EDIT Options History — October 2023 In October 2023, EDIT traded between $6.28 and $7.33. ATM implied volatility averaged 70.1%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded below realized volatility by 0.1% (HV 20d: 70.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.42.
Notable Days 2023-10-31 : Highest Volume — 1,477 contracts2023-10-27 : Largest IV spike — 64.6% change2023-10-27 : Highest IV Rank — 59.6%2023-10-30 : Largest Expected Move — 24.4%Monthly Statistics Metric Avg Min Max Open Close Price $6.81 $6.28 $7.33 $7.08 $6.72 Max Pain $7.73 $7.50 $10.00 $7.50 $7.50 ATM IV 70.1% 53.7% 99.2% 67.8% 69.9% Expected Move 20.5% 18.3% 24.4% 18.3% 23.8% HV 20d 70.2% 50.0% 77.0% 68.1% 54.4% HV 60d 53.6% 51.7% 55.5% 52.4% 53.9% IV Rank 27.1% 8.8% 59.6% 24.5% 26.9% IV Percentile 32.1% 6.7% 90.5% 23.8% 33.3% Term Structure -0.1% -14.5% 15.7% 5.9% 3.5% VWIV 70.2% 50.5% 94.7% 59.5% 68.7% Skew 25d 3.2% -16.4% 16.8% 6.7% -4.9% Skew 10d 14.1% -21.4% 49.5% 10.1% 0.7% Call IV 25d 70.7% 57.6% 87.2% 67.0% 63.4% Put IV 25d 73.9% 51.8% 91.6% 73.7% 58.5% Bid-Ask Spread % 50.51 7.22 76.20 48.82 76.20 Gamma HHI 0.16 0.11 0.38 0.13 0.18 Net GEX 15.4K -19.3K 33.5K 15.4K 33.5K Net DEX 15.0K -541.0K 640.0K 15.2K -331.8K Net VEX -21.1K -24.2K -17.6K -21.4K -20.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.02 1.04 0.26 0.43 Total Volume 544.364 187 1,477 1,246 1,477 Total OI 31,727.636 30,710 32,790 30,869 31,325
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-10-02 $7.08 $7.50 67.8% 18.3% 68.1% 24.5% 59.5% 6.7% 5.9% 15.4K 15.2K -21.4K 0.26 48.82 N/A N/A 987 259 25,172 5,697 2023-10-03 $7.33 $7.50 72.5% 18.9% 70.0% 29.7% 67.3% 0.2% -6.4% 23.9K -541.0K -24.2K 0.24 46.91 N/A N/A 461 111 25,587 5,811 2023-10-04 $7.04 $7.50 71.5% 18.9% 69.5% 28.7% 63.8% 4.5% 0.8% 12.9K -42.8K -21.9K 0.42 49.92 N/A N/A 726 307 25,812 5,829 2023-10-05 $7.19 $7.50 71.4% 19.4% 70.6% 28.6% 50.5% 4.9% 3.5% 22.2K -297.1K -22.1K 0.13 47.47 N/A N/A 435 57 26,407 5,914 2023-10-06 $7.16 $10.00 71.5% 19.6% 70.3% 28.6% 68.6% 1.8% -14.5% 23.9K -498.2K -24.2K 0.50 60.09 N/A N/A 273 136 26,734 5,929 2023-10-09 $7.00 $10.00 61.8% 19.3% 69.7% 17.9% 70.1% 0.2% 15.6% 16.5K 2.0K -22.2K 0.52 46.32 N/A N/A 362 189 25,843 5,814 2023-10-10 $7.29 $7.50 66.2% 18.7% 72.2% 22.7% 66.9% 3.2% 0.4% 24.7K -428.2K -23.4K 0.79 27.52 N/A N/A 287 226 25,981 5,995 2023-10-11 $7.19 $7.50 66.5% 19.0% 70.4% 23.1% 0.0% 4.6% 3.8% 14.1K -355.9K -22.7K 0.02 7.22 N/A N/A 303 6 26,108 6,214 2023-10-12 $6.83 $7.50 53.7% 19.0% 72.0% 8.8% 70.1% 2.5% 15.7% 15.2K 168.4K -22.1K 1.04 30.75 N/A N/A 233 243 26,409 6,198 2023-10-13 $7.01 $7.50 70.2% 19.6% 73.2% 27.2% 68.5% 2.0% -1.4% -19.3K -114.7K -22.4K 0.24 51.60 N/A N/A 155 37 26,389 6,401 2023-10-16 $7.26 $7.50 66.2% 19.2% 73.7% 22.7% 66.6% -13.4% 1.6% 19.5K -515.0K -23.5K 0.27 47.51 N/A N/A 418 112 25,339 5,860 2023-10-17 $6.83 $7.50 69.0% 19.7% 76.3% 25.9% 68.9% -2.7% -2.6% 12.0K 88.6K -21.2K 0.55 44.91 N/A N/A 243 133 25,645 5,926 2023-10-18 $6.58 $7.50 72.6% 20.8% 77.0% 29.9% 71.4% -16.4% -5.1% 4.8K 394.6K -19.9K 0.73 14.49 N/A N/A 382 277 25,717 5,985 2023-10-19 $6.44 $7.50 69.5% 19.9% 76.8% 26.5% 70.8% 11.7% 1.2% 5.1K 640.0K -19.1K 0.25 63.55 N/A N/A 271 69 25,950 6,202 2023-10-20 $6.30 $7.50 72.2% 21.2% 76.6% 29.5% 73.0% 6.9% -0.2% 9.0K 468.0K -20.3K 0.86 48.83 N/A N/A 185 159 26,133 6,135 2023-10-23 $6.29 $7.50 69.8% 20.5% 72.3% 26.8% 75.1% 5.6% 0.6% 7.4K 543.2K -17.6K 0.09 65.44 N/A N/A 432 40 24,975 5,735 2023-10-24 $6.53 $7.50 74.3% 22.6% 73.9% 31.8% 76.4% 16.8% -4.2% 10.3K 310.8K -19.0K 0.04 68.43 N/A N/A 759 28 25,165 5,699 2023-10-25 $6.64 $7.50 73.8% 21.9% 74.3% 31.2% 59.7% 8.8% -1.9% 17.9K -36.7K -20.7K 0.78 66.84 N/A N/A 280 218 25,702 5,725 2023-10-26 $6.49 $7.50 60.3% 23.4% 74.1% 16.1% 77.8% 12.2% -0.0% 25.1K 199.2K -19.5K 0.27 69.26 N/A N/A 147 40 25,981 5,637 2023-10-27 $6.28 $7.50 99.2% 23.0% 59.1% 59.6% 85.7% 4.4% -11.6% 21.9K 424.2K -17.9K 0.53 66.22 N/A N/A 154 81 26,097 5,665 2023-10-30 $6.29 $7.50 73.2% 24.4% 50.0% 30.6% 94.7% 10.1% -6.1% 21.9K 238.0K -17.8K 0.28 63.00 N/A N/A 218 60 25,829 5,337 2023-10-31 $6.72 $7.50 69.9% 23.8% 54.4% 26.9% 68.7% -4.9% 3.5% 33.5K -331.8K -20.1K 0.43 76.20 N/A N/A 1,035 442 25,960 5,365
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