EDIT Options History — February 2022

In February 2022, EDIT traded between $14.53 and $19.50. ATM implied volatility averaged 94.4%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 14.5% (HV 20d: 79.9%). Max pain ranged from $17.50 to $30.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.87.

Notable Days

  • 2022-02-28: Highest Volume — 5,640 contracts
  • 2022-02-10: Largest IV drop — 11.7% change
  • 2022-02-23: Highest IV Rank — 64.0%
  • 2022-02-23: Largest Expected Move — 30.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.93$14.53$19.50$19.50$16.92
Max Pain$19.87$17.50$30.00$30.00$17.50
ATM IV94.4%82.6%106.5%82.6%83.2%
Expected Move26.5%21.2%30.2%21.6%25.6%
HV 20d79.9%75.7%86.6%75.7%85.7%
HV 60d71.2%67.5%75.3%69.3%75.0%
IV Rank48.1%31.3%64.0%31.3%34.9%
IV Percentile76.0%53.2%89.7%53.2%54.8%
Term Structure-1.1%-6.7%11.4%-3.5%11.4%
VWIV93.6%73.1%109.6%74.1%90.7%
Skew 25d7.5%-7.8%68.8%-7.6%20.9%
Skew 10d5.9%-23.9%37.1%2.6%2.5%
Call IV 25d96.9%77.2%113.2%91.9%77.2%
Put IV 25d104.4%84.3%150.1%84.3%98.1%
Bid-Ask Spread %44.3127.6964.2742.2736.87
Gamma HHI0.100.070.140.130.07
Net GEX-53.3K-157.3K101.8K-108.7K14.5K
Net DEX17.3M5.2M23.3M18.8M5.7M
Net VEX-200.7K-225.3K-177.4K-222.6K-209.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.461.380.781.09
Total Volume4,599.5793,5415,6404,4335,640
Total OI58,448.15848,35564,78957,73050,699

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$19.50$30.0082.6%21.6%75.7%31.3%74.1%-7.6%-3.5%-108.7K18.8M-222.6K0.7842.27N/AN/A2,4871,94629,63328,097
2022-02-02$18.27$30.0086.2%21.2%77.5%35.9%73.1%-3.4%-4.8%-89.7K21.6M-203.4K1.2340.52N/AN/A2,1162,59430,20028,243
2022-02-03$17.83$20.0094.5%26.0%76.2%45.6%90.7%-3.7%-5.8%-76.6K22.2M-198.7K1.0142.95N/AN/A2,2822,30630,62328,708
2022-02-04$18.70$20.0098.5%26.9%79.4%50.6%93.3%12.5%-4.8%-76.8K20.0M-215.3K0.8245.53N/AN/A2,9052,37331,01629,070
2022-02-07$19.22$20.0090.3%25.5%78.4%41.0%92.2%5.8%-3.0%-157.3K19.5M-225.3K1.1247.96N/AN/A2,4332,72630,03529,412
2022-02-08$17.52$20.0097.7%27.0%82.8%53.0%94.4%0.8%-4.1%-134.2K22.7M-202.6K0.4652.13N/AN/A3,2051,48130,73729,836
2022-02-09$18.20$20.00102.2%27.7%84.6%58.6%96.8%31.0%0.1%-104.0K20.4M-218.7K0.5551.43N/AN/A2,6701,47532,21130,333
2022-02-10$17.10$20.0090.2%25.5%82.3%43.6%92.6%0.6%9.4%-97.3K22.1M-203.4K0.7051.09N/AN/A2,4611,71732,96430,515
2022-02-11$16.13$20.0094.3%26.5%81.6%48.8%92.7%68.8%8.1%-75.8K23.3M-191.4K0.5564.27N/AN/A2,8671,57933,32830,586
2022-02-14$15.85$20.0094.9%27.7%80.9%49.5%98.7%-7.8%-1.9%-50.1K22.3M-186.8K0.6230.78N/AN/A2,3641,47332,48329,707
2022-02-15$16.60$17.5099.2%28.7%76.4%54.9%101.8%-5.8%-3.5%-38.3K19.5M-195.7K0.5554.57N/AN/A2,8281,54433,00828,424
2022-02-16$16.60$17.5093.5%26.8%76.4%47.8%94.4%0.1%-6.7%-15.2K18.8M-198.6K0.8459.22N/AN/A1,9241,61734,17628,371
2022-02-17$15.68$17.5098.5%28.5%77.4%54.0%99.4%-2.8%-0.7%-44.6K19.6M-187.7K0.8955.92N/AN/A2,5112,22534,62928,375
2022-02-18$15.23$17.5094.0%26.8%77.6%48.4%96.6%-0.6%4.1%-25.8K20.6M-184.1K1.0452.62N/AN/A2,5942,69535,52729,262
2022-02-22$15.09$17.50102.7%28.0%77.5%59.2%98.4%5.8%-6.7%-31.1K9.3M-182.0K0.9827.69N/AN/A2,1582,10626,46221,893
2022-02-23$14.53$17.50106.5%30.2%77.1%64.0%109.6%14.2%-3.6%-28.2K10.1M-177.4K0.8929.02N/AN/A2,1851,95027,29422,036
2022-02-24$15.89$17.5097.1%28.1%84.3%52.3%97.9%6.4%-3.7%24.4K6.6M-203.1K1.0828.26N/AN/A2,3322,50928,40922,245
2022-02-25$16.72$17.5087.5%25.7%86.6%40.3%91.4%8.0%-1.0%101.8K5.2M-207.3K1.3828.74N/AN/A2,1492,96529,29322,675
2022-02-28$16.92$17.5083.2%25.6%85.7%34.9%90.7%20.9%11.4%14.5K5.7M-209.0K1.0936.87N/AN/A2,6982,94228,14322,556