EDIT Options History — September 2020 In September 2020, EDIT traded between $28.11 and $36.17. ATM implied volatility averaged 93.8%, placing in the 50.6% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 27.4% (HV 20d: 66.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.32.
Notable Days 2020-09-30 : Highest Volume — 2,816 contracts2020-09-23 : Largest IV spike — 29.4% change2020-09-25 : Highest IV Rank — 73.3%2020-09-08 : Largest Expected Move — 23.8%Monthly Statistics Metric Avg Min Max Open Close Price $31.36 $28.11 $36.17 $34.99 $28.11 Max Pain $39.52 $35.00 $40.00 $35.00 $40.00 ATM IV 93.8% 76.4% 115.4% 91.3% 94.4% Expected Move 22.0% 19.2% 23.8% 19.7% 22.2% HV 20d 66.4% 61.2% 72.8% 61.2% 72.4% HV 60d 67.0% 63.5% 72.5% 67.0% 64.3% IV Rank 50.6% 32.3% 73.3% 47.9% 51.2% IV Percentile 76.3% 51.2% 95.2% 75.8% 76.6% Term Structure -0.5% -25.3% 18.7% -5.2% 18.7% VWIV 79.4% 66.5% 94.9% 66.5% 85.8% Skew 25d 9.8% -38.0% 69.1% -8.2% 22.4% Skew 10d 27.8% -7.9% 75.1% 52.7% -7.9% Call IV 25d 97.6% 62.3% 124.4% 122.6% 101.7% Put IV 25d 107.3% 76.7% 133.1% 114.4% 124.2% Bid-Ask Spread % 63.82 45.42 87.60 87.60 74.36 Gamma HHI 0.32 0.22 0.40 0.32 0.22 Net GEX 747.1K 402.0K 1.1M 953.8K 402.0K Net DEX -25.6M -46.5M -12.3M -40.8M -12.3M Net VEX -156.2K -197.3K -118.1K -187.7K -118.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.01 1.09 0.12 0.10 Total Volume 1,405.524 427 2,816 2,290 2,816 Total OI 40,881.667 37,902 43,324 37,996 39,522
Daily Data (21 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 2020-09-01 $34.99 $35.00 91.3% 19.7% 61.2% 47.9% 66.5% -8.2% -5.2% 953.8K -40.8M -187.7K 0.12 87.60 N/A N/A 2,037 253 30,358 7,638 2020-09-02 $36.17 $35.00 100.3% 19.2% 61.9% 57.4% 68.2% 5.2% -3.1% 1.1M -46.5M -197.3K 0.15 81.15 N/A N/A 936 140 31,664 7,797 2020-09-03 $31.76 $40.00 93.1% 22.3% 62.3% 49.8% 73.3% 69.1% -1.7% 729.4K -25.3M -161.7K 0.54 64.74 N/A N/A 1,010 541 31,905 7,832 2020-09-04 $30.47 $40.00 97.8% 21.5% 61.7% 54.7% 82.9% 43.2% 5.8% 819.3K -22.2M -156.3K 0.18 59.44 N/A N/A 1,328 243 32,049 8,204 2020-09-08 $29.53 $40.00 99.3% 23.8% 61.6% 56.3% 85.4% 4.1% -7.6% 540.1K -18.9M -145.3K 0.25 54.61 N/A N/A 727 185 31,469 8,085 2020-09-09 $31.05 $40.00 100.6% 22.5% 64.1% 57.7% 82.4% -5.1% -22.0% 665.0K -24.5M -155.8K 0.01 56.20 N/A N/A 2,296 27 31,863 8,236 2020-09-10 $30.59 $40.00 83.3% 21.5% 63.9% 39.5% 84.2% 24.4% -2.2% 703.0K -23.9M -160.9K 0.20 66.92 N/A N/A 673 135 34,167 8,242 2020-09-11 $29.82 $40.00 91.6% 23.0% 63.6% 48.2% 82.2% 11.4% -15.3% 651.9K -20.9M -151.2K 0.36 55.77 N/A N/A 434 155 34,379 8,371 2020-09-14 $31.22 $40.00 81.1% 22.6% 66.3% 37.2% 80.4% -0.4% 10.1% 727.5K -24.5M -156.6K 0.29 64.71 N/A N/A 851 245 34,212 8,276 2020-09-15 $31.81 $40.00 76.7% 21.3% 63.5% 32.5% 79.1% -6.1% 18.0% 800.0K -30.0M -168.8K 0.49 61.77 N/A N/A 567 279 34,636 8,404 2020-09-16 $33.27 $40.00 78.1% 22.4% 65.7% 34.1% 78.7% -0.2% 10.4% 996.8K -33.7M -171.9K 0.16 63.47 N/A N/A 602 95 34,667 8,569 2020-09-17 $32.59 $40.00 76.4% 20.8% 65.9% 32.3% 72.8% 2.1% 10.2% 953.0K -29.8M -164.4K 0.26 70.22 N/A N/A 340 87 34,678 8,554 2020-09-18 $33.94 $40.00 83.4% 21.9% 67.9% 39.6% 81.1% 9.7% 16.6% 1.1M -35.0M -172.2K 1.09 70.29 N/A N/A 693 756 34,728 8,596 2020-09-21 $32.49 $40.00 93.3% 23.1% 69.3% 50.0% 80.7% -4.1% 11.2% 787.1K -29.2M -160.6K 0.25 45.42 N/A N/A 1,200 300 30,141 7,761 2020-09-22 $32.53 $40.00 84.6% 21.6% 66.9% 40.8% 70.8% 28.0% 1.5% 818.5K -28.2M -157.7K 0.07 48.92 N/A N/A 2,113 154 30,652 7,991 2020-09-23 $31.62 $40.00 109.4% 21.7% 66.8% 67.0% 77.1% 18.0% -25.3% 817.2K -26.9M -159.8K 0.92 49.72 N/A N/A 329 304 32,644 8,109 2020-09-24 $29.08 $40.00 104.3% 23.6% 72.4% 61.6% 80.4% -38.0% -0.5% 503.8K -16.3M -134.1K 0.94 70.86 N/A N/A 750 704 32,822 8,328 2020-09-25 $29.41 $40.00 115.4% 22.5% 72.8% 73.3% 81.9% -0.2% 3.1% 523.3K -17.7M -139.5K 0.06 62.22 N/A N/A 728 42 33,012 8,886 2020-09-28 $29.02 $40.00 111.4% 21.8% 72.5% 69.1% 94.9% 32.6% -11.4% 523.4K -15.8M -130.0K 0.05 66.87 N/A N/A 2,558 125 32,471 8,655 2020-09-29 $29.11 $40.00 104.8% 22.8% 71.9% 62.2% 79.5% -3.3% -21.3% 506.6K -16.1M -130.2K 0.17 64.94 N/A N/A 1,500 258 31,119 8,823 2020-09-30 $28.11 $40.00 94.4% 22.2% 72.4% 51.2% 85.8% 22.4% 18.7% 402.0K -12.3M -118.1K 0.10 74.36 N/A N/A 2,559 257 30,745 8,777
« Aug 2020 | All History | Oct 2020 » Home EDIT History September 2020