EDIT Options History — November 2022

In November 2022, EDIT traded between $9.84 and $13.42. ATM implied volatility averaged 93.1%, placing in the 54.4% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 12.3% (HV 20d: 80.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2022-11-17: Highest Volume — 9,635 contracts
  • 2022-11-07: Largest IV spike — 70.7% change
  • 2022-11-02: Highest IV Rank — 92.3%
  • 2022-11-01: Largest Expected Move — 31.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.40$9.84$13.42$12.68$10.41
Max Pain$11.95$10.00$12.50$12.50$10.00
ATM IV93.1%55.7%119.3%107.1%76.4%
Expected Move25.9%19.4%31.4%31.4%21.9%
HV 20d80.8%54.7%94.3%54.7%92.9%
HV 60d74.3%68.0%78.5%68.1%76.8%
IV Rank54.4%0.4%92.3%74.6%30.2%
IV Percentile62.9%0.4%99.6%93.7%14.3%
Term Structure-5.1%-36.8%31.7%-19.3%-33.2%
VWIV88.4%47.4%112.5%112.5%81.1%
Skew 25d19.7%3.1%53.4%48.3%13.1%
Skew 10d23.2%7.9%58.0%30.1%26.1%
Call IV 25d85.7%50.3%98.7%96.6%50.3%
Put IV 25d105.4%63.5%144.9%144.9%63.5%
Bid-Ask Spread %59.0029.5489.4243.2489.42
Gamma HHI0.120.100.230.110.12
Net GEX111.5K-39.9K298.1K175.4K72.8K
Net DEX2.9M-6.7M6.9M-884.3K4.3M
Net VEX-102.3K-142.1K-67.8K-129.0K-79.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.081.310.800.34
Total Volume3,946.7627819,6353,3931,454
Total OI67,981.23864,21176,73264,21165,804

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$12.68$12.50107.1%31.4%54.7%74.6%112.5%48.3%-19.3%175.4K-884.3K-129.0K0.8043.24N/AN/A1,8881,50545,83118,380
2022-11-02$13.13$12.50119.3%27.2%55.9%92.3%94.6%20.9%-23.9%208.2K-1.4M-128.5K0.5948.02N/AN/A4,3642,56046,22319,097
2022-11-03$11.77$12.5094.1%27.7%68.0%55.8%90.6%45.6%-29.2%51.3K3.5M-115.1K0.5555.62N/AN/A2,6581,45147,60119,937
2022-11-04$11.25$12.5055.7%26.5%66.2%0.4%94.0%3.1%11.7%87.4K5.8M-105.2K0.6452.36N/AN/A2,3061,47548,39820,151
2022-11-07$11.12$12.5095.1%28.4%66.1%57.2%97.0%12.9%11.8%81.8K5.2M-99.9K0.7458.88N/AN/A2,1601,58947,91418,746
2022-11-08$11.20$12.5093.7%28.1%66.1%55.2%95.1%13.7%5.0%85.7K4.2M-102.1K0.4863.10N/AN/A2,2791,09348,89918,843
2022-11-09$10.81$12.5095.4%28.1%66.5%57.7%98.5%9.7%2.7%64.9K4.4M-105.9K0.6649.82N/AN/A1,5191,00749,71718,843
2022-11-10$12.34$12.50100.7%27.0%82.5%65.3%100.1%11.2%-3.2%189.1K748.6K-118.8K0.5450.10N/AN/A2,1991,19549,97418,943
2022-11-11$13.42$12.5087.0%27.1%85.5%45.5%92.4%22.6%-0.4%298.1K-6.7M-142.1K0.3554.26N/AN/A3,3721,18850,68118,938
2022-11-14$13.15$12.5093.5%27.0%85.6%54.9%98.5%10.8%10.2%262.5K-2.6M-127.4K0.4549.17N/AN/A2,5361,13050,15618,621
2022-11-15$13.10$12.5093.7%26.8%84.3%55.3%90.1%10.6%31.7%250.8K-1.9M-125.4K0.5652.22N/AN/A2,9041,63051,22818,993
2022-11-16$12.28$12.5090.1%25.8%82.7%50.0%92.1%10.0%-1.0%160.0K2.0M-112.2K0.7354.73N/AN/A2,4991,82951,93119,679
2022-11-17$10.94$12.50112.6%31.0%92.8%82.5%88.6%24.0%-12.5%48.3K5.8M-95.8K0.6529.54N/AN/A5,8523,78352,34820,261
2022-11-18$10.89$12.5094.2%26.8%92.4%55.9%95.8%10.9%-36.8%-39.9K5.6M-96.8K1.3131.80N/AN/A2,8913,78655,47921,253
2022-11-21$10.26$12.50104.7%23.2%94.3%71.0%76.8%15.2%-0.2%38.1K6.9M-76.9K0.2555.14N/AN/A5,7131,42046,58618,201
2022-11-22$10.38$12.5081.6%19.4%94.0%37.7%47.4%6.5%-1.8%90.7K3.4M-89.8K0.6583.09N/AN/A2,1591,40148,59517,437
2022-11-23$10.40$11.0098.2%21.4%92.5%61.7%76.9%53.4%-35.8%64.2K5.8M-78.5K0.5677.72N/AN/A2,2171,24848,93617,516
2022-11-25$10.11$10.0075.7%21.8%92.7%29.3%77.2%21.2%7.2%54.0K6.9M-67.8K0.0874.01N/AN/A7896649,49117,547
2022-11-28$9.84$10.00101.6%23.2%90.3%66.6%83.4%38.4%22.3%46.2K5.5M-69.0K0.5980.81N/AN/A49228948,91416,029
2022-11-29$9.89$10.0084.8%23.8%90.4%42.4%73.0%12.6%-12.2%51.9K4.0M-82.1K0.1785.96N/AN/A84614049,25816,227
2022-11-30$10.41$10.0076.4%21.9%92.9%30.2%81.1%13.1%-33.2%72.8K4.3M-79.4K0.3489.42N/AN/A1,08836649,65716,147