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Editas Medicine Inc EDIT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:28:48.263Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:04:34.998587344Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:28:47.324528+00:00

Share price$2.45
1D-1.2%
AH$2.44$2.47$2.51$2.54$2.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEDIT
Sold putSold callAH

Editas Medicine Inc options

Live interpolated EDIT call and put midpoint premiums by absolute delta.Editas Medicine Inc$0.06$0.63$1.20$1.76$2.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEDIT PRICE$0.28$0.38$0.48$0.58$0.67$0.81$0.12$0.14$0.16$0.19$0.21$0.28$0.59$0.91$1.22$1.54$1.85$2.17
PutsCheap0.94×
CallsExpensive1.25×
SkewBullish-30.99 pp
Implied move——
TiltBearish49.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.08102.9%20.0%
30Δ2.1796.7%17.3%
35Δ2.2590.6%14.7%
40Δ2.3484.5%12.0%
45Δ2.4378.4%9.4%
50Δ2.5575.6%7.0%
55Δ2.4497.8%11.0%2.8990.2%6.4%
60Δ2.33114.5%10.5%3.22104.7%5.7%
65Δ2.22131.3%10.1%3.55119.3%5.0%
70Δ2.11148.0%9.6%3.88133.9%4.3%
75Δ2.00164.7%9.2%4.21148.4%3.6%
80Δ1.81173.7%7.3%4.55163.0%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.08
IV
102.9%
B/E move
20.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.17
IV
96.7%
B/E move
17.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.25
IV
90.6%
B/E move
14.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.34
IV
84.5%
B/E move
12.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
78.4%
B/E move
9.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.55
IV
75.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
2.44
IV
97.8%
B/E move
11.0%
Puts
Pseudo strike
2.89
IV
90.2%
B/E move
6.4%

60Δ

Calls
Pseudo strike
2.33
IV
114.5%
B/E move
10.5%
Puts
Pseudo strike
3.22
IV
104.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
2.22
IV
131.3%
B/E move
10.1%
Puts
Pseudo strike
3.55
IV
119.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
2.11
IV
148.0%
B/E move
9.6%
Puts
Pseudo strike
3.88
IV
133.9%
B/E move
4.3%

75Δ

Calls
Pseudo strike
2.00
IV
164.7%
B/E move
9.2%
Puts
Pseudo strike
4.21
IV
148.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
1.81
IV
173.7%
B/E move
7.3%
Puts
Pseudo strike
4.55
IV
163.0%
B/E move
3.0%

Options history

No recorded observations