EDIT Options History — May 2021

In May 2021, EDIT traded between $31.35 and $35.61. ATM implied volatility averaged 84.6%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 18.0% (HV 20d: 66.6%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.39.

Notable Days

  • 2021-05-17: Highest Volume — 14,318 contracts
  • 2021-05-05: Largest IV spike — 18.3% change
  • 2021-05-19: Highest IV Rank — 32.7%
  • 2021-05-19: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.57$31.35$35.61$35.61$33.91
Max Pain$35.75$35.00$40.00$40.00$35.00
ATM IV84.6%71.8%93.8%76.3%71.8%
Expected Move22.4%19.3%26.9%19.8%19.3%
HV 20d66.6%53.9%79.4%77.9%57.8%
HV 60d78.1%73.9%82.1%82.1%73.9%
IV Rank23.1%9.6%32.7%14.3%9.6%
IV Percentile36.1%4.4%61.5%14.3%4.4%
Term Structure1.1%-7.1%20.6%15.0%1.3%
VWIV82.8%68.4%96.2%80.0%71.9%
Skew 25d2.3%-16.7%23.5%7.8%1.2%
Skew 10d8.7%-16.7%57.4%-12.3%44.6%
Call IV 25d86.1%71.6%104.5%72.1%73.9%
Put IV 25d88.4%70.9%111.2%79.8%75.1%
Bid-Ask Spread %30.3217.6848.6137.0423.16
Gamma HHI0.120.080.150.090.15
Net GEX398.9K-19.6K904.5K201.3K602.4K
Net DEX8.5M-10.0M24.4M12.4M-3.3M
Net VEX-306.8K-337.4K-273.3K-304.7K-304.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.041.210.580.17
Total Volume5,045.41,04614,3184,5654,320
Total OI71,057.7552,67585,87165,28852,675

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$35.61$40.0076.3%19.8%77.9%14.3%80.0%7.8%15.0%201.3K12.4M-304.7K0.5837.04N/AN/A2,8971,66840,15025,138
2021-05-04$34.38$40.0076.4%19.9%78.1%14.4%84.2%-14.4%-2.1%99.5K17.2M-288.2K0.2939.36N/AN/A6,7971,98540,74425,302
2021-05-05$34.67$40.0090.3%19.4%75.2%29.0%68.4%-16.7%3.6%394.7K9.5M-320.5K0.6948.61N/AN/A1,9141,31247,13326,264
2021-05-06$34.02$35.0092.9%21.8%75.0%31.8%77.1%20.6%-5.9%306.1K14.7M-311.0K0.2433.01N/AN/A1,54136547,54427,231
2021-05-07$34.37$35.0092.5%22.0%74.3%31.3%80.2%-6.8%-4.5%337.5K12.8M-315.1K0.8128.96N/AN/A2,1281,72647,82727,217
2021-05-10$31.45$35.0085.9%22.3%79.4%24.4%83.3%2.2%-2.8%8.4K24.4M-276.3K0.3834.85N/AN/A3,8471,47345,36126,865
2021-05-11$32.91$35.0090.0%23.3%78.8%28.7%81.0%4.3%-6.6%106.7K19.5M-292.4K0.3229.04N/AN/A2,09566745,95827,263
2021-05-12$31.81$35.0091.7%23.4%79.2%30.5%87.7%-3.9%-7.1%23.0K22.7M-277.9K0.4530.49N/AN/A72032647,01627,207
2021-05-13$31.35$35.0093.7%24.2%79.2%32.6%88.2%-0.6%1.0%-19.6K24.0M-273.3K0.1923.39N/AN/A3,56168047,15826,986
2021-05-14$33.17$35.0086.6%23.9%58.7%25.1%92.4%23.5%20.6%225.5K14.7M-301.5K0.0637.68N/AN/A11,98370048,81127,053
2021-05-17$33.09$35.0086.2%25.1%58.1%24.7%89.9%-0.0%-2.2%724.2K6.6M-316.6K0.0433.29N/AN/A13,72359558,45625,898
2021-05-18$33.97$35.0088.8%25.6%58.7%27.4%96.2%-5.4%-6.1%454.0K7.3M-312.5K0.2027.26N/AN/A9,1451,83551,80025,692
2021-05-19$32.89$35.0093.8%26.9%58.4%32.7%95.3%-1.3%-1.7%453.8K6.7M-326.1K1.2135.90N/AN/A79896259,85225,788
2021-05-20$34.22$35.0089.3%25.8%59.5%27.9%94.0%-4.3%-2.5%748.6K-355.3K-337.4K0.5934.47N/AN/A1,7411,02660,01025,861
2021-05-21$33.62$35.0086.9%23.9%59.5%25.5%87.3%-6.7%5.3%581.1K3.5M-325.8K0.3928.36N/AN/A2,44294960,44525,371
2021-05-24$33.47$35.0073.5%21.1%53.9%11.4%77.6%13.2%1.5%639.7K-4.5M-312.1K0.2417.68N/AN/A2,75166336,32018,773
2021-05-25$32.98$35.0077.1%20.7%53.9%15.2%75.2%17.6%5.4%372.9K-570.8K-301.4K0.6622.00N/AN/A1,12273736,46519,109
2021-05-26$35.09$35.0072.1%19.9%59.4%9.9%72.6%12.5%6.8%904.5K-10.0M-321.7K0.2919.47N/AN/A2,24464737,00819,508
2021-05-27$34.38$35.0076.9%19.9%57.9%14.9%73.4%3.4%3.7%813.8K-7.3M-317.4K0.0422.38N/AN/A6,54627738,10819,788
2021-05-28$33.91$35.0071.8%19.3%57.8%9.6%71.9%1.2%1.3%602.4K-3.3M-304.5K0.1723.16N/AN/A3,67964132,75219,923