EDIT Options History — April 2024

In April 2024, EDIT traded between $5.20 and $7.24. ATM implied volatility averaged 88.0%, placing in the 49.5% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 43.8% (HV 20d: 44.2%). Max pain ranged from $6.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.28.

Notable Days

  • 2024-04-22: Highest Volume — 2,607 contracts
  • 2024-04-26: Largest IV spike — 61.1% change
  • 2024-04-26: Highest IV Rank — 100.0%
  • 2024-04-15: Largest Expected Move — 28.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.08$5.20$7.24$7.24$5.25
Max Pain$7.39$6.50$7.50$7.50$6.50
ATM IV88.0%73.0%134.0%85.1%82.5%
Expected Move24.7%20.6%28.0%20.6%27.0%
HV 20d44.2%39.3%49.3%49.3%42.4%
HV 60d79.5%78.4%80.4%79.5%78.4%
IV Rank49.5%32.0%100.0%46.5%41.1%
IV Percentile80.8%39.7%100.0%82.5%70.2%
Term Structure-5.7%-143.5%19.3%-2.8%2.4%
VWIV87.4%71.2%112.8%74.8%94.6%
Skew 25d-2.2%-18.0%6.9%1.9%-16.8%
Skew 10d10.5%-21.8%52.2%4.0%-21.6%
Call IV 25d86.5%79.5%96.8%88.2%83.2%
Put IV 25d84.3%66.5%96.1%90.2%66.5%
Bid-Ask Spread %50.3416.0083.8066.4967.92
Gamma HHI0.160.130.210.170.17
Net GEX34.3K15.8K59.6K54.2K36.6K
Net DEX-1.3M-2.3M-238.3K-2.3M-1.5M
Net VEX-25.5K-29.8K-22.0K-29.1K-23.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.020.690.250.49
Total Volume1,189.0915292,6071,534529
Total OI29,681.77326,35932,33826,35932,338

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$7.24$7.5085.1%20.6%49.3%46.5%74.8%1.9%-2.8%54.2K-2.3M-29.1K0.2566.49N/AN/A1,22431021,7724,587
2024-04-02$6.89$7.5073.0%21.5%48.9%32.0%81.1%3.7%9.1%44.7K-1.9M-29.1K0.4077.24N/AN/A94537423,2084,893
2024-04-03$6.86$7.5085.3%22.2%41.5%46.7%71.2%-0.5%6.6%36.8K-1.8M-29.2K0.5083.80N/AN/A43121723,7055,223
2024-04-04$6.79$7.5091.0%25.0%41.5%53.6%89.0%-0.5%0.3%40.1K-1.9M-29.8K0.3769.09N/AN/A46217123,9825,300
2024-04-05$6.71$7.5084.5%24.9%41.5%45.8%86.0%0.6%-2.3%39.3K-1.5M-28.1K0.4368.64N/AN/A51122024,2695,538
2024-04-08$6.71$7.5086.9%25.5%39.3%48.6%90.0%-1.4%1.6%37.4K-1.6M-27.4K0.1419.84N/AN/A1,09915322,5845,234
2024-04-09$7.00$7.5087.7%22.6%44.3%49.7%80.3%-1.8%-8.1%59.6K-2.3M-29.6K0.1351.24N/AN/A1,13914823,3665,391
2024-04-10$6.62$7.5086.7%24.6%46.2%48.5%95.5%-0.8%-1.7%38.1K-1.6M-28.6K0.3339.01N/AN/A63220623,7785,462
2024-04-11$6.56$7.5087.6%25.1%46.2%49.6%89.7%5.7%0.1%32.4K-1.6M-28.3K0.0735.44N/AN/A9847324,1275,476
2024-04-12$6.17$7.5090.2%26.9%47.6%52.6%112.8%6.9%10.4%23.9K-956.3K-25.9K0.3426.51N/AN/A72024524,3925,515
2024-04-15$6.03$7.5096.7%28.0%46.1%60.5%95.3%-0.7%-10.9%20.4K-667.4K-23.9K0.4916.00N/AN/A52025423,7765,541
2024-04-16$5.88$7.5092.2%26.6%43.2%55.1%93.3%-0.5%-7.7%17.2K-426.3K-23.3K0.6952.89N/AN/A61342624,0575,576
2024-04-17$5.63$7.5078.0%22.4%44.2%38.0%90.1%0.5%19.3%15.8K-238.3K-22.2K0.0216.93N/AN/A1,9263724,3615,558
2024-04-18$5.62$7.5088.2%25.4%42.7%50.3%87.2%3.0%-2.9%23.3K-547.0K-23.3K0.1023.36N/AN/A8719125,6215,277
2024-04-19$5.44$7.5089.6%26.3%42.7%51.9%91.4%-0.8%-7.5%23.8K-417.9K-22.0K0.3651.65N/AN/A93833426,1725,183
2024-04-22$5.64$7.5082.6%24.7%44.6%43.5%84.4%0.7%-4.3%30.3K-970.9K-23.5K0.0552.18N/AN/A2,49011723,4164,705
2024-04-23$5.50$7.5085.9%24.1%44.8%47.5%81.8%-13.9%15.2%34.8K-1.1M-23.3K0.2446.89N/AN/A1,12026724,4954,757
2024-04-24$5.33$7.5080.8%24.4%45.2%41.3%85.9%-8.4%2.8%33.3K-1.1M-22.4K0.1855.97N/AN/A1,52427925,3984,476
2024-04-25$5.20$7.5083.2%24.6%41.8%44.2%76.0%2.0%-1.0%31.7K-1.1M-22.2K0.0951.08N/AN/A1,52013926,1584,730
2024-04-26$5.29$7.00134.0%24.6%43.5%100.0%84.9%-18.0%-143.5%41.8K-1.5M-23.9K0.1571.61N/AN/A4687027,3964,768
2024-04-29$5.33$6.5083.3%26.8%44.3%42.0%88.1%-9.1%0.1%37.6K-1.4M-23.1K0.4063.79N/AN/A97139226,9494,489
2024-04-30$5.25$6.5082.5%27.0%42.4%41.1%94.6%-16.8%2.4%36.6K-1.5M-23.9K0.4967.92N/AN/A35517427,6324,706