EDIT Options History — June 2024

In June 2024, EDIT traded between $4.63 and $6.00. ATM implied volatility averaged 100.4%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 24.8% (HV 20d: 75.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.34.

Notable Days

  • 2024-06-12: Highest Volume — 3,515 contracts
  • 2024-06-07: Largest IV spike — 41.7% change
  • 2024-06-07: Highest IV Rank — 67.7%
  • 2024-06-05: Largest Expected Move — 25.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.22$4.63$6.00$5.33$4.63
Max Pain$5.39$5.00$7.50$5.00$5.00
ATM IV100.4%57.7%155.2%150.1%57.7%
Expected Move21.1%17.1%25.8%24.6%19.2%
HV 20d75.6%62.8%90.4%83.7%71.1%
HV 60d65.9%60.4%68.8%60.4%67.9%
IV Rank33.6%7.0%67.7%64.6%7.0%
IV Percentile73.1%10.7%99.2%99.2%10.7%
Term Structure-25.0%-122.4%50.7%-33.1%-36.3%
VWIV78.9%64.6%136.9%81.1%65.7%
Skew 25d-3.8%-75.3%117.9%-19.1%27.1%
Skew 10d9.3%-80.8%93.0%-22.7%93.0%
Call IV 25d90.3%52.2%191.3%81.2%57.1%
Put IV 25d86.5%41.9%244.3%62.0%84.2%
Bid-Ask Spread %84.3230.06115.43100.8894.12
Gamma HHI0.260.200.360.240.31
Net GEX51.3K19.1K83.0K52.6K30.2K
Net DEX-2.4M-4.2M-1.0M-2.6M-1.0M
Net VEX-25.4K-30.5K-21.2K-26.4K-21.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.030.970.130.24
Total Volume922.8421703,515908842
Total OI31,760.94729,76734,64029,80832,043

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$5.33$5.00150.1%24.6%83.7%64.6%81.1%-19.1%-33.1%52.6K-2.6M-26.4K0.13100.88N/AN/A80210625,7244,084
2024-06-04$5.79$5.00151.7%19.9%89.0%65.5%76.6%117.9%8.5%77.1K-3.6M-30.5K0.0398.74N/AN/A5701826,3124,177
2024-06-05$5.53$5.0097.8%25.8%90.4%32.0%76.0%74.5%-63.4%66.7K-3.7M-30.1K0.3592.44N/AN/A1505226,5604,184
2024-06-06$5.46$7.50109.5%21.8%76.3%39.2%0.0%32.1%50.7%63.2K-3.1M-26.4K0.15105.88N/AN/A3184726,6474,236
2024-06-07$5.31$7.50155.2%17.1%67.9%67.7%136.9%-37.0%27.4%55.2K-2.3M-25.1K0.57115.43N/AN/A34219626,9594,198
2024-06-10$5.29$7.50109.9%23.7%66.7%39.5%83.7%-18.1%-81.2%52.6K-2.4M-25.6K0.3678.20N/AN/A62922826,5374,024
2024-06-11$5.46$5.00145.3%19.3%62.8%61.6%0.0%-3.3%-122.4%63.5K-3.2M-30.1K0.11107.79N/AN/A1531726,9774,265
2024-06-12$6.00$5.00117.1%20.9%71.5%44.0%75.6%-75.3%-22.3%83.0K-4.2M-30.4K0.0965.19N/AN/A3,21629927,0454,278
2024-06-13$5.55$5.0082.0%22.6%75.5%22.1%81.9%22.6%28.2%76.5K-3.3M-28.0K0.3175.05N/AN/A73322728,6624,397
2024-06-14$5.08$5.0093.1%22.5%81.3%29.0%78.6%-59.9%-26.1%53.9K-2.1M-24.1K0.4858.29N/AN/A58728329,1714,431
2024-06-17$5.01$5.0080.0%21.9%79.5%20.9%87.5%-20.7%4.2%46.7K-1.9M-23.2K0.4576.87N/AN/A77734828,7184,272
2024-06-18$5.05$5.0071.7%20.3%79.5%15.7%71.0%-10.2%12.4%44.8K-2.0M-24.0K0.2979.05N/AN/A88926129,0544,572
2024-06-20$5.01$5.0073.0%21.0%79.4%16.5%73.1%-11.2%10.2%44.0K-1.9M-23.9K0.9730.06N/AN/A47045529,3874,770
2024-06-21$5.01$5.0070.1%19.4%72.9%14.7%67.8%-45.8%14.7%19.1K-1.8M-23.2K0.1751.87N/AN/A72712629,6115,029
2024-06-24$5.13$5.0095.2%20.9%73.2%30.4%81.7%-28.0%-115.8%43.6K-1.9M-23.8K0.15100.54N/AN/A1,15616925,6254,142
2024-06-25$4.96$5.0092.1%20.4%73.5%28.4%71.4%-20.5%-69.1%40.5K-1.7M-23.1K0.77114.77N/AN/A36628026,3874,303
2024-06-26$4.81$5.0074.1%20.8%71.1%17.2%68.0%-10.8%-0.4%31.7K-1.3M-21.2K0.7166.30N/AN/A64446026,5494,391
2024-06-27$4.75$5.0081.1%18.5%70.8%21.6%64.6%13.7%-61.6%29.8K-1.1M-21.8K0.1490.58N/AN/A5187326,9544,783
2024-06-28$4.63$5.0057.7%19.2%71.1%7.0%65.7%27.1%-36.3%30.2K-1.0M-21.5K0.2494.12N/AN/A68016227,2324,811