EDIT Options History — February 2023

In February 2023, EDIT traded between $9.04 and $11.38. ATM implied volatility averaged 93.0%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 23.1% (HV 20d: 69.9%). Max pain ranged from $7.50 to $11.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.51.

Notable Days

  • 2023-02-03: Highest Volume — 2,400 contracts
  • 2023-02-09: Largest IV spike — 34.0% change
  • 2023-02-09: Highest IV Rank — 74.2%
  • 2023-02-21: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.08$9.04$11.38$10.59$9.05
Max Pain$9.39$7.50$11.00$11.00$10.00
ATM IV93.0%67.2%112.3%110.4%67.2%
Expected Move22.6%18.0%26.0%21.2%22.6%
HV 20d69.9%62.4%74.9%73.0%65.3%
HV 60d68.6%63.0%75.0%74.0%65.0%
IV Rank52.7%23.8%74.2%72.0%23.8%
IV Percentile60.0%4.0%95.6%93.7%4.0%
Term Structure-7.1%-66.9%41.2%-18.3%7.0%
VWIV80.4%65.6%100.8%65.6%77.2%
Skew 25d13.0%-7.0%51.7%40.6%30.1%
Skew 10d36.0%-80.3%143.9%143.9%56.0%
Call IV 25d87.1%66.5%111.7%90.2%67.7%
Put IV 25d100.1%79.5%158.4%130.8%97.8%
Bid-Ask Spread %73.8956.7488.4188.4180.65
Gamma HHI0.120.080.310.170.11
Net GEX69.7K-9.6K133.7K98.4K23.5K
Net DEX-3.1M-6.7M-413.6K-4.7M-413.6K
Net VEX-64.1K-76.3K-51.9K-64.9K-51.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.032.460.400.66
Total Volume1,169.8955742,4001,341574
Total OI35,599.36831,73038,66535,26032,089

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$10.59$11.00110.4%21.2%73.0%72.0%65.6%40.6%-18.3%98.4K-4.7M-64.9K0.4088.41N/AN/A95838325,23110,029
2023-02-02$11.38$7.5087.0%20.7%72.7%46.0%79.5%18.7%8.9%82.9K-6.7M-76.3K0.1187.03N/AN/A2,03022825,32210,220
2023-02-03$11.29$7.5090.5%18.8%72.5%49.9%74.3%4.1%22.0%87.6K-6.7M-73.0K0.0384.27N/AN/A2,3356526,16710,271
2023-02-06$11.11$7.5095.6%24.6%73.0%55.6%85.8%-7.0%10.6%99.7K-5.5M-72.9K0.4672.21N/AN/A54224825,6689,476
2023-02-07$11.13$7.50101.6%18.0%62.4%62.3%71.8%0.6%-66.9%98.4K-5.0M-70.8K0.1063.02N/AN/A1,21012126,1119,674
2023-02-08$10.39$7.5083.9%21.5%68.9%42.5%76.8%9.1%-12.2%88.1K-3.5M-65.8K0.5166.63N/AN/A52626727,0819,777
2023-02-09$9.96$10.00112.3%25.0%70.7%74.2%86.5%46.7%-48.0%66.0K-2.8M-66.9K0.1870.82N/AN/A1,15220727,1939,999
2023-02-10$9.75$10.0084.0%21.8%71.2%42.6%78.4%13.2%-26.1%60.0K-1.7M-61.6K0.9767.57N/AN/A34533427,81410,135
2023-02-13$9.95$10.0093.6%26.0%69.5%53.3%86.3%12.2%-3.6%67.7K-2.1M-61.3K0.8274.77N/AN/A69957326,8289,704
2023-02-14$10.14$10.0094.6%26.0%69.3%54.4%100.8%10.0%24.1%91.7K-3.1M-64.7K2.4671.06N/AN/A4071,00127,4069,756
2023-02-15$10.27$10.0078.4%22.5%68.0%36.4%83.5%6.3%23.0%69.2K-3.8M-66.9K0.1462.06N/AN/A5717927,59310,530
2023-02-16$10.00$10.0080.4%23.4%67.6%38.6%81.4%4.7%-5.1%96.7K-2.8M-65.3K0.1372.57N/AN/A5577127,91010,584
2023-02-17$10.02$10.0090.9%22.4%67.5%50.3%81.1%2.8%41.2%133.7K-2.9M-65.5K0.3656.74N/AN/A96235028,09310,572
2023-02-21$9.25$10.00104.3%26.0%74.9%65.3%86.7%-5.3%-9.1%45.9K-1.7M-58.0K0.7277.36N/AN/A97870923,3848,972
2023-02-22$9.66$10.0092.5%22.3%71.4%52.2%77.7%5.7%-40.5%53.1K-2.2M-59.9K0.1874.80N/AN/A97617623,8379,513
2023-02-23$9.43$10.00105.4%23.6%71.4%66.5%83.3%-3.3%-21.7%45.8K-1.9M-61.1K0.5373.80N/AN/A60532124,0759,586
2023-02-24$9.05$10.00105.4%21.9%72.7%66.5%77.0%6.6%6.9%-9.6K-1.2M-56.4K0.5781.90N/AN/A54931224,2279,831
2023-02-27$9.04$10.0089.3%22.0%65.9%48.6%74.1%51.7%-27.4%26.5K-818.2K-54.1K0.4278.22N/AN/A56823922,3709,360
2023-02-28$9.05$10.0067.2%22.6%65.3%23.8%77.2%30.1%7.0%23.5K-413.6K-51.9K0.6680.65N/AN/A34622822,4979,592