EDIT Options History — November 2021 In November 2021, EDIT traded between $31.11 and $40.81. ATM implied volatility averaged 69.8%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 17.7% (HV 20d: 52.1%). Max pain ranged from $40.00 to $42.50. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.75.
Notable Days 2021-11-08 : Highest Volume — 19,688 contracts2021-11-05 : Largest IV spike — 34.4% change2021-11-05 : Highest IV Rank — 34.8%2021-11-30 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $36.49 $31.11 $40.81 $38.54 $32.52 Max Pain $40.19 $40.00 $42.50 $42.50 $40.00 ATM IV 69.8% 58.3% 91.0% 64.4% 65.5% Expected Move 19.3% 17.4% 22.2% 20.1% 22.2% HV 20d 52.1% 36.2% 56.2% 53.0% 55.3% HV 60d 73.8% 69.3% 76.0% 75.4% 69.8% IV Rank 14.2% 3.0% 34.8% 8.9% 9.9% IV Percentile 13.9% 0.4% 58.7% 2.0% 5.6% Term Structure 1.5% -20.2% 17.8% 0.4% 17.8% VWIV 69.0% 64.7% 78.1% 70.7% 78.1% Skew 25d 2.2% -5.9% 33.7% -1.1% 33.7% Skew 10d -2.7% -28.7% 32.8% -2.8% 32.8% Call IV 25d 71.7% 63.2% 90.5% 66.7% 63.2% Put IV 25d 74.0% 62.7% 102.6% 65.6% 96.9% Bid-Ask Spread % 35.67 20.13 45.34 22.22 31.69 Gamma HHI 0.10 0.08 0.25 0.09 0.09 Net GEX 257.7K -192.4K 1.1M 297.0K -21.1K Net DEX -1.5M -26.2M 13.3M -6.4M 8.5M Net VEX -306.4K -370.9K -235.6K -331.0K -257.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.27 1.22 0.45 0.69 Total Volume 5,617.19 2,969 19,688 5,199 3,619 Total OI 68,685.095 55,176 77,023 68,967 57,416
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 2021-11-01 $38.54 $42.50 64.4% 20.1% 53.0% 8.9% 70.7% -1.1% 0.4% 297.0K -6.4M -331.0K 0.45 22.22 N/A N/A 3,588 1,611 43,597 25,370 2021-11-02 $38.22 $41.50 73.1% 19.9% 52.6% 17.3% 71.5% 2.9% 0.6% 515.3K -7.6M -340.1K 0.81 27.52 N/A N/A 2,365 1,908 45,249 25,400 2021-11-03 $38.69 $40.00 67.7% 20.0% 52.1% 12.1% 70.2% -1.0% 1.0% 570.5K -8.2M -341.7K 0.49 39.13 N/A N/A 3,901 1,930 45,406 25,797 2021-11-04 $37.77 $40.00 67.7% 18.9% 50.9% 12.1% 66.7% -0.2% -10.9% 491.3K -4.3M -325.8K 0.86 36.36 N/A N/A 2,335 2,010 46,271 26,043 2021-11-05 $37.54 $40.00 91.0% 19.6% 36.2% 34.8% 68.7% 21.1% 5.3% 1.0M -2.2M -323.5K 0.65 41.35 N/A N/A 4,403 2,869 46,466 26,229 2021-11-08 $40.73 $40.00 82.5% 19.4% 44.1% 26.6% 71.3% 7.4% -20.2% 812.3K -26.2M -370.9K 0.27 37.35 N/A N/A 15,489 4,199 45,802 26,304 2021-11-09 $40.81 $40.00 67.2% 18.7% 43.6% 11.6% 66.1% -3.3% -4.0% 1.1M -24.8M -354.5K 0.33 39.61 N/A N/A 6,766 2,236 48,580 26,796 2021-11-10 $37.90 $40.00 82.9% 18.9% 51.6% 26.9% 69.3% 8.2% -19.0% 440.9K -5.7M -327.5K 0.64 39.17 N/A N/A 3,191 2,051 48,951 26,810 2021-11-11 $38.32 $40.00 65.3% 18.6% 51.1% 9.8% 68.5% -5.9% -0.6% 548.2K -10.7M -348.0K 0.80 42.12 N/A N/A 2,940 2,340 49,169 26,870 2021-11-12 $38.10 $40.00 67.0% 18.7% 51.0% 11.4% 66.0% -0.6% 0.7% 283.9K -3.2M -316.5K 1.01 41.23 N/A N/A 2,851 2,881 49,789 27,234 2021-11-15 $36.02 $40.00 66.8% 19.3% 54.6% 11.2% 68.4% -1.6% 10.3% -43.1K 4.5M -304.8K 0.85 39.76 N/A N/A 2,379 2,024 46,290 26,439 2021-11-16 $37.04 $40.00 64.5% 18.5% 55.1% 8.9% 64.7% 0.8% 0.8% 10.7K -324.6K -305.7K 0.78 45.34 N/A N/A 2,401 1,884 46,964 26,467 2021-11-17 $36.89 $40.00 60.6% 17.4% 54.8% 5.1% 66.5% -2.1% 8.6% 51.7K 1.5M -302.7K 0.73 38.98 N/A N/A 2,125 1,549 47,820 26,727 2021-11-18 $36.10 $40.00 66.0% 18.5% 55.1% 10.4% 69.4% -2.3% 7.3% -192.4K 3.9M -293.7K 0.86 33.38 N/A N/A 1,594 1,375 48,089 26,779 2021-11-19 $35.76 $40.00 65.3% 18.3% 54.7% 9.7% 65.2% 0.1% 6.8% 76.3K 6.3M -291.1K 0.94 42.46 N/A N/A 1,998 1,883 48,142 26,436 2021-11-22 $34.28 $40.00 70.8% 17.6% 56.2% 15.1% 64.8% -4.4% -0.1% -38.5K 4.5M -275.2K 0.93 30.47 N/A N/A 3,120 2,886 34,228 20,948 2021-11-23 $34.20 $40.00 58.3% 19.0% 56.2% 3.0% 67.2% -0.9% 8.9% -58.9K 6.3M -268.0K 0.88 20.13 N/A N/A 2,751 2,427 35,196 21,126 2021-11-24 $33.34 $40.00 63.7% 18.9% 56.0% 8.2% 67.1% -0.9% -4.7% -103.7K 8.1M -265.0K 0.79 32.51 N/A N/A 2,189 1,720 35,815 21,512 2021-11-26 $32.35 $40.00 84.2% 20.5% 55.3% 28.2% 71.0% -5.0% 12.9% -191.4K 11.3M -255.3K 1.22 34.30 N/A N/A 1,470 1,788 36,319 21,639 2021-11-29 $31.11 $40.00 71.9% 22.1% 55.6% 16.1% 77.6% 1.5% 8.6% -144.4K 13.3M -235.6K 0.71 33.88 N/A N/A 2,876 2,039 34,722 21,180 2021-11-30 $32.52 $40.00 65.5% 22.2% 55.3% 9.9% 78.1% 33.7% 17.8% -21.1K 8.5M -257.3K 0.69 31.69 N/A N/A 2,145 1,474 35,995 21,421
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