EDIT Options History — October 2024 In October 2024, EDIT traded between $2.92 and $3.75. ATM implied volatility averaged 89.5%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 27.2% (HV 20d: 62.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.43.
Notable Days 2024-10-21 : Highest Volume — 2,149 contracts2024-10-31 : Largest IV spike — 60.3% change2024-10-03 : Highest IV Rank — 43.9%2024-10-04 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.23 $2.92 $3.75 $3.24 $2.92 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 89.5% 65.1% 116.6% 76.6% 106.8% Expected Move 25.5% 18.7% 31.8% 22.5% 30.6% HV 20d 62.3% 44.4% 83.4% 48.3% 83.4% HV 60d 63.5% 58.7% 67.8% 64.7% 63.4% IV Rank 27.1% 12.0% 43.9% 19.1% 37.9% IV Percentile 65.1% 8.3% 92.9% 40.5% 90.1% Term Structure 3.6% -28.7% 42.7% 0.3% -0.5% VWIV 87.0% 62.2% 108.3% 100.5% 106.8% Skew 25d 3.7% -22.4% 39.6% 4.5% 12.2% Skew 10d 8.5% -25.7% 50.4% 20.7% 13.3% Call IV 25d 83.8% 62.1% 116.2% 95.6% 96.3% Put IV 25d 87.5% 63.0% 109.1% 100.1% 108.5% Bid-Ask Spread % 42.40 14.52 59.17 23.01 29.09 Gamma HHI 0.29 0.26 0.32 0.30 0.30 Net GEX 17.2K 12.7K 24.5K 15.4K 14.3K Net DEX -857.2K -1.8M -377.7K -467.4K -741.9K Net VEX -13.9K -17.7K -12.0K -12.4K -12.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.04 3.23 0.75 3.23 Total Volume 542.478 62 2,149 200 681 Total OI 31,405.565 28,617 35,256 28,617 35,256
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-10-01 $3.24 $5.00 76.6% 22.5% 48.3% 19.1% 100.5% 4.5% 0.3% 15.4K -467.4K -12.4K 0.75 23.01 N/A N/A 114 86 24,743 3,874 2024-10-02 $3.23 $5.00 79.7% 19.5% 48.2% 21.0% 0.0% -10.3% 11.3% 15.0K -423.1K -12.4K 0.55 14.52 N/A N/A 203 112 24,825 3,929 2024-10-03 $3.21 $5.00 116.6% 26.1% 48.2% 43.9% 100.3% -11.8% 4.3% 14.3K -377.7K -12.4K 0.19 54.27 N/A N/A 174 33 24,970 4,020 2024-10-04 $3.35 $5.00 115.9% 31.8% 50.4% 43.5% 92.0% -5.3% -25.3% 17.7K -774.5K -14.0K 0.21 55.59 N/A N/A 707 146 25,167 3,812 2024-10-07 $3.21 $5.00 75.8% 26.8% 52.1% 18.6% 97.8% -10.5% 5.4% 15.2K -537.4K -13.2K 0.14 53.43 N/A N/A 454 62 25,516 3,870 2024-10-08 $3.15 $5.00 86.8% 28.6% 44.5% 25.4% 98.3% -2.6% 9.6% 15.4K -591.3K -13.4K 0.16 48.48 N/A N/A 145 23 25,685 3,914 2024-10-09 $3.13 $5.00 100.6% 28.8% 44.4% 34.0% 108.3% -14.0% -25.6% 15.1K -653.7K -13.5K 0.27 47.83 N/A N/A 157 42 25,713 3,892 2024-10-10 $2.95 $5.00 89.7% 25.7% 47.7% 27.2% 86.8% 22.4% 12.9% 12.7K -423.5K -12.0K 0.88 47.29 N/A N/A 365 322 25,758 3,912 2024-10-11 $3.13 $5.00 94.5% 27.1% 49.9% 30.2% 85.8% 31.2% 10.6% 14.2K -513.1K -12.3K 0.27 54.32 N/A N/A 324 89 25,958 3,862 2024-10-14 $3.24 $5.00 104.6% 30.0% 52.2% 36.4% 74.0% 36.2% -1.8% 15.9K -664.9K -13.4K 0.24 53.50 N/A N/A 50 12 26,188 3,915 2024-10-15 $3.38 $5.00 103.6% 29.7% 55.2% 35.8% 79.6% 29.2% 6.7% 17.4K -940.7K -14.6K 0.07 52.74 N/A N/A 1,065 76 26,211 3,923 2024-10-16 $3.45 $5.00 95.8% 27.5% 55.6% 31.0% 62.2% 39.6% 11.6% 19.6K -1.2M -15.4K 0.04 59.17 N/A N/A 1,313 48 26,878 3,948 2024-10-17 $3.30 $5.00 103.9% 29.8% 56.9% 36.1% 104.7% 24.3% -24.6% 19.1K -1.2M -15.3K 0.13 51.96 N/A N/A 238 32 27,829 3,932 2024-10-18 $3.37 $5.00 88.1% 25.3% 57.2% 26.2% 68.4% -3.3% -28.7% 18.9K -1.2M -15.2K 0.52 59.10 N/A N/A 151 78 27,733 3,929 2024-10-21 $3.75 $5.00 68.7% 19.7% 68.6% 14.2% 97.8% -22.4% 23.8% 24.5K -1.8M -17.7K 0.14 39.88 N/A N/A 1,889 260 27,399 3,823 2024-10-22 $3.29 $5.00 88.3% 25.3% 82.5% 26.4% 69.2% -6.0% -15.9% 20.8K -1.2M -15.1K 0.13 28.58 N/A N/A 1,088 143 29,062 4,012 2024-10-23 $3.21 $5.00 65.1% 18.7% 81.4% 12.0% 69.6% 2.8% 36.4% 17.8K -1.0M -14.5K 0.45 37.98 N/A N/A 278 124 29,612 4,125 2024-10-24 $3.17 $5.00 82.3% 23.6% 80.2% 22.6% 95.9% -13.3% 5.0% 18.9K -992.0K -14.4K 0.14 37.27 N/A N/A 72 10 29,606 4,232 2024-10-25 $3.20 $5.00 74.8% 21.4% 80.3% 18.0% 86.5% 4.9% 13.2% 17.8K -1.0M -14.2K 0.11 34.49 N/A N/A 478 54 29,687 4,225 2024-10-28 $3.29 $5.00 89.3% 25.6% 80.9% 27.0% 94.4% -3.2% 3.0% 21.0K -1.2M -15.5K 0.55 30.13 N/A N/A 121 66 30,094 4,259 2024-10-29 $3.08 $5.00 83.7% 24.0% 82.5% 23.5% 65.3% -7.0% 8.3% 17.7K -970.6K -13.9K 0.57 30.47 N/A N/A 213 121 30,166 4,274 2024-10-30 $3.02 $5.00 66.6% 19.1% 82.7% 12.9% 69.7% -11.7% 42.7% 15.7K -850.9K -13.0K 0.17 32.07 N/A N/A 220 38 30,294 4,296 2024-10-31 $2.92 $5.00 106.8% 30.6% 83.4% 37.9% 106.8% 12.2% -0.5% 14.3K -741.9K -12.8K 3.23 29.09 N/A N/A 161 520 30,434 4,822
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