EDIT Options History — January 2021

In January 2021, EDIT traded between $60.09 and $91.28. ATM implied volatility averaged 119.4%, placing in the 65.0% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded below realized volatility by 19.0% (HV 20d: 138.4%). Max pain ranged from $65.00 to $65.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.44.

Notable Days

  • 2021-01-21: Highest Volume — 20,160 contracts
  • 2021-01-19: Largest IV drop — 11.1% change
  • 2021-01-28: Highest IV Rank — 85.8%
  • 2021-01-04: Largest Expected Move — 38.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.24$60.09$91.28$71.94$61.44
Max Pain$65.00$65.00$65.00$65.00$65.00
ATM IV119.4%100.0%140.0%126.4%131.9%
Expected Move32.8%28.3%38.1%38.1%33.4%
HV 20d138.4%102.7%167.6%167.4%102.7%
HV 60d118.8%113.0%122.1%113.3%120.9%
IV Rank65.0%45.3%85.8%72.1%77.6%
IV Percentile89.8%73.4%97.2%94.8%95.2%
Term Structure3.9%-8.2%16.9%7.3%1.3%
VWIV116.3%100.8%132.3%132.3%123.9%
Skew 25d-2.5%-15.9%7.0%-4.1%-9.9%
Skew 10d-1.0%-25.2%13.4%3.8%-0.3%
Call IV 25d121.4%95.6%143.9%135.6%143.9%
Put IV 25d118.9%97.6%134.0%131.4%134.0%
Bid-Ask Spread %33.8520.9854.7027.5142.07
Gamma HHI0.100.080.140.120.09
Net GEX222.5K-461.2K1.9M309.7K-434.8K
Net DEX-116.5M-278.0M-27.7M-147.0M-38.0M
Net VEX-408.6K-479.5K-328.9K-332.4K-474.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.260.780.450.54
Total Volume8,298.8423,77220,1603,7726,179
Total OI69,989.73751,93083,54566,07873,730

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$71.94$65.00126.4%38.1%167.4%72.1%132.3%-4.1%7.3%309.7K-147.0M-332.4K0.4527.51N/AN/A2,6051,16741,45624,622
2021-01-05$76.58$65.00129.5%36.5%167.6%75.2%128.0%-0.3%1.1%449.3K-172.6M-328.9K0.5233.68N/AN/A2,5151,31142,32325,006
2021-01-06$81.07$65.00123.3%35.3%165.0%68.9%124.5%-1.9%5.4%1.0M-199.6M-342.6K0.3133.32N/AN/A6,5702,01942,33225,309
2021-01-07$90.04$65.00119.2%34.1%165.2%64.8%117.3%4.3%5.8%1.9M-268.6M-392.2K0.2934.42N/AN/A7,3532,16946,70725,766
2021-01-08$91.28$65.00121.9%34.1%158.5%67.5%118.5%-2.9%15.0%1.7M-278.0M-400.4K0.6937.93N/AN/A7,6895,31547,82526,588
2021-01-11$77.01$65.00127.5%35.9%148.8%73.1%125.8%-4.9%-6.6%112.8K-159.3M-380.1K0.6424.17N/AN/A6,5464,19045,39627,804
2021-01-12$75.15$65.00121.9%34.9%146.6%67.5%122.7%7.0%0.0%211.3K-148.0M-403.2K0.3832.00N/AN/A4,6791,76247,83629,486
2021-01-13$73.78$65.00122.2%34.1%147.0%67.8%119.6%-1.9%-8.2%-154.6K-132.5M-393.7K0.3232.42N/AN/A3,7801,19248,33330,442
2021-01-14$76.51$65.00114.6%32.3%147.1%60.1%117.5%0.7%-8.1%104.5K-136.8M-396.6K0.3638.00N/AN/A7,3462,66747,14430,843
2021-01-15$76.87$65.00119.4%33.5%147.1%65.0%119.6%3.6%-2.7%443.2K-151.6M-424.7K0.3234.08N/AN/A9,2982,97850,79432,751
2021-01-19$72.16$65.00106.2%30.0%147.8%51.6%106.7%-0.3%7.3%41.7K-75.0M-396.3K0.5325.91N/AN/A5,0772,71231,17520,755
2021-01-20$72.26$65.00100.0%28.7%147.2%45.3%101.7%1.3%12.6%-23.9K-75.6M-403.7K0.4920.98N/AN/A5,1462,50132,57322,231
2021-01-21$64.05$65.00102.0%28.7%113.3%47.4%101.4%4.0%16.9%-461.2K-30.9M-386.1K0.7828.43N/AN/A11,3368,82435,82924,161
2021-01-22$65.34$65.00102.9%28.3%113.7%48.2%100.8%-5.6%13.7%-107.5K-48.7M-448.9K0.4637.64N/AN/A6,5823,05840,80929,073
2021-01-25$65.27$65.00113.4%30.1%113.5%58.9%105.8%-15.9%4.7%-32.6K-55.1M-462.1K0.3928.44N/AN/A4,8681,88139,50027,502
2021-01-26$60.75$65.00117.0%28.7%115.3%62.6%106.7%-10.4%3.1%-327.6K-27.7M-446.0K0.3334.72N/AN/A4,2631,42240,99128,431
2021-01-27$60.09$65.00130.0%34.3%113.1%75.7%121.9%-4.4%8.0%-221.8K-31.5M-472.8K0.2642.75N/AN/A5,3281,40342,24029,214
2021-01-28$61.01$65.00140.0%31.3%103.1%85.8%114.0%-5.2%-2.1%-263.6K-36.8M-479.5K0.3654.70N/AN/A2,9031,04443,36729,461
2021-01-29$61.44$65.00131.9%33.4%102.7%77.6%123.9%-9.9%1.3%-434.8K-38.0M-474.1K0.5442.07N/AN/A4,0122,16743,96929,761