EDIT Options History — August 2022

In August 2022, EDIT traded between $14.72 and $19.24. ATM implied volatility averaged 81.8%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 3.0% (HV 20d: 78.8%). Max pain ranged from $15.00 to $19.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.38.

Notable Days

2022-08-03: Highest Volume — 6,359 contracts
2022-08-18: Largest IV spike — 20.7% change
2022-08-31: Highest IV Rank — 43.9%
2022-08-02: Largest Expected Move — 25.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.78	$14.72	$19.24	$15.77	$14.81
Max Pain	$16.74	$15.00	$19.00	$19.00	$15.00
ATM IV	81.8%	65.8%	90.5%	86.5%	90.5%
Expected Move	22.9%	18.9%	25.1%	24.4%	22.4%
HV 20d	78.8%	66.0%	91.5%	91.5%	66.7%
HV 60d	89.5%	85.2%	100.5%	99.6%	88.7%
IV Rank	33.0%	12.9%	43.9%	39.0%	43.9%
IV Percentile	39.7%	6.0%	63.9%	51.6%	63.9%
Term Structure	0.1%	-14.7%	20.6%	-5.6%	-13.9%
VWIV	80.2%	52.4%	90.8%	87.0%	81.2%
Skew 25d	12.7%	-5.8%	47.2%	37.5%	-5.8%
Skew 10d	23.2%	-13.5%	56.7%	56.7%	37.3%
Call IV 25d	82.9%	68.1%	101.9%	86.7%	101.9%
Put IV 25d	95.6%	81.4%	143.7%	124.2%	96.2%
Bid-Ask Spread %	46.07	35.48	65.02	41.12	54.37
Gamma HHI	0.13	0.10	0.15	0.13	0.12
Net GEX	240.7K	54.7K	370.2K	148.2K	236.4K
Net DEX	-7.4M	-16.7M	4.3M	-1.2M	-3.1M
Net VEX	-206.2K	-239.2K	-175.6K	-189.7K	-175.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.05	0.73	0.41	0.58
Total Volume	2,726.13	831	6,359	4,137	2,104
Total OI	62,992	54,052	68,948	60,966	59,905

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
2022-08-01	$15.77	$19.00	86.5%	24.4%	91.5%	39.0%	87.0%	37.5%	-5.6%	148.2K	-1.2M	-189.7K	0.41	41.12	N/A	N/A	2,940	1,197	40,052	20,914
2022-08-02	$16.32	$18.00	89.2%	25.1%	79.5%	42.4%	90.8%	19.7%	-2.6%	204.1K	-3.3M	-195.2K	0.36	39.29	N/A	N/A	2,314	838	41,216	20,962
2022-08-03	$18.50	$18.00	86.3%	24.2%	90.0%	38.7%	86.8%	19.8%	-2.7%	302.6K	-13.4M	-230.2K	0.32	37.46	N/A	N/A	4,814	1,545	41,919	20,977
2022-08-04	$18.93	$15.00	89.9%	24.7%	90.1%	43.2%	86.4%	2.9%	-2.2%	354.6K	-15.7M	-234.2K	0.60	46.20	N/A	N/A	3,173	1,890	42,994	21,559
2022-08-05	$19.24	$17.50	83.2%	24.6%	90.1%	34.8%	88.3%	15.1%	-5.4%	370.2K	-16.7M	-239.2K	0.51	43.43	N/A	N/A	3,219	1,652	43,723	21,960
2022-08-08	$19.14	$17.50	79.2%	23.5%	85.5%	29.7%	84.4%	9.1%	7.9%	304.8K	-15.0M	-236.9K	0.65	35.48	N/A	N/A	2,014	1,300	42,595	21,641
2022-08-09	$18.20	$17.50	82.3%	23.9%	88.6%	33.6%	83.0%	11.8%	3.7%	294.4K	-11.2M	-229.9K	0.38	49.61	N/A	N/A	1,519	583	43,456	22,193
2022-08-10	$18.48	$17.50	89.6%	23.5%	78.9%	42.8%	81.2%	12.5%	-14.7%	337.9K	-13.2M	-236.1K	0.35	37.71	N/A	N/A	1,333	463	44,210	22,097
2022-08-11	$17.98	$17.50	81.1%	23.3%	76.4%	32.2%	80.1%	23.7%	0.7%	331.5K	-11.8M	-228.7K	0.23	40.96	N/A	N/A	2,697	631	44,510	21,677
2022-08-12	$18.72	$17.50	82.7%	23.3%	76.1%	34.2%	80.6%	5.1%	-4.0%	290.8K	-15.4M	-237.4K	0.23	36.43	N/A	N/A	1,401	329	45,244	22,032
2022-08-15	$18.46	$17.50	81.9%	23.3%	76.6%	33.2%	82.8%	6.2%	-1.1%	296.0K	-12.2M	-226.4K	0.29	41.20	N/A	N/A	1,223	352	43,378	21,583
2022-08-16	$17.26	$17.50	77.7%	22.2%	66.0%	27.9%	78.1%	6.5%	-0.9%	248.0K	-7.2M	-216.6K	0.73	52.46	N/A	N/A	1,450	1,058	43,624	21,815
2022-08-17	$16.24	$17.50	65.8%	18.9%	69.2%	12.9%	52.4%	12.8%	18.7%	107.1K	-1.1M	-187.7K	0.35	65.02	N/A	N/A	2,054	720	43,828	22,483
2022-08-18	$15.98	$17.50	79.3%	22.9%	68.9%	30.0%	86.8%	7.2%	-7.1%	54.7K	-1.7M	-200.3K	0.20	39.25	N/A	N/A	1,810	359	44,523	22,849
2022-08-19	$14.78	$17.50	79.5%	23.1%	72.5%	30.2%	86.6%	7.1%	-4.3%	91.8K	4.3M	-178.8K	0.42	38.56	N/A	N/A	1,898	798	45,939	23,009
2022-08-22	$14.80	$17.50	75.7%	20.7%	72.5%	25.4%	69.4%	8.6%	-14.2%	92.1K	-1.9M	-180.2K	0.05	62.05	N/A	N/A	3,620	173	36,356	17,696
2022-08-23	$15.23	$15.00	79.5%	21.2%	73.1%	30.2%	75.4%	7.7%	16.2%	198.3K	-3.6M	-184.2K	0.17	47.37	N/A	N/A	1,187	202	39,672	17,844
2022-08-24	$16.10	$15.00	74.2%	21.0%	75.6%	23.5%	73.3%	13.3%	-2.4%	260.4K	-8.1M	-204.6K	0.20	47.47	N/A	N/A	2,547	507	40,358	17,949
2022-08-25	$16.30	$15.00	81.2%	20.7%	75.6%	32.2%	72.4%	7.2%	12.2%	335.7K	-9.1M	-200.4K	0.46	49.17	N/A	N/A	991	453	42,211	18,318
2022-08-26	$14.72	$15.00	83.2%	22.0%	82.9%	34.8%	79.1%	2.3%	-2.2%	212.5K	-1.8M	-176.6K	0.58	45.28	N/A	N/A	930	536	42,449	18,662
2022-08-29	$14.91	$15.00	82.3%	22.2%	83.1%	33.7%	78.9%	15.3%	5.0%	227.4K	-3.4M	-177.1K	0.39	48.20	N/A	N/A	598	233	41,040	17,899
2022-08-30	$15.12	$15.00	79.7%	24.6%	82.2%	30.4%	80.4%	47.2%	20.6%	235.6K	-4.1M	-177.3K	0.19	61.43	N/A	N/A	877	169	41,391	18,104
2022-08-31	$14.81	$15.00	90.5%	22.4%	66.7%	43.9%	81.2%	-5.8%	-13.9%	236.4K	-3.1M	-175.6K	0.58	54.37	N/A	N/A	1,333	771	41,803	18,102