EDIT Options History — October 2022

In October 2022, EDIT traded between $11.43 and $12.86. ATM implied volatility averaged 99.3%, placing in the 63.4% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 32.4% (HV 20d: 66.9%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-10-24: Highest Volume — 5,758 contracts
  • 2022-10-06: Largest IV spike — 17.9% change
  • 2022-10-31: Highest IV Rank — 88.2%
  • 2022-10-19: Largest Expected Move — 31.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.06$11.43$12.86$12.48$12.56
Max Pain$12.67$12.50$15.00$15.00$12.50
ATM IV99.3%83.0%116.5%89.8%116.5%
Expected Move28.0%23.2%31.7%23.7%30.7%
HV 20d66.9%52.4%81.0%80.5%55.2%
HV 60d73.0%67.4%80.6%80.6%68.0%
IV Rank63.4%39.9%88.2%49.6%88.2%
IV Percentile81.8%50.8%98.4%67.5%98.4%
Term Structure-4.8%-45.2%42.7%-18.2%-41.0%
VWIV99.5%82.8%112.8%83.3%112.8%
Skew 25d10.6%-17.1%29.3%12.9%16.9%
Skew 10d16.0%-12.9%58.7%13.8%19.7%
Call IV 25d99.0%80.4%137.1%80.4%104.0%
Put IV 25d109.6%93.3%126.2%93.3%120.8%
Bid-Ask Spread %50.0433.3769.1963.4241.33
Gamma HHI0.100.090.120.110.11
Net GEX120.5K66.7K229.0K121.7K166.7K
Net DEX1.8M-1.3M3.8M-119.9K253.0K
Net VEX-121.8K-140.8K-108.4K-140.8K-124.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.180.760.410.73
Total Volume2,940.4291,4775,7583,4192,362
Total OI62,651.42958,76165,90460,10763,755

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$12.48$15.0089.8%23.7%80.5%49.6%83.3%12.9%-18.2%121.7K-119.9K-140.8K0.4163.42N/AN/A2,42199842,69917,408
2022-10-04$12.77$13.0083.0%23.2%81.0%39.9%83.2%9.7%1.9%148.3K305.3K-134.8K0.3167.13N/AN/A2,31172143,83317,242
2022-10-05$12.63$13.0084.3%23.8%71.7%41.7%82.8%14.8%-0.0%160.0K283.7K-138.2K0.2669.19N/AN/A2,44562544,49817,268
2022-10-06$12.86$12.5099.4%26.0%70.9%63.4%91.6%29.3%8.6%184.2K408.5K-135.5K0.3949.45N/AN/A1,72167445,05317,258
2022-10-07$12.07$12.5089.8%26.3%73.3%49.6%93.0%16.4%-19.2%111.9K2.4M-125.0K0.5047.69N/AN/A1,42071645,18817,361
2022-10-10$11.87$12.5091.3%26.4%72.9%51.7%92.0%10.8%-0.9%99.6K2.7M-119.1K0.4650.19N/AN/A1,14353144,40217,200
2022-10-11$11.72$12.5095.5%26.7%69.1%57.8%95.0%1.8%-6.8%86.6K3.0M-116.7K0.4853.36N/AN/A1,08652144,63717,249
2022-10-12$11.96$12.5091.4%26.6%70.0%52.0%93.4%-3.6%-0.3%103.5K2.3M-120.1K0.4654.52N/AN/A1,01246544,89217,252
2022-10-13$12.06$12.50104.2%27.6%64.7%70.3%98.2%0.4%-13.8%118.4K1.6M-125.1K0.7662.63N/AN/A1,5771,19944,95217,259
2022-10-14$11.52$12.50103.4%28.4%60.6%69.2%101.8%-17.1%-4.0%97.4K2.1M-119.9K0.2658.04N/AN/A1,98252545,60917,575
2022-10-17$11.87$12.5098.0%28.3%62.1%61.4%101.1%2.6%-5.7%78.8K3.1M-111.0K0.4146.15N/AN/A1,48961645,35317,459
2022-10-18$12.42$12.50111.2%29.5%65.1%80.5%104.5%0.6%42.7%108.6K623.1K-121.2K0.1864.88N/AN/A4,77388145,77517,530
2022-10-19$11.48$12.50110.5%31.7%69.2%79.5%108.6%4.8%-45.2%78.0K3.8M-109.9K0.5252.72N/AN/A1,82695346,61917,741
2022-10-20$11.44$12.50101.8%29.7%68.2%66.9%112.0%10.7%-17.7%66.7K3.8M-108.4K0.6945.01N/AN/A1,9641,34847,16517,779
2022-10-21$11.69$12.50105.6%29.3%66.5%72.4%105.2%8.8%7.1%85.0K3.5M-111.8K0.3844.97N/AN/A1,96774147,68418,220
2022-10-24$11.43$12.5099.1%31.0%66.2%63.0%104.6%14.0%19.6%81.6K2.9M-110.6K0.2935.76N/AN/A4,4671,29141,70117,060
2022-10-25$11.69$12.50101.8%29.2%66.2%66.9%108.6%16.6%-10.0%112.4K2.6M-112.7K0.5733.37N/AN/A2,3851,36243,92117,718
2022-10-26$12.17$12.50103.8%29.3%63.2%69.8%104.2%21.1%12.6%148.6K1.2M-119.8K0.4535.90N/AN/A2,2431,00644,94218,188
2022-10-27$12.02$12.50101.1%29.9%52.4%65.9%107.6%27.0%-17.4%143.2K1.7M-118.2K0.5037.70N/AN/A1,89695445,36818,320
2022-10-28$12.64$12.50104.5%30.1%55.4%70.8%105.2%23.7%7.6%229.0K-1.3M-133.6K0.4637.35N/AN/A2,14598746,02318,524
2022-10-31$12.56$12.50116.5%30.7%55.2%88.2%112.8%16.9%-41.0%166.7K253.0K-124.4K0.7341.33N/AN/A1,36999345,54718,208