EDIT Options History — November 2023

In November 2023, EDIT traded between $6.86 and $10.84. ATM implied volatility averaged 73.1%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded below realized volatility by 18.0% (HV 20d: 91.1%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.24.

Notable Days

  • 2023-11-20: Highest Volume — 16,761 contracts
  • 2023-11-20: Largest IV spike — 9.9% change
  • 2023-11-22: Highest IV Rank — 42.5%
  • 2023-11-30: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.13$6.86$10.84$6.86$10.50
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV73.1%64.4%83.9%64.4%75.2%
Expected Move22.0%18.2%28.3%20.9%28.3%
HV 20d91.1%53.4%105.0%53.4%102.0%
HV 60d71.7%52.5%79.8%52.5%79.6%
IV Rank30.5%20.8%42.5%20.8%32.8%
IV Percentile43.1%21.4%68.7%21.4%50.8%
Term Structure1.8%-10.9%20.4%1.5%20.4%
VWIV76.6%53.3%99.8%72.6%97.8%
Skew 25d3.9%-11.8%36.2%-6.1%-4.4%
Skew 10d18.8%-35.8%106.6%-3.1%-27.1%
Call IV 25d70.5%47.7%94.9%59.8%81.5%
Put IV 25d74.4%53.7%91.9%53.7%77.0%
Bid-Ask Spread %67.0140.9887.8863.9756.56
Gamma HHI0.200.150.280.200.21
Net GEX96.4K42.1K176.7K42.1K101.5K
Net DEX-5.6M-11.7M-402.4K-402.4K-8.0M
Net VEX-38.9K-63.1K-20.7K-20.7K-57.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.050.760.130.20
Total Volume2,180.57133616,761516336
Total OI39,387.85731,82149,59732,46648,634

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$6.86$7.5064.4%20.9%53.4%20.8%72.6%-6.1%1.5%42.1K-402.4K-20.7K0.1363.97N/AN/A4556126,6865,780
2023-11-02$7.03$7.5067.4%20.4%53.6%24.1%71.2%-1.1%3.5%53.5K-588.1K-20.8K0.0660.97N/AN/A1,0956326,7765,763
2023-11-03$8.39$7.5067.0%18.2%82.8%23.7%65.3%16.2%3.2%57.9K-3.9M-27.6K0.1740.98N/AN/A1,86131227,3815,776
2023-11-06$8.32$7.5066.5%18.9%82.2%23.1%65.2%6.9%-1.3%57.1K-2.6M-26.5K0.1759.46N/AN/A4978226,3495,472
2023-11-07$8.96$7.5067.4%21.4%84.8%24.1%74.2%-1.5%2.9%69.7K-4.0M-28.9K0.2769.88N/AN/A65317626,4235,511
2023-11-08$8.34$7.5072.8%19.9%89.3%30.1%69.5%6.6%1.2%65.3K-2.8M-27.0K0.2067.73N/AN/A52310328,2475,636
2023-11-09$7.88$7.5069.9%20.3%89.8%26.9%70.5%9.2%1.4%54.1K-1.9M-24.4K0.1576.76N/AN/A1,78927128,6555,503
2023-11-10$7.67$7.5066.6%18.2%90.3%23.2%64.2%36.2%-4.6%51.5K-1.8M-24.8K0.1387.88N/AN/A90011629,7225,457
2023-11-13$7.63$7.5066.5%19.1%89.6%23.1%66.6%-3.5%0.3%57.8K-1.7M-24.0K0.0561.68N/AN/A1,0605130,0095,334
2023-11-14$8.54$7.5069.9%20.0%94.4%26.9%61.2%9.5%3.6%106.0K-4.5M-29.3K0.1657.12N/AN/A1,66526430,8275,306
2023-11-15$8.96$7.5067.0%19.2%93.4%23.7%64.9%13.1%1.7%125.0K-5.8M-32.6K0.3570.54N/AN/A2,9491,03730,9525,511
2023-11-16$8.82$7.5069.4%20.7%93.2%26.3%72.1%7.8%-10.9%109.7K-5.0M-33.9K0.0683.81N/AN/A8124532,0126,497
2023-11-17$9.73$7.5075.1%21.9%96.4%32.7%53.3%28.3%9.2%109.2K-8.2M-39.5K0.0869.84N/AN/A5,25040032,1786,498
2023-11-20$10.84$7.5082.5%23.9%100.7%41.0%89.9%-3.1%10.4%151.2K-11.7M-46.8K0.6480.43N/AN/A10,1906,57131,4056,104
2023-11-21$10.23$7.5083.0%24.8%105.0%41.5%89.7%-9.4%-1.1%176.7K-9.5M-63.1K0.1358.00N/AN/A1,82823236,56811,363
2023-11-22$10.46$7.5083.9%19.5%104.9%42.5%90.2%0.4%-3.2%161.3K-8.8M-59.3K0.4762.81N/AN/A68632336,66012,324
2023-11-24$10.54$7.5081.2%25.6%103.7%39.5%95.8%-10.5%-5.3%116.1K-9.1M-57.9K0.3872.41N/AN/A43816736,99812,599
2023-11-27$10.68$7.5080.0%26.3%101.6%38.1%97.5%-11.8%3.5%118.7K-8.8M-57.7K0.7660.13N/AN/A67351235,28312,172
2023-11-28$10.68$7.5082.0%27.9%101.7%40.4%99.8%-9.7%2.9%121.0K-8.8M-58.6K0.2470.81N/AN/A64515235,61012,700
2023-11-29$10.66$7.5078.5%27.2%101.0%36.5%77.3%9.7%-1.5%119.5K-8.7M-56.8K0.2175.55N/AN/A4539635,65212,812
2023-11-30$10.50$7.5075.2%28.3%102.0%32.8%97.8%-4.4%20.4%101.5K-8.0M-57.5K0.2056.56N/AN/A2805635,78812,846