EDIT Options History — September 2022

In September 2022, EDIT traded between $12.18 and $16.20. ATM implied volatility averaged 86.3%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 10.5% (HV 20d: 75.8%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.39.

Notable Days

  • 2022-09-15: Highest Volume — 6,464 contracts
  • 2022-09-15: Largest IV drop — 48.4% change
  • 2022-09-30: Highest IV Rank — 79.6%
  • 2022-09-26: Largest Expected Move — 29.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.27$12.18$16.20$15.30$12.28
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV86.3%58.9%114.2%86.4%110.6%
Expected Move24.4%21.8%29.4%21.8%29.0%
HV 20d75.8%67.4%82.8%67.4%80.9%
HV 60d83.2%78.1%88.1%87.8%80.6%
IV Rank41.3%4.4%79.6%38.8%79.6%
IV Percentile53.5%0.8%96.0%54.0%96.0%
Term Structure1.9%-48.5%40.6%-3.4%13.7%
VWIV82.5%74.1%94.5%78.1%93.2%
Skew 25d8.1%-22.8%51.2%-22.8%14.1%
Skew 10d30.8%-5.5%69.2%25.6%66.5%
Call IV 25d87.0%61.6%118.7%118.7%93.2%
Put IV 25d95.1%54.6%152.7%95.9%107.3%
Bid-Ask Spread %52.8343.2384.1662.3462.57
Gamma HHI0.130.090.180.140.10
Net GEX219.8K93.4K381.0K301.4K113.7K
Net DEX-2.8M-9.3M2.5M-4.1M682.1K
Net VEX-163.7K-188.7K-129.3K-174.7K-137.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.120.750.130.54
Total Volume2,233.4297046,4647722,587
Total OI60,277.90556,08965,36560,21461,519

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$15.30$15.0086.4%21.8%67.4%38.8%78.1%-22.8%-3.4%301.4K-4.1M-174.7K0.1362.34N/AN/A6858742,09118,123
2022-09-02$14.66$15.0078.6%22.6%67.5%29.0%74.1%-17.5%-12.8%234.0K-3.8M-181.9K0.2552.79N/AN/A75518942,46018,113
2022-09-06$14.30$15.0083.4%24.3%67.6%35.0%84.3%-15.6%-13.6%204.8K-1.3M-163.2K0.7547.65N/AN/A1,08281141,04917,853
2022-09-07$15.73$15.0080.0%25.1%76.5%30.7%86.1%4.8%1.3%334.2K-6.5M-182.2K0.5347.90N/AN/A1,70090941,38717,856
2022-09-08$16.20$15.0086.6%23.4%77.2%39.0%76.9%-8.8%16.8%381.0K-8.9M-188.7K0.1543.85N/AN/A1,21117741,80318,056
2022-09-09$15.86$15.0085.1%22.7%77.1%37.2%74.3%5.9%-7.0%359.3K-7.8M-186.4K0.3843.23N/AN/A82931241,95918,081
2022-09-12$15.97$15.0076.0%22.8%75.3%25.7%75.1%24.0%2.3%379.4K-6.9M-174.9K0.3549.26N/AN/A1,12939941,45917,842
2022-09-13$14.79$15.0089.3%23.2%79.1%42.5%80.2%13.4%-2.3%293.3K-2.0M-163.3K0.6553.96N/AN/A1,5661,01942,13718,146
2022-09-14$14.68$15.00114.2%23.4%76.3%73.6%81.9%51.2%-48.5%286.2K-4.1M-177.2K0.6864.40N/AN/A1,5071,02242,59318,201
2022-09-15$15.66$15.0058.9%24.7%77.8%4.4%80.9%31.0%40.6%353.2K-9.3M-182.8K0.1284.16N/AN/A5,78967543,38018,941
2022-09-16$14.42$15.0072.4%24.3%82.8%21.3%80.4%-5.4%34.6%93.4K-607.0K-164.9K0.4645.44N/AN/A2,4911,14846,21019,155
2022-09-19$14.52$15.0080.8%23.1%78.2%31.8%79.4%8.7%7.8%118.6K-515.9K-158.0K0.1443.94N/AN/A3,76252038,21417,875
2022-09-20$14.52$15.0081.9%23.4%78.2%33.1%80.9%8.6%11.2%206.4K-4.4M-174.8K0.1746.79N/AN/A73212841,51517,938
2022-09-21$14.01$15.0082.9%23.8%78.3%39.5%83.5%5.7%21.7%174.1K-1.4M-155.2K0.1948.67N/AN/A59311141,87517,961
2022-09-22$13.45$15.0082.3%24.0%76.0%38.8%83.5%8.7%-16.5%137.6K-1.6M-161.6K0.7348.92N/AN/A81359242,16717,917
2022-09-23$12.72$15.0085.0%24.9%77.3%42.7%85.5%9.1%-5.7%113.8K925.1K-146.3K0.1949.50N/AN/A1,48427942,57517,935
2022-09-26$12.33$15.0093.6%29.4%70.2%55.0%90.6%16.7%-0.2%113.4K539.4K-142.0K0.4851.88N/AN/A1,64478541,75417,671
2022-09-27$12.60$15.0089.7%25.7%70.6%49.5%91.9%10.1%13.4%125.1K1.2M-139.1K0.5351.14N/AN/A1,51780942,28517,924
2022-09-28$13.46$15.00103.1%24.7%75.1%68.9%78.1%22.2%-24.8%172.3K-1.2M-153.7K0.3553.95N/AN/A1,83763742,83517,936
2022-09-29$12.18$15.0091.2%26.3%82.1%51.7%94.5%5.1%10.8%120.5K2.5M-129.3K0.3457.01N/AN/A1,92665443,27517,770
2022-09-30$12.28$15.00110.6%29.0%80.9%79.6%93.2%14.1%13.7%113.7K682.1K-137.4K0.5462.57N/AN/A1,68590243,74317,776