EDIT Options History — March 2021 In March 2021, EDIT traded between $39.73 and $48.35. ATM implied volatility averaged 92.6%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 6.6% (HV 20d: 86.0%). Max pain ranged from $45.00 to $60.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.32.
Notable Days 2021-03-22 : Highest Volume — 21,445 contracts2021-03-10 : Largest IV spike — 26.5% change2021-03-10 : Highest IV Rank — 56.6%2021-03-11 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $44.07 $39.73 $48.35 $47.13 $42.65 Max Pain $46.96 $45.00 $60.00 $60.00 $45.00 ATM IV 92.6% 77.1% 113.7% 102.0% 86.0% Expected Move 25.1% 21.4% 30.4% 22.8% 22.2% HV 20d 86.0% 79.4% 95.5% 83.1% 91.2% HV 60d 106.7% 89.7% 127.1% 125.8% 90.3% IV Rank 35.9% 20.6% 56.6% 45.6% 29.3% IV Percentile 47.0% 14.7% 80.2% 68.3% 34.9% Term Structure 0.3% -14.5% 16.5% -14.5% -4.8% VWIV 96.9% 77.1% 117.7% 87.2% 94.2% Skew 25d 1.5% -13.2% 20.1% 4.7% -1.1% Skew 10d -8.6% -37.9% 36.8% 14.9% -17.1% Call IV 25d 97.1% 77.7% 131.6% 93.4% 88.6% Put IV 25d 98.7% 80.9% 118.4% 98.0% 87.5% Bid-Ask Spread % 41.07 22.63 74.24 67.18 25.44 Gamma HHI 0.12 0.08 0.40 0.09 0.10 Net GEX 506.7K -692.0K 1.5M 150.5K 820.6K Net DEX -14.4M -44.9M 16.1M -6.1M -18.5M Net VEX -407.4K -499.4K -346.4K -433.5K -375.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.06 1.48 0.33 0.06 Total Volume 7,037.609 2,881 21,445 5,421 5,442 Total OI 82,712.13 57,687 97,404 81,431 71,182
Daily Data (23 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 2021-03-01 $47.13 $60.00 102.0% 22.8% 83.1% 45.6% 87.2% 4.7% -14.5% 150.5K -6.1M -433.5K 0.33 67.18 N/A N/A 4,072 1,349 53,986 27,445 2021-03-02 $45.84 $60.00 80.0% 21.4% 82.2% 24.1% 92.9% 19.3% -0.8% 160.8K -890.5K -416.4K 0.31 74.24 N/A N/A 2,932 904 54,847 27,325 2021-03-03 $43.62 $60.00 91.2% 26.7% 79.4% 35.1% 95.7% 20.1% -0.4% 14.9K 8.0M -392.3K 0.16 45.11 N/A N/A 10,716 1,677 54,562 27,281 2021-03-04 $40.18 $45.00 102.4% 26.8% 81.5% 45.4% 100.4% 2.3% -11.1% 97.5K 16.1M -380.3K 0.55 56.35 N/A N/A 5,511 3,031 62,206 27,586 2021-03-05 $41.05 $45.00 112.1% 29.4% 82.0% 55.1% 109.0% -13.2% -1.3% 353.2K 3.5M -408.3K 0.12 44.47 N/A N/A 8,412 1,024 63,369 26,758 2021-03-08 $40.72 $45.00 99.2% 27.0% 80.9% 42.3% 107.6% 6.9% -5.1% 327.8K 4.9M -392.2K 0.29 41.71 N/A N/A 3,276 950 63,343 25,574 2021-03-09 $46.02 $45.00 89.9% 27.1% 88.0% 33.2% 99.0% -3.6% 12.8% 610.1K -22.8M -453.6K 0.37 41.74 N/A N/A 3,015 1,122 63,770 25,779 2021-03-10 $46.99 $45.00 113.7% 30.0% 88.7% 56.6% 113.6% -7.2% -9.8% 771.9K -34.0M -478.2K 0.20 44.39 N/A N/A 7,651 1,515 64,432 26,006 2021-03-11 $47.50 $45.00 103.9% 30.4% 83.0% 47.0% 117.7% -9.3% 8.8% 1.0M -44.9M -499.4K 0.38 37.90 N/A N/A 3,338 1,275 69,147 26,070 2021-03-12 $46.55 $45.00 95.6% 26.1% 81.2% 38.8% 101.7% -0.3% -11.7% 959.2K -32.0M -478.3K 0.07 37.79 N/A N/A 9,920 699 70,546 26,858 2021-03-15 $47.65 $45.00 90.7% 25.9% 81.5% 34.0% 94.1% -10.0% 8.3% 659.1K -29.3M -454.4K 0.41 43.46 N/A N/A 2,049 832 65,125 26,464 2021-03-16 $45.34 $45.00 87.1% 25.0% 82.6% 30.5% 94.8% -6.1% -6.7% 373.2K -14.1M -416.1K 0.27 41.76 N/A N/A 2,704 717 65,864 26,284 2021-03-17 $46.41 $45.00 80.3% 23.0% 83.5% 23.8% 91.4% -2.4% 8.1% 591.2K -22.5M -423.7K 0.15 48.83 N/A N/A 8,787 1,291 66,681 26,228 2021-03-18 $43.33 $45.00 84.5% 24.1% 86.0% 27.9% 85.7% 0.9% 4.9% 39.3K 803.3K -364.3K 1.48 65.50 N/A N/A 1,417 2,094 62,694 26,109 2021-03-19 $44.60 $45.00 77.1% 22.3% 86.7% 20.6% 77.1% 13.6% -1.2% -692.0K -7.1M -374.9K 0.61 54.85 N/A N/A 1,842 1,131 62,739 25,154 2021-03-22 $48.35 $45.00 97.2% 27.6% 87.2% 40.3% 99.5% -12.1% 0.6% 784.2K -42.6M -410.0K 0.08 22.63 N/A N/A 19,936 1,509 39,837 17,850 2021-03-23 $46.19 $45.00 101.9% 23.7% 86.0% 45.0% 92.8% 11.5% -8.3% 1.5M -42.3M -432.7K 0.19 28.84 N/A N/A 3,160 601 54,865 18,036 2021-03-24 $40.97 $45.00 94.8% 23.6% 95.5% 38.0% 99.9% 8.2% 7.1% 760.2K -13.0M -359.6K 0.31 24.19 N/A N/A 7,420 2,310 54,903 18,374 2021-03-25 $42.21 $45.00 82.3% 23.8% 91.9% 25.7% 90.3% 8.7% 4.1% 868.9K -18.0M -376.3K 0.32 25.51 N/A N/A 10,194 3,280 53,630 19,064 2021-03-26 $39.73 $45.00 90.2% 23.5% 94.2% 33.5% 96.2% 1.3% 16.5% 472.4K -2.0M -346.4K 0.39 23.77 N/A N/A 2,882 1,133 52,237 21,320 2021-03-29 $39.99 $45.00 85.0% 21.8% 90.5% 28.4% 82.4% 6.0% 9.4% 478.5K -6.0M -348.4K 0.17 24.89 N/A N/A 3,340 575 48,944 21,360 2021-03-30 $40.49 $45.00 82.3% 22.7% 90.5% 25.8% 105.8% -2.9% 2.7% 540.8K -9.0M -356.7K 0.15 24.04 N/A N/A 4,191 639 49,050 21,495 2021-03-31 $42.65 $45.00 86.0% 22.2% 91.2% 29.3% 94.2% -1.1% -4.8% 820.6K -18.5M -375.2K 0.06 25.44 N/A N/A 5,119 323 49,279 21,903
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