EDIT Options History — July 2024

In July 2024, EDIT traded between $4.54 and $5.92. ATM implied volatility averaged 88.7%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 23.8% (HV 20d: 64.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.54.

Notable Days

  • 2024-07-16: Highest Volume — 1,974 contracts
  • 2024-07-11: Largest IV spike — 65.2% change
  • 2024-07-25: Highest IV Rank — 59.5%
  • 2024-07-22: Largest Expected Move — 31.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.25$4.54$5.92$4.63$5.47
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV88.7%54.9%142.0%72.0%85.3%
Expected Move22.9%12.4%31.1%16.4%28.8%
HV 20d64.9%49.6%72.6%70.3%69.9%
HV 60d70.9%67.4%74.6%67.9%74.3%
IV Rank26.3%5.2%59.5%15.9%24.2%
IV Percentile70.8%9.5%96.8%35.7%75.8%
Term Structure-7.8%-169.1%106.9%71.5%106.9%
VWIV83.5%37.3%108.7%66.1%108.7%
Skew 25d-4.0%-64.8%43.9%23.8%43.9%
Skew 10d-11.4%-94.4%54.8%23.7%-78.8%
Call IV 25d84.6%42.4%141.9%42.4%50.7%
Put IV 25d80.6%52.6%103.3%66.2%94.6%
Bid-Ask Spread %73.6646.2997.2581.5385.60
Gamma HHI0.290.260.330.270.28
Net GEX48.2K9.7K74.3K30.1K55.7K
Net DEX-2.5M-4.0M-912.6K-1.3M-2.9M
Net VEX-24.8K-28.4K-19.5K-20.9K-26.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.012.730.290.29
Total Volume870.3643021,974510302
Total OI32,944.54531,27034,52731,27034,328

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$4.63$5.0072.0%16.4%70.3%15.9%66.1%23.8%71.5%30.1K-1.3M-20.9K0.2981.53N/AN/A39611426,8584,412
2024-07-02$4.54$5.0054.9%12.4%69.7%5.2%41.2%21.0%15.4%29.7K-912.6K-19.5K0.1194.47N/AN/A5245727,1294,397
2024-07-03$4.64$5.0081.4%14.2%62.1%21.7%37.3%-14.8%-22.6%32.3K-1.1M-20.4K0.0897.25N/AN/A4723727,1724,347
2024-07-05$4.54$5.0088.1%23.9%60.8%25.9%83.3%19.0%22.6%33.9K-1.0M-19.7K0.3760.09N/AN/A28410427,5324,348
2024-07-08$4.80$5.0077.3%21.7%65.1%19.2%77.9%18.1%-33.1%40.3K-1.6M-21.4K1.9746.29N/AN/A37974627,3174,053
2024-07-09$4.92$5.0096.0%20.2%65.5%30.9%77.0%-32.5%-33.3%43.0K-1.7M-22.4K0.0167.55N/AN/A573427,5704,413
2024-07-10$5.03$5.0066.7%23.7%66.1%12.6%82.1%-24.4%19.2%61.0K-2.1M-23.6K2.7361.77N/AN/A4411,20327,9404,415
2024-07-11$5.49$5.00110.1%23.7%72.6%39.7%83.3%-22.7%-68.5%53.1K-3.3M-27.3K0.1452.10N/AN/A1,47219928,0515,170
2024-07-12$5.53$5.0087.6%22.0%63.7%25.6%88.2%1.3%18.0%52.1K-3.3M-25.8K0.0965.59N/AN/A1,17810528,6535,130
2024-07-15$5.64$5.0081.2%25.1%57.8%21.6%87.1%-0.1%-40.6%57.4K-3.2M-26.9K0.2860.85N/AN/A54015226,9745,026
2024-07-16$5.92$5.0090.6%24.3%49.6%27.5%87.0%-11.3%2.1%70.6K-4.0M-28.4K0.0150.13N/AN/A1,9482627,2815,160
2024-07-17$5.69$5.0092.3%26.5%51.9%28.5%96.6%6.2%-20.2%74.3K-3.6M-27.7K1.3464.36N/AN/A19626228,0765,168
2024-07-18$5.33$5.0080.8%24.0%57.8%21.3%85.8%-14.3%-10.7%47.3K-2.5M-25.3K0.7650.12N/AN/A57844028,0605,320
2024-07-19$5.00$5.0084.5%25.4%62.4%23.7%92.4%-12.9%-20.1%9.7K-1.8M-23.5K1.4665.72N/AN/A31145328,5985,742
2024-07-22$5.21$5.00104.0%31.1%64.1%35.8%88.7%41.4%-36.9%43.6K-2.4M-24.8K0.4993.02N/AN/A47723527,7915,439
2024-07-23$5.63$5.0088.4%19.8%69.2%26.1%86.6%33.4%-23.9%62.2K-3.6M-27.6K0.1893.32N/AN/A59410428,1745,671
2024-07-24$5.39$5.00113.3%26.7%70.0%41.6%93.2%-13.7%-34.8%47.0K-3.0M-27.1K0.1192.16N/AN/A6226628,2275,723
2024-07-25$5.59$5.00142.0%20.9%69.6%59.5%94.5%-0.2%-169.1%56.8K-3.5M-27.1K0.0588.64N/AN/A8804328,5295,744
2024-07-26$5.66$5.0092.7%21.0%69.2%28.8%90.8%-45.5%1.9%59.9K-3.6M-27.9K0.2578.63N/AN/A3388528,7465,781
2024-07-29$5.42$5.0087.6%25.2%70.6%25.6%92.7%-39.1%-1.8%49.2K-2.6M-25.5K0.5185.16N/AN/A83242127,6575,072
2024-07-30$5.44$5.0075.8%27.4%70.6%18.3%96.3%-64.8%86.0%50.6K-2.9M-26.3K0.3586.11N/AN/A70525028,2985,288
2024-07-31$5.47$5.0085.3%28.8%69.9%24.2%108.7%43.9%106.9%55.7K-2.9M-26.9K0.2985.60N/AN/A2346828,8745,454