EDIT Options History — June 2022

In June 2022, EDIT traded between $9.87 and $13.39. ATM implied volatility averaged 89.6%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded below realized volatility by 4.9% (HV 20d: 94.5%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2022-06-06: Highest Volume — 6,983 contracts
2022-06-28: Largest IV drop — 21.0% change
2022-06-24: Highest IV Rank — 64.6%
2022-06-27: Largest Expected Move — 28.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.74	$9.87	$13.39	$11.01	$11.91
Max Pain	$10.71	$10.00	$12.50	$12.50	$12.00
ATM IV	89.6%	73.6%	107.0%	99.8%	94.9%
Expected Move	24.7%	22.4%	28.4%	24.2%	24.8%
HV 20d	94.5%	78.1%	119.5%	119.5%	93.8%
HV 60d	95.3%	92.6%	99.8%	94.1%	95.3%
IV Rank	42.9%	22.9%	64.6%	55.6%	49.5%
IV Percentile	63.6%	25.4%	88.5%	83.3%	74.6%
Term Structure	3.9%	-30.2%	67.2%	-4.9%	28.6%
VWIV	87.1%	80.5%	96.0%	84.1%	88.3%
Skew 25d	5.8%	-46.1%	54.4%	15.1%	-46.1%
Skew 10d	25.2%	-18.7%	104.0%	42.1%	5.2%
Call IV 25d	98.8%	77.6%	149.5%	86.5%	134.5%
Put IV 25d	104.6%	80.9%	167.8%	101.6%	88.4%
Bid-Ask Spread %	55.93	48.84	64.79	56.28	63.25
Gamma HHI	0.11	0.07	0.28	0.08	0.08
Net GEX	80.3K	2.0K	144.4K	34.3K	91.2K
Net DEX	3.5M	-778.8K	7.2M	5.6M	2.1M
Net VEX	-137.5K	-161.0K	-110.0K	-130.8K	-142.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.26	0.77	0.75	0.72
Total Volume	3,066.381	1,845	6,983	2,282	2,514
Total OI	55,787.952	53,173	57,714	54,373	55,813

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
2022-06-01	$11.01	$12.50	99.8%	24.2%	119.5%	55.6%	84.1%	15.1%	-4.9%	34.3K	5.6M	-130.8K	0.75	56.28	N/A	N/A	1,301	981	34,289	20,084
2022-06-02	$11.42	$10.00	84.3%	22.7%	111.5%	36.3%	82.0%	5.4%	-13.8%	47.4K	5.3M	-134.0K	0.62	57.38	N/A	N/A	1,352	842	34,445	20,105
2022-06-03	$11.73	$10.00	73.6%	22.4%	108.8%	22.9%	80.5%	4.0%	26.0%	61.9K	4.4M	-141.4K	0.62	49.57	N/A	N/A	1,366	844	34,797	20,143
2022-06-06	$11.56	$10.00	80.6%	23.1%	107.7%	31.6%	81.8%	-4.3%	1.6%	64.0K	4.8M	-136.5K	0.26	54.51	N/A	N/A	5,544	1,439	34,650	19,624
2022-06-07	$12.44	$10.00	79.6%	23.1%	86.9%	30.4%	80.8%	5.9%	0.2%	144.4K	1.0M	-148.7K	0.42	51.84	N/A	N/A	2,526	1,058	37,139	20,051
2022-06-08	$12.82	$10.00	83.9%	23.3%	87.1%	35.7%	81.5%	-1.2%	-4.3%	136.6K	-778.8K	-161.0K	0.28	50.06	N/A	N/A	3,832	1,077	37,304	20,188
2022-06-09	$12.32	$10.00	79.1%	23.1%	78.1%	29.8%	82.4%	5.7%	-7.5%	131.5K	2.0M	-146.9K	0.48	50.42	N/A	N/A	2,078	1,006	37,065	20,199
2022-06-10	$11.16	$12.50	83.2%	26.1%	84.4%	34.9%	89.5%	54.4%	67.2%	139.6K	4.8M	-130.5K	0.52	56.01	N/A	N/A	1,950	1,015	37,272	20,442
2022-06-13	$9.87	$12.50	88.6%	25.7%	88.1%	41.7%	89.1%	8.2%	-0.4%	8.7K	7.2M	-110.1K	0.61	49.12	N/A	N/A	1,782	1,088	35,633	20,210
2022-06-14	$9.94	$10.00	88.3%	25.4%	86.7%	41.3%	96.0%	5.1%	-15.7%	7.3K	7.2M	-110.0K	0.48	55.38	N/A	N/A	1,853	896	36,112	20,524
2022-06-15	$10.54	$10.00	91.1%	26.1%	88.9%	44.8%	93.5%	1.1%	5.7%	22.5K	5.4M	-126.1K	0.67	59.55	N/A	N/A	1,853	1,249	36,356	20,492
2022-06-16	$10.24	$12.50	101.4%	27.7%	86.5%	57.6%	95.3%	10.0%	10.8%	2.0K	5.7M	-120.3K	0.57	63.56	N/A	N/A	1,722	982	36,513	20,534
2022-06-17	$11.10	$10.00	86.9%	24.6%	91.2%	39.5%	88.0%	0.9%	4.0%	81.4K	5.6M	-119.9K	0.33	64.79	N/A	N/A	2,850	946	36,898	20,458
2022-06-21	$11.95	$10.00	86.4%	25.2%	94.8%	38.9%	85.3%	-2.8%	-28.3%	65.8K	4.5M	-131.4K	0.54	54.34	N/A	N/A	2,286	1,236	34,352	18,821
2022-06-22	$12.01	$10.00	99.7%	25.7%	94.6%	55.5%	88.1%	44.5%	-14.3%	83.0K	3.2M	-139.7K	0.39	48.84	N/A	N/A	2,199	854	35,475	19,195
2022-06-23	$13.39	$10.00	103.2%	24.5%	96.7%	59.8%	86.7%	-43.6%	-12.7%	134.7K	-19.4K	-157.8K	0.35	59.59	N/A	N/A	1,984	691	35,832	19,382
2022-06-24	$13.39	$10.00	107.0%	24.5%	96.7%	64.6%	84.1%	22.8%	10.5%	104.1K	369.2K	-154.7K	0.58	63.32	N/A	N/A	1,924	1,109	36,036	19,468
2022-06-27	$13.03	$10.00	102.3%	28.4%	94.5%	58.7%	92.8%	-7.2%	18.8%	112.4K	571.1K	-155.7K	0.66	57.92	N/A	N/A	1,295	855	35,738	19,022
2022-06-28	$12.55	$11.00	80.9%	24.6%	94.0%	31.9%	89.6%	26.9%	39.8%	108.5K	1.9M	-145.0K	0.77	51.95	N/A	N/A	1,228	942	36,094	19,156
2022-06-29	$12.25	$12.00	87.1%	24.6%	94.4%	39.7%	89.7%	17.3%	-30.2%	105.2K	1.9M	-144.3K	0.75	56.80	N/A	N/A	1,055	790	36,402	19,234
2022-06-30	$11.91	$12.00	94.9%	24.8%	93.8%	49.5%	88.3%	-46.1%	28.6%	91.2K	2.1M	-142.0K	0.72	63.25	N/A	N/A	1,463	1,051	36,515	19,298