EDIT Options History — April 2021

In April 2021, EDIT traded between $33.93 and $43.37. ATM implied volatility averaged 80.4%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded below realized volatility by 1.1% (HV 20d: 81.5%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.41.

Notable Days

  • 2021-04-16: Highest Volume — 21,841 contracts
  • 2021-04-05: Largest IV drop — 16.4% change
  • 2021-04-01: Highest IV Rank — 36.2%
  • 2021-04-07: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.91$33.93$43.37$42.95$36.73
Max Pain$40.24$40.00$45.00$45.00$40.00
ATM IV80.4%73.4%92.9%92.9%92.1%
Expected Move22.0%20.8%23.4%23.3%21.3%
HV 20d81.5%76.7%94.0%86.1%77.6%
HV 60d82.7%79.1%89.2%89.2%82.1%
IV Rank20.0%11.3%36.2%36.2%30.9%
IV Percentile23.7%7.1%55.2%52.0%55.2%
Term Structure0.5%-13.0%14.6%3.7%-5.2%
VWIV82.0%76.9%87.2%86.4%86.7%
Skew 25d-0.5%-22.2%17.4%-17.4%3.8%
Skew 10d-0.4%-26.2%23.5%-26.2%-26.2%
Call IV 25d83.5%72.4%97.9%88.7%97.9%
Put IV 25d83.0%71.3%101.6%71.3%101.6%
Bid-Ask Spread %38.0926.9951.3226.9943.80
Gamma HHI0.120.050.730.110.08
Net GEX319.6K-1.7M1.0M1.0M157.0K
Net DEX-748.7K-20.8M23.2M-20.4M8.8M
Net VEX-326.3K-367.4K-264.9K-367.4K-322.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.101.340.280.38
Total Volume5,005.6671,48421,8413,8622,397
Total OI70,306.09562,50177,71571,90868,952

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$42.95$45.0092.9%23.3%86.1%36.2%86.4%-17.4%3.7%1.0M-20.4M-367.4K0.2826.99N/AN/A3,01784550,01321,895
2021-04-05$42.90$40.0077.7%23.2%85.8%21.2%86.5%-9.1%-4.1%803.5K-20.8M-365.4K0.1945.76N/AN/A1,24823648,42821,567
2021-04-06$43.37$40.0082.4%23.4%85.8%25.8%83.4%7.2%4.0%893.2K-20.5M-359.7K0.3438.29N/AN/A1,53651849,09321,760
2021-04-07$40.45$40.0089.9%23.4%77.0%33.2%83.7%15.7%-2.7%318.7K-4.1M-325.6K0.4842.72N/AN/A2,3021,09449,48021,969
2021-04-08$40.94$40.0082.7%23.0%76.7%26.1%85.5%-7.0%1.9%396.7K-6.4M-335.7K0.2331.37N/AN/A3,29674950,41222,609
2021-04-09$39.27$40.0082.0%21.8%77.3%25.4%79.8%3.8%-4.4%74.2K4.0M-317.5K0.3946.20N/AN/A4,6661,80752,22823,193
2021-04-12$39.64$40.0083.5%23.1%77.5%21.8%86.2%-4.1%-7.7%173.1K219.2K-325.5K0.1043.54N/AN/A8,98293253,17923,768
2021-04-13$41.73$40.0074.9%22.4%79.6%12.8%83.8%-1.0%1.9%654.4K-10.6M-340.7K0.4642.70N/AN/A4,6532,14653,55024,165
2021-04-14$41.56$40.0078.1%22.0%77.9%16.2%79.0%-14.5%-0.9%641.5K-9.3M-334.6K0.4639.01N/AN/A3,7191,72851,16524,176
2021-04-15$41.07$40.0073.6%21.2%77.3%11.5%77.2%2.7%-0.4%529.6K-5.6M-323.9K0.4344.20N/AN/A2,7211,17651,01523,922
2021-04-16$34.74$40.0081.8%22.7%94.0%20.1%82.2%-22.2%-3.1%-1.7M23.2M-264.9K1.3451.32N/AN/A9,35212,48951,00923,988
2021-04-19$33.93$40.0077.2%21.4%92.9%15.3%79.9%-1.8%8.3%-36.0K18.7M-269.8K0.3234.67N/AN/A5,1421,66736,97125,530
2021-04-20$34.41$40.0074.5%21.1%86.7%12.4%76.9%0.1%14.6%35.8K16.6M-275.5K0.3430.75N/AN/A2,14072738,85525,638
2021-04-21$35.52$40.0074.9%21.5%87.7%12.9%78.7%-2.7%3.0%160.6K12.0M-289.4K0.7032.92N/AN/A2,1621,50939,90325,821
2021-04-22$36.48$40.0076.2%21.4%79.0%14.2%78.7%-1.1%13.0%296.2K7.6M-312.1K0.3533.16N/AN/A2,35682141,11526,889
2021-04-23$36.80$40.0073.4%21.1%78.1%11.3%78.7%-4.3%1.1%424.5K2.8M-326.5K0.4532.17N/AN/A1,40964041,69527,147
2021-04-26$39.20$40.0084.5%22.0%79.2%22.9%87.2%17.3%13.6%366.7K-6.9M-355.3K0.4628.29N/AN/A4,1211,88039,03524,994
2021-04-27$39.13$40.0076.8%21.6%79.1%14.8%79.8%0.1%-13.0%456.5K-3.5M-353.2K0.3332.30N/AN/A1,73056340,59926,054
2021-04-28$39.00$40.0074.7%20.8%79.0%12.6%83.0%7.1%-5.5%615.9K-7.4M-361.4K0.4441.46N/AN/A1,63971441,03626,211
2021-04-29$37.27$40.0084.4%20.8%77.7%22.8%78.5%17.4%-7.4%360.4K5.9M-326.7K0.1838.35N/AN/A3,62266841,33626,063
2021-04-30$36.73$40.0092.1%21.3%77.6%30.9%86.7%3.8%-5.2%157.0K8.8M-322.0K0.3843.80N/AN/A1,74265542,79126,161