EDIT Options History — September 2024

In September 2024, EDIT traded between $3.38 and $3.92. ATM implied volatility averaged 72.0%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 17.9% (HV 20d: 54.1%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.29.

Notable Days

  • 2024-09-18: Highest Volume — 828 contracts
  • 2024-09-10: Largest IV drop — 42.2% change
  • 2024-09-30: Highest IV Rank — 29.0%
  • 2024-09-30: Largest Expected Move — 25.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.64$3.38$3.92$3.50$3.40
Max Pain$4.90$4.00$5.00$4.00$5.00
ATM IV72.0%45.8%92.6%57.1%92.6%
Expected Move19.8%14.2%25.3%14.2%25.3%
HV 20d54.1%47.7%68.5%68.2%51.3%
HV 60d65.6%63.6%69.2%69.2%65.3%
IV Rank15.7%0.0%29.0%4.6%29.0%
IV Percentile35.8%0.0%86.1%8.7%86.1%
Term Structure-7.6%-34.5%48.9%7.4%-1.6%
VWIV83.1%55.2%115.0%55.2%115.0%
Skew 25d-0.3%-34.9%53.9%-6.1%-8.6%
Skew 10d9.7%-30.6%62.3%19.5%15.6%
Call IV 25d65.8%47.3%98.1%52.6%98.1%
Put IV 25d65.5%46.5%103.9%46.5%89.5%
Bid-Ask Spread %31.418.5873.9567.3422.58
Gamma HHI0.260.200.320.220.31
Net GEX25.7K15.8K40.6K21.0K17.2K
Net DEX-738.0K-1.1M-304.4K-522.6K-526.0K
Net VEX-15.8K-18.0K-13.1K-15.2K-14.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.010.710.500.01
Total Volume424.65154828299443
Total OI28,654.127,98429,51028,15728,529

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$3.50$4.0057.1%14.2%68.2%4.6%55.2%-6.1%7.4%21.0K-522.6K-15.2K0.5067.34N/AN/A19910024,1943,963
2024-09-04$3.51$4.0071.6%14.6%68.5%13.8%62.0%53.9%48.9%21.9K-586.0K-15.1K0.1573.95N/AN/A5758424,2003,997
2024-09-05$3.49$5.0081.7%18.7%56.3%20.2%0.0%8.6%-30.2%21.4K-580.2K-14.9K0.2766.51N/AN/A2045624,4104,017
2024-09-06$3.56$5.0059.3%19.0%56.7%6.0%77.4%-4.7%22.5%24.1K-911.0K-17.3K0.1969.38N/AN/A2584824,3813,967
2024-09-09$3.50$5.0079.3%19.5%52.9%18.7%91.5%2.9%-26.8%22.2K-702.5K-15.7K0.0862.95N/AN/A2862324,2693,952
2024-09-10$3.75$5.0045.8%15.9%59.2%0.0%85.8%-0.8%15.0%26.7K-887.3K-16.5K0.3629.51N/AN/A1354824,3603,962
2024-09-11$3.75$5.0064.9%16.1%58.7%11.8%62.0%0.5%-16.1%28.2K-795.0K-16.1K0.468.79N/AN/A50523124,4593,981
2024-09-12$3.74$5.0063.1%18.1%54.0%10.7%0.0%13.0%-19.7%31.5K-855.0K-16.8K0.078.58N/AN/A1441024,9344,182
2024-09-13$3.92$5.0059.6%17.1%51.0%8.5%65.0%14.5%3.5%35.0K-1.0M-17.4K0.7114.21N/AN/A31922824,9354,184
2024-09-16$3.83$5.0066.9%19.2%51.6%13.1%80.6%-1.0%-8.1%38.5K-928.6K-17.2K0.3011.73N/AN/A45113724,8164,056
2024-09-17$3.83$5.0067.9%19.5%51.2%13.7%71.8%-6.7%-1.4%36.7K-1.0M-16.7K0.6310.33N/AN/A25015725,0434,124
2024-09-18$3.88$5.0075.0%21.5%51.2%18.1%84.4%13.4%-6.8%40.6K-1.0M-17.2K0.0840.78N/AN/A7676125,2354,275
2024-09-19$3.91$5.0065.5%18.8%51.0%12.2%78.9%13.1%7.2%37.4K-1.1M-18.0K0.1716.46N/AN/A58710025,1654,305
2024-09-20$3.79$5.0087.4%25.0%47.7%25.8%98.2%7.0%-28.1%23.8K-793.2K-16.4K0.6227.58N/AN/A27316825,1594,269
2024-09-23$3.66$5.0082.4%23.6%48.7%22.7%104.9%10.0%7.3%20.1K-579.3K-15.1K0.6118.72N/AN/A22313523,9024,082
2024-09-24$3.54$5.0082.2%23.6%49.6%22.6%106.8%-34.3%-28.0%17.4K-522.0K-14.3K0.0622.05N/AN/A3602323,9954,178
2024-09-25$3.38$5.0073.9%21.2%50.9%17.4%68.6%-14.7%-31.8%15.8K-304.4K-13.1K0.3017.32N/AN/A2627824,2804,165
2024-09-26$3.50$5.0089.3%23.9%51.7%27.0%90.5%-34.9%-29.9%17.7K-497.2K-14.7K0.1722.48N/AN/A2884824,3444,206
2024-09-27$3.45$5.0074.8%22.3%51.2%18.0%97.1%-31.0%-34.5%16.4K-596.9K-14.9K0.0717.05N/AN/A2141524,4174,190
2024-09-30$3.40$5.0092.6%25.3%51.3%29.0%115.0%-8.6%-1.6%17.2K-526.0K-14.1K0.0122.58N/AN/A440324,4264,103