EDIT Options History — March 2022 In March 2022, EDIT traded between $13.93 and $20.53. ATM implied volatility averaged 84.1%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded above realized volatility by 8.9% (HV 20d: 75.2%). Max pain ranged from $17.50 to $25.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2022-03-01 : Highest Volume — 5,851 contracts2022-03-23 : Largest IV spike — 13.3% change2022-03-01 : Highest IV Rank — 59.0%2022-03-07 : Largest Expected Move — 28.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.26 $13.93 $20.53 $17.48 $19.03 Max Pain $21.52 $17.50 $25.00 $17.50 $22.50 ATM IV 84.1% 73.1% 102.5% 102.5% 76.8% Expected Move 23.9% 20.9% 28.0% 27.7% 21.1% HV 20d 75.2% 64.2% 82.9% 78.3% 82.6% HV 60d 73.8% 69.3% 78.7% 75.4% 78.7% IV Rank 36.0% 22.3% 59.0% 59.0% 26.9% IV Percentile 55.4% 22.6% 88.5% 88.5% 39.3% Term Structure 0.6% -9.8% 20.0% 16.6% -2.9% VWIV 84.5% 74.0% 100.4% 100.4% 74.0% Skew 25d 2.1% -6.6% 11.8% -1.5% 11.8% Skew 10d 6.1% -30.8% 37.6% -1.4% 14.6% Call IV 25d 85.3% 67.1% 108.0% 108.0% 72.4% Put IV 25d 87.3% 63.0% 106.5% 106.5% 84.2% Bid-Ask Spread % 43.78 27.30 69.66 33.15 69.66 Gamma HHI 0.08 0.06 0.13 0.07 0.11 Net GEX 67.9K -125.0K 214.7K 40.4K 157.6K Net DEX 963.4K -10.6M 9.1M 2.5M -4.6M Net VEX -228.5K -282.9K -176.5K -224.1K -260.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.29 1.22 0.59 1.18 Total Volume 4,108.435 2,648 5,851 5,851 2,648 Total OI 56,744.913 52,777 60,180 52,777 60,180
Daily Data (23 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 2022-03-01 $17.48 $17.50 102.5% 27.7% 78.3% 59.0% 100.4% -1.5% 16.6% 40.4K 2.5M -224.1K 0.59 33.15 N/A N/A 3,679 2,172 29,487 23,290 2022-03-02 $17.17 $17.50 91.8% 25.1% 76.9% 45.7% 90.8% 2.4% 20.0% 53.1K 3.5M -216.2K 1.22 27.30 N/A N/A 2,136 2,614 31,773 23,578 2022-03-03 $16.56 $17.50 90.2% 25.0% 74.6% 43.6% 87.7% 2.8% -7.5% -31.8K 5.4M -211.4K 1.09 39.70 N/A N/A 2,092 2,287 32,346 24,056 2022-03-04 $16.10 $17.50 84.0% 26.3% 74.7% 35.8% 92.6% 6.5% -8.1% -125.0K 6.7M -207.8K 1.10 52.69 N/A N/A 2,212 2,440 33,150 24,420 2022-03-07 $16.12 $17.50 93.9% 28.0% 72.2% 48.3% 97.0% -5.8% 0.6% -3.3K 6.0M -205.5K 0.76 42.69 N/A N/A 2,357 1,801 30,632 22,731 2022-03-08 $16.03 $17.50 96.1% 26.8% 71.0% 51.0% 92.1% 1.2% -9.8% 10.1K 5.5M -208.0K 0.29 37.15 N/A N/A 4,260 1,249 31,512 22,970 2022-03-09 $16.64 $17.50 85.0% 24.5% 65.5% 37.1% 85.7% 9.3% -0.9% 62.2K 3.1M -222.5K 0.45 46.26 N/A N/A 3,101 1,407 33,367 23,036 2022-03-10 $16.20 $17.50 88.8% 24.4% 64.2% 41.9% 83.0% 6.2% -5.0% 38.8K 4.9M -210.5K 0.41 35.45 N/A N/A 2,909 1,191 33,857 22,966 2022-03-11 $15.16 $17.50 88.0% 24.0% 64.7% 40.9% 87.4% -1.5% -6.7% -30.8K 6.9M -198.2K 0.98 50.65 N/A N/A 1,798 1,766 34,183 23,110 2022-03-14 $13.93 $25.00 91.8% 25.3% 68.0% 45.6% 90.9% 1.3% 0.8% -33.9K 9.1M -176.5K 0.37 45.27 N/A N/A 2,801 1,031 33,163 23,023 2022-03-15 $14.89 $25.00 86.4% 24.9% 72.8% 38.9% 89.4% 7.6% 2.7% -24.9K 7.7M -193.8K 0.44 33.45 N/A N/A 2,615 1,155 33,951 23,205 2022-03-16 $16.01 $25.00 81.6% 24.6% 75.7% 32.9% 85.2% 5.1% -2.2% 34.2K 4.4M -208.2K 0.47 33.58 N/A N/A 2,302 1,074 34,380 23,237 2022-03-17 $17.14 $25.00 78.2% 23.1% 79.7% 28.6% 81.3% 3.1% 1.9% 102.4K 537.2K -224.0K 0.47 49.01 N/A N/A 2,658 1,250 35,047 23,377 2022-03-18 $18.17 $25.00 76.2% 22.3% 78.9% 26.1% 79.1% 4.8% -2.8% 106.5K -3.7M -236.6K 0.62 34.86 N/A N/A 3,180 1,961 35,313 23,575 2022-03-21 $17.33 $25.00 76.8% 23.4% 80.3% 26.8% 81.2% -0.5% -0.8% 58.7K 1.1M -230.5K 1.09 39.16 N/A N/A 1,939 2,122 31,429 22,015 2022-03-22 $18.39 $25.00 73.1% 21.5% 82.2% 22.3% 76.8% -0.0% -5.0% 94.0K -2.5M -245.9K 0.36 45.28 N/A N/A 2,749 997 32,142 22,421 2022-03-23 $18.46 $25.00 82.8% 22.8% 80.3% 34.4% 82.2% -6.6% 0.3% 138.6K -3.1M -250.8K 0.32 57.45 N/A N/A 3,914 1,237 33,495 22,498 2022-03-24 $18.87 $25.00 80.9% 21.4% 75.1% 31.9% 76.6% 2.4% -2.0% 214.4K -4.9M -258.4K 0.74 41.93 N/A N/A 1,925 1,434 35,051 22,900 2022-03-25 $18.65 $22.50 77.7% 22.1% 73.6% 28.0% 79.2% -1.3% 1.7% 214.7K -5.6M -259.8K 0.46 60.75 N/A N/A 2,428 1,121 35,848 23,223 2022-03-28 $18.51 $22.50 78.5% 21.6% 73.7% 29.0% 77.5% -0.4% 10.9% 122.0K -2.9M -252.6K 0.61 45.02 N/A N/A 1,882 1,145 34,607 22,743 2022-03-29 $20.53 $22.50 79.5% 21.8% 81.3% 30.2% 78.3% 4.5% 15.9% 177.2K -10.6M -282.9K 0.79 35.58 N/A N/A 2,366 1,863 35,100 23,137 2022-03-30 $19.65 $22.50 73.7% 20.9% 82.9% 23.0% 75.4% -4.0% -3.3% 186.1K -7.3M -270.4K 1.01 50.97 N/A N/A 1,608 1,618 35,917 23,692 2022-03-31 $19.03 $22.50 76.8% 21.1% 82.6% 26.9% 74.0% 11.8% -2.9% 157.6K -4.6M -260.2K 1.18 69.66 N/A N/A 1,217 1,431 36,283 23,897
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