EDIT Options History — July 2022

In July 2022, EDIT traded between $12.48 and $17.36. ATM implied volatility averaged 95.5%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded below realized volatility by 1.1% (HV 20d: 96.6%). Max pain ranged from $12.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-07-20: Highest Volume — 6,014 contracts
  • 2022-07-27: Largest IV spike — 27.1% change
  • 2022-07-27: Highest IV Rank — 69.4%
  • 2022-07-14: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.47$12.48$17.36$12.48$15.88
Max Pain$19.35$12.00$20.00$12.00$19.00
ATM IV95.5%86.0%110.8%92.2%96.6%
Expected Move25.6%23.9%27.4%23.9%25.2%
HV 20d96.6%89.5%105.1%94.3%92.1%
HV 60d101.1%95.7%103.2%95.7%102.3%
IV Rank50.2%38.3%69.4%46.0%51.6%
IV Percentile71.4%54.4%89.3%69.4%75.8%
Term Structure0.6%-47.6%33.0%-7.1%-20.0%
VWIV92.0%83.8%96.9%83.8%92.2%
Skew 25d1.0%-42.4%41.3%12.4%-4.7%
Skew 10d3.7%-30.2%67.1%-2.4%-4.5%
Call IV 25d106.7%88.8%151.5%88.8%112.1%
Put IV 25d107.7%91.6%137.0%101.3%107.4%
Bid-Ask Spread %36.4724.8664.2264.2238.54
Gamma HHI0.120.100.150.150.11
Net GEX172.0K113.2K271.0K128.7K151.9K
Net DEX-3.5M-9.3M2.5M2.5M-1.3M
Net VEX-185.7K-212.9K-139.8K-139.8K-191.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.361.600.830.67
Total Volume3,764.92,3656,0142,8463,230
Total OI59,227.6555,33562,66756,40462,346

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$12.48$12.0092.2%23.9%94.3%46.0%83.8%12.4%-7.1%128.7K2.5M-139.8K0.8364.22N/AN/A1,5511,29536,92519,479
2022-07-05$14.30$20.0086.0%25.0%105.1%38.3%87.4%9.1%8.9%122.1K-1.1M-160.2K0.6140.83N/AN/A2,1041,28936,21419,121
2022-07-06$14.47$20.00106.9%24.7%104.7%64.5%90.1%-33.4%2.5%145.4K-2.9M-171.1K0.6944.98N/AN/A1,7341,19137,07319,459
2022-07-07$14.78$20.0099.3%24.8%102.3%54.9%93.3%-17.7%16.0%172.5K-4.1M-174.8K0.7336.98N/AN/A1,7861,29837,58019,636
2022-07-08$14.96$20.0090.5%24.2%101.9%43.9%89.4%10.8%-3.1%175.1K-4.0M-174.8K0.7040.35N/AN/A1,6451,14437,98319,950
2022-07-11$14.00$20.0090.2%25.6%104.0%43.6%91.5%0.9%-2.3%147.1K-532.5K-157.0K0.6449.01N/AN/A1,44592037,27819,148
2022-07-12$14.25$20.0093.2%26.2%96.3%47.3%95.9%2.6%8.7%157.9K-1.3M-164.5K1.6035.18N/AN/A1,4202,26837,60819,335
2022-07-13$16.07$20.0092.3%26.6%89.5%46.1%91.4%-42.4%-0.0%186.1K-6.5M-195.0K0.7424.86N/AN/A2,8152,09437,91321,005
2022-07-14$15.18$20.0099.5%27.4%93.9%55.2%95.5%5.9%-8.4%208.4K-3.9M-186.2K1.2029.36N/AN/A1,8602,23338,61721,465
2022-07-15$14.79$20.0088.0%25.9%94.2%40.8%92.4%22.7%-2.0%113.2K-1.4M-178.5K0.6933.94N/AN/A2,8061,93738,95021,714
2022-07-18$14.96$20.0088.7%25.2%92.7%41.7%92.6%1.1%1.0%135.2K-561.8K-181.9K1.0229.87N/AN/A2,0602,10137,05620,477
2022-07-19$17.12$20.0093.7%26.6%99.3%48.0%94.7%9.4%29.3%213.6K-7.0M-203.5K0.5334.83N/AN/A2,5601,36837,80320,853
2022-07-20$17.36$20.0091.1%26.1%97.4%44.8%92.1%1.6%31.2%248.2K-9.3M-212.1K0.3631.17N/AN/A4,4121,60238,56721,157
2022-07-21$16.92$20.0094.9%25.4%98.5%49.5%92.7%1.7%33.0%271.0K-7.8M-212.9K0.8431.87N/AN/A1,7891,50940,81521,527
2022-07-22$16.18$20.0090.1%25.4%94.6%43.5%91.9%2.0%-13.2%139.5K-4.6M-200.0K0.5528.86N/AN/A2,9491,63640,98421,683
2022-07-25$16.09$19.00110.3%25.9%94.7%68.8%93.1%-18.4%-47.6%148.4K-2.7M-197.3K0.4029.39N/AN/A3,7091,48438,50520,955
2022-07-26$16.37$19.0087.2%26.0%93.7%39.8%92.0%41.3%5.7%171.0K-3.9M-199.5K0.5432.17N/AN/A2,4301,30540,39521,175
2022-07-27$16.72$19.00110.8%25.6%92.0%69.4%90.9%-20.4%-10.0%201.4K-5.4M-206.1K0.6637.68N/AN/A1,9941,32540,37021,269
2022-07-28$16.47$19.00108.1%25.3%91.5%66.0%96.9%36.1%-11.3%203.7K-4.7M-207.6K0.7235.33N/AN/A1,7451,25540,83721,326
2022-07-29$15.88$19.0096.6%25.2%92.1%51.6%92.2%-4.7%-20.0%151.9K-1.3M-191.4K0.6738.54N/AN/A1,9361,29440,94921,397