EDIT Options History — March 2024 In March 2024, EDIT traded between $7.21 and $10.50. ATM implied volatility averaged 86.8%, placing in the 49.5% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded below realized volatility by 21.9% (HV 20d: 108.7%). 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 15 of 20 days. Put/call ratio averaged 0.37.
Notable Days 2024-03-05 : Highest Volume — 3,318 contracts2024-03-28 : Largest IV spike — 76.9% change2024-03-04 : Highest IV Rank — 100.0%2024-03-12 : Largest Expected Move — 33.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.37 $7.21 $10.50 $10.50 $7.39 Max Pain $7.63 $7.50 $10.00 $10.00 $7.50 ATM IV 86.8% 57.8% 129.5% 72.6% 129.5% Expected Move 22.3% 19.0% 33.5% 22.9% 20.6% HV 20d 108.7% 53.2% 120.2% 111.5% 53.2% HV 60d 80.9% 79.3% 82.9% 80.3% 80.2% IV Rank 49.5% 13.8% 100.0% 36.8% 100.0% IV Percentile 57.4% 11.1% 100.0% 38.9% 100.0% Term Structure 5.8% -116.6% 110.6% 29.0% -116.6% VWIV 79.7% 72.5% 98.7% 90.2% 72.7% Skew 25d -2.1% -74.9% 33.6% -24.4% 8.3% Skew 10d 12.3% -76.5% 99.1% -4.5% 56.6% Call IV 25d 87.7% 40.0% 166.5% 104.8% 77.8% Put IV 25d 85.6% 63.9% 130.8% 80.4% 86.0% Bid-Ask Spread % 66.02 49.50 78.38 67.99 71.67 Gamma HHI 0.15 0.12 0.17 0.12 0.16 Net GEX 100.3K 54.0K 148.7K 148.7K 66.6K Net DEX -4.8M -11.4M -2.2M -11.4M -2.7M Net VEX -35.8K -46.6K -28.1K -46.6K -31.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.07 0.90 0.27 0.18 Total Volume 1,383.15 493 3,318 2,994 838 Total OI 27,752.95 24,496 29,927 29,429 27,707
Daily Data (20 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 2024-03-01 $10.50 $10.00 72.6% 22.9% 111.5% 36.8% 90.2% -24.4% 29.0% 148.7K -11.4M -46.6K 0.27 67.99 N/A N/A 2,360 634 23,552 5,877 2024-03-04 $9.95 $7.50 128.1% 23.4% 114.0% 100.0% 82.6% -13.5% 13.5% 127.5K -8.2M -44.3K 0.90 49.50 N/A N/A 1,531 1,371 21,870 5,362 2024-03-05 $9.11 $7.50 113.9% 23.1% 119.7% 82.6% 81.7% -10.5% -32.6% 105.0K -5.9M -40.9K 0.07 63.00 N/A N/A 3,092 226 22,224 5,375 2024-03-06 $9.04 $7.50 71.5% 23.5% 119.9% 30.6% 85.0% -8.7% 5.6% 126.4K -6.3M -41.2K 0.50 61.83 N/A N/A 1,419 703 23,408 5,475 2024-03-07 $8.91 $7.50 78.3% 22.3% 120.2% 38.9% 78.0% 16.1% 22.9% 121.3K -5.6M -39.2K 0.10 60.73 N/A N/A 1,109 112 23,968 5,607 2024-03-08 $9.13 $7.50 127.7% 22.8% 120.2% 99.5% 87.2% -15.8% 24.7% 117.0K -6.8M -40.7K 0.41 74.45 N/A N/A 876 362 24,308 5,619 2024-03-11 $8.98 $7.50 75.9% 22.3% 120.2% 36.0% 79.5% 3.4% 7.5% 132.4K -6.2M -39.2K 0.50 69.95 N/A N/A 1,140 572 22,635 4,849 2024-03-12 $8.66 $7.50 98.0% 33.5% 117.2% 63.1% 98.7% -74.9% 53.3% 106.9K -5.0M -37.2K 0.48 61.69 N/A N/A 332 161 23,278 5,364 2024-03-13 $8.52 $7.50 71.4% 21.9% 112.4% 30.5% 72.5% 17.1% 5.8% 104.0K -4.4M -35.6K 0.45 78.38 N/A N/A 438 197 23,339 5,483 2024-03-14 $8.11 $7.50 57.8% 21.8% 112.2% 13.8% 76.8% -5.6% 29.4% 94.7K -3.3M -34.0K 0.27 65.83 N/A N/A 637 171 23,481 5,415 2024-03-15 $8.27 $7.50 76.3% 22.3% 110.7% 36.5% 76.4% 29.8% 2.4% 98.5K -4.2M -34.7K 0.43 63.93 N/A N/A 402 174 23,781 5,070 2024-03-18 $7.79 $7.50 71.3% 20.7% 112.4% 30.4% 74.8% 7.7% -19.9% 80.5K -3.3M -31.5K 0.18 57.28 N/A N/A 2,037 357 20,689 3,807 2024-03-19 $7.78 $7.50 73.4% 21.0% 112.1% 33.0% 77.7% -2.5% 30.1% 99.6K -3.6M -32.1K 0.15 61.69 N/A N/A 699 104 22,147 4,095 2024-03-20 $7.92 $7.50 66.4% 19.0% 112.3% 24.3% 73.4% -4.5% 23.5% 113.6K -4.4M -34.2K 0.27 73.51 N/A N/A 558 151 22,516 4,180 2024-03-21 $7.89 $7.50 82.9% 21.3% 112.3% 44.5% 73.9% -1.7% 110.6% 106.2K -4.0M -33.4K 0.37 64.35 N/A N/A 908 340 22,819 4,294 2024-03-22 $7.47 $7.50 69.4% 20.8% 113.8% 28.1% 75.7% 0.1% -38.7% 70.8K -2.8M -31.1K 0.38 68.30 N/A N/A 442 170 23,398 4,610 2024-03-25 $7.36 $7.50 76.4% 20.8% 113.4% 36.6% 73.9% 7.7% 30.2% 63.7K -2.6M -30.0K 0.81 64.64 N/A N/A 424 345 21,604 4,309 2024-03-26 $7.21 $7.50 122.2% 20.8% 105.1% 92.7% 83.1% 33.6% -68.7% 54.0K -2.2M -28.1K 0.42 69.51 N/A N/A 743 314 21,795 4,616 2024-03-27 $7.44 $7.50 73.2% 21.5% 60.3% 32.7% 80.1% -4.3% 3.1% 69.2K -3.0M -31.4K 0.24 72.12 N/A N/A 977 237 22,431 4,702 2024-03-28 $7.39 $7.50 129.5% 20.6% 53.2% 100.0% 72.7% 8.3% -116.6% 66.6K -2.7M -31.1K 0.18 71.67 N/A N/A 712 126 22,847 4,860
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