EDIT Options History — May 2022

In May 2022, EDIT traded between $10.01 and $15.79. ATM implied volatility averaged 98.9%, placing in the 54.5% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded below realized volatility by 6.2% (HV 20d: 105.1%). Max pain ranged from $12.50 to $20.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.75.

Notable Days

2022-05-18: Highest Volume — 4,706 contracts
2022-05-09: Largest IV spike — 59.1% change
2022-05-09: Highest IV Rank — 86.8%
2022-05-12: Largest Expected Move — 28.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.75	$10.01	$15.79	$13.94	$11.45
Max Pain	$14.05	$12.50	$20.00	$20.00	$12.50
ATM IV	98.9%	77.3%	124.7%	112.0%	90.7%
Expected Move	26.2%	23.2%	28.8%	26.7%	24.7%
HV 20d	105.1%	65.4%	121.2%	71.0%	119.3%
HV 60d	88.8%	76.7%	93.9%	77.4%	93.8%
IV Rank	54.5%	27.5%	86.8%	71.0%	44.2%
IV Percentile	77.4%	38.5%	99.2%	91.3%	67.9%
Term Structure	-8.4%	-58.5%	48.0%	8.8%	-12.4%
VWIV	94.1%	83.1%	102.5%	93.2%	87.6%
Skew 25d	8.6%	-17.0%	59.9%	-0.7%	34.4%
Skew 10d	8.3%	-44.5%	100.0%	35.9%	13.2%
Call IV 25d	103.8%	77.2%	142.8%	142.8%	79.5%
Put IV 25d	112.4%	86.4%	145.0%	142.1%	114.0%
Bid-Ask Spread %	54.00	37.00	61.57	59.50	59.07
Gamma HHI	0.10	0.07	0.20	0.08	0.08
Net GEX	28.5K	-8.7K	83.9K	15.1K	45.7K
Net DEX	7.5M	1.7M	10.4M	7.1M	5.1M
Net VEX	-144.7K	-209.3K	-120.5K	-179.5K	-135.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.75	0.24	1.85	0.96	0.71
Total Volume	3,378.286	1,939	4,706	2,715	2,910
Total OI	61,456.19	52,126	67,094	62,052	53,574

Daily Data (21 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
2022-05-02	$13.94	$20.00	112.0%	26.7%	71.0%	71.0%	93.2%	-0.7%	8.8%	15.1K	7.1M	-179.5K	0.96	59.50	N/A	N/A	1,386	1,329	38,720	23,332
2022-05-03	$14.08	$20.00	102.3%	26.7%	65.4%	58.8%	96.9%	21.3%	-16.1%	26.9K	7.1M	-179.9K	0.95	54.76	N/A	N/A	1,173	1,118	39,186	23,499
2022-05-04	$15.79	$20.00	96.7%	24.2%	80.5%	51.8%	86.6%	11.2%	-13.6%	83.9K	1.7M	-209.3K	0.43	53.55	N/A	N/A	2,925	1,257	39,571	23,607
2022-05-05	$14.42	$15.00	82.8%	23.8%	84.9%	34.3%	84.6%	-10.4%	-18.5%	63.9K	5.9M	-187.2K	0.54	59.10	N/A	N/A	1,870	1,003	40,375	23,580
2022-05-06	$13.68	$15.00	78.4%	24.1%	85.8%	28.9%	85.6%	22.8%	-6.8%	18.2K	7.3M	-176.1K	0.43	47.96	N/A	N/A	2,505	1,073	40,667	23,535
2022-05-09	$11.29	$15.00	124.7%	28.0%	105.9%	86.8%	98.9%	41.6%	-33.5%	-8.7K	10.4M	-137.6K	0.28	49.63	N/A	N/A	3,565	1,013	39,947	23,231
2022-05-10	$11.17	$15.00	104.2%	28.0%	105.5%	61.2%	99.4%	12.3%	-8.2%	9.3K	9.3M	-137.5K	0.48	55.37	N/A	N/A	2,530	1,217	41,548	23,263
2022-05-11	$10.03	$12.50	114.1%	28.6%	108.6%	73.6%	102.5%	8.4%	-16.9%	5.0K	10.2M	-121.8K	0.56	55.89	N/A	N/A	2,271	1,278	42,085	23,368
2022-05-12	$10.70	$12.50	105.5%	28.8%	110.3%	62.8%	102.0%	-7.0%	-9.5%	11.1K	9.8M	-128.6K	0.24	59.31	N/A	N/A	3,725	909	42,440	23,421
2022-05-13	$11.75	$12.50	117.5%	28.4%	113.9%	77.8%	98.3%	-0.9%	-23.1%	9.9K	9.0M	-139.4K	0.34	57.47	N/A	N/A	2,598	877	42,678	23,188
2022-05-16	$11.15	$12.50	94.7%	27.4%	113.3%	49.2%	98.7%	-0.7%	5.8%	15.2K	8.8M	-136.0K	0.49	59.59	N/A	N/A	1,696	837	41,890	22,963
2022-05-17	$11.48	$12.50	89.7%	25.4%	114.4%	43.0%	92.3%	1.6%	-58.5%	21.9K	9.0M	-136.9K	0.56	61.57	N/A	N/A	1,509	839	42,150	22,966
2022-05-18	$10.75	$12.50	91.5%	26.2%	115.8%	45.2%	95.2%	2.0%	-40.2%	11.0K	9.3M	-128.2K	1.85	57.07	N/A	N/A	1,653	3,053	42,438	23,115
2022-05-19	$10.91	$12.50	106.2%	27.9%	114.6%	63.7%	98.2%	7.5%	48.0%	17.3K	9.9M	-132.7K	0.90	50.91	N/A	N/A	2,233	2,000	42,811	24,283
2022-05-20	$10.90	$12.50	95.9%	27.5%	113.8%	50.7%	99.6%	2.4%	-1.4%	75.3K	8.7M	-133.6K	1.41	56.25	N/A	N/A	1,568	2,217	42,742	23,717
2022-05-23	$10.76	$12.50	85.0%	25.9%	113.6%	37.1%	97.2%	59.9%	3.6%	31.6K	5.7M	-126.9K	1.10	37.00	N/A	N/A	1,797	1,975	32,605	19,521
2022-05-24	$10.01	$12.50	77.3%	25.6%	114.7%	27.5%	92.1%	-2.0%	25.7%	26.2K	6.2M	-120.5K	1.35	51.74	N/A	N/A	1,481	2,001	33,482	19,690
2022-05-25	$10.06	$12.50	106.3%	25.4%	114.8%	63.7%	94.0%	-16.0%	-23.2%	27.4K	6.2M	-121.4K	0.68	54.65	N/A	N/A	1,155	784	33,634	19,658
2022-05-26	$10.90	$12.50	95.9%	24.4%	119.3%	50.7%	90.4%	9.5%	8.6%	45.4K	5.7M	-129.6K	0.84	45.29	N/A	N/A	1,371	1,153	33,956	19,747
2022-05-27	$11.56	$12.50	105.8%	23.2%	121.2%	63.1%	83.1%	-17.0%	5.5%	47.7K	4.3M	-141.1K	0.64	48.32	N/A	N/A	1,882	1,208	34,482	19,915
2022-05-31	$11.45	$12.50	90.7%	24.7%	119.3%	44.2%	87.6%	34.4%	-12.4%	45.7K	5.1M	-135.1K	0.71	59.07	N/A	N/A	1,706	1,204	33,729	19,845