EDIT Options History — September 2021 In September 2021, EDIT traded between $40.90 and $72.26. ATM implied volatility averaged 115.5%, placing in the 58.7% IV rank vs the trailing year. The 30-day expected move averaged 32.4%. IV traded above realized volatility by 45.0% (HV 20d: 70.5%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.77.
Notable Days 2021-09-29 : Highest Volume — 61,192 contracts2021-09-29 : Largest IV drop — 17.4% change2021-09-20 : Highest IV Rank — 78.0%2021-09-28 : Largest Expected Move — 39.1%Monthly Statistics Metric Avg Min Max Open Close Price $60.44 $40.90 $72.26 $66.45 $40.90 Max Pain $63.81 $55.00 $65.00 $55.00 $60.00 ATM IV 115.5% 90.4% 135.3% 117.0% 90.4% Expected Move 32.4% 20.2% 39.1% 20.2% 20.7% HV 20d 70.5% 63.6% 100.8% 77.1% 97.2% HV 60d 82.2% 74.0% 85.1% 82.0% 83.2% IV Rank 58.7% 34.2% 78.0% 60.1% 34.2% IV Percentile 82.3% 52.0% 95.2% 86.9% 52.0% Term Structure -3.9% -12.7% 4.4% -10.7% -12.7% VWIV 115.5% 70.6% 138.4% 72.1% 70.6% Skew 25d 1.6% -21.4% 24.4% -4.3% -5.1% Skew 10d -4.7% -34.2% 12.7% -14.0% 5.0% Call IV 25d 112.6% 76.2% 130.3% 115.1% 83.4% Put IV 25d 114.2% 78.3% 136.7% 110.7% 78.3% Bid-Ask Spread % 13.37 6.32 39.70 20.36 39.70 Gamma HHI 0.12 0.07 0.37 0.12 0.37 Net GEX 443.5K -2.4M 2.9M 2.2M -2.4M Net DEX -75.6M -209.1M 113.3M -159.3M 113.3M Net VEX -554.4K -623.9K -335.0K -620.9K -335.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.25 2.23 0.64 0.85 Total Volume 11,538.571 2,655 61,192 8,555 13,349 Total OI 89,687.524 67,873 119,387 78,326 119,387
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 2021-09-01 $66.45 $55.00 117.0% 20.2% 77.1% 60.1% 72.1% -4.3% -10.7% 2.2M -159.3M -620.9K 0.64 20.36 N/A N/A 5,232 3,323 48,951 29,375 2021-09-02 $72.26 $60.00 118.8% 30.3% 63.6% 61.9% 106.8% 8.6% -4.0% 2.9M -209.1M -612.4K 0.46 17.23 N/A N/A 6,598 3,042 48,965 29,777 2021-09-03 $68.44 $60.00 116.2% 30.0% 67.5% 59.4% 107.7% -21.4% -8.8% 2.7M -168.3M -623.9K 0.80 16.70 N/A N/A 4,356 3,491 48,468 31,819 2021-09-07 $67.34 $65.00 118.4% 31.1% 67.0% 61.5% 110.4% -14.0% -8.4% 2.0M -146.0M -593.7K 0.39 11.47 N/A N/A 3,982 1,555 46,918 31,244 2021-09-08 $64.59 $65.00 118.2% 31.6% 67.5% 61.3% 110.7% 1.0% -6.2% 1.5M -121.8M -598.7K 1.32 10.67 N/A N/A 3,147 4,149 48,484 33,052 2021-09-09 $65.03 $65.00 118.3% 32.0% 64.8% 61.4% 113.5% 7.0% -8.1% 1.4M -122.3M -587.2K 0.25 9.60 N/A N/A 2,124 531 49,146 33,684 2021-09-10 $66.03 $65.00 116.8% 31.9% 65.0% 59.9% 113.7% 5.8% -9.3% 1.4M -130.9M -612.9K 0.60 12.01 N/A N/A 2,840 1,704 50,382 36,224 2021-09-13 $62.84 $65.00 115.2% 32.4% 64.9% 58.4% 116.2% -0.9% 2.0% 1.3M -100.3M -583.3K 0.61 8.47 N/A N/A 4,890 2,987 48,533 34,247 2021-09-14 $60.77 $65.00 115.2% 32.7% 65.9% 58.4% 116.2% -0.8% 4.4% 550.3K -79.9M -551.1K 0.48 12.47 N/A N/A 4,465 2,138 49,212 34,915 2021-09-15 $60.43 $65.00 113.7% 32.6% 66.0% 56.9% 115.3% -0.2% 3.1% -190.5K -70.2M -557.9K 0.50 9.74 N/A N/A 6,322 3,135 51,555 38,348 2021-09-16 $61.60 $65.00 113.1% 32.2% 66.3% 56.3% 114.8% 2.5% 4.1% 172.9K -82.1M -563.7K 0.44 11.19 N/A N/A 2,631 1,153 53,075 38,557 2021-09-17 $62.85 $65.00 122.7% 35.1% 65.3% 65.7% 126.8% 5.1% 4.3% 279.2K -82.0M -536.8K 2.23 10.38 N/A N/A 5,797 12,908 50,338 37,352 2021-09-20 $57.68 $65.00 135.3% 38.1% 71.5% 78.0% 134.1% 7.7% -8.5% 61.8K -47.9M -514.1K 0.93 7.33 N/A N/A 8,573 7,935 36,580 31,293 2021-09-21 $58.62 $65.00 125.0% 37.5% 65.7% 68.0% 131.7% -1.5% -1.5% -362.2K -44.0M -551.1K 0.45 7.28 N/A N/A 1,959 890 39,749 42,518 2021-09-22 $59.23 $65.00 117.8% 37.2% 65.9% 60.9% 134.4% 17.1% -5.0% -632.6K -48.8M -586.4K 0.99 8.79 N/A N/A 6,237 6,156 45,863 48,378 2021-09-23 $62.13 $65.00 120.6% 37.4% 67.8% 63.7% 133.7% 0.4% -5.3% 325.8K -79.3M -588.4K 0.54 7.21 N/A N/A 3,426 1,853 47,560 49,743 2021-09-24 $59.30 $65.00 118.1% 37.2% 68.8% 61.2% 133.8% 24.4% -9.1% -1.4M -50.6M -582.4K 1.26 6.32 N/A N/A 2,622 3,294 51,136 52,803 2021-09-27 $57.66 $65.00 112.5% 38.0% 68.5% 55.7% 138.4% -12.8% -3.7% -69.1K -46.6M -552.2K 0.64 11.77 N/A N/A 8,137 5,221 49,271 51,687 2021-09-28 $52.45 $65.00 111.3% 39.1% 73.5% 54.6% 138.0% -4.7% -1.1% -583.3K -5.1M -520.2K 0.94 9.49 N/A N/A 9,799 9,167 50,608 52,744 2021-09-29 $42.67 $65.00 92.0% 23.8% 100.8% 35.7% 85.9% 20.2% 1.7% -1.9M 92.8M -370.7K 0.80 32.60 N/A N/A 34,008 27,184 55,742 55,755 2021-09-30 $40.90 $60.00 90.4% 20.7% 97.2% 34.2% 70.6% -5.1% -12.7% -2.4M 113.3M -335.0K 0.85 39.70 N/A N/A 7,216 6,133 60,400 58,987
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