EDIT Options History — July 2020

In July 2020, EDIT traded between $29.38 and $34.61. ATM implied volatility averaged 88.7%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 18.8% (HV 20d: 69.9%). 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 12 of 22 days. Put/call ratio averaged 0.39.

Notable Days

  • 2020-07-07: Highest Volume — 7,767 contracts
  • 2020-07-14: Largest IV spike — 26.5% change
  • 2020-07-06: Highest IV Rank — 61.5%
  • 2020-07-07: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.45$29.38$34.61$31.08$29.38
Max Pain$25.45$25.00$30.00$30.00$25.00
ATM IV88.7%78.8%104.2%86.5%84.6%
Expected Move22.5%20.4%23.8%20.7%21.8%
HV 20d69.9%55.3%82.9%79.5%56.8%
HV 60d70.9%68.8%72.2%70.6%69.2%
IV Rank45.2%34.8%61.5%42.9%40.9%
IV Percentile78.1%69.0%91.7%78.6%72.6%
Term Structure1.9%-16.0%17.5%7.0%13.2%
VWIV80.3%72.2%86.8%73.8%78.4%
Skew 25d3.5%-16.5%33.1%-6.1%33.1%
Skew 10d-2.5%-55.4%35.1%-5.3%15.8%
Call IV 25d101.3%76.6%137.6%125.1%77.2%
Put IV 25d104.7%78.9%133.4%119.0%110.2%
Bid-Ask Spread %40.5926.3958.2351.0537.29
Gamma HHI0.200.170.240.190.17
Net GEX1.0M686.0K1.8M1.2M686.0K
Net DEX-39.8M-63.7M-24.6M-41.7M-24.6M
Net VEX-184.3K-230.8K-141.3K-202.7K-141.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.022.280.240.14
Total Volume1,847.6824277,7671,0311,837
Total OI50,301.31845,74554,69151,73748,554

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$31.08$30.0086.5%20.7%79.5%42.9%73.8%-6.1%7.0%1.2M-41.7M-202.7K0.2451.05N/AN/A82920243,8607,877
2020-07-02$30.62$30.0082.6%20.4%79.4%38.8%72.2%14.5%-2.1%982.9K-39.1M-193.2K0.0752.99N/AN/A1,4629844,3137,891
2020-07-06$30.58$25.00104.2%23.2%78.9%61.5%86.8%-16.5%-15.8%1.0M-37.5M-189.5K0.9849.35N/AN/A1,7221,68843,7607,574
2020-07-07$32.34$25.0095.0%23.8%80.8%51.8%83.8%19.4%-9.9%1.3M-49.4M-208.0K0.0246.41N/AN/A7,60216544,3118,079
2020-07-08$34.47$25.0091.1%22.7%82.9%47.7%82.8%9.4%5.9%1.8M-63.1M-230.0K0.1247.27N/AN/A3,41240346,5008,191
2020-07-09$34.61$25.0087.5%23.0%82.8%44.0%81.9%-13.1%17.5%1.6M-63.7M-230.8K0.0744.03N/AN/A2,15814844,5828,408
2020-07-10$33.01$25.0089.7%22.3%78.3%46.2%79.3%-5.4%-1.6%1.4M-52.3M-215.5K0.1251.39N/AN/A2,24927844,6608,458
2020-07-13$31.78$25.0079.1%23.0%79.2%35.1%81.0%2.2%13.2%1.1M-41.8M-190.6K0.6958.23N/AN/A1,18681343,8728,255
2020-07-14$31.38$25.00100.0%22.9%75.7%57.1%80.9%-15.0%-16.0%1.0M-38.7M-191.6K0.3550.46N/AN/A53718743,8368,553
2020-07-15$32.70$25.0091.6%22.9%73.1%48.2%81.7%4.0%-15.1%1.3M-47.5M-200.8K0.6844.63N/AN/A1,7301,17244,0128,648
2020-07-16$32.26$25.0091.4%23.2%72.5%48.0%80.5%-0.4%-8.1%1.1M-43.0M-193.9K0.3547.24N/AN/A82628844,1158,695
2020-07-17$32.24$25.0092.9%23.5%66.6%49.6%83.8%-2.5%-10.0%893.2K-43.1M-189.6K2.2846.77N/AN/A5301,20744,3448,936
2020-07-20$32.44$25.0083.4%22.8%66.6%39.6%80.0%2.7%13.9%988.0K-41.5M-186.7K0.1729.41N/AN/A1,03017537,9137,832
2020-07-21$30.36$25.0082.3%22.9%70.2%38.4%81.4%1.6%12.8%804.4K-31.9M-167.1K0.3628.57N/AN/A1,01236638,5647,946
2020-07-22$30.11$25.0079.4%22.8%68.6%35.4%79.3%4.4%16.2%785.6K-30.3M-162.5K0.4529.74N/AN/A39217538,9768,202
2020-07-23$30.17$25.0079.4%22.5%58.7%35.4%80.8%0.7%-11.6%812.1K-31.3M-167.1K0.4330.89N/AN/A45519439,1918,283
2020-07-24$29.80$25.0078.8%21.8%58.6%34.8%78.9%2.3%10.0%727.8K-27.5M-156.9K0.1431.01N/AN/A90612439,4038,436
2020-07-27$31.56$25.0094.0%22.3%56.7%50.8%81.0%2.5%7.8%969.6K-37.5M-175.7K0.3426.39N/AN/A1,23342238,8348,308
2020-07-28$30.41$25.0088.5%22.1%58.3%45.0%78.0%26.6%7.4%862.7K-31.3M-157.6K0.3731.56N/AN/A31211539,5288,410
2020-07-29$29.99$25.0095.4%21.7%58.4%52.2%79.0%3.2%-9.0%822.8K-28.3M-151.3K0.1932.00N/AN/A4398439,6468,505
2020-07-30$30.58$25.0093.5%21.8%55.3%50.3%81.9%8.9%15.8%881.7K-30.8M-153.0K0.1126.40N/AN/A4394739,8448,524
2020-07-31$29.38$25.0084.6%21.8%56.8%40.9%78.4%33.1%13.2%686.0K-24.6M-141.3K0.1437.29N/AN/A1,60523240,0088,546