EDIT Options History — May 2024

In May 2024, EDIT traded between $5.00 and $5.99. ATM implied volatility averaged 99.7%, placing in the 48.6% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 28.7% (HV 20d: 71.0%). Max pain ranged from $5.00 to $6.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.37.

Notable Days

  • 2024-05-15: Highest Volume — 2,523 contracts
  • 2024-05-09: Largest IV spike — 127.9% change
  • 2024-05-01: Highest IV Rank — 100.0%
  • 2024-05-28: Largest Expected Move — 49.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.55$5.00$5.99$5.49$5.21
Max Pain$5.20$5.00$6.50$6.50$5.00
ATM IV99.7%63.1%207.0%134.7%142.6%
Expected Move23.6%16.9%49.1%25.5%25.8%
HV 20d71.0%46.2%85.0%47.1%83.6%
HV 60d75.6%59.6%82.5%79.1%60.0%
IV Rank48.6%17.2%100.0%100.0%59.9%
IV Percentile67.3%15.5%100.0%100.0%98.8%
Term Structure21.8%-62.1%142.3%-62.1%142.3%
VWIV81.2%66.3%102.3%102.0%79.7%
Skew 25d15.1%-68.6%212.9%-33.9%74.8%
Skew 10d46.3%-62.3%219.1%-6.2%200.3%
Call IV 25d86.6%47.0%198.3%82.6%96.9%
Put IV 25d101.7%41.9%281.9%48.7%171.7%
Bid-Ask Spread %80.6725.37139.1875.20105.26
Gamma HHI0.200.160.240.160.24
Net GEX56.8K30.6K95.8K44.1K50.6K
Net DEX-2.6M-3.8M-1.2M-1.9M-2.5M
Net VEX-26.8K-30.9K-22.8K-24.9K-27.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.031.950.111.95
Total Volume1,031.5453612,5231,497558
Total OI32,583.95527,93536,64932,81530,350

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$5.49$6.50134.7%25.5%47.1%100.0%102.0%-33.9%-62.1%44.1K-1.9M-24.9K0.1175.20N/AN/A1,35414327,9354,880
2024-05-02$5.59$6.5080.9%27.3%48.2%39.0%102.3%3.5%-0.3%47.7K-2.2M-26.2K0.1566.77N/AN/A1,30919628,9764,999
2024-05-03$5.70$6.5080.8%27.8%49.3%38.9%98.2%-4.5%4.4%57.8K-2.6M-28.1K0.1859.68N/AN/A90116329,8994,972
2024-05-06$5.64$5.0088.9%25.5%49.2%48.1%85.9%15.3%18.7%60.7K-2.6M-27.0K0.1754.96N/AN/A91415929,1804,504
2024-05-07$5.71$5.0068.6%24.1%46.2%25.1%83.7%-38.9%-19.2%64.8K-2.8M-27.8K0.3264.97N/AN/A91729629,8044,658
2024-05-08$5.00$5.0063.1%21.3%61.7%18.9%74.3%-28.7%-6.5%30.6K-1.2M-22.8K0.3255.75N/AN/A1,79657430,5494,915
2024-05-09$5.53$5.00143.9%20.5%74.0%100.0%72.9%-23.5%-4.4%51.6K-2.5M-26.2K0.1970.21N/AN/A91417731,3254,661
2024-05-10$5.33$5.00132.1%20.5%72.2%87.9%71.4%38.2%36.9%42.2K-2.2M-24.9K0.1782.02N/AN/A5609431,6354,706
2024-05-13$5.71$5.0073.7%16.9%76.7%27.9%75.0%-8.5%-27.9%65.0K-3.0M-27.9K0.1192.99N/AN/A1,21513730,5354,281
2024-05-14$5.71$5.0078.7%21.0%76.3%33.1%73.9%17.4%-3.5%71.4K-2.9M-27.5K0.0755.24N/AN/A5003631,3754,409
2024-05-15$5.94$5.0084.2%22.9%75.9%38.7%83.6%-6.6%1.3%87.8K-3.8M-30.9K0.0425.37N/AN/A2,41510831,3774,441
2024-05-16$5.92$5.0071.7%19.9%75.9%25.8%80.3%-68.6%-13.2%95.8K-3.7M-30.4K0.7551.46N/AN/A20615531,9194,544
2024-05-17$5.61$5.0063.2%20.2%77.6%17.2%75.3%-7.1%-6.2%54.8K-2.8M-28.0K1.1959.16N/AN/A29134731,9854,664
2024-05-20$5.50$5.00101.2%20.2%76.8%56.2%71.9%34.4%11.0%48.9K-2.6M-26.4K0.18111.12N/AN/A3306123,8904,045
2024-05-21$5.53$5.0074.0%21.6%76.3%28.3%66.3%27.8%79.6%50.4K-2.5M-26.5K0.99109.98N/AN/A21421124,0034,104
2024-05-22$5.99$5.0074.5%21.4%80.3%28.8%73.8%14.5%65.8%67.6K-3.6M-29.3K0.0999.25N/AN/A1,82416124,1784,312
2024-05-23$5.80$5.0084.9%21.4%80.7%39.5%81.5%22.3%-33.9%68.1K-3.1M-27.2K0.34139.18N/AN/A34411724,9684,317
2024-05-24$5.64$5.0070.9%20.3%81.5%25.1%75.0%18.7%-22.3%55.5K-2.7M-27.0K0.3394.78N/AN/A36312125,1534,321
2024-05-28$5.30$5.0091.3%49.1%84.7%46.0%84.2%33.0%136.4%45.4K-2.2M-24.7K0.23101.16N/AN/A60214124,2093,989
2024-05-29$5.17$5.00207.0%23.8%85.0%100.0%82.6%212.9%45.9%43.8K-2.0M-24.0K0.22111.43N/AN/A3297124,6634,119
2024-05-30$5.09$5.00183.2%22.5%83.4%85.2%91.7%40.0%136.5%44.0K-2.0M-23.4K0.0388.82N/AN/A1,3323824,9314,167
2024-05-31$5.21$5.00142.6%25.8%83.6%59.9%79.7%74.8%142.3%50.6K-2.5M-27.9K1.95105.26N/AN/A18936926,1944,156