EDIT Options History — April 2020

In April 2020, EDIT traded between $18.45 and $25.57. ATM implied volatility averaged 96.6%, placing in the 53.5% IV rank vs the trailing year. The 30-day expected move averaged 28.2%. IV traded above realized volatility by 13.1% (HV 20d: 83.6%). Max pain ranged from $20.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.31.

Notable Days

  • 2020-04-20: Highest Volume — 4,703 contracts
  • 2020-04-09: Largest IV spike — 138.9% change
  • 2020-04-09: Highest IV Rank — 92.9%
  • 2020-04-07: Largest Expected Move — 30.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.77$18.45$25.57$18.45$23.34
Max Pain$24.79$20.50$25.00$20.50$25.00
ATM IV96.6%56.1%134.1%63.4%94.2%
Expected Move28.2%24.9%30.7%24.9%26.3%
HV 20d83.6%57.6%121.3%121.3%57.6%
HV 60d82.1%78.3%83.6%78.3%83.0%
IV Rank53.5%10.9%92.9%18.6%51.0%
IV Percentile87.3%31.0%99.6%58.7%88.9%
Term Structure-1.4%-47.8%45.5%45.5%-16.3%
VWIV107.6%94.4%136.5%111.2%96.9%
Skew 25d-3.8%-56.2%38.7%0.4%7.5%
Skew 10d-6.2%-61.8%48.3%-61.8%23.1%
Call IV 25d122.4%50.3%183.0%164.1%118.4%
Put IV 25d118.5%68.7%189.8%164.5%125.9%
Bid-Ask Spread %40.7021.4976.8976.8924.40
Gamma HHI0.150.130.190.130.14
Net GEX312.9K148.9K475.3K148.9K290.8K
Net DEX-14.6M-21.2M-5.8M-5.8M-13.2M
Net VEX-133.1K-145.8K-112.4K-112.4K-125.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.021.321.320.15
Total Volume1,002.3812814,703894732
Total OI45,140.76241,53246,27245,58446,082

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-04-01$18.45$20.5063.4%24.9%121.3%18.6%111.2%0.4%45.5%148.9K-5.8M-112.4K1.3276.89N/AN/A38550936,4609,124
2020-04-02$19.57$25.00107.1%30.6%118.6%64.5%114.4%23.8%-1.1%158.7K-9.4M-129.3K0.1561.07N/AN/A2453636,7159,557
2020-04-03$19.34$25.00113.1%30.5%117.8%70.9%136.5%-56.2%-0.9%185.8K-7.6M-125.1K0.0250.91N/AN/A1,4052736,7039,564
2020-04-06$20.93$25.00119.7%30.5%116.7%77.8%116.8%-30.0%-4.0%237.8K-12.2M-133.5K0.0948.44N/AN/A1,0749635,9728,556
2020-04-07$21.14$25.00108.7%30.7%116.7%66.2%122.2%20.1%-5.0%222.8K-11.9M-132.2K0.4152.98N/AN/A38215536,2288,592
2020-04-08$20.51$25.0056.1%29.5%115.7%10.9%112.6%-16.4%41.6%189.8K-9.6M-124.3K0.7646.52N/AN/A28521836,1798,694
2020-04-09$21.98$25.00134.1%30.1%107.5%92.9%109.4%38.7%-47.8%422.4K-12.7M-131.6K0.5339.77N/AN/A31216436,2858,815
2020-04-13$22.24$25.0098.8%28.7%107.4%55.8%104.1%-5.8%11.4%265.4K-13.0M-127.0K0.3327.07N/AN/A2588536,0788,464
2020-04-14$23.34$25.0098.4%28.4%77.2%55.4%104.5%-15.9%11.4%318.0K-16.1M-133.4K0.4740.08N/AN/A72934536,1838,538
2020-04-15$22.72$25.0095.4%27.3%76.8%52.2%109.3%-7.3%4.4%305.2K-14.4M-130.7K0.2553.54N/AN/A46911536,3158,649
2020-04-16$23.11$25.0097.5%28.0%67.1%54.4%104.0%-10.1%-2.1%320.8K-15.5M-132.8K0.2121.49N/AN/A3617636,5948,670
2020-04-17$23.95$25.0097.8%28.1%66.3%54.8%106.7%-7.3%-2.7%475.3K-17.0M-133.7K0.1136.85N/AN/A1,19613336,6278,717
2020-04-20$24.81$25.0090.9%28.0%65.4%47.5%107.2%14.3%4.2%354.4K-18.4M-137.9K0.0744.59N/AN/A4,37832533,3668,166
2020-04-21$23.99$25.0099.6%27.8%67.3%56.6%107.0%31.8%-4.4%362.5K-17.7M-141.9K0.3240.67N/AN/A1,03432636,4398,276
2020-04-22$24.55$25.0074.3%27.2%59.9%30.0%100.6%-13.9%6.9%378.3K-18.8M-144.2K0.1531.82N/AN/A4687036,7378,526
2020-04-23$24.39$25.00129.3%27.1%58.9%87.9%100.7%-36.5%-45.5%362.3K-17.8M-141.2K0.1731.01N/AN/A63710636,7888,573
2020-04-24$25.16$25.0071.5%27.1%59.4%27.1%94.4%18.4%-7.1%392.0K-19.1M-140.8K0.4828.78N/AN/A48423436,9778,630
2020-04-27$25.57$25.0093.5%26.2%59.1%50.2%98.6%-13.1%2.2%439.8K-21.2M-145.8K0.1440.61N/AN/A1,11115736,8358,508
2020-04-28$24.74$25.0095.8%27.0%60.0%52.7%104.3%-12.7%-12.7%378.4K-18.1M-137.4K0.1228.67N/AN/A1,16613537,3808,543
2020-04-29$24.38$25.0090.5%27.2%58.4%47.1%98.1%-10.4%-6.4%361.2K-16.6M-133.8K0.3728.62N/AN/A45916837,2798,572
2020-04-30$23.34$25.0094.2%26.3%57.6%51.0%96.9%7.5%-16.3%290.8K-13.2M-125.2K0.1524.40N/AN/A6369637,4818,601