EDIT Options History — May 2020

In May 2020, EDIT traded between $22.31 and $30.06. ATM implied volatility averaged 91.0%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 18.7% (HV 20d: 72.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.18.

Notable Days

  • 2020-05-11: Highest Volume — 6,232 contracts
  • 2020-05-11: Largest IV spike — 60.4% change
  • 2020-05-06: Highest IV Rank — 78.2%
  • 2020-05-01: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.36$22.31$30.06$22.31$26.64
Max Pain$24.50$22.50$25.00$25.00$25.00
ATM IV91.0%68.3%120.1%94.1%81.5%
Expected Move23.3%20.6%27.4%27.4%22.4%
HV 20d72.3%58.2%83.2%58.2%81.3%
HV 60d88.1%83.5%90.5%83.5%90.4%
IV Rank47.6%23.8%78.2%50.9%37.6%
IV Percentile85.7%71.4%97.6%88.5%82.5%
Term Structure-3.2%-40.1%29.3%4.2%29.3%
VWIV84.9%73.5%99.8%99.8%82.6%
Skew 25d4.3%-27.2%59.7%-26.4%11.1%
Skew 10d13.3%-20.6%70.2%70.2%1.9%
Call IV 25d117.0%74.3%167.7%147.1%112.0%
Put IV 25d121.3%73.9%176.7%120.7%123.1%
Bid-Ask Spread %37.9920.6850.1828.5338.00
Gamma HHI0.190.140.300.140.20
Net GEX582.5K215.0K1.1M215.0K594.3K
Net DEX-26.0M-41.1M-9.6M-9.6M-24.1M
Net VEX-161.9K-197.8K-116.5K-116.5K-163.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.030.550.140.13
Total Volume2,376.656746,2321,5721,785
Total OI46,732.235,04859,08046,56540,402

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$22.31$25.0094.1%27.4%58.2%50.9%99.8%-26.4%4.2%215.0K-9.6M-116.5K0.1428.53N/AN/A1,38518737,8968,669
2020-05-04$24.66$22.5090.8%25.3%66.5%47.4%94.6%13.7%-10.6%376.6K-17.9M-135.0K0.1434.99N/AN/A1,12616137,6808,620
2020-05-05$25.45$22.5081.4%23.8%62.1%37.5%86.5%17.7%-23.8%453.2K-21.0M-137.5K0.0320.68N/AN/A5,36315938,6208,625
2020-05-06$24.84$22.50120.1%25.8%63.3%78.2%91.6%2.5%-2.8%470.2K-20.5M-144.7K0.1122.19N/AN/A4,14146242,5658,671
2020-05-07$24.09$22.5092.8%24.1%63.3%49.5%85.9%57.9%18.0%441.9K-18.0M-145.4K0.2324.79N/AN/A2,44755545,8888,590
2020-05-08$24.73$25.0068.3%22.0%59.5%23.8%86.0%-27.2%22.8%491.1K-20.3M-148.7K0.1043.74N/AN/A1,68616246,5998,586
2020-05-11$27.46$25.00109.6%24.2%69.1%67.1%87.7%-17.9%-18.2%700.3K-33.0M-168.8K0.1144.03N/AN/A5,62760546,3618,408
2020-05-12$26.04$25.00112.0%24.9%71.1%69.7%90.7%42.1%-25.0%625.7K-28.3M-166.9K0.5550.18N/AN/A1,06958748,5198,520
2020-05-13$24.65$25.0085.8%23.8%73.5%42.1%86.6%-11.9%-10.7%458.9K-21.4M-152.9K0.2139.76N/AN/A2,34048848,2359,009
2020-05-14$24.35$25.00115.7%24.1%73.5%73.5%84.5%9.0%-36.6%478.1K-19.5M-154.2K0.2147.66N/AN/A55511949,6499,348
2020-05-15$26.15$25.00106.6%23.7%76.7%64.1%85.7%59.7%-40.1%609.4K-29.8M-163.5K0.4849.05N/AN/A1,19056649,7129,368
2020-05-18$26.99$25.0076.6%22.5%76.5%32.5%83.5%-4.2%-1.4%512.8K-27.1M-170.6K0.1131.45N/AN/A3,60139429,3325,716
2020-05-19$27.56$25.0081.4%22.5%75.3%37.5%82.5%-2.6%21.9%621.2K-29.7M-175.3K0.1537.09N/AN/A1,36719931,9505,959
2020-05-20$28.60$25.0075.9%21.8%75.9%31.7%78.9%-4.1%3.2%719.2K-34.2M-185.1K0.0843.30N/AN/A1,1208831,8146,067
2020-05-21$29.62$25.0073.3%21.3%76.3%29.0%77.3%-5.8%-14.2%804.4K-37.4M-188.8K0.1742.63N/AN/A1,84131632,2966,127
2020-05-22$30.06$25.0075.5%20.6%75.9%31.3%73.5%-0.5%29.1%1.1M-41.1M-197.8K0.2238.73N/AN/A69715432,9606,347
2020-05-26$27.53$25.0090.8%22.4%83.2%47.4%81.5%-16.1%-0.3%626.4K-28.6M-171.9K0.1740.95N/AN/A2,33138832,0505,841
2020-05-27$27.93$25.0092.4%22.4%82.1%49.1%80.0%12.7%-2.3%666.1K-28.7M-173.9K0.1140.55N/AN/A1,29614133,7296,114
2020-05-28$27.50$25.0094.7%21.6%82.2%51.5%79.4%-22.9%-7.1%665.7K-28.9M-176.9K0.1141.51N/AN/A7548133,5876,215
2020-05-29$26.64$25.0081.5%22.4%81.3%37.6%82.6%11.1%29.3%594.3K-24.1M-163.1K0.1338.00N/AN/A1,58020534,1276,275