EDIT Options History — February 2024

In February 2024, EDIT traded between $7.08 and $11.14. ATM implied volatility averaged 81.1%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 15.4% (HV 20d: 65.7%). 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 8 of 20 days. Put/call ratio averaged 0.42.

Notable Days

  • 2024-02-28: Highest Volume — 13,310 contracts
  • 2024-02-21: Largest IV spike — 26.6% change
  • 2024-02-27: Highest IV Rank — 64.0%
  • 2024-02-27: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.99$7.08$11.14$7.21$10.11
Max Pain$7.95$7.50$10.00$10.00$9.00
ATM IV81.1%66.3%91.9%80.6%78.9%
Expected Move23.7%22.0%30.3%22.0%22.4%
HV 20d65.7%45.3%111.2%51.2%111.2%
HV 60d63.7%57.1%80.2%67.6%80.2%
IV Rank48.8%27.9%64.0%48.1%45.7%
IV Percentile64.7%22.2%90.5%61.5%57.5%
Term Structure-1.8%-35.4%20.5%0.5%8.6%
VWIV82.1%74.2%104.4%76.3%84.1%
Skew 25d2.7%-65.4%19.7%6.9%15.9%
Skew 10d13.8%-19.6%102.6%10.6%15.6%
Call IV 25d85.3%77.0%135.7%77.8%95.5%
Put IV 25d88.1%70.4%111.4%84.7%111.4%
Bid-Ask Spread %66.9246.4078.4769.8557.21
Gamma HHI0.160.120.380.160.12
Net GEX63.9K5.4K172.6K5.4K172.6K
Net DEX-3.4M-12.9M-805.5K-900.0K-9.9M
Net VEX-28.0K-44.8K-21.9K-22.2K-44.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.081.250.520.25
Total Volume1,998.428813,3104432,580
Total OI21,137.718,58128,94420,33228,944

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$7.21$10.0080.6%22.0%51.2%48.1%76.3%6.9%0.5%5.4K-900.0K-22.2K0.5269.85N/AN/A29115215,5704,762
2024-02-02$7.13$10.0079.5%22.2%50.0%46.5%76.6%2.1%-1.3%19.8K-805.5K-22.3K0.8474.95N/AN/A29625015,7624,846
2024-02-05$7.08$10.0080.8%23.1%48.4%48.3%81.4%11.8%4.7%17.1K-1.0M-22.0K0.8775.27N/AN/A31427315,2194,149
2024-02-06$7.17$7.5078.2%22.6%46.4%44.7%77.7%3.4%-2.0%17.4K-1.1M-21.9K0.4873.83N/AN/A28113515,4434,421
2024-02-07$7.16$7.5079.9%22.9%46.4%47.1%79.8%3.7%-0.8%14.9K-1.1M-22.1K0.8662.57N/AN/A15513315,6304,548
2024-02-08$7.13$7.5078.1%22.0%45.3%44.5%76.9%1.7%-0.9%10.9K-1.3M-22.1K0.3773.22N/AN/A31311515,7074,269
2024-02-09$7.41$7.5079.8%22.6%48.9%47.0%78.6%5.9%0.1%29.4K-1.6M-22.7K0.1746.65N/AN/A1,40023315,8994,355
2024-02-12$8.11$7.5080.8%23.0%60.5%48.4%78.5%10.8%1.5%59.9K-3.0M-27.3K0.1868.18N/AN/A1,45425616,3463,691
2024-02-13$7.42$7.5084.3%24.0%67.2%53.3%84.8%8.1%1.9%46.8K-2.2M-25.1K1.2560.64N/AN/A48159917,5563,851
2024-02-14$7.89$7.5085.7%24.6%69.7%55.2%76.1%18.6%0.2%72.0K-3.0M-27.4K0.0946.40N/AN/A1,0279517,8644,305
2024-02-15$8.32$7.5084.9%24.4%71.9%54.1%87.2%19.7%-1.6%115.7K-4.3M-28.9K0.0868.01N/AN/A2,67122218,2694,310
2024-02-16$8.11$7.5082.9%24.0%72.3%51.3%81.4%15.7%-1.2%145.6K-4.0M-29.7K0.3765.47N/AN/A91434219,5014,401
2024-02-20$7.92$7.5066.3%22.5%70.9%27.9%77.5%-2.8%20.5%64.8K-3.0M-28.2K0.3865.78N/AN/A73428015,4573,124
2024-02-21$7.92$7.5084.0%24.3%70.6%52.8%83.5%3.7%-15.1%63.9K-3.0M-28.0K0.2277.98N/AN/A97021515,9403,373
2024-02-22$7.92$7.5082.4%24.4%70.1%50.6%85.6%4.0%-0.3%62.3K-3.2M-29.1K0.1071.08N/AN/A1,22011816,2733,571
2024-02-23$7.76$7.5080.2%23.6%69.5%47.5%81.8%-0.2%-4.1%59.3K-3.0M-28.8K0.4876.44N/AN/A27913316,9703,679
2024-02-26$7.96$7.5079.1%23.9%65.4%46.0%74.2%-6.0%-35.4%68.1K-3.3M-28.9K0.5178.47N/AN/A68134816,2013,431
2024-02-27$8.89$7.5091.9%30.3%74.5%64.0%104.4%-2.7%-10.5%86.2K-5.4M-34.5K0.1064.15N/AN/A6,07162716,7883,749
2024-02-28$11.14$7.5083.6%26.3%103.4%52.3%95.2%-65.4%-0.2%146.2K-12.9M-44.0K0.1962.29N/AN/A11,2142,09620,4014,179
2024-02-29$10.11$9.0078.9%22.4%111.2%45.7%84.1%15.9%8.6%172.6K-9.9M-44.8K0.2557.21N/AN/A2,06251823,3285,616