EDIT Options History — May 2023

In May 2023, EDIT traded between $7.87 and $10.34. ATM implied volatility averaged 84.9%, placing in the 43.6% IV rank vs the trailing year. The 30-day expected move averaged 23.4%. IV traded above realized volatility by 1.2% (HV 20d: 83.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.52.

Notable Days

  • 2023-05-05: Highest Volume — 9,277 contracts
  • 2023-05-12: Largest IV spike — 35.6% change
  • 2023-05-08: Highest IV Rank — 68.5%
  • 2023-05-03: Largest Expected Move — 26.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.33$7.87$10.34$8.32$9.16
Max Pain$9.68$7.50$10.00$10.00$10.00
ATM IV84.9%63.8%107.2%86.5%63.8%
Expected Move23.4%21.4%26.3%24.7%24.5%
HV 20d83.7%70.8%101.7%90.2%70.8%
HV 60d76.1%70.4%79.4%70.4%76.0%
IV Rank43.6%20.1%68.5%45.4%20.1%
IV Percentile42.7%4.8%93.3%45.2%4.8%
Term Structure-2.0%-72.4%34.1%6.8%-15.9%
VWIV83.6%64.3%94.5%83.5%89.4%
Skew 25d12.3%-21.0%54.2%12.0%54.2%
Skew 10d13.1%-36.9%55.2%36.0%24.8%
Call IV 25d83.5%48.9%105.2%84.0%48.9%
Put IV 25d95.7%69.8%138.8%96.0%103.1%
Bid-Ask Spread %59.0240.1872.5563.6463.49
Gamma HHI0.170.140.250.140.20
Net GEX101.8K45.5K235.5K77.6K56.7K
Net DEX-4.5M-9.1M-1.8M-3.0M-2.8M
Net VEX-50.6K-61.9K-40.9K-45.8K-44.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.042.220.801.72
Total Volume1,917.3642829,277561730
Total OI36,709.86429,99146,69734,01531,011

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$8.32$10.0086.5%24.7%90.2%45.4%83.5%12.0%6.8%77.6K-3.0M-45.8K0.8063.64N/AN/A31125027,0047,011
2023-05-02$7.87$9.0084.2%24.6%92.4%42.9%84.6%19.6%10.1%59.2K-1.8M-40.9K0.3968.84N/AN/A43717227,1117,168
2023-05-03$8.32$9.0087.7%26.3%93.6%46.8%89.3%7.1%-6.9%74.7K-3.0M-45.4K0.2065.84N/AN/A2354727,1647,276
2023-05-04$8.73$7.5090.3%23.6%94.2%49.7%64.3%7.5%-14.2%88.9K-3.9M-47.4K0.0841.39N/AN/A2,45718527,2187,310
2023-05-05$9.84$10.0092.5%24.4%101.7%52.1%92.9%-11.2%13.3%113.3K-7.5M-55.5K0.0965.45N/AN/A8,52275529,0107,362
2023-05-08$9.66$10.00107.2%23.7%100.1%68.5%84.3%-10.3%-11.4%117.5K-6.2M-57.2K0.1251.33N/AN/A4,99559030,3567,411
2023-05-09$10.34$10.00104.5%24.4%101.6%65.5%83.8%-21.0%-27.4%235.5K-9.1M-61.9K0.1540.18N/AN/A2,83743034,3227,639
2023-05-10$10.00$7.5084.1%21.9%99.9%42.8%83.0%-3.6%-6.7%195.7K-7.5M-59.6K0.2443.47N/AN/A4,3281,04435,4817,863
2023-05-11$9.55$10.0063.8%22.9%80.4%20.1%89.9%18.8%9.8%122.8K-4.5M-53.7K0.7258.44N/AN/A33524237,9348,715
2023-05-12$9.50$10.0086.5%22.3%80.0%45.5%78.3%7.7%24.2%112.0K-4.2M-52.9K2.2251.93N/AN/A24754837,9208,777
2023-05-15$10.11$10.0078.7%21.7%78.4%36.7%78.7%3.6%5.6%143.6K-6.8M-55.8K0.2262.84N/AN/A1,38730131,9637,177
2023-05-16$9.48$10.0082.7%22.4%82.0%41.2%79.8%4.0%7.6%107.4K-4.5M-51.7K0.1242.41N/AN/A1,71120032,6177,411
2023-05-17$9.57$10.0074.7%21.4%82.0%32.3%75.5%4.9%-0.9%107.5K-4.5M-51.6K0.7751.30N/AN/A17313432,1457,376
2023-05-18$9.46$10.0083.3%22.0%77.2%41.9%80.6%1.1%34.1%89.9K-3.9M-50.4K0.3849.07N/AN/A77529332,2307,373
2023-05-19$9.32$10.0079.7%22.2%74.5%37.8%84.5%6.3%-4.8%74.3K-3.7M-49.2K0.7764.78N/AN/A28922232,6097,522
2023-05-22$9.61$10.0094.2%22.2%73.2%54.0%80.6%23.3%-72.4%85.5K-4.2M-50.3K0.2371.19N/AN/A1,12125924,0135,978
2023-05-23$9.61$10.0086.6%23.6%72.6%45.5%83.5%42.6%-1.8%107.7K-4.6M-50.9K0.0457.87N/AN/A1,0794024,8766,158
2023-05-24$9.45$10.0088.9%23.2%73.2%48.1%85.1%13.3%-2.9%100.2K-3.9M-47.8K0.7772.09N/AN/A88968125,3276,189
2023-05-25$9.14$10.0076.0%24.2%74.2%33.7%94.5%44.4%6.4%66.5K-3.3M-46.4K0.6971.26N/AN/A26918625,6356,753
2023-05-26$9.07$10.0094.9%24.9%74.4%54.8%87.3%16.6%7.8%45.5K-2.9M-44.5K0.4772.55N/AN/A93244125,7236,871
2023-05-30$9.07$10.0076.7%24.0%74.2%34.4%85.7%28.8%-4.7%58.5K-3.3M-49.4K0.2868.96N/AN/A86324024,4196,189
2023-05-31$9.16$10.0063.8%24.5%70.8%20.1%89.4%54.2%-15.9%56.7K-2.8M-44.1K1.7263.49N/AN/A26846224,6176,394