EDIT Options History — October 2020 In October 2020, EDIT traded between $27.27 and $33.88. ATM implied volatility averaged 89.0%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 20.9% (HV 20d: 68.0%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.22.
Notable Days 2020-10-07 : Highest Volume — 6,718 contracts2020-10-16 : Largest IV drop — 34.0% change2020-10-28 : Highest IV Rank — 69.6%2020-10-05 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $31.54 $27.27 $33.88 $27.91 $30.57 Max Pain $30.91 $30.00 $40.00 $40.00 $30.00 ATM IV 89.0% 62.7% 111.9% 90.5% 103.7% Expected Move 22.6% 21.1% 25.0% 21.2% 24.0% HV 20d 68.0% 55.6% 77.9% 70.5% 77.9% HV 60d 66.9% 62.8% 70.7% 62.8% 65.6% IV Rank 45.5% 17.8% 69.6% 47.1% 60.9% IV Percentile 64.5% 13.9% 93.7% 68.3% 88.1% Term Structure 5.1% -36.0% 35.5% -8.3% 35.5% VWIV 81.7% 72.1% 99.6% 75.8% 83.7% Skew 25d 14.9% -8.5% 55.3% 6.2% 27.9% Skew 10d 26.7% -5.5% 87.0% -5.5% 51.5% Call IV 25d 88.2% 59.9% 125.3% 109.7% 125.3% Put IV 25d 103.1% 71.6% 153.3% 115.8% 153.3% Bid-Ask Spread % 56.58 43.80 68.63 64.83 68.63 Gamma HHI 0.27 0.21 0.36 0.22 0.36 Net GEX 861.8K 347.5K 1.4M 368.0K 889.7K Net DEX -28.0M -39.0M -10.0M -12.2M -24.2M Net VEX -139.4K -155.7K -112.4K -119.0K -133.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.03 0.54 0.24 0.33 Total Volume 1,945.909 511 6,718 901 1,693 Total OI 40,351.591 36,026 44,998 38,770 44,998
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 2020-10-01 $27.91 $40.00 90.5% 21.2% 70.5% 47.1% 75.8% 6.2% -8.3% 368.0K -12.2M -119.0K 0.24 64.83 N/A N/A 725 176 29,766 9,004 2020-10-02 $27.27 $40.00 100.4% 21.9% 55.6% 57.5% 99.6% 22.0% 12.3% 347.5K -10.0M -112.4K 0.07 64.99 N/A N/A 3,024 200 29,578 9,030 2020-10-05 $29.11 $30.00 96.5% 25.0% 59.8% 53.4% 86.8% 19.7% -14.6% 416.7K -14.7M -121.3K 0.44 58.15 N/A N/A 1,085 475 27,010 9,016 2020-10-06 $29.04 $30.00 89.3% 24.5% 58.8% 45.8% 85.5% -8.5% 5.1% 448.3K -14.1M -117.5K 0.18 61.15 N/A N/A 1,079 198 27,448 9,170 2020-10-07 $31.55 $30.00 77.0% 24.6% 63.5% 32.9% 84.0% 22.1% 20.2% 637.9K -24.6M -138.6K 0.03 59.26 N/A N/A 6,525 193 28,049 9,251 2020-10-08 $30.72 $30.00 94.8% 23.8% 64.0% 51.6% 80.5% 3.9% 7.8% 683.7K -22.7M -135.7K 0.05 61.53 N/A N/A 4,243 208 29,969 9,273 2020-10-09 $33.23 $30.00 92.2% 21.7% 68.9% 48.8% 77.5% -5.0% -22.2% 868.9K -33.7M -151.2K 0.10 65.67 N/A N/A 1,212 117 30,592 9,411 2020-10-12 $32.38 $30.00 91.3% 23.9% 68.1% 48.0% 85.7% 34.1% -5.8% 791.0K -28.5M -141.2K 0.25 67.02 N/A N/A 760 187 29,970 9,278 2020-10-13 $32.96 $30.00 90.1% 22.1% 68.0% 46.7% 77.7% 1.8% -25.9% 832.4K -30.7M -142.9K 0.18 62.69 N/A N/A 646 118 30,380 9,409 2020-10-14 $32.41 $30.00 103.5% 23.5% 66.3% 60.8% 79.3% 12.1% -32.3% 805.8K -28.7M -139.3K 0.23 60.72 N/A N/A 2,123 484 30,451 9,468 2020-10-15 $32.43 $30.00 95.0% 22.9% 65.9% 51.8% 86.1% 3.6% -36.0% 865.7K -29.3M -141.0K 0.09 60.97 N/A N/A 939 80 31,436 9,696 2020-10-16 $33.88 $30.00 62.7% 21.3% 66.2% 17.8% 76.0% 11.7% 19.8% 1.1M -36.1M -148.1K 0.51 57.99 N/A N/A 2,383 1,218 32,610 9,716 2020-10-19 $33.56 $30.00 81.5% 21.1% 64.3% 37.7% 72.1% 9.1% 25.0% 1.0M -37.8M -147.5K 0.18 47.05 N/A N/A 1,597 293 28,551 8,153 2020-10-20 $33.37 $30.00 78.7% 21.6% 64.4% 34.6% 85.6% 2.3% 22.4% 1.1M -39.0M -150.2K 0.18 43.80 N/A N/A 1,003 179 29,734 8,387 2020-10-21 $29.88 $30.00 74.9% 21.5% 75.1% 30.7% 77.3% 3.7% 24.9% 721.1K -21.6M -122.7K 0.54 44.54 N/A N/A 2,740 1,483 30,679 8,483 2020-10-22 $32.08 $30.00 79.7% 21.1% 73.0% 35.7% 76.1% 12.7% 32.9% 1.1M -33.0M -151.0K 0.08 45.75 N/A N/A 600 50 32,917 9,760 2020-10-23 $32.64 $30.00 80.2% 22.6% 73.1% 36.2% 72.5% 1.9% 19.3% 1.1M -36.5M -154.0K 0.30 46.99 N/A N/A 893 266 33,203 9,771 2020-10-26 $31.90 $30.00 79.0% 21.9% 73.5% 35.0% 80.8% 13.5% 26.8% 1.1M -31.9M -146.5K 0.31 45.82 N/A N/A 667 208 32,864 9,648 2020-10-27 $32.43 $30.00 85.7% 22.1% 73.7% 42.0% 85.9% 39.0% 8.7% 1.2M -37.2M -155.7K 0.33 49.25 N/A N/A 1,024 337 33,279 9,713 2020-10-28 $31.72 $30.00 111.9% 21.8% 72.9% 69.6% 88.6% 55.3% -9.3% 1.2M -30.4M -144.5K 0.17 50.79 N/A N/A 436 75 34,182 10,012 2020-10-29 $32.82 $30.00 99.2% 22.8% 73.3% 56.2% 80.0% 37.8% 5.5% 1.4M -38.0M -152.5K 0.16 57.06 N/A N/A 749 119 34,417 10,003 2020-10-30 $30.57 $30.00 103.7% 24.0% 77.9% 60.9% 83.7% 27.9% 35.5% 889.7K -24.2M -133.4K 0.33 68.63 N/A N/A 1,274 419 34,981 10,017
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