COMM Options History — April 2019

In April 2019, COMM traded between $22.27 and $26.62. ATM implied volatility averaged 43.2%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 14.3% (HV 20d: 28.9%). Max pain ranged from $21.00 to $25.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.47.

Notable Days

  • 2019-04-23: Highest Volume — 11,340 contracts
  • 2019-04-10: Largest IV spike — 27.0% change
  • 2019-04-30: Highest IV Rank — 72.8%
  • 2019-04-30: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.14$22.27$26.62$22.27$24.80
Max Pain$22.71$21.00$25.00$21.00$24.00
ATM IV43.2%25.1%59.9%28.1%59.9%
Expected Move13.5%11.2%17.2%11.6%17.2%
HV 20d28.9%25.0%30.8%25.2%30.7%
HV 60d28.7%25.0%30.4%29.1%26.5%
IV Rank48.3%17.3%72.8%17.3%72.8%
IV Percentile76.2%34.1%96.8%34.1%96.8%
Term Structure-5.8%-20.6%12.5%12.0%-20.6%
VWIV48.1%39.2%59.9%40.2%57.6%
Skew 25d4.8%2.9%8.5%5.8%8.5%
Skew 10d15.9%3.5%35.2%7.0%35.2%
Call IV 25d43.8%24.3%56.2%24.3%56.2%
Put IV 25d48.6%30.1%64.8%30.1%64.8%
Bid-Ask Spread %75.5272.4081.7981.7972.40
Gamma HHI0.330.210.440.440.38
Net GEX-123.9K-352.9K33.0K-352.9K-277.1K
Net DEX-2.3M-7.8M3.8M3.8M2.2M
Net VEX-31.1K-53.4K-16.1K-24.3K-52.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.1112.830.851.63
Total Volume1,330.9525111,34072709
Total OI13,576.71410,31116,98010,31116,934

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$22.27$21.0028.1%11.6%25.2%17.3%40.2%5.8%12.0%-352.9K3.8M-24.3K0.8581.79N/AN/A39331,8998,412
2019-04-02$22.95$21.0031.2%12.4%27.4%22.7%44.1%4.5%12.5%-306.2K2.4M-23.6K0.5776.31N/AN/A5783301,9288,446
2019-04-03$23.81$21.0030.8%11.9%29.9%40.6%41.9%3.7%-4.1%-234.6K595.7K-23.2K0.5875.44N/AN/A5793352,2928,698
2019-04-04$24.43$21.0030.9%11.9%29.5%40.5%43.6%3.8%-4.5%-171.5K-806.8K-21.7K0.6976.41N/AN/A4272962,5238,703
2019-04-05$24.86$21.0025.1%11.2%28.8%36.7%39.2%3.2%-2.5%-119.6K-1.8M-20.1K0.3676.28N/AN/A7352682,6038,710
2019-04-08$24.65$21.0029.4%11.7%29.3%39.4%41.1%4.5%-3.5%-100.4K-2.1M-20.5K0.1173.43N/AN/A4653,0288,737
2019-04-09$24.44$21.0031.3%11.8%29.7%40.0%41.6%3.9%-2.3%-125.3K-1.4M-21.6K0.2373.95N/AN/A81193,0218,736
2019-04-10$24.96$21.0039.8%11.4%30.0%37.6%41.0%4.6%-2.6%-66.5K-2.5M-19.2K0.2676.00N/AN/A87233,0328,736
2019-04-11$25.30$21.0043.1%12.4%29.9%43.5%46.9%3.6%-5.2%-46.5K-3.0M-18.9K1.9775.02N/AN/A1773483,0448,734
2019-04-12$26.06$21.0046.6%13.4%30.6%49.5%46.7%3.8%-3.7%-6.0K-4.5M-16.1K0.2278.56N/AN/A3,7858233,1329,042
2019-04-15$26.01$23.0046.4%13.3%30.8%49.2%47.6%6.0%-2.2%18.1K-6.5M-29.4K0.9074.98N/AN/A4474015,0669,504
2019-04-16$26.62$24.0046.3%13.3%30.5%49.1%47.4%2.9%-4.7%33.0K-7.8M-29.7K1.1374.22N/AN/A4114665,3109,783
2019-04-17$26.40$24.0048.4%13.9%29.3%52.7%47.9%3.8%-9.1%9.2K-7.3M-31.0K0.5972.73N/AN/A4632735,34610,005
2019-04-18$26.01$24.0047.4%13.6%29.8%51.0%49.1%3.9%-6.4%-25.1K-7.0M-30.9K2.3074.44N/AN/A4279845,5369,997
2019-04-22$26.10$25.0050.9%14.6%26.0%57.0%52.4%5.6%-8.4%-3.6K-5.3M-30.6K0.5374.02N/AN/A3161684,8589,314
2019-04-23$25.89$25.0050.8%14.6%25.0%56.9%59.9%5.3%-10.8%8.9K-5.3M-33.1K12.8373.91N/AN/A82010,5205,3549,379
2019-04-24$26.38$25.0053.4%15.3%25.0%61.4%53.9%4.6%-11.6%-156.0K-3.0M-50.3K0.3474.19N/AN/A187635,74410,120
2019-04-25$25.47$25.0054.6%15.6%29.8%63.4%55.1%6.3%-12.2%-194.8K-368.4K-51.2K2.2874.24N/AN/A3528025,77010,093
2019-04-26$25.35$24.0053.8%15.4%30.1%62.0%54.9%6.7%-14.6%-236.3K324.5K-53.4K2.3378.78N/AN/A2175065,94010,622
2019-04-29$25.21$24.0059.3%17.0%30.2%71.7%57.8%6.7%-16.9%-249.1K774.0K-53.1K0.1778.71N/AN/A345595,93811,042
2019-04-30$24.80$24.0059.9%17.2%30.7%72.8%57.6%8.5%-20.6%-277.1K2.2M-52.1K1.6372.40N/AN/A2704395,90911,025