EDIT Options History — December 2023

In December 2023, EDIT traded between $9.80 and $11.14. ATM implied volatility averaged 83.0%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded above realized volatility by 14.5% (HV 20d: 68.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.83.

Notable Days

  • 2023-12-11: Highest Volume — 7,491 contracts
  • 2023-12-22: Largest IV spike — 17.2% change
  • 2023-12-22: Highest IV Rank — 56.9%
  • 2023-12-01: Largest Expected Move — 29.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.59$9.80$11.14$10.70$10.20
Max Pain$9.88$7.50$10.00$7.50$10.00
ATM IV83.0%76.5%96.8%80.9%79.1%
Expected Move24.5%22.5%29.8%29.8%24.0%
HV 20d68.5%52.4%101.9%101.9%57.3%
HV 60d79.5%74.9%81.4%79.6%74.9%
IV Rank42.1%34.2%56.9%39.1%50.1%
IV Percentile68.0%52.8%92.5%64.3%57.1%
Term Structure2.4%-20.5%43.2%-6.9%3.3%
VWIV84.7%76.9%91.7%85.0%81.7%
Skew 25d-0.6%-21.5%15.6%-17.6%3.4%
Skew 10d-7.0%-43.1%27.7%-40.6%27.7%
Call IV 25d87.4%74.3%108.2%88.5%78.9%
Put IV 25d86.8%70.9%103.9%70.9%82.3%
Bid-Ask Spread %59.1551.2970.9370.9356.94
Gamma HHI0.240.180.350.280.25
Net GEX59.7K-28.6K165.5K116.4K41.0K
Net DEX-6.9M-11.0M-2.9M-8.7M-4.9M
Net VEX-50.7K-58.0K-42.4K-55.0K-42.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.104.180.110.14
Total Volume2,209.355337,4911,1841,533
Total OI49,298.2545,00354,63048,69546,696

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$10.70$7.5080.9%29.8%101.9%39.1%85.0%-17.6%-6.9%116.4K-8.7M-55.0K0.1170.93N/AN/A1,06811635,84812,847
2023-12-04$11.05$10.0081.5%24.5%84.0%39.9%83.0%-21.5%0.8%150.5K-10.2M-56.0K0.8258.39N/AN/A1,17396435,39511,766
2023-12-05$10.98$10.0078.1%24.8%83.9%36.0%82.7%-19.0%11.0%143.5K-9.9M-56.7K0.1363.70N/AN/A4706336,04112,625
2023-12-06$11.14$10.0076.5%23.3%80.8%34.2%83.9%10.0%-20.5%165.5K-11.0M-56.6K1.0856.84N/AN/A3,1963,43936,13912,666
2023-12-07$10.93$10.0080.9%25.7%75.7%39.2%82.2%-4.2%-4.6%106.1K-8.8M-58.0K0.8957.64N/AN/A1,2571,12237,21916,102
2023-12-08$10.52$10.0082.0%25.1%73.7%40.3%90.7%7.3%3.8%40.9K-6.6M-57.0K0.8756.65N/AN/A2,1011,83037,53617,094
2023-12-11$9.89$10.0087.8%22.7%77.2%46.8%81.1%-15.6%-16.8%-28.6K-3.6M-51.2K1.5657.86N/AN/A2,9314,56036,91017,437
2023-12-12$9.80$10.0080.7%23.1%77.3%38.9%84.1%-11.5%-0.2%-25.8K-2.9M-47.8K0.3959.90N/AN/A75329735,95515,835
2023-12-13$10.38$10.0085.8%25.0%70.0%44.7%88.1%14.6%2.1%41.3K-5.6M-49.6K0.1361.82N/AN/A1,65121935,83415,922
2023-12-14$10.89$10.0083.6%24.9%70.0%42.2%90.6%15.6%22.5%121.0K-8.7M-52.9K0.1056.96N/AN/A1,78618636,25715,946
2023-12-15$10.79$10.0082.1%25.5%69.7%40.5%91.7%-16.1%18.2%60.4K-8.2M-51.9K0.1854.27N/AN/A1,29622936,84216,004
2023-12-18$10.50$10.0082.1%23.3%62.5%40.5%83.3%7.2%5.8%38.4K-5.8M-47.8K1.8855.95N/AN/A9521,78932,89112,112
2023-12-19$11.05$10.0083.9%24.1%52.4%42.5%83.5%-2.0%-7.0%63.0K-8.1M-51.8K0.4153.57N/AN/A98940533,41013,474
2023-12-20$10.39$10.0086.6%24.8%53.0%45.5%86.4%6.7%-10.9%12.0K-5.2M-47.5K1.1258.40N/AN/A25728933,85113,815
2023-12-21$10.29$10.0082.6%23.8%52.4%41.1%83.1%9.9%0.1%43.3K-5.3M-47.1K0.1351.29N/AN/A1,08014433,95814,089
2023-12-22$10.89$10.0096.8%22.5%56.2%56.9%76.9%3.8%43.2%65.5K-7.5M-49.6K0.1565.47N/AN/A1,29319134,00414,192
2023-12-26$10.71$10.0081.5%24.4%56.4%39.8%88.0%1.4%2.3%62.8K-6.7M-47.2K1.8661.62N/AN/A7021,30333,66312,182
2023-12-27$10.41$10.0083.2%24.2%57.3%41.7%85.4%5.2%2.3%-3.9K-5.1M-45.4K4.1863.16N/AN/A3881,62233,78613,327
2023-12-28$10.27$10.0083.7%24.3%57.5%42.2%83.5%10.6%-0.9%-18.5K-4.8M-43.5K0.4861.59N/AN/A36617733,93712,358
2023-12-29$10.20$10.0079.1%24.0%57.3%50.1%81.7%3.4%3.3%41.0K-4.9M-42.4K0.1456.94N/AN/A1,34918434,19312,503