EDIT Options History — January 2022

In January 2022, EDIT traded between $16.99 and $27.20. ATM implied volatility averaged 83.5%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 19.8% (HV 20d: 63.8%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.90.

Notable Days

  • 2022-01-06: Highest Volume — 9,871 contracts
  • 2022-01-31: Largest IV spike — 36.7% change
  • 2022-01-25: Highest IV Rank — 57.7%
  • 2022-01-24: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.61$16.99$27.20$27.20$18.78
Max Pain$33.00$30.00$35.00$35.00$30.00
ATM IV83.5%69.2%114.5%73.8%94.6%
Expected Move22.6%20.6%25.5%21.0%23.3%
HV 20d63.8%58.5%74.0%68.0%74.0%
HV 60d63.0%58.7%68.6%61.5%68.6%
IV Rank27.5%13.6%57.7%18.0%38.3%
IV Percentile47.1%13.1%87.7%25.4%77.0%
Term Structure1.3%-14.0%28.0%1.3%-7.3%
VWIV81.4%76.4%89.6%77.9%81.0%
Skew 25d6.5%-5.4%40.4%3.6%-5.2%
Skew 10d7.5%-14.7%87.7%-11.1%25.2%
Call IV 25d88.3%69.4%121.1%76.4%102.9%
Put IV 25d94.9%75.7%150.7%80.0%97.7%
Bid-Ask Spread %46.0931.8057.7338.3045.18
Gamma HHI0.230.130.340.260.15
Net GEX-272.1K-481.8K-104.5K-248.7K-150.0K
Net DEX25.8M16.3M34.2M16.3M21.1M
Net VEX-209.2K-248.7K-181.5K-239.6K-212.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.313.320.700.70
Total Volume5,112.73,3689,8714,3035,192
Total OI66,326.9551,45377,75163,72256,357

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$27.20$35.0073.8%21.0%68.0%18.0%77.9%3.6%1.3%-248.7K16.3M-239.6K0.7038.30N/AN/A2,5381,76538,33625,386
2022-01-04$26.35$35.0073.2%21.2%67.7%17.4%76.6%1.8%0.5%-261.7K20.1M-226.6K0.6434.65N/AN/A2,4551,57839,25725,545
2022-01-05$24.89$35.0079.3%22.4%60.4%23.4%80.0%17.0%-0.4%-306.6K22.9M-217.1K0.9347.73N/AN/A2,1962,04639,86025,679
2022-01-06$24.31$35.0078.0%21.7%59.1%22.1%76.4%-5.4%-8.5%-323.1K24.7M-213.5K3.3238.49N/AN/A2,2867,58540,53226,358
2022-01-07$25.32$35.0074.5%21.4%61.8%18.7%79.0%4.2%2.3%-406.7K25.3M-239.5K0.9749.44N/AN/A2,3802,29940,89430,111
2022-01-10$25.42$35.0080.6%22.5%58.8%24.7%78.4%6.1%-2.7%-400.7K25.0M-242.3K1.0349.16N/AN/A2,1572,23039,92830,478
2022-01-11$25.71$35.0072.1%21.1%58.5%16.4%81.2%3.4%0.5%-385.7K22.4M-248.7K0.9347.36N/AN/A1,7491,61940,58231,224
2022-01-12$23.56$35.0072.6%20.6%65.1%16.8%77.2%13.9%3.6%-481.8K29.7M-224.1K0.7149.87N/AN/A2,0361,45141,05531,153
2022-01-13$22.00$35.0073.9%21.2%66.5%18.1%82.3%4.5%1.2%-427.6K32.4M-207.5K0.4756.78N/AN/A3,3151,56041,86730,899
2022-01-14$22.25$35.0082.4%21.8%63.2%26.4%78.7%-1.1%0.0%-390.3K31.0M-219.1K0.5252.26N/AN/A2,7941,46143,68531,081
2022-01-18$19.98$35.0079.8%22.9%67.8%23.8%84.0%-2.1%-7.1%-305.4K34.2M-187.0K0.4157.73N/AN/A3,2611,32242,67130,807
2022-01-19$19.76$35.0078.0%22.4%64.7%22.1%79.8%-2.2%1.5%-304.3K32.9M-183.7K0.5347.88N/AN/A3,1391,64844,09129,626
2022-01-20$18.92$30.0083.3%23.0%65.2%27.3%83.5%-5.1%2.9%-239.3K33.1M-189.8K1.1252.67N/AN/A2,6122,92845,38331,257
2022-01-21$18.54$30.0098.4%24.3%64.3%42.0%87.5%0.2%28.0%-158.3K32.4M-191.6K1.1553.11N/AN/A2,3582,71546,11831,633
2022-01-24$18.13$30.0089.3%25.5%62.4%33.1%87.6%7.9%19.4%-152.3K22.7M-181.5K0.3231.80N/AN/A4,8471,54926,10725,346
2022-01-25$18.58$30.00114.5%25.3%62.9%57.7%89.6%40.4%-14.0%-137.5K20.7M-195.1K0.3136.94N/AN/A4,3751,34527,55225,564
2022-01-26$17.87$30.0098.0%24.2%62.9%41.6%84.4%7.7%-6.0%-104.5K21.5M-183.0K0.4739.35N/AN/A3,6821,71828,39925,676
2022-01-27$17.64$30.00105.3%23.7%62.5%48.8%84.8%37.3%13.7%-132.5K23.0M-196.5K1.5943.92N/AN/A2,4583,90929,71027,722
2022-01-28$16.99$30.0069.2%22.7%59.5%13.6%78.3%3.6%-3.6%-126.0K24.1M-186.0K1.2049.11N/AN/A2,5853,11130,21528,395
2022-01-31$18.78$30.0094.6%23.3%74.0%38.3%81.0%-5.2%-7.3%-150.0K21.1M-212.0K0.7045.18N/AN/A3,0492,14328,41227,945