EDIT Options History — June 2023

In June 2023, EDIT traded between $8.04 and $11.54. ATM implied volatility averaged 78.7%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded below realized volatility by 7.4% (HV 20d: 86.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2023-06-06: Highest Volume — 6,908 contracts
  • 2023-06-30: Largest IV spike — 64.9% change
  • 2023-06-01: Highest IV Rank — 63.5%
  • 2023-06-13: Largest Expected Move — 26.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.19$8.04$11.54$9.50$8.27
Max Pain$8.24$7.50$10.00$10.00$7.50
ATM IV78.7%56.8%102.7%102.7%93.7%
Expected Move20.8%15.7%26.5%24.1%17.0%
HV 20d86.1%52.5%106.7%69.4%105.9%
HV 60d84.2%73.8%91.5%76.3%90.1%
IV Rank36.7%12.3%63.5%63.5%53.5%
IV Percentile32.0%1.2%87.3%87.3%74.2%
Term Structure-6.2%-73.6%33.7%-73.6%4.9%
VWIV73.9%57.0%84.5%84.5%58.3%
Skew 25d2.5%-35.5%30.0%15.0%-0.3%
Skew 10d9.2%-66.3%55.5%55.5%-66.3%
Call IV 25d80.4%59.6%124.3%88.7%68.6%
Put IV 25d82.9%64.4%111.6%103.7%68.2%
Bid-Ask Spread %62.7139.9575.5772.2073.84
Gamma HHI0.200.150.320.220.20
Net GEX45.4K-61.8K151.5K65.8K46.3K
Net DEX-2.8M-10.7M1.8M-3.2M-1.6M
Net VEX-47.7K-64.8K-38.0K-44.7K-38.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.024.461.850.17
Total Volume2,266.4762656,9088831,030
Total OI36,570.33330,20244,17031,50835,316

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$9.50$10.00102.7%24.1%69.4%63.5%84.5%15.0%-73.6%65.8K-3.2M-44.7K1.8572.20N/AN/A31057324,6606,848
2023-06-02$9.64$9.0077.5%23.6%67.7%35.4%82.9%8.7%-32.6%87.5K-4.6M-54.1K0.0257.62N/AN/A1,0342324,8497,224
2023-06-05$9.54$7.5066.2%21.0%52.5%22.7%72.5%20.5%23.6%88.6K-3.6M-47.1K0.0865.68N/AN/A8527223,9946,208
2023-06-06$10.29$7.5069.3%22.5%58.7%26.3%78.0%-4.3%7.6%110.9K-6.0M-54.5K2.4539.95N/AN/A2,0054,90324,7416,268
2023-06-07$10.57$7.5074.0%21.2%54.4%31.4%73.9%30.0%-36.8%31.0K-5.5M-58.3K0.2149.94N/AN/A77016425,71211,020
2023-06-08$9.59$7.5074.7%21.8%63.7%32.2%76.8%-2.9%-1.4%8.0K-1.8M-50.7K0.6840.77N/AN/A2,2161,50225,91911,029
2023-06-09$9.63$7.5091.9%20.1%61.5%51.5%70.2%-9.9%-34.9%-16.2K-1.7M-51.3K0.0466.59N/AN/A2,73512127,41611,634
2023-06-12$9.91$7.5091.0%21.1%62.3%50.4%75.2%11.3%-18.4%-19.6K-2.8M-53.1K0.3963.36N/AN/A1,56661328,28311,497
2023-06-13$11.54$7.5061.7%26.5%79.6%17.8%83.9%-3.0%11.1%151.5K-10.7M-64.8K0.1053.10N/AN/A4,39945429,18511,906
2023-06-14$11.16$10.0085.7%22.5%76.7%44.5%73.5%-35.5%-11.3%131.0K-9.1M-62.4K0.1067.49N/AN/A3,31033229,94912,221
2023-06-15$9.29$10.0086.2%22.8%102.5%45.0%81.3%-5.6%15.3%-61.8K423.0K-49.0K0.5746.43N/AN/A1,9231,09030,19312,384
2023-06-16$9.00$10.00101.8%21.4%103.0%62.5%82.6%11.9%-68.9%20.3K1.8M-47.7K4.4652.82N/AN/A1,1755,24430,96913,201
2023-06-20$8.32$10.0075.1%20.4%106.4%32.7%73.4%4.0%33.7%33.9K-847.9K-39.3K0.4567.11N/AN/A2,3991,09026,6257,499
2023-06-21$8.04$9.0068.2%19.6%106.0%25.0%81.8%-0.4%24.0%23.9K-564.5K-39.1K0.1667.09N/AN/A1,85430128,0578,285
2023-06-22$8.11$7.5077.7%21.0%106.1%35.6%74.3%2.7%25.3%31.3K-1.3M-42.7K0.3968.53N/AN/A46818328,9848,312
2023-06-23$8.05$7.5076.6%19.8%106.1%34.4%71.5%2.3%21.0%23.8K-1.1M-40.9K0.2067.54N/AN/A68413429,2228,461
2023-06-26$8.04$7.5057.9%18.8%105.7%13.5%68.6%-2.9%18.1%47.6K-1.3M-38.7K0.6073.21N/AN/A45327027,2027,370
2023-06-27$8.11$7.5085.5%17.6%105.8%44.3%63.7%9.0%-2.8%45.6K-1.5M-41.0K0.3175.24N/AN/A46314427,3287,546
2023-06-28$8.36$7.5078.2%18.4%106.5%36.2%68.6%-4.0%-14.7%62.8K-2.2M-43.3K1.2275.57N/AN/A21325927,5097,671
2023-06-29$8.13$7.5056.8%15.7%106.7%12.3%57.0%5.7%-20.2%41.2K-1.7M-40.8K0.1472.93N/AN/A2323327,6217,659
2023-06-30$8.27$7.5093.7%17.0%105.9%53.5%58.3%-0.3%4.9%46.3K-1.6M-38.0K0.1773.84N/AN/A87915127,6407,676