EDIT Options History — November 2024

In November 2024, EDIT traded between $2.21 and $3.30. ATM implied volatility averaged 115.6%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 31.2%. IV traded above realized volatility by 39.9% (HV 20d: 75.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.33.

Notable Days

  • 2024-11-18: Highest Volume — 1,807 contracts
  • 2024-11-11: Largest IV spike — 58.3% change
  • 2024-11-11: Highest IV Rank — 75.1%
  • 2024-11-27: Largest Expected Move — 36.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.74$2.21$3.30$2.94$2.25
Max Pain$3.38$2.50$5.00$5.00$2.50
ATM IV115.6%74.8%166.9%94.6%124.7%
Expected Move31.2%23.8%36.9%27.1%35.7%
HV 20d75.7%63.1%86.6%81.7%66.4%
HV 60d64.8%62.0%66.7%63.3%66.7%
IV Rank43.3%18.0%75.1%30.3%48.9%
IV Percentile86.3%26.2%99.2%84.1%92.1%
Term Structure-5.3%-57.6%38.2%-57.6%-18.4%
VWIV107.6%72.9%128.6%97.9%124.7%
Skew 25d-8.9%-39.9%21.3%-39.9%18.9%
Skew 10d-8.8%-36.0%35.1%-36.0%30.6%
Call IV 25d112.5%87.4%130.4%104.7%87.4%
Put IV 25d103.6%64.9%114.7%64.9%106.3%
Bid-Ask Spread %27.1710.2058.2536.1223.17
Gamma HHI0.320.280.390.320.29
Net GEX13.3K9.0K21.0K14.9K10.0K
Net DEX-740.5K-1.4M-316.9K-713.4K-517.2K
Net VEX-12.4K-15.8K-10.4K-12.6K-11.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.021.070.300.04
Total Volume698.31381,807487311
Total OI36,049.832,60838,29035,25236,581

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$2.94$5.0094.6%27.1%81.7%30.3%97.9%-39.9%-57.6%14.9K-713.4K-12.6K0.3036.12N/AN/A37411330,5424,710
2024-11-04$2.94$5.0099.1%29.9%80.6%33.1%105.6%-7.1%8.8%13.7K-813.7K-12.8K0.2432.88N/AN/A58613830,7754,769
2024-11-05$3.10$5.0074.8%25.9%82.8%18.0%72.9%-5.5%-11.3%15.5K-986.8K-13.6K0.2158.25N/AN/A65813630,7674,876
2024-11-06$3.30$5.00101.1%30.0%85.8%34.3%109.5%-5.0%6.6%18.1K-1.2M-14.5K0.1740.80N/AN/A1953331,1914,913
2024-11-07$3.19$5.00146.9%30.9%83.8%62.8%106.6%-13.3%-6.4%17.3K-1.1M-14.5K0.0221.26N/AN/A6791631,2544,994
2024-11-08$3.15$5.00105.4%30.2%81.4%37.0%103.5%-3.7%4.5%17.6K-1.0M-14.0K0.1539.91N/AN/A78712231,8045,004
2024-11-11$3.29$5.00166.9%25.7%81.9%75.1%84.6%-9.0%38.2%21.0K-1.4M-15.8K0.0422.70N/AN/A1,0683932,0515,092
2024-11-12$3.06$2.50144.8%29.5%84.3%61.4%105.9%-11.6%5.0%17.5K-1.0M-13.9K1.0125.42N/AN/A38539032,7095,091
2024-11-13$2.99$2.5083.0%23.8%84.0%23.1%72.9%-9.9%31.4%17.0K-950.2K-13.0K0.4534.85N/AN/A954332,8605,373
2024-11-14$2.77$2.50105.0%30.1%86.6%36.7%99.3%-14.8%1.1%12.9K-629.0K-11.7K0.4930.52N/AN/A27213432,9155,375
2024-11-15$2.67$2.50107.5%30.8%86.4%38.2%107.9%-12.4%-3.3%12.2K-694.9K-11.9K0.3018.71N/AN/A48014233,0534,904
2024-11-18$2.52$2.50118.6%34.0%75.5%45.2%116.2%-15.1%-18.9%10.5K-461.6K-10.7K1.0710.20N/AN/A87393428,2254,383
2024-11-19$2.49$2.50112.6%32.3%63.1%41.5%118.0%-24.9%-15.2%9.2K-379.5K-11.0K0.0618.95N/AN/A9165228,8584,982
2024-11-20$2.37$2.50125.7%36.0%64.3%49.6%125.7%-17.1%-18.3%10.0K-401.3K-10.8K0.5820.32N/AN/A35420629,6135,050
2024-11-21$2.38$2.50113.3%32.5%64.6%41.8%113.3%-8.9%-19.9%9.5K-441.2K-11.5K0.0620.06N/AN/A8394729,8885,200
2024-11-22$2.44$2.50115.1%33.0%65.6%43.0%115.1%-24.6%4.9%9.0K-587.8K-11.3K0.7325.79N/AN/A41930430,2264,996
2024-11-25$2.42$2.50122.3%35.1%63.8%47.5%122.7%-15.7%-7.6%10.8K-642.6K-12.1K0.0818.45N/AN/A4053430,5545,252
2024-11-26$2.23$2.50121.6%34.9%65.7%47.0%121.6%20.8%-11.9%9.2K-316.9K-10.4K0.4318.19N/AN/A55023730,7795,236
2024-11-27$2.21$2.50128.7%36.9%65.8%51.4%128.6%21.3%-17.0%9.9K-514.5K-10.8K0.1226.82N/AN/A5376330,9275,224
2024-11-29$2.25$2.50124.7%35.7%66.4%48.9%124.7%18.9%-18.4%10.0K-517.2K-11.3K0.0423.17N/AN/A2981331,3225,259