COMM Options History — November 2013

Name: COMM Options Analytics - November 2013
Creator: Options Analysis Suite

In November 2013, COMM traded between $14.97 and $16.19. ATM implied volatility averaged 75.7%. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 40.1% (HV 20d: 35.7%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 5 of 16 trading days. Term structure was in contango for 5 of 16 days. Put/call ratio averaged 1.26.

Notable Days

2013-11-22: Highest Volume — 80 contracts
2013-11-11: Largest IV spike — 154.3% change
2013-11-19: Largest Expected Move — 42.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.60	$14.97	$16.19	$14.97	$16.09
Max Pain	$13.96	$12.50	$15.00	$12.50	$15.00
ATM IV	75.7%	23.3%	146.8%	121.5%	32.4%
Expected Move	23.0%	6.7%	42.1%	34.8%	9.3%
HV 20d	35.7%	35.7%	35.7%	35.7%	35.7%
Term Structure	-20.2%	-47.3%	16.2%	-43.8%	-0.1%
VWIV	96.9%	35.4%	158.3%	158.3%	35.4%
Skew 25d	4.8%	-65.8%	45.5%	45.5%	3.9%
Skew 10d	6.7%	-87.2%	64.0%	64.0%	4.7%
Call IV 25d	60.5%	28.8%	126.2%	123.0%	29.0%
Put IV 25d	65.3%	30.3%	169.7%	168.5%	32.8%
Bid-Ask Spread %	160.72	87.18	196.36	195.06	109.59
Gamma HHI	0.63	0.41	1.00	1.00	0.50
Net GEX	-126	-1.9K	790	0	710
Net DEX	-8.7K	-50.5K	13.7K	0	-50.5K
Net VEX	-115	-405	0	0	-402
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.26	0.00	8.33	0.00	0.00
Total Volume	10.938	0	80	0	0
Total OI	51.813	0	166	0	166

Daily Data (16 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
2013-11-07	$14.97	$0.00	121.5%	34.8%	0.0%	0.0%	0.0%	0.0%	-43.8%	0	0	0	0.00	195.06	N/A	N/A	0	0	0	0
2013-11-08	$15.27	$0.00	48.0%	34.8%	0.0%	0.0%	0.0%	0.0%	-42.9%	0	0	0	0.00	195.06	N/A	N/A	0	0	0	0
2013-11-11	$16.14	$0.00	122.0%	35.0%	0.0%	0.0%	0.0%	0.0%	-40.3%	0	0	0	0.00	187.79	N/A	N/A	3	0	0	0
2013-11-12	$15.75	$0.00	89.1%	25.5%	0.0%	0.0%	0.0%	0.0%	-13.7%	0	0	0	0.00	193.55	N/A	N/A	2	0	3	0
2013-11-13	$15.82	$12.50	126.7%	36.3%	0.0%	0.0%	0.0%	0.0%	-44.6%	0	-3.2K	0	0.00	191.04	N/A	N/A	0	0	5	0
2013-11-14	$15.80	$12.50	128.4%	36.8%	0.0%	0.0%	0.0%	0.0%	-46.0%	0	-3.2K	0	0.00	175.02	N/A	N/A	0	0	5	0
2013-11-15	$15.79	$12.50	130.3%	37.3%	0.0%	0.0%	0.0%	0.0%	-47.3%	0	-3.2K	0	0.00	191.04	N/A	N/A	0	0	5	0
2013-11-18	$15.67	$12.50	74.1%	21.2%	0.0%	0.0%	0.0%	45.5%	-33.5%	6	-3.1K	0	0.00	192.59	N/A	N/A	0	0	5	0
2013-11-19	$15.34	$12.50	146.8%	42.1%	0.0%	0.0%	158.3%	43.6%	-36.5%	99	-3.7K	-6	8.33	195.08	N/A	N/A	3	25	5	0
2013-11-20	$15.13	$15.00	45.0%	12.9%	0.0%	0.0%	0.0%	-65.8%	-12.0%	-1.9K	13.7K	-44	0.00	196.36	N/A	N/A	24	0	8	25
2013-11-21	$15.18	$15.00	35.4%	10.2%	0.0%	0.0%	35.4%	4.5%	8.8%	-1.2K	8.5K	-82	0.00	132.82	N/A	N/A	0	27	28	25
2013-11-22	$15.50	$15.00	23.3%	6.7%	0.0%	0.0%	0.0%	8.2%	16.2%	127	-3.4K	-141	0.45	136.20	N/A	N/A	55	25	25	50
2013-11-25	$15.44	$15.00	30.3%	8.7%	0.0%	0.0%	0.0%	-0.1%	1.3%	-308	-19.9K	-384	0.00	87.18	N/A	N/A	0	0	80	75
2013-11-26	$15.46	$15.00	30.3%	8.7%	0.0%	0.0%	0.0%	0.6%	1.9%	-273	-21.9K	-381	0.00	92.06	N/A	N/A	9	0	80	75
2013-11-27	$16.19	$15.00	28.0%	8.0%	0.0%	0.0%	0.0%	3.2%	8.5%	790	-49.3K	-405	0.00	101.07	N/A	N/A	2	0	89	75
2013-11-29	$16.09	$15.00	32.4%	9.3%	35.7%	0.0%	0.0%	3.9%	-0.1%	710	-50.5K	-402	0.00	109.59	N/A	N/A	0	0	91	75