EDIT Options History — July 2021 In July 2021, EDIT traded between $39.19 and $56.13. ATM implied volatility averaged 77.2%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded below realized volatility by 20.6% (HV 20d: 97.8%). Max pain ranged from $41.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.38.
Notable Days 2021-07-01 : Highest Volume — 23,518 contracts2021-07-02 : Largest IV drop — 13.3% change2021-07-01 : Highest IV Rank — 40.6%2021-07-01 : Largest Expected Move — 27.2%Monthly Statistics Metric Avg Min Max Open Close Price $44.65 $39.19 $56.13 $56.13 $41.77 Max Pain $44.71 $41.00 $45.00 $41.00 $45.00 ATM IV 77.2% 67.4% 96.9% 96.9% 80.2% Expected Move 22.0% 20.1% 27.2% 27.2% 22.1% HV 20d 97.8% 67.8% 108.7% 84.3% 67.8% HV 60d 76.3% 73.9% 81.5% 75.9% 74.9% IV Rank 21.3% 11.8% 40.6% 40.6% 24.2% IV Percentile 20.4% 2.0% 69.0% 69.0% 32.9% Term Structure -0.4% -12.6% 8.3% -8.1% -3.5% VWIV 82.9% 72.7% 103.2% 103.2% 83.0% Skew 25d -9.6% -29.3% 0.8% -13.0% -10.7% Skew 10d -13.0% -34.8% 16.2% 15.1% -11.8% Call IV 25d 86.7% 76.2% 100.8% 96.6% 88.6% Put IV 25d 77.0% 69.4% 83.9% 83.6% 77.9% Bid-Ask Spread % 32.32 19.79 60.32 60.32 36.09 Gamma HHI 0.09 0.07 0.15 0.12 0.11 Net GEX 906.9K 161.3K 2.6M 2.6M 1.0M Net DEX -57.0M -199.5M -17.7M -199.5M -41.3M Net VEX -459.6K -573.6K -405.9K -573.6K -448.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.10 0.68 0.35 0.29 Total Volume 6,951.857 2,183 23,518 23,518 2,643 Total OI 76,508.333 64,975 92,718 92,718 74,039
Daily Data (21 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 2021-07-01 $56.13 $41.00 96.9% 27.2% 84.3% 40.6% 103.2% -13.0% -8.1% 2.6M -199.5M -573.6K 0.35 60.32 N/A N/A 17,380 6,138 66,203 26,515 2021-07-02 $55.47 $43.00 84.1% 23.7% 85.1% 28.0% 90.4% -11.9% 1.0% 2.4M -180.7M -548.9K 0.36 44.78 N/A N/A 7,215 2,602 63,951 28,623 2021-07-06 $49.01 $45.00 80.1% 22.6% 99.5% 24.2% 96.3% -29.3% 2.2% 1.2M -79.0M -487.6K 0.24 27.00 N/A N/A 15,704 3,810 53,901 25,157 2021-07-07 $45.76 $45.00 81.6% 21.8% 104.0% 25.6% 83.2% -4.6% 3.5% 841.6K -54.1M -475.2K 0.31 35.08 N/A N/A 5,682 1,755 54,568 27,069 2021-07-08 $46.21 $45.00 76.9% 21.9% 104.0% 21.0% 81.6% -18.1% -4.9% 979.4K -58.8M -478.9K 0.23 34.93 N/A N/A 6,146 1,390 56,626 27,643 2021-07-09 $48.19 $45.00 85.4% 22.6% 104.5% 29.4% 83.7% -14.1% 5.0% 1.5M -74.0M -485.6K 0.59 21.39 N/A N/A 5,873 3,494 57,180 28,094 2021-07-12 $46.30 $45.00 75.8% 22.4% 106.2% 20.0% 85.1% -13.6% 8.3% 1.2M -64.0M -466.7K 0.23 25.81 N/A N/A 6,842 1,566 51,493 26,055 2021-07-13 $43.68 $45.00 75.9% 22.4% 108.7% 20.1% 82.7% -8.7% 0.9% 954.6K -47.4M -465.1K 0.40 21.24 N/A N/A 2,309 933 54,302 26,731 2021-07-14 $43.00 $45.00 77.5% 22.4% 102.9% 21.6% 83.2% -6.7% 0.5% 807.5K -38.7M -453.8K 0.41 20.77 N/A N/A 2,361 964 54,492 27,176 2021-07-15 $41.65 $45.00 75.4% 21.5% 103.8% 19.6% 81.9% -8.6% -0.0% 709.2K -25.3M -430.7K 0.67 25.66 N/A N/A 2,994 2,007 54,858 27,285 2021-07-16 $41.95 $45.00 72.4% 21.1% 103.1% 16.6% 82.0% 0.8% -0.8% 350.9K -27.0M -432.4K 0.65 25.98 N/A N/A 2,990 1,958 55,837 27,663 2021-07-19 $43.82 $45.00 77.5% 22.1% 103.0% 21.7% 80.3% -5.7% -12.6% 671.6K -43.5M -446.4K 0.42 26.94 N/A N/A 3,431 1,435 42,174 22,801 2021-07-20 $43.49 $45.00 72.8% 20.8% 102.7% 17.1% 74.2% -4.8% -12.2% 635.4K -39.7M -440.9K 0.59 19.79 N/A N/A 3,005 1,787 43,474 23,471 2021-07-21 $44.27 $45.00 72.8% 20.9% 102.4% 17.1% 75.9% -7.6% 2.4% 773.1K -47.3M -455.0K 0.18 33.79 N/A N/A 5,103 942 44,608 24,228 2021-07-22 $42.92 $45.00 73.2% 20.8% 102.4% 17.5% 77.6% -11.8% 0.0% 586.9K -41.3M -447.5K 0.38 36.69 N/A N/A 1,585 598 45,934 24,751 2021-07-23 $41.08 $45.00 69.9% 20.1% 101.0% 14.2% 72.7% -6.8% -1.1% 161.3K -26.8M -429.3K 0.68 32.07 N/A N/A 2,994 2,050 46,560 24,980 2021-07-26 $39.92 $45.00 67.4% 20.5% 101.0% 11.8% 76.3% -9.3% 3.1% 351.5K -22.9M -405.9K 0.36 38.17 N/A N/A 1,950 693 42,277 22,831 2021-07-27 $39.19 $45.00 71.6% 21.1% 99.5% 15.8% 80.1% -7.4% 5.6% 257.7K -17.7M -408.9K 0.41 33.65 N/A N/A 2,047 845 42,882 23,987 2021-07-28 $41.86 $45.00 79.6% 22.5% 100.2% 23.7% 83.9% -3.2% -3.2% 531.5K -33.0M -435.3K 0.10 35.81 N/A N/A 8,511 841 43,660 24,164 2021-07-29 $41.99 $45.00 73.6% 20.5% 67.9% 17.8% 84.5% -7.5% 6.1% 549.3K -35.6M -436.2K 0.17 42.77 N/A N/A 2,917 499 44,072 24,360 2021-07-30 $41.77 $45.00 80.2% 22.1% 67.8% 24.2% 83.0% -10.7% -3.5% 1.0M -41.3M -448.4K 0.29 36.09 N/A N/A 2,049 594 49,632 24,407
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