EDIT Options History — January 2024

In January 2024, EDIT traded between $7.08 and $9.96. ATM implied volatility averaged 80.8%, placing in the 51.4% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 28.2% (HV 20d: 52.5%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.68.

Notable Days

  • 2024-01-10: Highest Volume — 5,710 contracts
  • 2024-01-25: Largest IV spike — 56.2% change
  • 2024-01-25: Highest IV Rank — 100.0%
  • 2024-01-25: Largest Expected Move — 26.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.54$7.08$9.96$9.96$7.08
Max Pain$9.76$8.00$10.00$10.00$8.00
ATM IV80.8%72.6%117.4%73.6%82.2%
Expected Move22.5%19.7%26.3%25.0%21.8%
HV 20d52.5%40.5%62.0%57.3%51.8%
HV 60d75.7%74.3%77.0%75.1%76.8%
IV Rank51.4%40.2%100.0%41.8%50.3%
IV Percentile59.5%39.7%100.0%44.0%66.7%
Term Structure-5.1%-79.8%8.3%8.3%2.3%
VWIV79.1%65.1%89.9%83.9%89.9%
Skew 25d-1.0%-40.3%13.0%-5.7%-2.2%
Skew 10d13.9%-20.8%65.7%-9.0%-20.8%
Call IV 25d82.7%71.4%132.5%87.5%86.5%
Put IV 25d81.8%60.1%92.2%81.8%84.3%
Bid-Ask Spread %68.9439.1584.4056.7484.40
Gamma HHI0.200.130.450.270.17
Net GEX11.5K-50.6K65.4K27.9K3.9K
Net DEX-1.3M-4.0M13.4K-4.0M-742.7K
Net VEX-28.1K-39.0K-21.4K-39.0K-22.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.680.1524.950.370.52
Total Volume1,310.1432315,7102,428231
Total OI35,516.76217,17748,14844,96220,208

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$9.96$10.0073.6%25.0%57.3%41.8%83.9%-5.7%8.3%27.9K-4.0M-39.0K0.3756.74N/AN/A1,77465433,57611,386
2024-01-03$9.43$10.0075.8%19.7%58.4%45.2%87.4%6.8%3.2%-3.4K-1.8M-36.7K0.7268.03N/AN/A46833834,49612,000
2024-01-04$9.59$10.0083.1%23.4%59.1%56.1%83.5%2.6%-1.6%-532-2.1M-37.3K0.1970.73N/AN/A82715934,60112,230
2024-01-05$9.13$10.0083.8%23.4%60.3%57.1%82.7%2.9%-3.8%-35.7K-333.2K-33.9K0.9870.79N/AN/A49148034,97812,296
2024-01-08$9.43$10.0084.9%24.0%62.0%58.7%84.6%1.4%0.3%1.7K-1.6M-34.8K0.7872.54N/AN/A1,00478634,61411,952
2024-01-09$9.21$10.0081.2%23.9%61.3%53.2%84.5%-0.4%4.4%6.3K-1.4M-34.3K0.5039.15N/AN/A47923835,19312,735
2024-01-10$9.36$10.0076.1%22.1%58.2%45.5%78.7%1.3%-0.6%-10.6K-1.1M-32.8K24.9570.01N/AN/A2205,49035,21512,933
2024-01-11$9.20$10.0072.9%22.2%58.4%40.7%78.4%2.8%6.8%65.4K-2.6M-29.7K0.3462.42N/AN/A59419935,2769,728
2024-01-12$9.02$10.0072.6%22.0%54.0%40.2%76.7%5.3%5.7%-50.6K-1.7M-27.6K0.2971.54N/AN/A72421135,5939,749
2024-01-16$8.82$10.0077.8%22.4%50.1%48.1%80.5%3.1%-4.6%50.9K-1.2M-26.2K0.9478.38N/AN/A64160234,7538,283
2024-01-17$8.39$10.0080.5%23.1%52.0%52.1%79.5%1.3%-4.0%26.6K-389.8K-24.3K0.5873.24N/AN/A51430035,1348,716
2024-01-18$8.18$10.0076.9%22.0%52.0%46.7%79.3%2.5%0.7%13.4K-770.8K-23.1K0.7558.52N/AN/A53440135,1817,704
2024-01-19$8.05$10.0076.2%22.0%46.2%45.7%73.1%13.0%-3.4%10.9K-765.6K-22.9K0.1574.77N/AN/A1,22018135,4147,775
2024-01-22$8.41$10.0077.9%21.9%47.5%48.2%76.4%4.8%-0.2%19.8K-1.3M-24.0K0.2054.41N/AN/A1,45029512,6094,568
2024-01-23$8.25$10.0079.6%21.3%47.6%50.9%65.1%1.0%4.2%30.3K-1.3M-24.9K0.3358.59N/AN/A40013313,8594,816
2024-01-24$8.05$10.0075.2%20.5%40.5%44.2%70.9%-1.7%-33.2%21.0K-971.1K-24.0K0.3175.57N/AN/A78024114,0874,931
2024-01-25$7.79$10.00117.4%26.3%40.9%100.0%78.1%-40.3%-79.8%13.8K-750.7K-24.1K0.1671.13N/AN/A83413714,7215,136
2024-01-26$7.29$10.0079.5%21.1%44.5%47.0%73.0%-17.1%-9.6%17.5K13.4K-21.4K0.6476.17N/AN/A80551314,9325,209
2024-01-29$7.61$8.5082.4%22.4%49.5%50.6%78.9%0.8%0.8%19.5K-1.1M-23.5K0.4377.60N/AN/A1,19551514,5174,717
2024-01-30$7.17$8.5087.2%22.0%51.8%57.4%76.8%-2.5%-2.4%13.4K-881.8K-22.5K1.0683.10N/AN/A22123415,3814,650
2024-01-31$7.08$8.0082.2%21.8%51.8%50.3%89.9%-2.2%2.3%3.9K-742.7K-22.2K0.5284.40N/AN/A1527915,4594,749