EDIT Options History — September 2023

In September 2023, EDIT traded between $6.92 and $9.16. ATM implied volatility averaged 54.8%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 21.8% (HV 20d: 33.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2023-09-29: Highest Volume — 2,911 contracts
  • 2023-09-29: Largest IV spike — 11.5% change
  • 2023-09-29: Highest IV Rank — 23.5%
  • 2023-09-29: Largest Expected Move — 17.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.22$6.92$9.16$9.07$7.79
Max Pain$8.32$7.50$10.00$9.00$7.50
ATM IV54.8%49.9%66.9%50.3%66.9%
Expected Move15.9%13.7%17.8%13.7%17.8%
HV 20d33.0%23.1%61.0%41.2%61.0%
HV 60d47.2%38.3%67.1%67.1%48.8%
IV Rank10.0%4.5%23.5%5.1%23.5%
IV Percentile7.2%1.2%23.0%1.6%23.0%
Term Structure1.2%-12.6%9.9%-5.3%1.1%
VWIV57.1%46.1%83.9%46.1%66.5%
Skew 25d-0.3%-53.5%10.9%2.1%-5.7%
Skew 10d2.9%-23.4%46.0%-22.6%-0.0%
Call IV 25d57.5%49.1%113.5%55.2%67.0%
Put IV 25d57.2%48.1%65.2%57.3%61.3%
Bid-Ask Spread %72.1453.5094.8794.8753.50
Gamma HHI0.160.110.510.510.11
Net GEX36.1K1.1K159.9K159.9K26.7K
Net DEX-976.3K-2.6M400.9K-2.6M-1.3M
Net VEX-28.0K-33.6K-20.7K-33.6K-25.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.121.260.560.24
Total Volume656.21392,9113012,911
Total OI30,292.9529,13231,02730,73530,531

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$9.07$9.0050.3%13.7%41.2%5.1%46.1%2.1%-5.3%159.9K-2.6M-33.6K0.5694.87N/AN/A19310824,1846,551
2023-09-05$8.88$10.0050.1%16.2%30.6%4.8%55.6%-2.0%6.6%56.7K-1.8M-31.8K0.9361.62N/AN/A25724023,5176,451
2023-09-06$9.11$10.0054.3%15.7%23.8%9.5%54.6%10.8%-12.6%52.3K-2.1M-32.9K0.9468.82N/AN/A29928023,6966,665
2023-09-07$8.96$10.0052.1%15.6%23.9%7.0%0.0%-53.5%9.9%50.5K-1.9M-33.1K0.2881.16N/AN/A1093023,9446,920
2023-09-08$9.02$10.0049.9%15.2%23.1%4.5%51.4%3.3%-11.1%57.4K-2.2M-33.3K0.4057.47N/AN/A2289124,1236,904
2023-09-11$9.16$10.0053.7%14.5%23.6%8.8%50.6%1.6%-3.9%71.7K-2.4M-33.5K1.2666.24N/AN/A30838823,6686,198
2023-09-12$9.02$10.0052.5%15.5%24.2%7.4%57.5%-0.5%2.1%54.0K-2.1M-33.1K0.1262.91N/AN/A4415223,8556,553
2023-09-13$8.54$7.5051.6%16.4%30.9%6.5%53.6%-3.7%3.3%35.3K-987.6K-30.7K0.3362.62N/AN/A44314524,0096,575
2023-09-14$8.45$7.5054.5%16.3%29.4%9.7%54.7%-1.4%4.9%29.1K-725.1K-29.6K0.4372.85N/AN/A28112224,0586,505
2023-09-15$8.36$7.5054.5%16.2%29.6%9.7%56.2%2.4%4.5%24.9K-641.9K-28.7K1.2474.67N/AN/A15419123,9576,579
2023-09-18$8.02$7.5052.3%14.7%32.2%7.2%53.6%0.8%2.3%10.0K-309.4K-25.9K0.2281.30N/AN/A87418923,0846,048
2023-09-19$8.00$7.5052.5%15.0%32.2%7.5%53.3%1.9%2.1%15.4K-336.4K-26.7K0.2872.79N/AN/A38110523,7696,224
2023-09-20$7.95$7.5050.6%14.5%31.5%5.4%51.9%0.7%2.2%12.8K-276.4K-26.1K0.2086.16N/AN/A1933823,9376,280
2023-09-21$8.02$7.5054.2%15.5%31.7%9.3%58.1%3.3%-0.3%14.2K-696.2K-25.4K0.3976.84N/AN/A45017424,0655,827
2023-09-22$7.79$7.5054.6%15.8%32.5%9.8%56.0%3.4%-2.8%11.1K-309.2K-25.0K0.4877.62N/AN/A28713724,3225,937
2023-09-25$7.20$7.5060.5%17.5%41.4%16.4%83.9%10.9%3.9%1.1K400.9K-21.5K0.2979.63N/AN/A1,17534323,7725,783
2023-09-26$7.11$7.5060.4%16.7%39.2%16.3%59.8%7.1%4.5%11.0K162.0K-21.0K0.1869.23N/AN/A71112924,4625,865
2023-09-27$7.11$7.5060.1%17.1%39.2%16.0%60.5%6.6%6.7%13.4K206.4K-21.4K0.6167.62N/AN/A28817524,5905,894
2023-09-28$6.92$7.5060.0%17.3%39.0%15.8%60.2%5.2%5.3%15.3K400.7K-20.7K0.3274.92N/AN/A1554924,7025,855
2023-09-29$7.79$7.5066.9%17.8%61.0%23.5%66.5%-5.7%1.1%26.7K-1.3M-25.7K0.2453.50N/AN/A2,35655524,7795,752