EDIT Options History — August 2021 In August 2021, EDIT traded between $41.59 and $65.81. ATM implied volatility averaged 88.5%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 12.8% (HV 20d: 75.7%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2021-08-05 : Highest Volume — 26,039 contracts2021-08-05 : Largest IV spike — 39.9% change2021-08-30 : Highest IV Rank — 53.9%2021-08-11 : Largest Expected Move — 27.2%Monthly Statistics Metric Avg Min Max Open Close Price $58.99 $41.59 $65.81 $41.59 $62.90 Max Pain $50.68 $45.00 $55.00 $45.00 $55.00 ATM IV 88.5% 68.1% 110.6% 80.6% 107.9% Expected Move 24.3% 20.6% 27.2% 22.7% 21.3% HV 20d 75.7% 54.5% 81.5% 67.9% 80.6% HV 60d 79.7% 74.5% 81.8% 74.8% 81.5% IV Rank 32.4% 12.4% 53.9% 24.6% 51.3% IV Percentile 50.8% 2.4% 82.5% 34.9% 81.7% Term Structure 5.9% -15.0% 36.5% 0.1% 5.4% VWIV 87.3% 74.7% 97.8% 83.1% 76.3% Skew 25d -4.1% -19.3% 11.6% 1.1% -17.5% Skew 10d -6.7% -47.2% 36.8% -6.3% -15.9% Call IV 25d 92.9% 65.0% 137.4% 79.0% 132.8% Put IV 25d 88.8% 72.4% 119.1% 80.1% 115.3% Bid-Ask Spread % 27.73 12.46 41.41 32.29 19.56 Gamma HHI 0.11 0.08 0.21 0.15 0.12 Net GEX 1.8M 773.1K 2.7M 773.1K 1.6M Net DEX -146.6M -209.1M -36.6M -36.6M -129.0M Net VEX -570.6K -638.8K -429.0K -429.0K -609.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.17 2.57 0.36 0.34 Total Volume 8,097.455 2,272 26,039 2,487 3,285 Total OI 77,713.864 64,932 89,172 69,667 76,384
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 2021-08-02 $41.59 $45.00 80.6% 22.7% 67.9% 24.6% 83.1% 1.1% 0.1% 773.1K -36.6M -429.0K 0.36 32.29 N/A N/A 1,833 654 45,897 23,770 2021-08-03 $41.92 $45.00 73.8% 21.4% 54.5% 18.0% 79.6% 11.6% -2.8% 891.6K -38.3M -434.5K 0.53 33.14 N/A N/A 1,683 891 46,402 24,048 2021-08-04 $46.00 $45.00 68.1% 20.6% 60.5% 12.4% 74.7% 5.3% 11.9% 1.6M -67.1M -453.9K 0.30 39.16 N/A N/A 11,882 3,602 46,844 24,427 2021-08-05 $53.66 $45.00 95.3% 23.6% 81.5% 39.0% 82.2% 9.4% -11.1% 1.3M -128.2M -486.9K 0.25 39.32 N/A N/A 20,868 5,171 47,363 24,755 2021-08-06 $55.67 $45.00 75.4% 22.6% 81.2% 19.5% 78.5% -0.5% -15.0% 1.5M -158.4M -526.6K 0.17 41.41 N/A N/A 8,386 1,410 52,193 26,472 2021-08-09 $58.12 $45.00 85.7% 25.4% 80.2% 29.6% 95.5% -8.2% 4.3% 1.6M -145.1M -536.7K 0.20 35.02 N/A N/A 13,378 2,633 47,249 26,049 2021-08-10 $60.85 $45.00 89.8% 26.1% 76.6% 33.7% 93.3% -7.3% -1.3% 1.7M -169.5M -555.4K 0.32 27.13 N/A N/A 7,540 2,382 48,828 26,561 2021-08-11 $64.22 $45.00 95.1% 27.2% 76.7% 38.8% 97.8% 9.9% -4.0% 2.2M -202.9M -588.0K 0.26 30.62 N/A N/A 8,074 2,106 54,031 27,824 2021-08-12 $64.60 $50.00 92.0% 26.5% 74.5% 35.8% 95.6% -9.5% 1.7% 2.2M -209.1M -597.8K 0.33 32.25 N/A N/A 6,643 2,189 55,277 28,174 2021-08-13 $61.43 $50.00 85.8% 26.7% 78.7% 29.7% 96.0% -13.5% 9.4% 2.5M -189.5M -603.2K 0.44 27.90 N/A N/A 5,116 2,262 57,560 28,796 2021-08-16 $60.68 $50.00 90.1% 26.3% 78.8% 33.9% 97.5% -4.6% 1.5% 1.9M -170.7M -602.1K 0.22 27.02 N/A N/A 8,024 1,752 55,424 27,951 2021-08-17 $60.74 $55.00 92.0% 26.6% 78.6% 35.8% 93.7% -2.5% 0.4% 1.9M -172.1M -606.1K 0.59 29.26 N/A N/A 1,957 1,157 56,094 28,699 2021-08-18 $60.54 $55.00 92.2% 26.4% 78.9% 36.0% 95.3% -5.2% 3.1% 2.0M -177.1M -616.2K 0.30 28.29 N/A N/A 4,633 1,405 58,754 29,097 2021-08-19 $58.51 $55.00 94.1% 26.9% 79.1% 37.8% 96.6% -4.9% 1.4% 1.8M -158.9M -599.4K 0.25 30.73 N/A N/A 1,817 455 58,935 29,105 2021-08-20 $60.53 $55.00 88.5% 24.9% 76.2% 32.4% 87.0% -5.2% 6.9% 2.7M -176.7M -601.2K 0.76 32.10 N/A N/A 4,443 3,361 59,759 29,413 2021-08-23 $65.29 $55.00 82.5% 25.0% 76.4% 26.5% 89.0% -19.3% 36.5% 1.8M -158.1M -604.4K 0.36 17.51 N/A N/A 9,974 3,551 44,311 20,621 2021-08-24 $64.39 $55.00 84.0% 24.2% 76.1% 28.0% 86.3% -9.4% 17.8% 1.8M -153.9M -613.8K 0.76 12.46 N/A N/A 2,416 1,839 45,892 22,845 2021-08-25 $65.81 $55.00 83.4% 23.0% 74.5% 27.4% 82.4% 3.5% 31.0% 2.2M -162.7M -636.4K 2.57 13.97 N/A N/A 1,638 4,208 49,433 24,956 2021-08-26 $63.64 $55.00 86.4% 22.5% 76.9% 30.3% 81.4% -9.5% 22.9% 1.9M -146.8M -611.5K 0.59 18.58 N/A N/A 1,865 1,092 49,843 25,779 2021-08-27 $65.15 $55.00 94.3% 21.7% 76.3% 38.0% 77.9% 3.7% 15.6% 2.0M -153.3M -638.8K 0.26 21.77 N/A N/A 4,161 1,067 50,396 28,931 2021-08-30 $61.62 $55.00 110.6% 21.8% 80.7% 53.9% 79.7% -18.2% -5.1% 1.3M -121.4M -603.1K 0.47 20.51 N/A N/A 3,632 1,709 46,756 27,807 2021-08-31 $62.90 $55.00 107.9% 21.3% 80.6% 51.3% 76.3% -17.5% 5.4% 1.6M -129.0M -609.2K 0.34 19.56 N/A N/A 2,458 827 48,152 28,232
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