EDIT Options History — March 2023

In March 2023, EDIT traded between $7.03 and $9.00. ATM implied volatility averaged 80.3%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 21.0% (HV 20d: 59.3%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.34.

Notable Days

  • 2023-03-27: Highest Volume — 1,123 contracts
  • 2023-03-23: Largest IV spike — 88.9% change
  • 2023-03-10: Highest IV Rank — 71.7%
  • 2023-03-13: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.06$7.03$9.00$8.73$7.21
Max Pain$9.39$8.00$10.00$10.00$8.00
ATM IV80.3%52.5%110.0%59.2%84.1%
Expected Move21.4%15.0%26.7%21.9%22.8%
HV 20d59.3%49.8%64.4%64.1%64.4%
HV 60d66.1%64.2%68.1%65.1%64.2%
IV Rank38.5%7.5%71.7%14.9%42.7%
IV Percentile36.2%0.4%92.5%2.0%39.3%
Term Structure10.0%-39.8%80.9%23.5%4.1%
VWIV72.1%60.7%86.3%78.3%68.9%
Skew 25d21.7%-30.2%101.5%-30.2%37.0%
Skew 10d39.0%-41.8%110.4%9.8%44.2%
Call IV 25d77.0%55.4%113.9%107.4%70.9%
Put IV 25d98.8%60.2%168.1%77.2%107.9%
Bid-Ask Spread %77.9962.7494.9580.0682.44
Gamma HHI0.110.080.220.100.08
Net GEX18.8K-8.2K40.0K7.8K18.4K
Net DEX-157.2K-1.4M922.5K-134.0K290.9K
Net VEX-46.4K-56.3K-33.8K-49.5K-37.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.060.870.410.56
Total Volume667.9572501,123530250
Total OI31,975.65230,68733,05332,27632,492

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$8.73$10.0059.2%21.9%64.1%14.9%78.3%-30.2%23.5%7.8K-134.0K-49.5K0.4180.06N/AN/A37715322,7459,531
2023-03-02$8.77$10.0074.4%21.7%56.7%32.0%66.3%0.8%-7.0%9.2K-393.6K-51.2K0.0788.35N/AN/A4162822,8269,568
2023-03-03$9.00$10.0073.3%19.9%49.8%30.6%74.1%7.0%-3.7%-8.2K-893.0K-54.9K0.0994.95N/AN/A5094823,1279,578
2023-03-06$8.54$10.0070.9%22.9%51.9%28.0%76.2%-12.1%-2.1%20.0K-517.6K-53.4K0.3374.46N/AN/A43214222,5939,177
2023-03-07$8.66$10.0059.2%17.7%52.8%15.0%61.1%18.8%-3.8%20.4K-450.4K-52.8K0.0862.74N/AN/A8306922,7489,299
2023-03-08$8.79$10.0062.2%20.0%53.5%18.2%69.3%21.0%10.3%27.5K-437.5K-50.1K0.0679.58N/AN/A3882423,1149,293
2023-03-09$8.14$10.0092.9%22.6%54.6%52.5%75.4%54.2%13.9%12.6K272.4K-45.0K0.2474.61N/AN/A49311623,4629,304
2023-03-10$7.75$10.00110.0%25.0%55.2%71.7%73.6%31.8%-5.5%8.8K550.5K-43.2K0.8780.27N/AN/A42336923,6579,348
2023-03-13$8.39$10.0092.3%26.7%63.9%51.9%60.7%19.6%3.9%16.2K-385.7K-49.3K0.2574.13N/AN/A56014022,8648,824
2023-03-14$8.39$10.00103.4%18.8%63.2%64.2%71.9%7.2%-21.4%20.0K-764.6K-52.5K0.1370.39N/AN/A4515823,1788,854
2023-03-15$8.43$10.0060.7%22.2%62.6%16.6%86.3%13.1%5.2%28.2K-1.4M-56.3K0.3079.27N/AN/A39211623,4008,858
2023-03-16$8.52$10.0075.4%22.6%62.5%33.0%77.7%48.6%13.9%31.8K-474.9K-49.8K0.5563.03N/AN/A56131023,7028,862
2023-03-17$8.36$10.0097.0%23.9%62.2%57.1%66.8%20.5%-39.8%40.0K-1.1M-51.3K0.6976.30N/AN/A30821423,9519,102
2023-03-20$8.21$10.0068.0%20.5%62.2%24.8%71.8%9.5%8.3%31.1K-4.6K-46.0K0.8073.04N/AN/A39731722,5568,264
2023-03-21$8.13$9.0072.9%20.7%56.4%30.3%70.4%10.3%1.7%30.1K29.4K-46.0K0.2574.33N/AN/A50812722,7438,358
2023-03-22$7.44$9.0052.5%15.0%60.3%7.5%67.4%14.5%40.8%21.6K-219.4K-43.4K0.2588.99N/AN/A68117022,8637,910
2023-03-23$7.39$9.0099.2%21.8%60.2%59.6%74.3%19.0%80.9%13.2K506.0K-39.8K0.1383.41N/AN/A76410023,2468,079
2023-03-24$7.45$9.0095.1%22.2%59.6%55.1%77.0%-0.8%42.2%23.9K13.8K-43.0K0.5081.83N/AN/A35017523,7128,149
2023-03-27$7.53$8.0066.7%21.0%60.0%23.3%75.4%26.0%0.2%21.4K-272.3K-44.4K0.2481.99N/AN/A90921422,8177,870
2023-03-28$7.17$8.0094.5%21.6%61.4%54.4%76.5%53.3%23.0%14.6K922.5K-33.8K0.2377.24N/AN/A70816323,4118,037
2023-03-29$7.41$8.0093.5%19.7%62.7%53.2%66.5%101.5%-25.7%14.2K469.0K-37.5K0.3273.51N/AN/A45214423,7818,110
2023-03-30$7.03$8.0090.0%20.3%64.4%49.3%72.4%29.2%68.2%9.3K706.7K-36.9K0.3978.73N/AN/A72428323,9728,105
2023-03-31$7.21$8.0084.1%22.8%64.4%42.7%68.9%37.0%4.1%18.4K290.9K-37.8K0.5682.44N/AN/A1609024,3548,138