EDIT Options History — December 2022

In December 2022, EDIT traded between $8.30 and $10.32. ATM implied volatility averaged 80.2%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 13.1% (HV 20d: 67.2%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-12-05: Highest Volume — 11,503 contracts
  • 2022-12-27: Largest IV spike — 129.8% change
  • 2022-12-27: Highest IV Rank — 100.0%
  • 2022-12-02: Largest Expected Move — 27.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.47$8.30$10.32$10.09$8.75
Max Pain$12.62$10.00$15.00$10.00$10.00
ATM IV80.2%58.9%135.4%82.3%85.2%
Expected Move20.9%16.3%27.0%22.0%20.5%
HV 20d67.2%50.1%91.7%91.7%62.0%
HV 60d71.8%68.4%74.1%74.0%71.0%
IV Rank34.3%5.0%100.0%38.8%37.2%
IV Percentile28.0%0.8%100.0%32.9%42.5%
Term Structure-1.2%-28.8%92.8%-11.0%-14.0%
VWIV74.0%62.7%95.5%76.0%73.4%
Skew 25d14.2%-7.3%72.4%-1.5%26.2%
Skew 10d23.2%-36.3%79.8%36.1%22.5%
Call IV 25d76.6%57.8%98.5%83.1%57.8%
Put IV 25d90.7%69.6%161.6%81.6%84.1%
Bid-Ask Spread %70.1955.1284.2177.9377.64
Gamma HHI0.160.080.310.150.31
Net GEX34.8K-22.7K97.7K54.0K59.5K
Net DEX3.3M1.5M4.9M3.4M3.4M
Net VEX-66.8K-80.2K-50.4K-70.9K-59.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.112.460.230.77
Total Volume1,868.23841311,503413534
Total OI64,341.8158,03772,71164,97760,476

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$10.09$10.0082.3%22.0%91.7%38.8%76.0%-1.5%-11.0%54.0K3.4M-70.9K0.2377.93N/AN/A3357850,28814,689
2022-12-02$10.25$10.0087.5%27.0%84.8%46.2%95.5%-7.3%-2.8%78.0K2.1M-80.2K2.4682.36N/AN/A1,3163,24150,37514,703
2022-12-05$9.86$15.0079.7%23.0%84.4%35.1%81.9%8.7%0.3%32.8K2.6M-76.0K0.6957.06N/AN/A6,8064,69747,37016,351
2022-12-06$9.59$15.0094.7%23.0%84.7%56.7%84.7%22.0%4.2%-4.9K3.3M-73.5K0.9873.34N/AN/A1,1221,09851,53320,190
2022-12-07$9.89$15.0080.4%22.4%85.7%36.0%80.3%9.0%-26.8%17.1K3.4M-74.8K1.6058.65N/AN/A39062551,95520,756
2022-12-08$10.00$15.0073.0%22.1%85.2%25.4%74.3%13.2%0.3%14.3K3.6M-70.6K1.3672.53N/AN/A59380652,10820,387
2022-12-09$9.54$15.0082.1%19.0%69.5%38.5%69.5%22.5%-13.3%17.2K3.7M-72.7K0.3055.12N/AN/A1,35941352,30719,992
2022-12-12$9.46$15.0081.2%20.2%59.4%37.2%76.8%12.7%-12.8%2294.1M-64.6K0.2958.49N/AN/A65119249,43014,842
2022-12-13$10.00$15.0068.4%20.1%64.8%18.8%73.9%9.3%5.3%40.8K2.7M-72.7K0.1560.61N/AN/A99314949,76014,921
2022-12-14$10.32$15.0084.2%19.7%66.7%41.5%70.2%30.4%-21.2%97.7K1.5M-76.0K0.7364.55N/AN/A59643450,41514,879
2022-12-15$10.11$15.0068.9%20.0%63.8%19.5%66.6%4.3%-5.9%38.2K2.2M-73.3K0.4472.79N/AN/A34415250,36914,988
2022-12-16$10.02$15.0066.2%18.9%50.1%15.5%67.7%16.7%8.5%-22.7K3.2M-63.8K1.5471.00N/AN/A59591450,55015,023
2022-12-19$9.14$15.0088.1%24.4%59.0%47.2%77.7%7.7%11.9%21.0K3.7M-63.3K0.1175.22N/AN/A3,01633344,19513,842
2022-12-20$9.14$10.0071.2%20.7%55.9%22.8%71.4%5.1%-11.4%35.7K3.3M-64.5K1.6160.72N/AN/A36658946,56613,904
2022-12-21$9.16$10.0063.3%18.1%55.6%11.4%62.7%8.6%92.8%40.1K3.2M-64.5K0.6768.70N/AN/A50433746,76313,786
2022-12-22$9.07$10.0070.7%20.2%55.5%22.1%66.5%2.5%6.7%25.2K3.5M-60.4K0.6181.76N/AN/A1,36582847,09613,593
2022-12-23$8.80$10.0058.9%16.3%55.6%5.0%64.3%2.6%-0.0%33.9K4.3M-55.8K1.1784.21N/AN/A27732547,64614,320
2022-12-27$8.36$10.00135.4%20.8%57.4%100.0%73.1%72.4%-28.8%32.0K4.9M-50.4K0.1869.38N/AN/A73613346,09614,135
2022-12-28$8.30$10.0095.3%21.0%57.2%49.8%78.1%-5.8%-11.6%34.8K4.7M-51.4K0.2977.16N/AN/A56516446,33714,043
2022-12-29$9.00$10.0068.4%20.3%62.1%16.3%70.5%38.4%4.0%86.2K2.4M-62.6K0.1774.71N/AN/A1,07918346,76613,433
2022-12-30$8.75$10.0085.2%20.5%62.0%37.2%73.4%26.2%-14.0%59.5K3.4M-59.6K0.7777.64N/AN/A30223246,98213,494