EDIT Options History — January 2023

In January 2023, EDIT traded between $7.86 and $9.82. ATM implied volatility averaged 79.4%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 10.6% (HV 20d: 68.8%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2023-01-06: Highest Volume — 2,749 contracts
  • 2023-01-26: Largest IV spike — 70.6% change
  • 2023-01-09: Highest IV Rank — 61.1%
  • 2023-01-10: Largest Expected Move — 30.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.69$7.86$9.82$8.48$9.82
Max Pain$12.10$10.00$12.50$10.00$11.00
ATM IV79.4%45.8%104.3%91.5%78.7%
Expected Move21.5%17.5%30.9%18.7%24.7%
HV 20d68.8%61.9%74.2%61.9%70.3%
HV 60d73.1%71.1%75.5%71.1%75.5%
IV Rank32.0%0.0%61.1%45.2%36.7%
IV Percentile30.3%0.0%87.7%60.7%17.5%
Term Structure3.1%-41.6%66.5%2.8%-9.8%
VWIV73.1%59.3%84.6%81.9%79.3%
Skew 25d29.2%-6.7%91.4%33.6%24.5%
Skew 10d34.4%-43.7%121.0%33.9%53.9%
Call IV 25d70.0%39.6%101.5%70.2%53.0%
Put IV 25d99.2%58.2%163.4%103.8%77.5%
Bid-Ask Spread %82.3672.9089.5083.3882.16
Gamma HHI0.190.100.370.280.14
Net GEX48.2K10.3K98.4K48.1K57.5K
Net DEX1.4M-2.7M3.5M3.1M-2.7M
Net VEX-52.6K-69.9K-45.3K-52.8K-62.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.070.900.330.21
Total Volume1,224.055222,7491,1911,801
Total OI50,556.931,67861,62557,09434,366

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$8.48$10.0091.5%18.7%61.9%45.2%81.9%33.6%2.8%48.1K3.1M-52.8K0.3383.38N/AN/A89729444,68412,410
2023-01-04$9.14$10.0099.2%20.8%67.7%54.7%83.9%4.5%-13.9%90.4K347.8K-69.9K0.6475.43N/AN/A65942545,36612,630
2023-01-05$9.02$12.5071.6%20.4%67.2%20.2%75.9%34.4%21.1%88.9K2.6M-52.2K0.2772.90N/AN/A51914145,74512,883
2023-01-06$9.02$12.5079.7%19.9%66.0%30.3%72.9%33.2%-10.4%86.5K2.7M-53.6K0.4276.46N/AN/A1,93181846,02512,900
2023-01-09$8.23$12.50104.3%24.8%72.5%61.1%79.1%39.0%-31.2%33.1K3.5M-47.5K0.5683.29N/AN/A1,73396646,56012,338
2023-01-10$8.18$12.5068.7%30.9%71.2%16.6%78.5%47.4%66.5%37.2K2.6M-55.2K0.6080.77N/AN/A49929947,77912,944
2023-01-11$8.50$12.5061.3%22.9%73.0%7.4%74.0%26.4%-1.6%57.3K2.2M-59.5K0.2782.60N/AN/A53314548,07112,958
2023-01-12$8.71$12.5068.5%20.0%70.4%16.4%66.9%32.9%-3.9%98.4K1.8M-55.9K0.3684.20N/AN/A65623448,29312,852
2023-01-13$8.39$12.5084.4%22.2%69.6%36.2%67.8%91.4%-31.2%54.8K2.8M-48.6K0.6282.18N/AN/A44427748,66112,964
2023-01-17$8.32$12.5099.0%28.0%69.5%54.5%84.6%16.0%-41.6%29.0K3.1M-45.8K0.2574.67N/AN/A64416347,17712,709
2023-01-18$8.11$12.5061.1%17.5%69.7%7.1%64.2%11.6%9.7%20.2K3.3M-45.7K0.2889.00N/AN/A54615347,44012,772
2023-01-19$7.86$12.5073.6%20.6%63.4%22.7%72.7%1.0%9.9%10.3K3.1M-47.5K0.5385.53N/AN/A66635047,42212,647
2023-01-20$8.05$12.5087.9%22.8%64.3%40.6%71.0%4.8%19.5%17.9K2.3M-47.7K0.6081.06N/AN/A64138247,76511,956
2023-01-23$8.13$12.5080.4%17.8%64.5%31.2%62.8%-6.7%60.5%14.2K1.0M-45.3K0.6783.63N/AN/A1,23081922,3659,313
2023-01-24$8.79$12.5077.5%19.2%71.0%27.6%68.0%88.1%7.5%26.1K60.9K-51.2K0.1282.16N/AN/A1,96224523,1399,934
2023-01-25$9.07$12.5045.8%18.2%71.1%0.0%59.3%6.7%28.6%53.4K-730.0K-54.3K0.1083.16N/AN/A4754724,0529,910
2023-01-26$8.91$12.5078.2%20.4%68.8%36.1%75.8%36.3%-28.1%52.8K-519.5K-52.9K0.1987.73N/AN/A54110124,1149,939
2023-01-27$9.68$12.5091.3%20.6%74.2%50.8%75.9%35.9%2.0%33.9K-1.1M-45.8K0.0787.36N/AN/A1,3228724,2939,975
2023-01-30$9.41$11.0086.2%18.9%69.9%45.1%67.3%22.5%5.5%54.6K-1.4M-58.2K0.9089.50N/AN/A44139524,0759,712
2023-01-31$9.82$11.0078.7%24.7%70.3%36.7%79.3%24.5%-9.8%57.5K-2.7M-62.4K0.2182.16N/AN/A1,49430724,3719,995