EDIT Options History — June 2020 In June 2020, EDIT traded between $25.38 and $34.38. ATM implied volatility averaged 85.8%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 15.2% (HV 20d: 70.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.20.
Notable Days 2020-06-18 : Highest Volume — 12,240 contracts2020-06-04 : Largest IV drop — 34.2% change2020-06-02 : Highest IV Rank — 61.3%2020-06-01 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $29.21 $25.38 $34.38 $27.81 $29.41 Max Pain $26.82 $25.00 $30.00 $25.00 $30.00 ATM IV 85.8% 66.0% 104.0% 101.5% 103.1% Expected Move 22.0% 20.8% 23.0% 23.0% 21.8% HV 20d 70.6% 58.0% 79.9% 79.9% 77.7% HV 60d 74.7% 67.5% 89.1% 89.1% 71.5% IV Rank 42.1% 21.4% 61.3% 58.6% 60.3% IV Percentile 78.1% 52.4% 91.3% 90.9% 90.1% Term Structure -1.6% -27.9% 28.6% -17.3% 5.5% VWIV 80.8% 73.5% 93.8% 83.6% 78.8% Skew 25d 4.7% -30.9% 64.4% 3.3% -1.1% Skew 10d 15.5% -24.5% 88.2% 58.4% 33.0% Call IV 25d 95.5% 73.8% 133.2% 102.7% 94.6% Put IV 25d 100.2% 50.0% 150.7% 106.0% 93.5% Bid-Ask Spread % 44.50 36.36 59.47 38.70 36.36 Gamma HHI 0.21 0.18 0.26 0.22 0.20 Net GEX 923.8K 577.1K 1.5M 687.3K 925.1K Net DEX -36.8M -63.9M -20.4M -29.9M -32.4M Net VEX -188.5K -247.8K -147.6K -179.3K -185.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.03 0.81 0.09 0.27 Total Volume 2,825.636 494 12,240 494 1,139 Total OI 46,722.455 40,832 52,882 40,832 51,055
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 2020-06-01 $27.81 $25.00 101.5% 23.0% 79.9% 58.6% 83.6% 3.3% -17.3% 687.3K -29.9M -179.3K 0.09 38.70 N/A N/A 455 39 34,812 6,020 2020-06-02 $28.09 $25.00 104.0% 22.6% 72.6% 61.3% 85.4% 64.4% -5.2% 729.9K -31.9M -185.6K 0.08 40.09 N/A N/A 1,036 88 35,110 6,055 2020-06-03 $27.57 $25.00 103.6% 22.6% 72.5% 60.8% 81.3% 3.3% -13.2% 739.0K -30.1M -176.5K 0.49 45.64 N/A N/A 573 280 35,532 6,104 2020-06-04 $27.10 $25.00 68.1% 21.4% 72.2% 23.5% 79.2% -10.0% 4.6% 699.2K -27.6M -174.1K 0.81 36.69 N/A N/A 911 740 35,696 6,348 2020-06-05 $26.57 $25.00 75.9% 20.8% 71.6% 31.7% 77.9% 0.0% -5.4% 577.1K -23.1M -154.9K 0.03 39.24 N/A N/A 6,394 203 35,966 6,390 2020-06-08 $26.97 $25.00 96.8% 22.0% 71.3% 53.7% 93.8% -28.8% -13.6% 717.8K -26.8M -169.5K 0.03 36.93 N/A N/A 2,744 93 37,449 6,360 2020-06-09 $26.88 $25.00 102.5% 21.9% 60.6% 59.7% 84.8% 31.7% -27.9% 729.3K -26.4M -163.8K 0.15 37.34 N/A N/A 575 87 38,670 6,431 2020-06-10 $27.56 $25.00 96.2% 21.9% 58.0% 53.1% 77.8% 14.4% -12.1% 832.1K -28.9M -165.8K 0.15 40.32 N/A N/A 931 139 39,021 6,480 2020-06-11 $25.38 $25.00 89.9% 21.4% 62.3% 46.5% 79.8% 17.4% -7.1% 588.7K -20.4M -147.6K 0.22 50.99 N/A N/A 463 101 39,367 6,566 2020-06-12 $26.62 $25.00 67.4% 22.0% 64.2% 22.8% 73.5% 1.0% 28.6% 682.1K -23.9M -158.5K 0.41 56.98 N/A N/A 827 335 39,618 6,578 2020-06-15 $28.66 $25.00 77.8% 22.7% 64.5% 33.8% 82.4% -5.5% 4.6% 873.0K -31.4M -164.3K 0.09 45.39 N/A N/A 1,545 138 39,348 6,446 2020-06-16 $30.73 $25.00 76.1% 21.8% 68.0% 31.9% 82.7% -6.5% 6.3% 1.2M -45.7M -190.7K 0.08 48.42 N/A N/A 4,947 412 40,030 6,445 2020-06-17 $29.93 $25.00 77.1% 22.1% 68.7% 33.0% 79.8% -0.9% 3.2% 1.2M -40.0M -183.7K 0.05 53.74 N/A N/A 4,566 246 42,322 6,606 2020-06-18 $32.44 $25.00 78.6% 22.8% 73.1% 34.6% 86.4% -4.0% 4.4% 1.5M -59.8M -219.6K 0.10 49.60 N/A N/A 11,097 1,143 44,221 6,701 2020-06-19 $32.65 $30.00 72.8% 21.2% 72.3% 28.5% 76.9% 4.0% -2.8% 1.1M -61.1M -229.2K 0.27 59.47 N/A N/A 2,934 781 45,549 7,333 2020-06-22 $33.17 $30.00 79.7% 22.3% 72.3% 35.7% 78.6% 24.6% 9.2% 1.2M -54.4M -232.2K 0.20 38.65 N/A N/A 2,627 524 40,257 6,620 2020-06-23 $34.38 $30.00 89.5% 22.2% 64.1% 46.0% 80.4% -5.6% -2.6% 1.3M -63.9M -247.8K 0.26 40.93 N/A N/A 6,335 1,626 41,223 7,025 2020-06-24 $31.05 $30.00 89.8% 22.1% 75.6% 46.4% 79.8% 37.9% -11.3% 1.1M -42.9M -217.5K 0.22 46.91 N/A N/A 1,149 255 42,890 7,331 2020-06-25 $31.43 $30.00 66.0% 21.8% 75.2% 21.4% 76.5% -30.9% 11.1% 1.1M -43.6M -219.2K 0.10 43.89 N/A N/A 852 87 43,190 7,396 2020-06-26 $29.33 $30.00 75.1% 21.9% 78.8% 30.9% 77.7% -10.9% -2.5% 838.0K -33.7M -197.4K 0.07 48.59 N/A N/A 1,706 118 43,441 7,451 2020-06-29 $28.99 $30.00 96.0% 21.4% 77.7% 52.9% 80.4% 4.9% 7.1% 875.4K -31.7M -183.9K 0.14 44.04 N/A N/A 811 112 43,092 7,349 2020-06-30 $29.41 $30.00 103.1% 21.8% 77.7% 60.3% 78.8% -1.1% 5.5% 925.1K -32.4M -185.4K 0.27 36.36 N/A N/A 896 243 43,391 7,664
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