EDIT Options History — June 2021 In June 2021, EDIT traded between $33.38 and $56.14. ATM implied volatility averaged 79.2%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 22.9% (HV 20d: 56.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.29.
Notable Days 2021-06-30 : Highest Volume — 73,458 contracts2021-06-24 : Largest IV spike — 28.3% change2021-06-09 : Highest IV Rank — 51.5%2021-06-30 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $38.06 $33.38 $56.14 $34.16 $56.14 Max Pain $36.30 $35.00 $40.00 $35.00 $40.00 ATM IV 79.2% 55.3% 111.7% 84.2% 91.3% Expected Move 21.7% 18.5% 28.3% 20.3% 28.3% HV 20d 56.3% 43.2% 87.6% 57.1% 87.6% HV 60d 68.6% 63.4% 77.5% 73.7% 77.5% IV Rank 19.1% 0.0% 51.5% 22.6% 35.1% IV Percentile 24.8% 0.0% 83.3% 36.5% 56.3% Term Structure -2.7% -25.8% 17.6% 1.0% 5.2% VWIV 80.6% 68.9% 105.0% 75.2% 105.0% Skew 25d -5.3% -24.5% 24.3% -8.8% -19.5% Skew 10d 4.4% -20.5% 32.5% -1.4% -15.8% Call IV 25d 87.8% 74.7% 115.4% 89.5% 107.3% Put IV 25d 82.5% 61.1% 108.5% 80.8% 87.7% Bid-Ask Spread % 36.97 15.01 62.80 21.17 53.29 Gamma HHI 0.13 0.09 0.40 0.10 0.15 Net GEX 1.2M 200.3K 3.4M 426.5K 2.4M Net DEX -34.5M -209.7M -2.1M -4.9M -209.7M Net VEX -361.0K -550.3K -297.1K -305.8K -550.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.06 1.18 0.46 0.14 Total Volume 10,500.182 1,381 73,458 1,509 73,458 Total OI 60,621.773 50,074 81,690 50,074 81,690
Daily Data (22 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 2021-06-01 $34.16 $35.00 84.2% 20.3% 57.1% 22.6% 75.2% -8.8% 1.0% 426.5K -4.9M -305.8K 0.46 21.17 N/A N/A 1,037 472 30,574 19,500 2021-06-02 $34.92 $35.00 96.1% 22.8% 56.3% 35.1% 76.3% 19.7% -23.2% 566.9K -8.0M -312.0K 0.34 27.12 N/A N/A 1,031 350 31,081 19,718 2021-06-03 $33.38 $35.00 79.1% 21.1% 58.5% 17.2% 74.0% 24.3% 9.6% 340.7K -2.1M -297.1K 0.46 61.02 N/A N/A 1,253 572 31,621 19,772 2021-06-04 $33.60 $35.00 91.0% 21.0% 58.2% 29.8% 73.9% 5.6% -23.9% 200.3K -3.1M -302.4K 1.18 62.80 N/A N/A 1,056 1,244 32,251 20,181 2021-06-07 $35.32 $35.00 80.3% 20.7% 60.8% 18.5% 78.5% -10.4% -5.3% 572.8K -10.6M -322.1K 0.11 44.22 N/A N/A 4,072 466 31,153 20,749 2021-06-08 $36.00 $35.00 89.7% 21.1% 50.8% 28.4% 75.0% -2.0% -15.7% 894.4K -15.4M -336.0K 0.36 40.68 N/A N/A 1,797 643 33,654 20,825 2021-06-09 $36.55 $35.00 111.7% 27.0% 48.9% 51.5% 102.4% -3.1% -25.8% 824.9K -22.7M -349.1K 0.06 41.52 N/A N/A 21,573 1,296 34,095 21,069 2021-06-10 $36.76 $35.00 84.3% 23.0% 46.6% 22.7% 80.4% -10.9% -10.6% 1.3M -27.8M -375.3K 0.06 40.30 N/A N/A 9,003 581 43,610 22,080 2021-06-11 $37.32 $35.00 78.1% 20.1% 46.0% 16.2% 74.6% -8.8% -18.5% 1.5M -30.1M -369.1K 0.20 46.17 N/A N/A 2,462 493 40,580 22,451 2021-06-14 $38.45 $35.00 77.0% 21.1% 43.2% 15.1% 77.9% -3.6% -0.9% 1.5M -34.0M -375.3K 0.36 48.78 N/A N/A 2,374 846 40,969 21,823 2021-06-15 $35.12 $35.00 73.2% 20.4% 55.5% 11.0% 74.0% -0.9% -0.1% 835.8K -11.7M -331.7K 0.41 42.74 N/A N/A 1,906 773 41,302 22,101 2021-06-16 $34.85 $35.00 73.6% 21.1% 54.9% 11.5% 74.7% 0.4% 0.9% 677.4K -8.0M -326.2K 0.52 39.76 N/A N/A 1,311 684 41,525 22,253 2021-06-17 $36.35 $35.00 75.4% 20.9% 55.2% 13.3% 78.8% -4.7% 5.5% 996.2K -16.9M -343.7K 0.25 34.58 N/A N/A 3,034 767 41,912 22,511 2021-06-18 $35.36 $35.00 74.0% 20.5% 54.8% 11.9% 75.8% -1.9% 0.9% 1.7M -11.7M -331.6K 0.35 40.45 N/A N/A 1,572 554 43,784 22,636 2021-06-21 $36.64 $40.00 68.8% 19.1% 55.5% 6.4% 70.8% -1.7% 3.9% 581.8K -13.6M -336.1K 0.19 15.01 N/A N/A 4,333 817 34,847 18,896 2021-06-22 $36.14 $37.00 66.6% 18.5% 55.8% 4.1% 71.0% -3.9% 15.1% 694.0K -11.7M -330.9K 0.12 17.42 N/A N/A 3,119 373 37,127 18,951 2021-06-23 $37.90 $37.00 55.3% 18.6% 57.4% 0.0% 68.9% -24.5% -1.8% 955.3K -20.5M -342.3K 0.32 24.98 N/A N/A 8,540 2,752 36,520 19,136 2021-06-24 $40.65 $36.00 71.0% 22.5% 58.5% 15.3% 85.2% -22.9% 17.6% 1.4M -45.6M -381.9K 0.07 22.56 N/A N/A 16,914 1,260 38,497 20,705 2021-06-25 $41.72 $38.50 67.3% 21.8% 57.9% 11.7% 76.3% -13.1% -2.1% 3.4M -69.8M -422.9K 0.09 23.94 N/A N/A 6,872 644 48,693 21,162 2021-06-28 $43.66 $40.00 74.7% 24.2% 58.5% 18.9% 103.9% -13.1% 8.9% 2.0M -75.9M -425.9K 0.13 32.15 N/A N/A 26,340 3,484 44,166 20,599 2021-06-29 $46.29 $40.00 79.5% 23.7% 60.7% 23.6% 100.2% -12.1% 0.9% 2.5M -104.9M -474.4K 0.11 32.75 N/A N/A 16,984 1,892 54,662 22,248 2021-06-30 $56.14 $40.00 91.3% 28.3% 87.6% 35.1% 105.0% -19.5% 5.2% 2.4M -209.7M -550.3K 0.14 53.29 N/A N/A 64,719 8,739 59,055 22,635
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