EDIT Options History — January 2025

In January 2025, EDIT traded between $1.13 and $1.46. ATM implied volatility averaged 119.4%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 28.7%. IV traded above realized volatility by 16.6% (HV 20d: 102.8%). Max pain ranged from $1.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.11.

Notable Days

  • 2025-01-22: Highest Volume — 3,728 contracts
  • 2025-01-13: Largest IV spike — 65.6% change
  • 2025-01-13: Highest IV Rank — 100.0%
  • 2025-01-23: Largest Expected Move — 35.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.32$1.13$1.46$1.32$1.31
Max Pain$1.65$1.50$2.50$2.50$1.50
ATM IV119.4%71.9%268.0%108.3%107.0%
Expected Move28.7%20.6%35.0%31.0%30.7%
HV 20d102.8%76.2%133.9%129.3%85.2%
HV 60d97.8%93.5%99.7%96.8%98.4%
IV Rank37.0%11.7%100.0%38.8%27.5%
IV Percentile72.2%15.5%100.0%80.6%75.4%
Term Structure5.4%-47.3%108.8%-32.6%-38.9%
VWIV117.1%73.9%161.0%130.8%109.4%
Skew 25d-16.2%-85.5%29.4%-29.4%-25.5%
Skew 10d5.1%-77.4%35.2%4.4%-23.0%
Call IV 25d98.8%56.0%154.3%117.2%108.4%
Put IV 25d82.6%52.2%108.8%87.7%82.9%
Bid-Ask Spread %45.3716.8770.1445.6440.75
Gamma HHI0.210.190.290.270.19
Net GEX10.7K7.4K15.4K7.9K13.6K
Net DEX-737.3K-1.1M-448.0K-584.2K-926.1K
Net VEX-8.7K-9.9K-6.9K-8.6K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.010.430.160.43
Total Volume872.452253,728712239
Total OI40,02429,01747,46744,10034,309

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$1.32$2.50108.3%31.0%129.3%38.8%130.8%-29.4%-32.6%7.9K-584.2K-8.6K0.1645.64N/AN/A6159740,5603,540
2025-01-03$1.33$2.5085.5%24.5%129.5%24.6%161.0%9.1%20.4%7.7K-826.6K-9.3K0.0147.58N/AN/A366340,9003,615
2025-01-06$1.44$2.50116.6%33.1%133.9%43.9%78.2%-0.3%-1.9%9.7K-773.4K-9.9K0.0435.71N/AN/A1,6717240,7723,618
2025-01-07$1.46$1.50132.7%31.4%128.1%53.9%111.5%3.1%6.3%11.0K-877.4K-9.8K0.0723.27N/AN/A7655341,7913,667
2025-01-08$1.35$1.50122.8%29.6%124.5%47.8%153.7%-40.9%13.8%9.4K-595.0K-8.4K0.0843.23N/AN/A2091642,0713,718
2025-01-10$1.25$1.50161.8%28.3%124.7%72.0%134.0%-66.8%-24.4%8.0K-516.7K-7.8K0.0226.45N/AN/A1,1362042,0903,731
2025-01-13$1.17$1.50268.0%21.9%125.3%100.0%100.4%-43.0%16.3%7.6K-453.4K-7.0K0.2060.37N/AN/A3286542,8083,743
2025-01-14$1.13$1.50182.3%26.7%124.5%61.4%127.9%-3.0%-25.6%7.4K-448.0K-7.2K0.0951.16N/AN/A8617543,0653,669
2025-01-15$1.21$1.5074.9%21.5%90.6%13.1%100.2%-27.3%39.7%8.0K-544.0K-7.9K0.1670.14N/AN/A1,02516142,9003,466
2025-01-16$1.25$1.5071.9%20.6%88.9%11.7%73.9%-15.3%108.8%8.9K-550.0K-7.9K0.1950.21N/AN/A2544843,8133,599
2025-01-17$1.23$1.5075.0%21.5%88.9%13.1%127.6%-21.9%32.4%8.7K-534.9K-8.0K0.1955.00N/AN/A2374443,8663,601
2025-01-21$1.21$1.5081.3%23.3%76.2%16.0%108.2%-3.8%-47.3%8.5K-455.3K-6.9K0.1653.54N/AN/A1,06716626,2192,798
2025-01-22$1.35$1.50100.2%28.7%86.4%24.5%135.3%-85.5%13.2%9.9K-836.7K-9.1K0.0151.30N/AN/A3,6735526,8172,952
2025-01-23$1.42$1.50122.0%35.0%88.1%34.3%114.1%29.4%-8.4%14.5K-928.8K-9.4K0.0116.87N/AN/A1,4391429,6592,992
2025-01-24$1.38$1.50114.3%32.8%87.1%30.8%111.8%-14.1%10.1%14.4K-914.4K-9.4K0.1547.06N/AN/A1,13416530,7322,998
2025-01-27$1.40$1.50120.4%34.5%84.8%33.6%120.8%0.8%2.8%14.6K-978.6K-9.5K0.0237.34N/AN/A282530,9023,059
2025-01-28$1.44$1.50114.1%32.7%84.7%30.8%115.0%6.7%13.8%15.4K-1.0M-9.5K0.0650.17N/AN/A3091730,9753,064
2025-01-29$1.35$1.50114.9%32.9%87.8%31.1%111.1%-1.6%-1.3%13.9K-943.0K-9.4K0.0465.38N/AN/A3571531,1353,055
2025-01-30$1.38$1.50114.1%32.7%87.3%30.7%116.6%4.6%10.9%14.5K-1.1M-9.7K0.1936.31N/AN/A3286331,1803,031
2025-01-31$1.31$1.50107.0%30.7%85.2%27.5%109.4%-25.5%-38.9%13.6K-926.1K-9.3K0.4340.75N/AN/A1677231,2213,088