EDIT Options History — October 2021 In October 2021, EDIT traded between $35.29 and $39.86. ATM implied volatility averaged 69.3%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 19.3% (HV 20d: 88.6%). Max pain ranged from $45.00 to $60.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.55.
Notable Days 2021-10-08 : Highest Volume — 17,522 contracts2021-10-04 : Largest IV spike — 17.0% change2021-10-04 : Highest IV Rank — 26.4%2021-10-04 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $37.93 $35.29 $39.86 $39.86 $36.78 Max Pain $45.71 $45.00 $60.00 $60.00 $45.00 ATM IV 69.3% 63.8% 82.4% 70.5% 68.7% Expected Move 19.4% 18.3% 20.9% 18.9% 19.2% HV 20d 88.6% 54.1% 99.7% 88.4% 54.7% HV 60d 83.7% 75.1% 85.6% 83.3% 75.1% IV Rank 13.6% 8.3% 26.4% 14.8% 13.0% IV Percentile 6.7% 0.8% 36.1% 4.8% 6.3% Term Structure 0.3% -17.6% 12.2% 2.2% 11.9% VWIV 69.9% 66.8% 74.1% 67.1% 68.4% Skew 25d -1.3% -15.7% 10.8% -2.0% -2.0% Skew 10d -5.6% -43.9% 15.2% -6.1% -9.8% Call IV 25d 71.7% 64.4% 89.2% 80.8% 68.0% Put IV 25d 70.4% 63.6% 81.0% 78.8% 66.0% Bid-Ask Spread % 34.19 15.98 50.60 46.72 27.42 Gamma HHI 0.14 0.07 0.87 0.87 0.10 Net GEX -296.2K -7.0M 440.8K -7.0M 121.4K Net DEX 19.7M -6.6M 99.0M 99.0M 3.8M Net VEX -343.5K -360.6K -313.3K -349.9K -324.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.19 1.50 0.69 0.77 Total Volume 5,333.857 2,438 17,522 9,565 4,309 Total OI 82,601.667 66,859 119,016 119,016 71,703
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 2021-10-01 $39.86 $60.00 70.5% 18.9% 88.4% 14.8% 67.1% -2.0% 2.2% -7.0M 99.0M -349.9K 0.69 46.72 N/A N/A 5,665 3,900 63,725 55,291 2021-10-04 $37.46 $45.00 82.4% 20.9% 88.7% 26.4% 74.1% -3.6% -9.2% -414.2K 45.1M -334.6K 0.77 31.70 N/A N/A 4,315 3,342 48,465 37,787 2021-10-05 $38.24 $45.00 76.7% 20.3% 90.4% 20.8% 72.3% -1.4% -17.6% -418.5K 41.9M -346.5K 0.21 36.56 N/A N/A 3,302 709 49,915 38,027 2021-10-06 $37.42 $45.00 76.6% 20.2% 90.3% 20.7% 73.7% -15.7% -12.2% -405.3K 43.2M -340.4K 0.37 43.34 N/A N/A 2,041 760 51,672 39,090 2021-10-07 $38.91 $45.00 69.2% 19.9% 92.6% 13.5% 73.3% -9.1% 1.5% -145.3K 33.9M -355.4K 0.28 45.89 N/A N/A 3,919 1,097 53,014 39,016 2021-10-08 $35.29 $45.00 71.1% 20.2% 94.7% 15.4% 72.6% 6.7% -0.4% -493.2K 46.8M -313.3K 1.50 40.94 N/A N/A 6,999 10,523 53,742 38,083 2021-10-11 $36.68 $45.00 71.3% 20.2% 97.5% 15.6% 72.3% 7.1% -0.3% -285.0K 37.8M -324.2K 0.83 49.16 N/A N/A 3,340 2,762 49,858 36,684 2021-10-12 $37.59 $45.00 72.5% 20.3% 99.2% 16.7% 71.9% -0.7% -3.1% -6.2K 25.5M -355.1K 0.21 46.28 N/A N/A 4,473 918 53,222 40,010 2021-10-13 $37.83 $45.00 70.6% 19.6% 99.6% 14.9% 69.8% 1.6% -1.1% 151.5K 24.2M -350.3K 0.61 50.60 N/A N/A 1,518 920 54,830 39,631 2021-10-14 $38.67 $45.00 70.1% 19.4% 99.7% 14.4% 68.9% -7.9% -1.5% 340.9K 16.1M -360.6K 0.45 38.03 N/A N/A 3,143 1,406 56,007 38,749 2021-10-15 $38.16 $45.00 66.9% 19.0% 98.5% 11.3% 69.0% 1.9% -0.3% 440.8K 20.1M -349.1K 0.59 45.02 N/A N/A 2,552 1,508 56,474 38,651 2021-10-18 $38.39 $45.00 67.3% 19.0% 96.3% 11.6% 68.3% -1.0% 7.3% 179.3K -2.6M -343.9K 0.41 24.49 N/A N/A 2,396 994 41,046 25,813 2021-10-19 $39.18 $45.00 67.5% 18.9% 96.6% 11.9% 68.2% -1.6% 7.9% 288.0K -6.6M -354.6K 0.19 25.76 N/A N/A 4,023 783 41,463 26,287 2021-10-20 $38.43 $45.00 65.1% 18.7% 95.9% 9.5% 67.2% -1.3% -2.1% 365.9K -3.7M -352.7K 0.34 15.98 N/A N/A 4,064 1,375 44,492 27,055 2021-10-21 $38.63 $45.00 65.5% 18.9% 92.9% 9.9% 66.8% -1.4% -1.6% 422.6K -5.1M -357.1K 0.85 22.33 N/A N/A 2,532 2,147 45,157 27,237 2021-10-22 $37.72 $45.00 64.2% 18.6% 92.6% 8.7% 67.7% -1.5% -2.6% -91.7K 283.4K -350.9K 0.54 26.73 N/A N/A 2,704 1,473 45,434 27,258 2021-10-25 $38.10 $45.00 64.9% 19.4% 93.2% 9.3% 69.2% 1.0% 12.2% 174.9K -2.6M -338.7K 0.45 19.73 N/A N/A 3,035 1,374 42,948 25,675 2021-10-26 $38.09 $45.00 65.9% 18.3% 89.2% 10.3% 69.0% 10.8% 9.6% 242.1K -2.5M -341.3K 0.50 25.24 N/A N/A 2,586 1,295 44,008 25,928 2021-10-27 $37.03 $45.00 63.8% 19.1% 54.5% 8.3% 68.3% -8.5% 4.7% 77.3K 2.1M -331.0K 0.53 27.99 N/A N/A 2,101 1,103 44,391 26,072 2021-10-28 $38.07 $45.00 64.0% 18.9% 54.1% 8.4% 69.6% 0.7% 0.2% 262.4K -2.9M -340.1K 0.37 28.13 N/A N/A 3,354 1,251 44,657 26,068 2021-10-29 $36.78 $45.00 68.7% 19.2% 54.7% 13.0% 68.4% -2.0% 11.9% 121.4K 3.8M -324.5K 0.77 27.42 N/A N/A 2,441 1,868 45,473 26,230
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