EDIT Options History — August 2020

In August 2020, EDIT traded between $31.59 and $37.21. ATM implied volatility averaged 85.3%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 18.0% (HV 20d: 67.3%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.16.

Notable Days

  • 2020-08-06: Highest Volume — 12,380 contracts
  • 2020-08-11: Largest IV drop — 17.6% change
  • 2020-08-10: Highest IV Rank — 58.4%
  • 2020-08-06: Largest Expected Move — 26.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.98$31.59$37.21$31.59$35.52
Max Pain$33.33$25.00$35.00$25.00$35.00
ATM IV85.3%70.2%101.3%94.4%80.9%
Expected Move22.5%19.5%26.6%24.0%20.7%
HV 20d67.3%54.8%72.7%62.7%60.8%
HV 60d68.5%66.9%70.6%70.2%66.9%
IV Rank41.6%25.8%58.4%51.2%37.0%
IV Percentile69.1%45.2%88.5%81.7%64.7%
Term Structure-0.3%-15.5%30.4%-0.2%-1.2%
VWIV80.2%67.9%100.0%100.0%68.2%
Skew 25d-2.8%-23.5%18.1%8.8%18.1%
Skew 10d11.5%-32.8%61.5%-22.1%61.5%
Call IV 25d100.3%76.6%130.8%130.8%84.6%
Put IV 25d97.5%74.7%139.6%139.6%102.7%
Bid-Ask Spread %52.9223.8570.7526.9460.19
Gamma HHI0.220.140.300.210.30
Net GEX1.4M541.1K2.2M1.1M877.2K
Net DEX-53.1M-79.2M-30.8M-42.0M-40.9M
Net VEX-177.1K-211.4K-148.9K-172.0K-173.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.060.440.140.30
Total Volume2,790.38153012,3804,6184,907
Total OI49,421.90527,91959,45547,96433,847

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$31.59$25.0094.4%24.0%62.7%51.2%100.0%8.8%-0.2%1.1M-42.0M-172.0K0.1426.94N/AN/A4,03458440,1817,783
2020-08-04$31.82$25.0099.6%24.3%59.4%56.7%88.5%-9.5%-3.3%1.1M-41.7M-167.8K0.1623.85N/AN/A1,40322842,9848,091
2020-08-05$32.34$25.0086.6%24.2%54.8%43.0%89.6%10.2%2.5%1.2M-45.2M-174.9K0.1025.62N/AN/A2,48025343,4128,175
2020-08-06$36.72$30.00100.8%26.6%71.7%57.9%95.2%-12.5%-2.2%1.7M-79.2M-211.4K0.1061.40N/AN/A11,2321,14845,2088,284
2020-08-07$34.96$35.0090.2%23.7%71.9%46.8%81.6%-10.6%0.3%2.0M-64.2M-201.4K0.0866.29N/AN/A4,97340450,2869,169
2020-08-10$35.52$35.00101.3%24.8%70.3%58.4%86.4%-23.1%-14.7%1.8M-64.4M-195.7K0.1062.16N/AN/A4,05542447,8328,973
2020-08-11$34.23$35.0083.4%24.0%71.7%39.7%85.4%1.7%4.1%1.6M-56.2M-187.8K0.1162.51N/AN/A1,11812249,6129,269
2020-08-12$34.62$35.0088.5%23.4%70.4%45.0%84.0%-23.5%-1.6%1.7M-57.0M-186.1K0.1249.73N/AN/A6317449,5509,314
2020-08-13$35.28$35.0085.8%22.5%70.4%42.2%81.7%-5.3%-6.3%1.9M-61.1M-188.9K0.1158.71N/AN/A1,21112949,6249,322
2020-08-14$34.77$35.0086.7%22.6%70.7%43.1%78.0%-6.0%-12.6%1.6M-54.7M-175.9K0.3258.63N/AN/A75324449,7099,380
2020-08-17$36.62$35.0083.0%23.3%72.7%39.2%81.6%1.2%10.9%2.2M-68.4M-182.6K0.1062.81N/AN/A1,64217148,3708,830
2020-08-18$37.21$35.0080.3%22.8%67.5%36.3%79.4%-2.8%-6.3%2.1M-69.2M-171.9K0.1164.28N/AN/A2,06523048,4758,888
2020-08-19$37.17$35.0073.8%21.2%67.3%29.5%80.4%-3.1%-1.1%2.2M-68.6M-171.4K0.4465.78N/AN/A1,59870448,6348,999
2020-08-20$36.73$35.0075.6%21.7%67.7%31.4%76.2%-2.4%4.7%1.5M-62.6M-162.6K0.1461.52N/AN/A1,23317847,9649,410
2020-08-21$36.14$35.0070.2%20.5%67.9%25.8%72.4%-1.9%-6.8%946.0K-57.9M-159.4K0.0970.75N/AN/A1,14810347,9009,575
2020-08-24$34.26$35.0074.8%21.3%69.0%30.6%71.8%3.5%30.4%541.1K-30.8M-148.9K0.0647.23N/AN/A4,45027221,5036,416
2020-08-25$35.05$35.0080.5%20.4%67.5%36.6%72.9%8.0%-4.5%722.3K-37.9M-170.7K0.2145.94N/AN/A52310925,2636,618
2020-08-26$34.68$35.0092.0%19.8%67.3%48.6%70.6%-14.3%-2.3%720.9K-36.2M-167.4K0.0647.27N/AN/A2,29513425,4666,716
2020-08-27$34.51$35.0083.3%20.4%67.3%39.6%71.7%9.2%-15.5%817.0K-37.6M-173.8K0.2343.69N/AN/A4319927,5256,799
2020-08-28$34.81$35.0079.6%19.5%65.1%35.6%67.9%-3.9%20.4%849.6K-38.5M-176.0K0.2146.02N/AN/A66514127,6606,844
2020-08-31$35.52$35.0080.9%20.7%60.8%37.0%68.2%18.1%-1.2%877.2K-40.9M-173.6K0.3060.19N/AN/A3,7671,14027,3346,513