EDIT Options History — April 2023

In April 2023, EDIT traded between $6.37 and $8.21. ATM implied volatility averaged 84.3%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 5.5% (HV 20d: 78.8%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.25.

Notable Days

  • 2023-04-13: Highest Volume — 10,247 contracts
  • 2023-04-04: Largest IV spike — 19.4% change
  • 2023-04-04: Highest IV Rank — 53.3%
  • 2023-04-27: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.50$6.37$8.21$7.05$8.16
Max Pain$9.63$7.50$10.00$8.00$10.00
ATM IV84.3%77.8%93.5%78.3%87.7%
Expected Move23.1%18.4%25.5%20.7%23.6%
HV 20d78.8%46.9%94.7%62.7%90.4%
HV 60d70.1%61.6%76.1%64.3%72.0%
IV Rank42.9%35.7%53.3%36.3%46.7%
IV Percentile37.7%17.1%64.7%18.7%48.8%
Term Structure0.0%-18.5%21.0%7.9%2.5%
VWIV80.4%66.7%88.9%67.7%81.6%
Skew 25d15.2%-8.0%58.2%44.1%-8.0%
Skew 10d39.6%-10.9%97.1%71.7%29.3%
Call IV 25d79.8%63.5%92.6%67.7%92.6%
Put IV 25d95.0%69.4%137.1%111.8%84.6%
Bid-Ask Spread %39.356.3689.7989.7962.71
Gamma HHI0.150.070.260.090.14
Net GEX53.5K7.6K89.9K12.4K61.3K
Net DEX-1.6M-3.4M725.5K635.1K-3.0M
Net VEX-40.0K-47.5K-30.2K-34.6K-42.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.070.760.310.15
Total Volume1,840.73723810,2479531,128
Total OI34,67231,55336,99631,55335,589

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$7.05$8.0078.3%20.7%62.7%36.3%67.7%44.1%7.9%12.4K635.1K-34.6K0.3189.79N/AN/A73022323,7127,841
2023-04-04$6.92$7.5093.5%19.7%62.1%53.3%68.7%58.2%21.0%9.7K503.5K-35.0K0.1678.08N/AN/A96415224,2027,836
2023-04-05$6.84$7.5080.5%18.4%61.3%38.8%66.7%20.2%3.9%7.6K725.5K-32.7K0.1940.01N/AN/A67913224,8257,915
2023-04-06$6.92$10.0079.8%21.7%56.9%37.9%76.0%3.9%9.4%24.8K438.4K-34.8K0.3712.79N/AN/A60822425,1377,959
2023-04-10$6.63$10.0077.8%22.8%56.3%35.7%69.3%41.8%3.1%19.3K366.9K-31.4K0.0734.85N/AN/A3,60424024,6397,264
2023-04-11$6.72$10.0084.3%23.0%46.9%43.0%87.8%30.1%-1.5%40.6K-773.2K-32.7K0.1025.56N/AN/A1,31813726,6327,355
2023-04-12$6.37$10.0092.0%22.5%49.0%51.5%83.3%5.7%-18.5%43.2K-538.0K-30.2K0.0926.41N/AN/A1,74515327,1777,378
2023-04-13$7.71$10.0084.1%24.4%87.7%42.7%84.7%6.5%-1.4%53.2K-2.6M-42.2K0.1223.82N/AN/A9,1691,07826,4657,471
2023-04-14$7.59$10.0080.5%23.5%87.6%38.7%81.8%5.0%3.0%87.7K-2.6M-41.8K0.2417.79N/AN/A1,59038028,8968,100
2023-04-17$8.21$10.0085.9%24.6%92.3%44.7%85.9%8.7%-4.4%69.4K-3.1M-44.7K0.0823.55N/AN/A4,82739127,0937,937
2023-04-18$8.02$10.0084.4%24.2%92.5%43.1%81.0%12.2%-9.8%83.6K-2.9M-46.5K0.1214.25N/AN/A8339728,7427,964
2023-04-19$8.13$10.0084.0%24.1%92.5%42.7%80.5%13.1%-9.0%89.9K-3.1M-45.0K0.1415.22N/AN/A5487928,7658,001
2023-04-20$7.59$10.0081.0%23.2%90.3%39.2%86.6%5.1%-2.2%62.5K-1.7M-41.9K0.766.36N/AN/A31223628,8588,009
2023-04-21$8.14$10.0086.1%24.5%93.4%44.9%85.5%8.1%3.4%74.7K-3.4M-47.1K0.1223.77N/AN/A85610128,8918,061
2023-04-24$7.86$10.0079.5%23.4%94.5%37.5%82.7%0.3%3.6%65.3K-2.1M-42.8K0.7662.01N/AN/A52940227,3267,371
2023-04-25$7.72$10.0083.3%24.7%94.7%41.9%83.7%7.4%0.0%65.2K-2.5M-47.5K0.4865.54N/AN/A1617727,6867,398
2023-04-26$7.84$10.0087.1%24.4%92.9%46.1%85.8%6.3%-9.8%67.7K-2.1M-42.5K0.1163.53N/AN/A3393727,7317,352
2023-04-27$8.09$10.0091.0%25.5%92.9%50.4%88.9%20.2%-1.0%78.2K-2.6M-42.7K0.3161.62N/AN/A68221327,8317,359
2023-04-28$8.16$10.0087.7%23.6%90.4%46.7%81.6%-8.0%2.5%61.3K-3.0M-42.8K0.1562.71N/AN/A98114728,2307,359