EDIT Options History — December 2020 In December 2020, EDIT traded between $31.66 and $86.83. ATM implied volatility averaged 107.0%, placing in the 56.9% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded below realized volatility by 7.2% (HV 20d: 114.2%). Max pain ranged from $25.00 to $40.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.42.
Notable Days 2020-12-21 : Highest Volume — 28,581 contracts2020-12-21 : Largest IV spike — 60.4% change2020-12-21 : Highest IV Rank — 100.0%2020-12-21 : Largest Expected Move — 43.1%Monthly Statistics Metric Avg Min Max Open Close Price $61.48 $31.66 $86.83 $32.11 $70.20 Max Pain $31.36 $25.00 $40.00 $30.00 $40.00 ATM IV 107.0% 69.6% 154.0% 69.6% 128.2% Expected Move 28.8% 19.5% 43.1% 20.9% 30.3% HV 20d 114.2% 53.2% 167.3% 65.7% 167.3% HV 60d 92.2% 65.6% 114.1% 66.0% 114.1% IV Rank 56.9% 16.8% 100.0% 16.8% 73.9% IV Percentile 70.8% 18.3% 100.0% 18.3% 95.2% Term Structure 0.4% -15.5% 18.4% 0.9% 5.5% VWIV 101.0% 68.4% 148.8% 76.8% 107.4% Skew 25d -5.2% -48.0% 23.0% 23.0% -4.1% Skew 10d -9.9% -43.0% 42.3% 42.3% 4.5% Call IV 25d 112.7% 65.4% 163.9% 70.6% 128.0% Put IV 25d 107.5% 62.8% 151.2% 93.6% 123.9% Bid-Ask Spread % 39.07 22.76 59.51 58.40 44.75 Gamma HHI 0.15 0.09 0.26 0.14 0.19 Net GEX 885.1K -484.9K 1.7M 591.9K -484.9K Net DEX -158.5M -249.1M -21.2M -21.2M -132.5M Net VEX -236.4K -336.6K -108.3K -108.3K -328.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.04 0.83 0.13 0.62 Total Volume 10,105.955 2,879 28,581 3,583 6,918 Total OI 53,827.545 31,019 69,554 31,019 69,554
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 2020-12-01 $32.11 $30.00 69.6% 20.9% 65.7% 16.8% 76.8% 23.0% 0.9% 591.9K -21.2M -108.3K 0.13 58.40 N/A N/A 3,167 416 21,791 9,228 2020-12-02 $31.66 $30.00 69.7% 19.5% 55.5% 16.9% 69.0% -8.3% 3.5% 662.2K -21.7M -114.6K 0.05 43.83 N/A N/A 4,958 258 23,969 9,432 2020-12-03 $33.14 $25.00 80.0% 19.7% 53.2% 28.9% 70.2% 5.0% 2.2% 1000.0K -32.1M -136.9K 0.04 27.05 N/A N/A 6,952 270 27,687 9,611 2020-12-04 $34.77 $25.00 70.7% 19.8% 53.4% 18.1% 68.4% -48.0% -0.2% 1.2M -44.4M -158.8K 0.18 23.24 N/A N/A 2,743 489 29,845 9,691 2020-12-07 $39.18 $25.00 80.7% 21.4% 65.1% 29.7% 75.3% 6.6% -8.4% 1.3M -71.3M -172.3K 0.09 22.76 N/A N/A 17,529 1,528 30,642 9,639 2020-12-08 $43.40 $25.00 79.1% 21.4% 72.5% 27.9% 75.0% 3.4% -4.8% 1.7M -101.3M -195.3K 0.09 24.79 N/A N/A 8,956 848 35,802 10,397 2020-12-09 $51.05 $25.00 86.6% 23.6% 86.4% 36.7% 84.2% -0.1% -7.1% 1.5M -159.7M -214.8K 0.17 31.38 N/A N/A 19,758 3,427 39,945 10,656 2020-12-10 $66.12 $30.00 106.0% 31.0% 116.8% 59.3% 101.6% -7.5% -2.3% 962.6K -237.7M -188.9K 0.23 36.86 N/A N/A 20,932 4,798 40,385 12,317 2020-12-11 $61.72 $30.00 92.8% 25.6% 119.9% 43.9% 91.6% -18.9% -10.7% 1.2M -207.5M -215.9K 0.61 59.51 N/A N/A 9,364 5,723 43,680 15,067 2020-12-14 $62.44 $30.00 100.0% 28.7% 120.2% 52.4% 94.0% -1.2% -4.0% 1.3M -202.0M -215.1K 0.58 54.18 N/A N/A 6,267 3,652 42,501 16,031 2020-12-15 $64.30 $30.00 98.0% 28.4% 118.9% 50.0% 99.7% -5.4% 4.7% 1.3M -205.3M -242.0K 0.26 56.16 N/A N/A 5,395 1,424 43,120 18,205 2020-12-16 $64.88 $30.00 94.8% 27.2% 118.5% 46.3% 95.8% -4.4% -1.3% 1.2M -195.7M -243.2K 0.76 49.35 N/A N/A 1,738 1,325 40,807 19,041 2020-12-17 $61.60 $30.00 91.3% 26.8% 119.8% 42.1% 93.2% 0.9% -15.5% 845.2K -163.0M -237.4K 0.75 50.50 N/A N/A 1,648 1,231 37,962 20,002 2020-12-18 $64.35 $35.00 90.3% 25.9% 118.9% 40.9% 91.3% -1.3% -0.2% 1.3M -177.3M -238.1K 0.56 26.42 N/A N/A 2,181 1,229 37,937 20,402 2020-12-21 $85.05 $35.00 144.7% 43.1% 145.1% 100.0% 148.8% -16.9% -0.2% 511.6K -245.3M -241.3K 0.73 53.28 N/A N/A 16,497 12,084 33,001 16,067 2020-12-22 $82.15 $35.00 142.8% 40.7% 148.4% 97.8% 145.8% -11.5% -4.6% 287.9K -217.7M -303.8K 0.47 35.17 N/A N/A 6,755 3,145 35,094 23,767 2020-12-23 $82.92 $35.00 147.7% 39.5% 147.4% 100.0% 137.5% -17.3% 1.6% 631.6K -230.8M -330.1K 0.73 30.31 N/A N/A 3,427 2,496 38,323 24,685 2020-12-24 $83.12 $35.00 149.5% 37.9% 147.8% 100.0% 130.1% -8.4% 18.4% 496.1K -231.2M -333.4K 0.44 33.87 N/A N/A 4,102 1,803 38,910 25,509 2020-12-28 $86.83 $35.00 154.0% 37.0% 147.8% 100.0% 135.4% -1.9% 1.1% 698.5K -249.1M -314.3K 0.29 35.64 N/A N/A 8,963 2,563 37,876 23,052 2020-12-29 $75.06 $35.00 141.5% 33.9% 161.8% 87.4% 121.6% 4.3% 12.0% 444.5K -165.8M -331.8K 0.59 30.21 N/A N/A 6,177 3,622 40,773 24,002 2020-12-30 $76.49 $40.00 136.1% 31.7% 162.0% 81.9% 109.9% -2.7% 17.0% 767.8K -174.5M -336.6K 0.83 31.92 N/A N/A 3,046 2,527 42,144 25,657 2020-12-31 $70.20 $40.00 128.2% 30.3% 167.3% 73.9% 107.4% -4.1% 5.5% -484.9K -132.5M -328.5K 0.62 44.75 N/A N/A 4,260 2,658 43,179 26,375
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