5K-15.1M-159.4K0.1958.83N/AN/A1,16521629,15810,113
2020-02-04$28.30$29.0076.7%17.1%41.7%48.3%70.4%-7.2%-2.3%491.4K-22.6M-176.1K0.3159.93N/AN/A1,59149930,03910,186
2020-02-05$28.53$28.0066.8%17.7%41.8%32.8%65.1%5.1%3.0%524.9K-25.1M-183.2K0.1361.58N/AN/A5537230,99110,616
2020-02-06$28.15$25.0070.6%20.6%39.5%38.8%71.7%3.4%10.8%490.6K-22.6M-178.1K0.1735.65N/AN/A4317231,34310,651
2020-02-07$26.45$22.5070.1%20.6%44.4%38.1%73.1%-7.6%-4.2%912.4K-15.0M-163.4K0.6144.08N/AN/A75245631,51610,691
2020-02-10$27.86$22.5072.0%21.3%49.0%41.0%74.8%-15.0%2.6%451.9K-18.9M-164.5K0.3042.69N/AN/A1,28638130,94710,551
2020-02-11$26.94$25.0067.8%20.3%49.5%34.4%74.1%4.6%6.3%380.2K-17.6M-166.2K0.1947.01N/AN/A77014731,75710,849
2020-02-12$26.96$25.0068.3%19.5%46.0%35.2%72.2%-5.5%-1.5%381.4K-15.9M-156.1K2.9445.12N/AN/A1,0373,04531,98110,966
2020-02-13$26.81$25.0071.4%18.9%45.9%40.0%71.2%-11.8%-9.5%258.4K-13.5M-163.1K0.5647.01N/AN/A82646032,45212,798
2020-02-14$26.86$25.0070.1%18.7%45.8%38.1%69.5%-6.5%-5.1%189.6K-12.6M-158.9K0.3565.52N/AN/A86330632,79813,088
2020-02-18$26.85$25.0066.7%19.1%44.5%32.7%69.2%-5.9%-7.0%182.8K-11.9M-150.2K0.6053.40N/AN/A96157932,35512,469
2020-02-19$26.71$25.0064.8%18.6%44.1%29.8%67.3%-7.4%0.5%156.3K-12.5M-155.4K0.2358.01N/AN/A67615732,68712,985
2020-02-20$26.17$25.0064.1%18.4%44.2%28.7%68.6%-6.5%-1.1%90.7K-10.3M-151.7K0.4549.83N/AN/A62628433,00012,927
2020-02-21$24.74$25.0064.0%18.5%46.5%28.6%69.7%-1.2%-2.1%-512.8K-2.4M-136.2K1.5649.95N/AN/A1,0351,61133,31913,047
2020-02-24$23.77$25.0072.1%20.0%47.4%41.1%70.9%1.0%-5.8%87.9K-4.1M-121.6K0.2951.28N/AN/A1,28237326,9079,955
2020-02-25$22.55$25.0075.7%21.7%49.9%85.9%82.5%-5.7%-1.9%100.2K-4.0M-126.9K0.7251.26N/AN/A97870827,75310,149
2020-02-26$22.20$25.0073.8%20.5%49.4%80.4%78.2%6.6%4.7%73.1K-3.2M-130.1K0.2054.06N/AN/A93018528,34510,719
2020-02-27$21.22$25.0063.1%20.8%50.8%49.9%78.1%-2.9%12.3%42.1K343.8K-115.7K0.1660.35N/AN/A3,24351829,03910,812
2020-02-28$21.60$25.0078.0%23.3%50.7%92.6%81.5%6.5%1.5%101.8K-2.6M-128.5K0.3462.05N/AN/A63221330,65210,749