EDIT Options History — March 2020 In March 2020, EDIT traded between $15.16 and $24.91. ATM implied volatility averaged 101.2%, placing in the 78.6% IV rank vs the trailing year. The 30-day expected move averaged 28.5%. IV traded above realized volatility by 8.7% (HV 20d: 92.5%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2020-03-05 : Highest Volume — 6,757 contracts2020-03-16 : Largest IV spike — 77.6% change2020-03-09 : Highest IV Rank — 100.0%2020-03-19 : Largest Expected Move — 37.2%Monthly Statistics Metric Avg Min Max Open Close Price $20.22 $15.16 $24.91 $22.36 $19.39 Max Pain $22.50 $20.00 $25.00 $25.00 $20.50 ATM IV 101.2% 55.2% 140.8% 78.3% 116.0% Expected Move 28.5% 19.1% 37.2% 22.0% 28.7% HV 20d 92.5% 49.9% 122.8% 53.1% 121.4% HV 60d 63.6% 42.3% 78.6% 42.5% 78.1% IV Rank 78.6% 27.3% 100.0% 93.4% 73.9% IV Percentile 94.1% 26.2% 100.0% 98.8% 97.6% Term Structure 5.9% -24.7% 41.2% -13.8% -14.0% VWIV 105.8% 68.1% 153.4% 74.8% 97.3% Skew 25d -2.5% -50.8% 108.9% 5.2% 29.5% Skew 10d -12.2% -82.9% 86.5% 2.9% 17.3% Call IV 25d 120.4% 60.0% 194.0% 70.9% 143.9% Put IV 25d 117.9% 58.5% 212.8% 76.1% 173.4% Bid-Ask Spread % 65.81 41.82 90.87 52.60 85.11 Gamma HHI 0.16 0.11 0.19 0.12 0.15 Net GEX 190.6K 97.5K 338.4K 107.3K 200.5K Net DEX -9.0M -20.9M -1.1M -5.1M -9.0M Net VEX -136.1K -179.0K -101.0K -131.7K -124.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.02 2.87 0.13 0.39 Total Volume 1,562.682 336 6,757 1,261 495 Total OI 44,458.136 39,512 48,320 39,512 45,279
Daily Data (22 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 2020-03-02 $22.36 $25.00 78.3% 22.0% 53.1% 93.4% 74.8% 5.2% -13.8% 107.3K -5.1M -131.7K 0.13 52.60 N/A N/A 1,119 142 29,405 10,107 2020-03-03 $22.06 $24.00 55.2% 24.1% 51.1% 27.3% 68.1% 16.6% -0.4% 113.3K -3.4M -121.6K 1.32 90.87 N/A N/A 472 625 30,323 10,152 2020-03-04 $22.82 $24.00 66.8% 19.1% 49.9% 60.5% 69.9% -12.8% 2.7% 117.2K -6.2M -132.3K 0.02 57.65 N/A N/A 1,892 42 30,586 10,719 2020-03-05 $24.91 $22.50 73.6% 25.3% 60.7% 79.9% 95.6% -1.0% -1.8% 329.4K -20.9M -172.3K 0.15 73.05 N/A N/A 5,859 898 31,836 10,706 2020-03-06 $23.72 $25.00 80.6% 25.4% 62.5% 100.0% 101.5% -50.8% 26.8% 338.4K -18.3M -179.0K 0.79 62.11 N/A N/A 1,060 836 36,037 11,475 2020-03-09 $21.43 $25.00 100.7% 27.3% 68.3% 100.0% 98.9% -16.4% 1.8% 227.2K -10.8M -157.9K 0.19 48.49 N/A N/A 1,300 247 35,179 10,793 2020-03-10 $21.52 $22.50 99.0% 26.9% 64.5% 97.0% 100.4% 32.3% -9.5% 213.2K -10.3M -154.3K 0.48 51.26 N/A N/A 496 237 35,006 10,708 2020-03-11 $20.41 $22.50 103.5% 27.2% 65.6% 100.0% 96.4% -23.0% 3.1% 200.6K -8.7M -149.9K 0.49 41.82 N/A N/A 226 110 35,632 10,594 2020-03-12 $17.95 $22.50 78.3% 24.4% 76.9% 56.4% 117.9% -8.4% 16.2% 97.5K -1.1M -114.9K 0.21 77.15 N/A N/A 1,533 327 35,793 10,586 2020-03-13 $18.37 $22.50 74.6% 26.0% 78.3% 50.0% 95.5% -1.4% 32.3% 112.5K -2.4M -121.7K 2.20 45.54 N/A N/A 330 727 36,016 10,509 2020-03-16 $15.16 $22.50 132.4% 34.9% 99.0% 100.0% 128.7% 108.9% -14.8% 103.7K -1.2M -101.0K 0.25 87.70 N/A N/A 1,087 275 35,599 9,973 2020-03-17 $16.26 $22.50 114.8% 32.5% 104.6% 79.7% 127.4% -24.9% -6.4% 119.5K -2.7M -110.6K 0.24 46.88 N/A N/A 1,217 287 35,766 9,991 2020-03-18 $18.27 $22.50 118.8% 34.1% 116.0% 84.3% 153.4% -21.9% 23.1% 162.5K -9.7M -135.7K 2.87 73.28 N/A N/A 750 2,150 36,515 9,965 2020-03-19 $19.20 $22.50 132.9% 37.2% 118.5% 100.0% 132.7% -5.0% 13.8% 193.5K -9.4M -148.7K 1.16 82.47 N/A N/A 796 921 36,667 11,653 2020-03-20 $18.74 $22.50 104.6% 32.0% 117.6% 67.5% 122.1% -26.9% -16.1% 189.8K -9.1M -134.7K 1.51 74.95 N/A N/A 336 509 36,699 9,693 2020-03-23 $19.28 $22.50 121.1% 34.3% 118.1% 86.4% 130.0% -33.8% 14.2% 205.1K -12.1M -136.0K 0.09 45.09 N/A N/A 1,063 100 33,756 8,685 2020-03-24 $21.19 $20.00 118.7% 31.1% 122.6% 83.7% 109.5% -25.8% 6.4% 259.1K -13.7M -141.3K 0.13 44.89 N/A N/A 510 66 33,592 8,717 2020-03-25 $20.66 $21.00 140.8% 26.4% 122.8% 100.0% 119.3% -14.2% -24.7% 251.5K -13.2M -137.6K 0.05 88.12 N/A N/A 1,327 70 33,681 8,738 2020-03-26 $20.65 $21.00 101.0% 29.4% 121.8% 58.1% 95.9% 8.9% 30.3% 222.8K -11.0M -131.1K 0.18 71.36 N/A N/A 824 152 34,512 8,752 2020-03-27 $20.51 $21.00 111.2% 26.7% 121.6% 68.8% 107.6% 46.4% 20.3% 235.5K -10.1M -128.4K 0.45 74.95 N/A N/A 909 405 35,043 8,780 2020-03-30 $20.07 $21.00 104.0% 32.3% 121.0% 61.3% 84.7% -35.9% 41.2% 192.0K -10.2M -128.8K 0.03 72.43 N/A N/A 1,606 46 34,862 8,999 2020-03-31 $19.39 $20.50 116.0% 28.7% 121.4% 73.9% 97.3% 29.5% -14.0% 200.5K -9.0M -124.2K 0.39 85.11 N/A N/A 355 140 36,268 9,011
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