EDIT Options History — November 2020

In November 2020, EDIT traded between $27.90 and $31.68. ATM implied volatility averaged 79.8%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 6.2% (HV 20d: 73.6%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.33.

Notable Days

  • 2020-11-03: Highest Volume — 7,697 contracts
  • 2020-11-24: Largest IV spike — 25.2% change
  • 2020-11-02: Highest IV Rank — 59.7%
  • 2020-11-03: Largest Expected Move — 26.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.57$27.90$31.68$31.19$30.52
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV79.8%63.2%102.5%102.5%73.8%
Expected Move21.4%18.6%26.4%23.1%21.9%
HV 20d73.6%63.5%82.6%74.9%63.5%
HV 60d69.1%65.0%70.8%65.0%65.8%
IV Rank34.3%18.4%59.7%59.7%21.7%
IV Percentile43.2%7.9%86.1%86.1%27.8%
Term Structure3.8%-21.4%25.9%-10.1%8.8%
VWIV76.8%64.7%90.3%84.6%79.4%
Skew 25d13.0%-10.6%53.3%24.6%28.1%
Skew 10d9.6%-42.0%76.8%44.3%39.1%
Call IV 25d82.8%60.1%118.9%118.9%79.6%
Put IV 25d95.8%71.8%143.6%143.6%107.7%
Bid-Ask Spread %54.1137.8574.4155.3450.92
Gamma HHI0.220.130.360.360.14
Net GEX460.4K110.7K1.0M1.0M445.4K
Net DEX-13.1M-26.4M-4.9M-26.4M-16.0M
Net VEX-100.7K-130.1K-85.4K-130.1K-101.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.051.650.160.21
Total Volume1,938.15407,6971,7911,114
Total OI39,521.9526,48045,24044,25730,671

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$31.19$30.00102.5%23.1%74.9%59.7%84.6%24.6%-10.1%1.0M-26.4M-130.1K0.1655.34N/AN/A1,54624534,2989,959
2020-11-03$28.37$30.0098.1%26.4%82.6%55.1%90.3%2.7%19.9%593.5K-13.2M-104.5K0.2673.47N/AN/A6,0921,60534,2989,959
2020-11-04$30.26$30.0091.0%21.8%80.4%47.7%81.3%29.2%12.2%759.0K-17.8M-118.2K0.2274.41N/AN/A88819133,25111,130
2020-11-05$31.68$30.0083.1%22.0%81.5%39.3%77.3%-0.7%1.2%1.0M-26.0M-127.3K0.4563.36N/AN/A1,07048133,28911,197
2020-11-06$30.61$30.0092.1%21.6%77.1%48.7%82.3%46.3%25.9%713.4K-18.4M-117.8K0.3337.85N/AN/A73724333,86211,378
2020-11-09$30.88$30.0073.0%21.8%76.8%28.7%80.3%0.8%1.2%836.8K-19.7M-117.2K0.1145.06N/AN/A1,35114532,73010,762
2020-11-10$29.86$30.0077.5%21.7%77.2%33.5%78.5%-10.6%2.6%629.1K-14.4M-106.8K0.1338.98N/AN/A1,33317133,13410,799
2020-11-11$29.04$30.0072.0%18.6%77.5%27.7%73.8%22.4%-10.5%477.9K-10.6M-97.2K0.0552.24N/AN/A3,74719633,27510,871
2020-11-12$27.90$30.0063.2%18.7%78.4%18.4%72.3%2.3%15.7%205.5K-5.5M-85.4K0.3152.44N/AN/A1,24138531,71510,987
2020-11-13$29.36$30.0075.8%20.3%79.1%31.7%73.6%31.0%-21.4%359.7K-10.3M-94.7K0.3351.15N/AN/A87428931,70711,197
2020-11-16$29.06$30.0077.4%20.9%79.1%33.3%75.2%-5.1%15.5%338.7K-9.7M-92.5K0.1758.54N/AN/A97816631,29111,092
2020-11-17$29.01$30.0077.3%22.1%79.1%33.2%78.0%1.4%8.5%246.4K-8.8M-90.2K0.1063.21N/AN/A2,16221730,55911,163
2020-11-18$27.91$30.0072.1%20.7%70.3%27.7%74.7%-5.2%-17.1%184.6K-6.5M-87.2K1.6559.91N/AN/A46977530,29811,317
2020-11-19$27.97$30.0079.4%21.7%64.6%35.4%75.9%-5.5%9.9%113.1K-4.9M-87.0K0.7759.50N/AN/A33425630,36911,714
2020-11-20$28.36$30.0084.0%22.0%64.4%40.2%75.8%-7.3%8.1%110.7K-5.3M-87.9K0.6556.07N/AN/A89157730,41111,826
2020-11-23$29.48$30.0069.1%19.3%66.1%24.6%66.7%53.3%-6.0%232.2K-9.8M-86.5K0.2841.93N/AN/A1,53443017,5088,972
2020-11-24$29.09$30.0086.6%20.3%65.8%36.6%70.1%3.8%-5.6%238.6K-9.9M-90.4K0.1548.36N/AN/A4687218,3099,196
2020-11-25$29.52$30.0071.5%20.5%65.8%19.1%64.7%38.0%14.7%281.2K-11.7M-94.2K0.1445.31N/AN/A6759518,4939,249
2020-11-27$31.23$30.0076.1%22.1%67.9%24.4%81.9%9.7%2.7%371.3K-16.4M-97.1K0.0754.19N/AN/A4,42329618,9199,284
2020-11-30$30.52$30.0073.8%21.9%63.5%21.7%79.4%28.1%8.8%445.4K-16.0M-101.1K0.2150.92N/AN/A91719721,6119,060