EDIT Options History — July 2023

In July 2023, EDIT traded between $8.23 and $9.05. ATM implied volatility averaged 73.1%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 9.6% (HV 20d: 63.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.29.

Notable Days

  • 2023-07-24: Highest Volume — 6,294 contracts
  • 2023-07-27: Largest IV spike — 26.7% change
  • 2023-07-10: Highest IV Rank — 40.8%
  • 2023-07-27: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.68$8.23$9.05$8.23$8.75
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV73.1%62.2%82.3%69.0%75.9%
Expected Move19.7%14.3%22.7%15.9%21.6%
HV 20d63.6%33.3%105.9%105.6%35.3%
HV 60d80.6%75.2%90.0%90.0%75.2%
IV Rank30.5%18.3%40.8%25.8%33.6%
IV Percentile19.4%5.6%41.7%11.5%24.6%
Term Structure-2.5%-42.7%32.0%-14.4%-1.1%
VWIV70.4%51.6%78.1%51.6%75.5%
Skew 25d6.8%-31.6%101.3%0.6%27.9%
Skew 10d9.7%-46.8%64.0%12.7%19.7%
Call IV 25d75.6%63.5%99.0%66.4%86.9%
Put IV 25d82.4%58.0%164.8%67.0%114.8%
Bid-Ask Spread %61.4030.3278.3278.3264.07
Gamma HHI0.250.140.650.160.17
Net GEX108.2K52.8K289.7K52.8K72.2K
Net DEX-3.1M-6.0M-1.7M-1.7M-2.4M
Net VEX-41.5K-44.5K-38.4K-39.4K-39.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.030.890.060.42
Total Volume1,149.32276,294589702
Total OI35,084.8531,69937,22734,20132,760

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$8.23$7.5069.0%15.9%105.6%25.8%51.6%0.6%-14.4%52.8K-1.7M-39.4K0.0678.32N/AN/A5543526,8847,317
2023-07-05$8.34$7.5062.2%16.4%105.9%18.3%62.5%-31.6%-32.3%74.0K-2.1M-40.3K0.5577.92N/AN/A50828127,3647,339
2023-07-06$8.29$7.5068.6%20.2%101.3%25.5%70.7%5.7%2.5%65.8K-2.2M-41.2K0.4763.61N/AN/A35816727,6607,569
2023-07-07$8.41$7.5073.1%19.7%100.8%30.5%68.8%5.1%-42.7%83.9K-2.6M-42.6K0.5653.14N/AN/A35419827,7267,708
2023-07-10$8.82$7.5082.3%14.7%97.5%40.8%59.0%26.6%-26.4%118.2K-3.4M-43.5K0.4274.99N/AN/A43118127,4417,340
2023-07-11$9.00$7.5072.5%14.3%97.9%29.8%56.7%-17.2%-15.7%136.2K-3.8M-44.5K0.4254.60N/AN/A47319727,6947,445
2023-07-12$9.05$7.5067.8%20.5%97.2%24.5%70.8%-2.5%2.8%142.5K-3.9M-44.4K0.2865.53N/AN/A40011427,7797,455
2023-07-13$9.00$7.5071.9%20.9%77.6%29.1%77.6%-2.6%0.7%149.4K-3.8M-44.1K0.8954.78N/AN/A35031327,8927,539
2023-07-14$8.55$7.5071.3%20.2%78.5%28.5%72.2%-2.5%-2.0%72.2K-2.2M-41.1K0.4256.34N/AN/A45619028,0057,794
2023-07-17$8.63$7.5072.8%20.7%46.3%30.2%73.0%-2.6%-5.7%75.3K-2.5M-40.5K0.2056.56N/AN/A79715827,0927,724
2023-07-18$8.70$7.5072.5%20.8%45.3%29.8%77.3%-1.8%-2.1%95.6K-2.7M-41.3K0.2553.90N/AN/A3037627,4807,852
2023-07-19$8.86$7.5072.2%20.7%35.4%29.5%73.7%-1.9%0.6%120.6K-3.1M-42.5K0.0930.32N/AN/A7106427,6547,902
2023-07-20$8.73$7.5075.9%21.7%33.3%33.6%74.7%-2.6%1.8%119.8K-3.0M-42.2K0.4145.60N/AN/A1616627,9227,904
2023-07-21$8.95$7.5073.8%20.2%34.1%31.3%72.0%-2.8%11.3%289.7K-3.4M-43.6K0.1342.35N/AN/A6928927,9657,937
2023-07-24$8.71$7.5077.4%20.7%35.7%35.3%71.9%101.3%19.1%56.9K-2.2M-41.7K0.0472.88N/AN/A6,05923524,6087,091
2023-07-25$8.70$7.5078.7%20.3%35.7%36.7%72.2%11.1%32.0%168.6K-5.1M-41.1K0.0473.51N/AN/A9804329,3497,279
2023-07-26$8.79$7.5064.7%20.0%35.8%21.1%73.9%2.8%-11.1%111.0K-6.0M-39.8K0.0770.55N/AN/A3,65527329,9137,314
2023-07-27$8.50$7.5082.0%22.7%36.7%40.4%75.5%15.9%2.7%98.5K-3.2M-38.6K0.0571.70N/AN/A1,0154827,8267,319
2023-07-28$8.66$7.5077.9%21.2%35.6%35.8%78.1%6.5%30.9%60.3K-3.1M-38.4K0.0367.28N/AN/A1,2633727,5027,353
2023-07-31$8.75$7.5075.9%21.6%35.3%33.6%75.5%27.9%-1.1%72.2K-2.4M-39.5K0.4264.07N/AN/A49620625,6607,100