COMM Options History — October 2018

In October 2018, COMM traded between $23.25 and $29.67. ATM implied volatility averaged 47.6%, placing in the 70.3% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 16.6% (HV 20d: 30.9%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.89.

Notable Days

  • 2018-10-24: Highest Volume — 2,537 contracts
  • 2018-10-10: Largest IV spike — 52.3% change
  • 2018-10-24: Highest IV Rank — 100.0%
  • 2018-10-26: Largest Expected Move — 21.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.14$23.25$29.67$29.67$24.26
Max Pain$29.74$28.00$31.00$31.00$28.00
ATM IV47.6%21.7%75.6%21.7%65.5%
Expected Move14.2%6.2%21.7%6.2%18.8%
HV 20d30.9%24.8%34.3%25.0%34.3%
HV 60d23.8%20.2%26.0%20.4%26.0%
IV Rank70.3%8.9%100.0%8.9%82.4%
IV Percentile85.6%11.5%100.0%11.5%98.4%
Term Structure-10.3%-31.8%13.7%13.7%-15.4%
VWIV49.2%22.3%71.9%22.9%65.1%
Skew 25d4.7%-8.4%13.5%0.9%5.9%
Skew 10d16.5%-2.6%138.1%-2.6%9.8%
Call IV 25d49.2%20.9%82.5%22.2%65.2%
Put IV 25d53.9%22.3%94.6%23.1%71.1%
Bid-Ask Spread %71.6932.45109.9836.5175.50
Gamma HHI0.160.140.210.150.16
Net GEX18.3K-44.8K94.2K94.2K32.1K
Net DEX2.2M-721.8K4.2M-721.8K2.0M
Net VEX-16.5K-25.0K-9.9K-25.0K-12.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.561.511.280.58
Total Volume1,587.1741,1302,5371,3101,607
Total OI7,449.6096,4107,7917,1217,492

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$29.67$31.0021.7%6.2%25.0%8.9%22.9%0.9%13.7%94.2K-721.8K-25.0K1.2836.51N/AN/A5747364,9182,203
2018-10-02$29.57$31.0022.5%6.4%24.9%10.8%22.7%1.4%12.2%70.0K-319.1K-24.2K1.3634.40N/AN/A5717754,9192,218
2018-10-03$29.46$31.0022.5%6.5%24.9%11.0%22.3%1.3%11.6%57.1K-208.9K-24.1K1.4132.45N/AN/A6469144,9302,242
2018-10-04$29.30$31.0023.0%10.1%24.8%42.7%35.9%2.8%-5.0%40.0K64.9K-24.9K1.5168.61N/AN/A6189314,9972,368
2018-10-05$27.85$31.0025.6%11.0%29.8%50.6%39.3%3.9%-7.1%2.1K2.0M-20.6K1.3474.85N/AN/A5767724,9972,390
2018-10-08$27.87$31.0028.8%11.4%29.8%54.3%40.1%3.3%-8.0%-40.5K2.4M-20.7K0.9467.27N/AN/A5825485,0222,708
2018-10-09$27.11$31.0029.3%11.8%30.1%57.9%39.1%3.7%-8.7%-44.8K3.1M-18.8K0.8560.95N/AN/A7406275,0322,712
2018-10-10$26.02$30.0044.6%12.8%32.0%66.4%43.9%4.9%-8.8%-22.9K3.7M-15.4K0.7982.73N/AN/A7525955,1072,600
2018-10-11$25.29$30.0046.5%13.3%32.7%71.2%44.3%6.3%-10.2%-22.1K4.2M-12.4K0.8481.36N/AN/A7786535,1182,559
2018-10-12$24.96$30.0047.8%13.7%32.7%74.5%46.1%6.1%-12.0%-8.5K4.1M-12.0K0.7886.77N/AN/A7706025,1502,509
2018-10-15$25.30$30.0053.5%15.3%33.5%88.7%55.8%-8.4%-14.3%15.9K3.3M-14.8K0.8793.31N/AN/A7036125,2332,486
2018-10-16$25.66$30.0049.4%14.2%33.9%78.5%49.0%6.5%-12.9%10.2K3.4M-14.5K0.8188.72N/AN/A7365985,2452,497
2018-10-17$26.07$30.0048.3%13.8%33.8%75.6%49.9%5.4%-12.5%20.4K3.1M-15.6K0.8089.45N/AN/A7395935,2782,498
2018-10-18$25.96$30.0052.3%15.0%32.6%85.7%51.5%3.4%-15.3%35.3K3.4M-14.8K0.7989.01N/AN/A7425885,2782,508
2018-10-19$25.67$30.0051.5%14.8%32.6%83.9%51.6%6.5%-16.0%18.7K3.6M-14.0K0.6278.63N/AN/A9025605,2922,499
2018-10-22$25.72$29.0055.0%15.8%32.8%92.5%55.6%3.4%-12.6%34.3K1.5M-14.5K0.5969.04N/AN/A8795154,6101,800
2018-10-23$25.61$29.0057.5%16.5%32.6%99.0%55.9%5.8%-13.3%46.0K1.4M-14.6K0.5656.17N/AN/A9815484,8621,810
2018-10-24$24.90$29.0066.2%19.0%33.3%100.0%70.0%13.5%-3.6%40.3K1.0M-16.8K0.74109.98N/AN/A1,4561,0814,8761,836
2018-10-25$24.61$28.0064.1%18.4%33.3%95.7%62.8%4.0%-16.4%23.1K1.9M-14.9K0.7554.31N/AN/A1,4291,0715,2852,328
2018-10-26$23.62$28.0075.6%21.7%31.0%100.0%71.9%12.1%-29.4%15.0K2.3M-13.4K0.7482.55N/AN/A1,2469195,2852,358
2018-10-29$23.25$28.0069.6%20.0%29.9%89.6%66.2%7.0%-31.8%1.5K2.9M-9.9K0.7390.59N/AN/A1,2148905,2742,313
2018-10-30$23.54$28.0073.4%21.0%31.0%96.3%70.9%8.5%-20.7%4.4K2.8M-11.5K0.7645.66N/AN/A1,2149225,2932,406
2018-10-31$24.26$28.0065.5%18.8%34.3%82.4%65.1%5.9%-15.4%32.1K2.0M-12.5K0.5875.50N/AN/A1,0175905,3372,155