EDIT Options History — December 2021 In December 2021, EDIT traded between $26.78 and $31.71. ATM implied volatility averaged 77.1%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 6.9% (HV 20d: 70.2%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2021-12-17 : Highest Volume — 6,352 contracts2021-12-02 : Largest IV spike — 34.1% change2021-12-02 : Highest IV Rank — 38.2%2021-12-03 : Largest Expected Move — 24.2%Monthly Statistics Metric Avg Min Max Open Close Price $29.15 $26.78 $31.71 $30.98 $26.78 Max Pain $38.14 $35.00 $40.00 $38.00 $35.00 ATM IV 77.1% 69.0% 94.5% 70.4% 75.2% Expected Move 21.9% 19.6% 24.2% 22.5% 21.6% HV 20d 70.2% 56.6% 77.8% 57.1% 76.0% HV 60d 70.8% 61.6% 75.8% 70.2% 62.0% IV Rank 21.2% 13.3% 38.2% 14.7% 19.4% IV Percentile 31.1% 12.3% 66.3% 14.3% 28.6% Term Structure 3.8% -2.9% 15.7% 15.7% 1.4% VWIV 81.1% 75.5% 87.7% 80.9% 80.0% Skew 25d 0.2% -10.3% 22.3% -1.6% -0.3% Skew 10d 2.7% -15.0% 41.1% -11.1% -11.9% Call IV 25d 81.0% 71.6% 93.7% 72.2% 80.7% Put IV 25d 81.1% 70.6% 96.6% 70.6% 80.4% Bid-Ask Spread % 43.73 22.97 58.56 37.19 27.25 Gamma HHI 0.10 0.07 0.18 0.10 0.18 Net GEX -81.5K -383.1K 106.9K -74.5K -383.1K Net DEX 13.0M 5.2M 20.8M 12.7M 20.8M Net VEX -243.4K -273.2K -210.4K -241.5K -234.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.42 1.89 0.73 0.66 Total Volume 4,848.682 3,236 6,352 3,236 4,042 Total OI 61,154.773 56,675 65,504 57,914 65,504
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 2021-12-01 $30.98 $38.00 70.4% 22.5% 57.1% 14.7% 80.9% -1.6% 15.7% -74.5K 12.7M -241.5K 0.73 37.19 N/A N/A 1,868 1,368 36,479 21,435 2021-12-02 $30.22 $38.00 94.5% 22.6% 56.6% 38.2% 82.1% 2.1% 6.3% -111.9K 15.3M -232.7K 0.95 37.70 N/A N/A 1,867 1,766 36,710 21,407 2021-12-03 $27.39 $38.00 87.0% 24.2% 64.3% 30.9% 85.6% 2.0% 0.0% -130.3K 19.4M -210.4K 0.62 42.10 N/A N/A 2,835 1,763 37,056 21,505 2021-12-06 $28.29 $40.00 82.7% 21.9% 66.5% 26.7% 85.3% 19.6% 2.6% -125.2K 16.5M -220.0K 0.47 49.45 N/A N/A 3,217 1,526 35,592 21,083 2021-12-07 $30.97 $40.00 72.0% 20.5% 68.2% 16.3% 75.9% -5.1% 10.2% -41.1K 8.7M -241.5K 0.42 57.32 N/A N/A 4,440 1,869 36,909 21,237 2021-12-08 $31.71 $40.00 69.0% 20.7% 69.3% 13.3% 75.5% 5.3% 8.5% 106.9K 5.2M -247.3K 0.85 57.31 N/A N/A 3,270 2,784 38,440 21,637 2021-12-09 $30.82 $40.00 73.3% 21.8% 65.8% 17.5% 77.5% -2.6% 14.4% 71.7K 9.7M -244.1K 0.90 54.15 N/A N/A 2,559 2,308 39,018 22,064 2021-12-10 $28.98 $40.00 82.5% 22.2% 67.7% 26.5% 77.3% 4.0% -2.3% -90.6K 15.8M -228.7K 1.02 57.10 N/A N/A 2,509 2,568 39,047 22,321 2021-12-13 $29.47 $40.00 76.0% 21.7% 68.5% 20.1% 79.6% 6.8% -1.8% -43.1K 13.0M -233.1K 0.73 52.26 N/A N/A 3,509 2,573 38,686 21,639 2021-12-14 $29.03 $40.00 74.3% 21.3% 66.6% 18.5% 82.8% 3.3% -2.9% -19.0K 14.3M -250.9K 0.82 57.04 N/A N/A 3,162 2,582 40,105 23,177 2021-12-15 $29.87 $40.00 75.3% 22.3% 66.6% 19.5% 81.6% -10.3% 4.9% 45.3K 11.1M -257.8K 0.87 56.38 N/A N/A 2,599 2,249 40,593 23,183 2021-12-16 $27.70 $40.00 80.8% 22.7% 70.4% 24.8% 86.3% -7.1% -2.7% -105.9K 17.1M -241.5K 1.89 55.10 N/A N/A 2,125 4,013 40,951 23,289 2021-12-17 $29.09 $40.00 75.2% 22.9% 73.8% 19.4% 86.4% -8.8% 12.2% -92.3K 13.8M -259.4K 1.62 58.56 N/A N/A 2,422 3,930 41,457 23,937 2021-12-20 $30.16 $40.00 84.8% 23.3% 75.6% 28.8% 87.7% -1.0% -2.9% 48.6K 5.5M -273.2K 0.94 44.86 N/A N/A 3,010 2,833 37,364 22,094 2021-12-21 $29.38 $40.00 76.1% 21.7% 74.9% 20.3% 84.3% -3.9% 4.6% 32.7K 8.3M -262.3K 0.45 36.90 N/A N/A 2,721 1,224 38,077 22,286 2021-12-22 $29.56 $35.00 73.3% 21.0% 75.0% 17.6% 79.5% -0.2% 10.1% 20.8K 9.1M -253.6K 0.55 32.41 N/A N/A 2,374 1,299 38,439 22,245 2021-12-23 $30.12 $35.00 69.6% 19.6% 75.3% 13.9% 76.9% -2.3% 7.0% 83.8K 7.7M -256.9K 0.47 44.28 N/A N/A 2,753 1,281 38,755 22,550 2021-12-27 $28.22 $35.00 76.4% 21.8% 77.8% 20.5% 80.0% -4.4% -1.1% -157.2K 14.2M -234.8K 0.48 26.26 N/A N/A 2,701 1,288 37,219 22,127 2021-12-28 $28.07 $35.00 77.7% 21.6% 76.9% 21.8% 78.9% -9.1% -2.0% -191.8K 14.6M -238.1K 1.89 27.56 N/A N/A 1,992 3,772 37,712 23,172 2021-12-29 $26.85 $35.00 72.3% 21.9% 75.7% 16.6% 80.1% 22.3% 3.1% -294.0K 18.0M -244.3K 0.68 22.97 N/A N/A 2,349 1,600 38,113 25,915 2021-12-30 $27.71 $35.00 77.1% 21.7% 75.6% 21.2% 79.7% -5.3% -0.8% -343.2K 16.1M -246.8K 0.68 27.89 N/A N/A 2,229 1,522 38,856 26,020 2021-12-31 $26.78 $35.00 75.2% 21.6% 76.0% 19.4% 80.0% -0.3% 1.4% -383.1K 20.8M -234.7K 0.66 27.25 N/A N/A 2,439 1,603 39,336 26,168
« Nov 2021 | All History | Jan 2022 » Home EDIT History December 2021