EDIT Options History — August 2024

In August 2024, EDIT traded between $3.67 and $5.08. ATM implied volatility averaged 72.5%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded below realized volatility by 1.3% (HV 20d: 73.8%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.42.

Notable Days

  • 2024-08-09: Highest Volume — 1,623 contracts
  • 2024-08-16: Largest IV spike — 54.0% change
  • 2024-08-05: Highest IV Rank — 35.1%
  • 2024-08-01: Largest Expected Move — 30.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.09$3.67$5.08$5.08$3.75
Max Pain$4.59$4.00$5.00$5.00$4.00
ATM IV72.5%53.3%102.8%90.5%60.8%
Expected Move21.7%15.4%30.6%30.6%20.5%
HV 20d73.8%66.4%84.9%75.6%66.7%
HV 60d71.3%68.0%75.8%75.8%68.0%
IV Rank15.9%4.2%35.1%27.4%6.9%
IV Percentile37.8%5.6%90.5%83.7%11.9%
Term Structure-3.2%-45.6%37.2%32.5%6.3%
VWIV74.7%49.9%114.7%114.7%71.6%
Skew 25d0.6%-32.0%24.2%-32.0%7.7%
Skew 10d-14.1%-156.9%27.1%-156.9%6.7%
Call IV 25d64.9%41.6%125.0%98.6%55.0%
Put IV 25d65.5%40.9%102.4%66.6%62.7%
Bid-Ask Spread %66.9918.06101.4485.1374.62
Gamma HHI0.260.210.530.240.22
Net GEX16.0K-31.9K32.8K32.8K25.4K
Net DEX-824.3K-2.1M47.3K-2.1M-836.7K
Net VEX-18.5K-25.1K-15.9K-25.1K-17.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.031.130.840.90
Total Volume733.2731081,623371453
Total OI31,766.13626,32636,31434,54328,487

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$5.08$5.0090.5%30.6%75.6%27.4%114.7%-32.0%32.5%32.8K-2.1M-25.1K0.8485.13N/AN/A20216929,0235,520
2024-08-02$5.01$5.0087.0%30.2%75.3%25.2%100.0%6.5%-6.0%21.5K-1.8M-23.9K0.8362.50N/AN/A28123329,1455,591
2024-08-05$4.75$5.00102.8%19.0%75.5%35.1%75.7%-22.6%25.1%29.0K-1.6M-23.0K0.41101.44N/AN/A62025628,6605,470
2024-08-06$4.66$5.0073.3%25.0%75.2%16.7%87.3%2.2%-43.4%26.4K-1.3M-21.8K0.3050.08N/AN/A45213729,1145,580
2024-08-07$4.14$5.0078.9%28.4%84.9%20.2%98.9%11.1%-10.7%17.1K-277.0K-17.8K0.3870.85N/AN/A97236829,4325,641
2024-08-08$4.20$5.0082.8%20.1%77.4%22.7%69.6%4.8%-34.8%21.5K-369.8K-18.3K0.4187.50N/AN/A87836130,1415,747
2024-08-09$3.94$5.0079.6%17.7%79.0%20.6%52.7%3.7%-6.2%14.0K47.3K-16.3K1.1349.59N/AN/A76186230,4885,826
2024-08-12$3.91$5.0079.4%22.8%77.9%20.5%80.6%17.2%-2.3%6.7K-294.2K-16.9K0.2051.11N/AN/A1,15823530,2565,291
2024-08-13$3.98$5.0075.1%22.4%75.2%17.8%79.3%7.6%8.7%8.0K-612.5K-17.9K0.1850.97N/AN/A3977130,8054,930
2024-08-14$3.73$5.0061.5%26.4%76.6%9.4%49.9%-2.8%28.0%14.2K-270.2K-15.9K0.6976.84N/AN/A26718330,9414,817
2024-08-15$3.99$5.0053.3%15.4%80.8%4.2%61.3%6.0%16.7%189-720.5K-17.5K0.4351.87N/AN/A43218431,0884,705
2024-08-16$3.99$5.0082.0%16.5%78.7%22.1%69.4%-3.2%-45.6%-31.9K-669.5K-17.8K1.0357.66N/AN/A43644931,1794,775
2024-08-19$4.05$5.0064.3%17.8%77.0%11.1%69.8%18.7%9.2%13.6K-948.7K-18.1K0.1018.06N/AN/A7177422,3403,986
2024-08-20$3.98$4.0071.8%21.0%69.2%15.8%61.1%12.3%-34.1%12.6K-828.5K-17.5K0.4269.90N/AN/A24310122,7484,046
2024-08-21$4.04$4.0072.6%20.8%69.4%16.3%56.2%24.2%-0.6%16.3K-1.1M-18.8K0.0361.64N/AN/A150422,9304,116
2024-08-22$3.81$4.0072.3%20.8%68.3%16.1%72.7%1.7%-2.2%18.4K-649.5K-16.8K0.3975.30N/AN/A26610323,0134,116
2024-08-23$3.88$4.0055.8%17.2%68.7%5.8%72.4%-14.9%-28.9%18.4K-812.0K-17.7K0.0586.80N/AN/A1,1966022,9644,173
2024-08-26$3.92$4.0055.9%21.6%68.8%5.9%76.1%-1.4%-9.9%23.7K-885.5K-17.9K0.1976.49N/AN/A4648623,5623,921
2024-08-27$3.80$4.0057.1%20.8%68.6%4.6%72.6%-8.5%4.3%21.8K-765.2K-16.6K0.1673.94N/AN/A5548823,8423,996
2024-08-28$3.67$4.0062.0%18.9%68.2%7.7%72.9%-8.9%37.2%19.6K-603.4K-16.1K0.1669.69N/AN/A931524,1414,049
2024-08-29$3.74$4.0076.5%22.5%66.4%17.0%78.8%-16.8%-13.8%21.5K-771.1K-17.0K0.0571.79N/AN/A1,0475424,2044,056
2024-08-30$3.75$4.0060.8%20.5%66.7%6.9%71.6%7.7%6.3%25.4K-836.7K-17.1K0.9074.62N/AN/A23821524,4064,081