EDIT Options History — April 2022

In April 2022, EDIT traded between $13.26 and $21.30. ATM implied volatility averaged 87.6%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 6.9% (HV 20d: 80.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.73.

Notable Days

  • 2022-04-05: Highest Volume — 5,034 contracts
  • 2022-04-07: Largest IV spike — 72.3% change
  • 2022-04-29: Highest IV Rank — 79.4%
  • 2022-04-26: Largest Expected Move — 26.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.78$13.26$21.30$20.01$13.26
Max Pain$21.50$20.00$22.50$22.50$20.00
ATM IV87.6%55.4%118.8%73.6%118.8%
Expected Move23.0%20.5%26.1%21.0%25.5%
HV 20d80.7%70.0%87.9%82.9%71.1%
HV 60d78.9%75.6%80.4%78.8%76.7%
IV Rank40.4%0.1%79.4%22.9%79.4%
IV Percentile60.3%0.4%98.0%27.0%98.0%
Term Structure-1.2%-40.3%49.7%14.1%-26.6%
VWIV82.9%73.1%102.8%74.2%102.8%
Skew 25d6.1%-8.3%39.0%-2.9%22.6%
Skew 10d5.5%-24.7%54.0%20.9%54.0%
Call IV 25d90.6%71.8%137.1%78.2%137.1%
Put IV 25d96.7%74.6%159.8%75.3%159.8%
Bid-Ask Spread %53.0533.8769.1335.7059.75
Gamma HHI0.100.080.310.310.09
Net GEX81.3K-50.4K284.4K284.4K6.2K
Net DEX1.6M-12.3M9.7M-8.6M9.7M
Net VEX-223.1K-286.2K-169.8K-270.8K-169.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.730.241.150.790.68
Total Volume3,1991,6865,0343,2033,968
Total OI61,993.9558,89064,59660,35864,596

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$20.01$22.5073.6%21.0%82.9%22.9%74.2%-2.9%14.1%284.4K-8.6M-270.8K0.7935.70N/AN/A1,7871,41636,42023,938
2022-04-04$21.30$22.5073.2%20.5%84.7%22.4%73.1%10.6%4.1%171.9K-12.3M-286.2K0.4733.87N/AN/A2,00093235,56223,328
2022-04-05$20.41$22.5082.0%20.9%86.9%33.4%74.8%-7.8%-8.3%169.3K-9.1M-270.8K0.2456.52N/AN/A4,05697836,07723,501
2022-04-06$19.80$22.5055.4%20.8%87.6%0.1%73.8%2.7%16.7%225.2K-8.3M-273.8K0.8062.20N/AN/A1,6161,29538,69623,588
2022-04-07$19.17$22.5095.5%21.7%87.9%50.3%77.2%3.9%-32.0%153.6K-4.5M-262.5K0.9065.25N/AN/A1,1121,00538,89223,831
2022-04-08$18.45$22.5082.5%21.2%85.3%34.0%74.7%-8.3%20.6%103.9K-1.8M-250.2K0.7463.90N/AN/A1,3811,01639,03324,013
2022-04-11$17.55$22.5078.8%21.5%80.9%29.3%76.6%-0.9%-3.6%79.5K1.6M-233.1K0.4845.55N/AN/A1,65179737,90423,615
2022-04-12$17.85$22.5078.9%21.6%78.3%29.5%77.3%1.8%-4.8%188.2K-439.8K-241.8K0.4669.13N/AN/A2,03593439,37623,711
2022-04-13$18.73$22.5079.9%21.5%76.2%30.7%75.1%2.5%-4.1%199.8K-3.9M-254.2K0.6465.99N/AN/A1,8211,17139,33723,844
2022-04-14$16.79$22.5079.3%21.4%83.2%30.1%76.5%9.0%-7.3%27.4K4.5M-222.8K0.8968.82N/AN/A1,8061,60539,84323,980
2022-04-18$15.75$22.5079.9%22.5%83.0%30.8%79.3%-0.7%19.2%6.2K6.2M-203.4K0.6247.22N/AN/A2,0081,24136,94122,386
2022-04-19$15.75$22.5083.0%23.4%81.6%34.6%82.6%1.6%-6.3%19.8K5.7M-206.4K0.5635.59N/AN/A2,1281,19537,77622,596
2022-04-20$15.44$20.0081.4%23.3%78.2%32.6%82.7%2.6%4.9%23.9K6.8M-198.3K0.7044.73N/AN/A1,6721,16438,59722,745
2022-04-21$14.39$20.0087.8%24.3%81.0%40.6%83.7%1.8%-3.0%10.6K7.7M-189.4K0.8148.99N/AN/A2,0731,68838,73223,033
2022-04-22$14.74$20.0092.7%25.7%81.1%46.8%93.7%1.9%4.0%25.8K7.1M-194.2K1.0848.70N/AN/A1,6951,83439,40923,300
2022-04-25$14.79$20.00100.7%25.3%81.3%56.8%91.4%10.5%-12.1%23.8K6.2M-196.1K0.9547.18N/AN/A1,9491,85738,44623,015
2022-04-26$14.03$20.0096.3%26.1%82.6%51.2%92.2%25.6%49.7%-14.1K7.5M-184.4K1.0645.57N/AN/A1,6351,72739,07223,638
2022-04-27$13.62$20.00113.3%25.6%70.0%72.6%95.8%39.0%-8.2%-30.1K8.8M-178.0K1.1557.52N/AN/A78490239,37423,925
2022-04-28$13.85$20.00118.7%25.5%70.6%79.3%100.0%6.5%-40.3%-50.4K9.1M-175.9K0.6658.92N/AN/A2,4341,61239,74724,062
2022-04-29$13.26$20.00118.8%25.5%71.1%79.4%102.8%22.6%-26.6%6.2K9.7M-169.8K0.6859.75N/AN/A2,3621,60640,44424,152