EDIT Options History — December 2024

In December 2024, EDIT traded between $1.19 and $2.26. ATM implied volatility averaged 110.6%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 6.4% (HV 20d: 104.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.26.

Notable Days

  • 2024-12-13: Highest Volume — 2,764 contracts
  • 2024-12-13: Largest IV spike — 65.7% change
  • 2024-12-09: Highest IV Rank — 64.4%
  • 2024-12-13: Largest Expected Move — 38.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.63$1.19$2.26$2.21$1.29
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV110.6%78.7%149.6%131.9%87.5%
Expected Move30.7%22.6%38.3%37.8%25.1%
HV 20d104.2%61.8%132.0%66.0%132.0%
HV 60d84.4%66.5%96.7%66.5%96.7%
IV Rank40.2%20.4%64.4%53.4%25.9%
IV Percentile77.0%31.7%97.6%94.0%60.3%
Term Structure-14.1%-72.0%41.5%-19.8%22.4%
VWIV129.3%84.2%417.5%132.0%92.0%
Skew 25d-11.7%-79.3%24.6%18.1%2.7%
Skew 10d4.5%-69.7%36.3%30.9%-8.0%
Call IV 25d101.5%58.2%165.5%94.2%80.6%
Put IV 25d89.8%57.9%122.4%112.3%83.3%
Bid-Ask Spread %46.848.2678.4727.2253.45
Gamma HHI0.320.230.390.330.26
Net GEX8.3K5.4K13.5K8.7K6.8K
Net DEX-261.3K-790.4K242.3K-239.2K-618.3K
Net VEX-8.5K-12.9K-6.0K-9.2K-8.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.020.580.060.28
Total Volume1,147.2861222,764703632
Total OI40,996.28636,66343,74536,66343,743

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$2.21$2.50131.9%37.8%66.0%53.4%132.0%18.1%-19.8%8.7K-239.2K-9.2K0.0627.22N/AN/A6643931,5125,151
2024-12-03$1.98$2.50128.8%36.9%73.9%51.5%128.7%11.5%-11.7%10.1K-111.0K-9.2K0.5011.19N/AN/A69534831,9645,187
2024-12-04$1.98$2.50132.8%38.1%69.3%54.0%132.8%7.4%-21.5%10.0K-104.6K-9.2K0.258.26N/AN/A61615132,4565,206
2024-12-05$1.90$2.50131.9%31.5%61.8%53.4%110.1%4.4%-10.5%9.5K-3.9K-8.3K0.0256.33N/AN/A8081932,8715,110
2024-12-06$2.09$2.50125.4%32.5%75.5%49.4%113.3%9.8%-11.9%11.6K-351.8K-10.8K0.0555.38N/AN/A1,1356133,4435,047
2024-12-09$2.26$2.50149.6%35.1%83.3%64.4%122.4%22.2%-21.0%13.2K-790.4K-12.9K0.2134.81N/AN/A1,15523934,3595,062
2024-12-10$2.10$2.50122.0%32.1%82.5%47.3%111.8%9.0%-19.8%13.5K-219.0K-10.3K0.3854.94N/AN/A65924935,1145,168
2024-12-11$2.01$2.5091.2%26.1%80.8%28.1%91.4%-1.8%0.2%12.4K-82.7K-9.7K0.4050.35N/AN/A1,85973735,2945,356
2024-12-12$1.88$2.5080.5%23.1%82.4%21.5%97.9%-34.7%-0.5%9.9K89.2K-8.9K0.0746.52N/AN/A5403835,2435,891
2024-12-13$1.44$2.50133.5%38.3%118.5%54.4%134.4%-63.9%-46.0%5.4K242.3K-6.0K0.1734.87N/AN/A2,36639835,5325,646
2024-12-16$1.52$2.5086.9%24.9%122.4%25.5%90.9%24.6%31.1%6.0K-344.1K-8.8K0.0946.74N/AN/A8007537,3265,709
2024-12-17$1.52$2.5078.7%22.6%122.3%20.4%84.2%11.0%41.1%5.9K122.4K-7.4K0.1534.09N/AN/A1,02815637,8315,695
2024-12-18$1.33$2.50125.3%35.9%128.0%49.3%102.7%-14.5%41.5%6.1K123.4K-6.5K0.5078.47N/AN/A73936838,0155,730
2024-12-19$1.33$2.50111.6%32.0%128.3%40.8%131.9%-70.9%-25.0%7.3K-539.6K-8.0K0.3370.39N/AN/A1,10637038,5663,683
2024-12-20$1.33$2.5096.1%27.5%128.1%31.2%112.8%0.4%-3.6%6.7K-388.3K-8.0K0.0364.39N/AN/A1,7405138,9573,630
2024-12-23$1.27$2.5094.8%27.2%126.6%30.4%114.9%-36.5%-45.9%6.2K-335.7K-7.1K0.5862.23N/AN/A84648938,1983,356
2024-12-24$1.21$2.50104.9%30.1%126.4%36.6%417.5%-14.8%-72.0%6.6K-557.4K-7.8K0.5146.38N/AN/A814138,6083,442
2024-12-26$1.25$2.50116.8%33.5%127.3%44.1%96.9%9.2%-64.4%5.5K-655.0K-8.1K0.5347.92N/AN/A50126638,6593,437
2024-12-27$1.22$2.50110.4%31.7%127.1%40.1%133.1%-59.6%-50.4%6.2K-394.3K-7.4K0.1934.21N/AN/A1,22122938,9323,424
2024-12-30$1.19$2.5081.0%23.2%125.8%21.8%163.2%-79.3%-9.4%6.6K-329.3K-7.1K0.2165.54N/AN/A47710139,9033,466
2024-12-31$1.29$2.5087.5%25.1%132.0%25.9%92.0%2.7%22.4%6.8K-618.3K-8.4K0.2853.45N/AN/A49513740,2013,542