EDIT Options History — August 2023

In August 2023, EDIT traded between $8.41 and $9.25. ATM implied volatility averaged 60.9%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded above realized volatility by 13.6% (HV 20d: 47.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.42.

Notable Days

  • 2023-08-02: Highest Volume — 2,549 contracts
  • 2023-08-09: Largest IV spike — 37.4% change
  • 2023-08-01: Highest IV Rank — 46.0%
  • 2023-08-01: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.81$8.41$9.25$8.61$8.98
Max Pain$9.43$7.50$10.00$7.50$9.00
ATM IV60.9%46.5%87.0%87.0%54.2%
Expected Move17.8%14.8%21.5%21.5%14.8%
HV 20d47.3%35.9%53.0%35.9%41.5%
HV 60d70.3%67.4%74.6%74.6%67.4%
IV Rank16.8%0.8%46.0%46.0%9.4%
IV Percentile9.0%0.4%60.7%60.7%3.2%
Term Structure-3.8%-27.9%27.3%2.0%-16.5%
VWIV61.7%41.7%74.5%74.5%41.7%
Skew 25d-0.3%-8.5%5.8%-8.5%1.2%
Skew 10d5.8%-27.7%74.3%5.7%1.5%
Call IV 25d63.6%55.5%89.6%89.6%56.8%
Put IV 25d63.3%56.5%81.1%81.1%58.0%
Bid-Ask Spread %74.1053.3893.7060.8893.70
Gamma HHI0.220.130.580.190.37
Net GEX73.1K30.2K288.8K75.6K113.0K
Net DEX-2.1M-4.3M-1.4M-2.1M-2.5M
Net VEX-35.7K-43.7K-32.0K-38.8K-34.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.071.480.301.48
Total Volume710.7393012,549486322
Total OI31,888.39128,43034,82133,26430,562

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$8.61$7.5087.0%21.5%35.9%46.0%74.5%-8.5%2.0%75.6K-2.1M-38.8K0.3060.88N/AN/A37311326,0327,232
2023-08-02$9.18$7.5066.2%19.6%41.9%22.8%68.1%-2.2%-7.0%108.0K-3.5M-41.6K0.0968.84N/AN/A2,34220726,1917,322
2023-08-03$9.25$10.0068.3%20.1%41.8%25.1%70.6%-2.3%-1.3%157.7K-4.3M-43.7K0.1360.90N/AN/A1,27816927,0477,418
2023-08-04$9.09$10.0065.4%17.9%42.4%21.9%62.3%-4.9%-1.5%288.8K-3.7M-40.6K0.5167.67N/AN/A52826727,3177,504
2023-08-07$8.41$10.0076.7%19.2%48.2%34.5%68.7%4.7%-0.5%41.9K-1.4M-35.8K0.7870.65N/AN/A64450425,6807,150
2023-08-08$8.93$10.0050.5%18.8%52.5%5.2%65.9%5.5%27.3%64.1K-2.3M-38.5K0.2777.85N/AN/A46512526,0697,698
2023-08-09$8.80$10.0069.4%18.3%52.7%26.3%66.6%-7.1%-0.8%59.4K-2.3M-37.5K0.1777.94N/AN/A3245526,2987,262
2023-08-10$8.66$10.0063.3%18.5%53.0%19.5%63.6%-5.2%1.6%57.7K-2.0M-35.5K0.5653.38N/AN/A31917826,4097,256
2023-08-11$8.70$10.0063.5%18.5%49.7%19.8%61.8%-8.4%4.4%46.3K-1.8M-35.8K0.4176.82N/AN/A30612626,2887,426
2023-08-14$8.63$10.0065.4%18.9%49.7%21.9%65.6%-0.3%-13.6%39.0K-1.4M-32.0K0.4168.56N/AN/A33013424,8106,694
2023-08-15$8.77$10.0069.1%19.4%49.9%26.0%64.3%0.7%-16.8%52.6K-1.7M-33.7K0.5279.12N/AN/A36018725,0326,736
2023-08-16$8.52$10.0063.9%18.3%50.5%20.2%61.5%3.4%-12.6%38.1K-1.7M-35.7K0.4490.20N/AN/A26411725,2506,824
2023-08-17$8.52$10.0059.1%17.9%50.3%14.9%61.8%-0.1%-27.9%37.3K-1.4M-32.7K0.4571.33N/AN/A2079425,2246,777
2023-08-18$8.66$10.0063.0%19.7%49.8%19.1%65.3%5.8%-22.0%30.2K-1.7M-34.3K0.1074.94N/AN/A6316025,2626,863
2023-08-21$8.63$10.0051.9%17.0%48.8%6.8%59.2%4.0%-4.8%30.6K-1.5M-32.1K0.8977.57N/AN/A71063122,3756,055
2023-08-22$8.75$9.0046.9%17.1%49.1%1.3%61.9%2.4%7.7%45.0K-1.7M-33.3K0.8068.12N/AN/A26120923,0446,671
2023-08-23$8.79$9.0049.9%16.3%49.0%4.5%57.1%-2.7%2.8%53.6K-1.9M-33.9K0.2375.61N/AN/A66315523,2456,845
2023-08-24$8.86$9.0046.5%15.9%47.4%0.8%55.4%1.0%0.4%85.9K-2.0M-34.3K0.1675.15N/AN/A4116523,7146,955
2023-08-25$8.77$9.0057.5%16.2%47.2%13.1%57.1%-2.4%-3.3%43.4K-1.8M-34.1K0.0781.30N/AN/A4603423,9017,014
2023-08-28$9.00$9.0054.7%15.3%47.9%9.9%57.2%4.3%4.4%57.4K-2.2M-34.8K0.2781.84N/AN/A38710323,3186,346
2023-08-29$9.00$9.0055.0%15.2%47.5%10.3%52.6%2.1%-7.6%73.1K-2.2M-33.9K0.3362.56N/AN/A34211323,5746,456
2023-08-30$9.05$9.0053.2%15.2%41.5%8.3%56.2%2.7%-2.6%81.8K-2.3M-34.5K0.4089.30N/AN/A55222223,7356,552
2023-08-31$8.98$9.0054.2%14.8%41.5%9.4%41.7%1.2%-16.5%113.0K-2.5M-34.4K1.4893.70N/AN/A13019224,1706,392