EDIT Options History — February 2021

In February 2021, EDIT traded between $44.11 and $70.12. ATM implied volatility averaged 123.0%, placing in the 66.0% IV rank vs the trailing year. The 30-day expected move averaged 31.7%. IV traded above realized volatility by 39.1% (HV 20d: 83.9%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.51.

Notable Days

  • 2021-02-08: Highest Volume — 25,573 contracts
  • 2021-02-23: Largest IV drop — 11.1% change
  • 2021-02-01: Highest IV Rank — 100.0%
  • 2021-02-04: Largest Expected Move — 38.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.60$44.11$70.12$62.74$44.11
Max Pain$62.63$60.00$65.00$65.00$60.00
ATM IV123.0%90.9%157.9%157.9%106.5%
Expected Move31.7%22.1%38.3%32.6%22.1%
HV 20d83.9%69.8%100.7%99.4%78.1%
HV 60d121.8%118.7%125.7%118.9%125.6%
IV Rank66.0%34.7%100.0%100.0%50.0%
IV Percentile84.5%44.4%100.0%100.0%75.4%
Term Structure2.9%-15.4%21.2%-2.5%-1.8%
VWIV115.1%82.1%134.3%118.7%82.1%
Skew 25d-7.6%-31.8%18.3%18.3%12.9%
Skew 10d-11.5%-57.7%31.7%31.7%23.6%
Call IV 25d125.4%70.7%153.2%145.8%94.4%
Put IV 25d117.8%80.7%164.1%164.1%107.3%
Bid-Ask Spread %28.788.5965.8452.4355.60
Gamma HHI0.100.060.130.110.13
Net GEX39.3K-848.0K928.4K9.4K-57.6K
Net DEX-38.8M-111.1M17.0M-57.0M17.0M
Net VEX-467.8K-525.2K-391.6K-468.6K-391.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.121.550.330.66
Total Volume9,696.1053,38725,5733,8228,842
Total OI80,529.78964,570101,18766,39283,087

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$62.74$65.00157.9%32.6%99.4%100.0%118.7%18.3%-2.5%9.4K-57.0M-468.6K0.3352.43N/AN/A2,86495839,69126,701
2021-02-02$65.85$65.00142.7%31.1%100.7%85.2%109.3%5.4%7.5%404.5K-79.4M-493.1K0.2155.82N/AN/A5,8231,22440,61426,925
2021-02-03$62.33$65.00132.9%28.1%98.9%75.7%100.4%-2.1%21.2%1.3K-56.3M-459.1K0.3462.60N/AN/A5,0071,70742,51427,239
2021-02-04$63.22$65.00141.2%38.3%96.2%83.7%131.9%-2.8%1.1%206.3K-67.3M-467.6K0.3322.01N/AN/A2,54084743,60827,959
2021-02-05$64.28$60.00134.0%36.6%86.5%76.7%129.3%5.6%3.9%807.8K-64.3M-471.5K0.8910.11N/AN/A2,4772,19944,33028,401
2021-02-08$70.12$65.00140.7%38.2%93.6%83.2%134.2%-13.9%-4.0%468.2K-111.1M-500.5K0.129.43N/AN/A22,8462,72741,69328,215
2021-02-09$67.04$65.00126.1%34.6%74.3%69.1%124.1%-0.4%-2.2%928.4K-103.7M-525.2K0.4314.94N/AN/A8,4073,62051,48829,752
2021-02-10$60.40$65.00129.3%34.3%81.9%72.2%127.0%-28.5%-11.5%42.4K-54.4M-491.4K0.3116.90N/AN/A9,3452,88953,69132,096
2021-02-11$56.88$65.00129.1%33.4%83.7%72.0%123.5%-31.8%-15.4%-650.0K-14.1M-480.9K0.469.62N/AN/A5,9742,72756,66734,009
2021-02-12$57.88$65.00118.3%32.3%82.5%61.4%118.3%-21.5%-7.7%-848.0K-19.3M-494.1K0.5215.41N/AN/A7,2853,81658,46435,286
2021-02-16$56.62$65.00124.3%35.9%82.2%67.3%133.2%-18.8%17.3%-773.9K-20.3M-466.0K0.2520.70N/AN/A8,4512,10656,74734,773
2021-02-17$56.32$60.00122.0%35.0%80.3%65.1%134.3%-18.8%13.9%-543.3K-22.4M-484.2K0.8418.68N/AN/A5,7224,82861,48435,520
2021-02-18$56.06$60.00113.9%32.6%80.2%57.2%122.9%-9.9%-0.2%-167.2K-21.5M-487.0K0.668.59N/AN/A5,7093,75764,85634,994
2021-02-19$56.97$60.00113.4%31.2%69.8%56.6%112.7%-12.4%13.3%613.6K-33.0M-500.5K1.5514.30N/AN/A5,4298,41066,78034,407
2021-02-22$51.90$60.00113.8%29.6%75.5%57.1%111.1%-20.3%7.0%219.7K-25.7M-454.0K0.6415.65N/AN/A4,7253,02842,19322,377
2021-02-23$48.82$60.00101.2%26.0%77.4%44.8%99.1%-19.4%-0.5%2.5K-6.5M-417.6K0.4021.44N/AN/A9,2053,65644,00324,067
2021-02-24$48.43$60.0090.9%25.9%74.4%34.7%86.2%10.1%8.3%121.3K-8.7M-434.2K0.5056.83N/AN/A6,0133,01549,10825,369
2021-02-25$44.49$60.0099.0%23.9%78.9%42.6%88.9%3.2%7.9%-38.3K11.0M-401.7K0.3065.84N/AN/A4,6681,38053,27327,685
2021-02-26$44.11$60.00106.5%22.1%78.1%50.0%82.1%12.9%-1.8%-57.6K17.0M-391.6K0.6655.60N/AN/A5,3403,50255,41227,675