COMM Options History — June 2019

In June 2019, COMM traded between $15.10 and $16.79. ATM implied volatility averaged 39.5%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded below realized volatility by 2.8% (HV 20d: 42.3%). Max pain ranged from $16.00 to $19.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.67.

Notable Days

  • 2019-06-28: Highest Volume — 3,798 contracts
  • 2019-06-24: Largest IV drop — 16.4% change
  • 2019-06-03: Highest IV Rank — 44.0%
  • 2019-06-03: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.05$15.10$16.79$16.18$15.68
Max Pain$16.80$16.00$19.00$19.00$16.00
ATM IV39.5%31.1%43.5%43.5%31.1%
Expected Move11.2%8.9%12.5%12.5%8.9%
HV 20d42.3%28.3%80.3%78.2%28.3%
HV 60d53.1%52.2%53.8%52.8%52.2%
IV Rank36.3%22.5%44.0%44.0%22.5%
IV Percentile47.2%24.6%67.9%67.9%24.6%
Term Structure8.9%-2.3%21.6%-2.3%21.6%
VWIV37.5%27.7%43.0%31.0%31.4%
Skew 25d2.5%-0.8%6.1%5.4%-0.1%
Skew 10d8.2%-7.4%19.5%17.7%-4.9%
Call IV 25d38.2%31.7%42.2%41.7%31.7%
Put IV 25d40.7%31.6%47.1%47.1%31.6%
Bid-Ask Spread %70.1534.0081.3834.0081.38
Gamma HHI0.450.270.870.640.27
Net GEX-124.5K-1.1M-12.7K-73.0K-12.7K
Net DEX2.9M2.0M3.7M3.7M2.2M
Net VEX-16.9K-19.4K-14.5K-14.5K-19.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.670.028.870.041.79
Total Volume736.85503,7984653,798
Total OI10,907.79,57912,4139,57912,413

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$16.18$19.0043.5%12.5%78.2%44.0%0.0%5.4%-2.3%-73.0K3.7M-14.5K0.0434.00N/AN/A445205,3624,217
2019-06-04$16.32$19.0041.0%11.8%78.6%39.8%31.0%3.6%1.4%-63.7K3.3M-15.2K0.0580.59N/AN/A468235,5024,172
2019-06-05$16.79$19.0038.5%11.0%80.2%35.4%27.7%3.3%-1.2%-54.2K2.7M-16.6K0.0278.26N/AN/A1,205265,5504,040
2019-06-06$16.39$17.0042.9%11.7%80.3%39.6%39.4%2.6%6.7%-33.2K2.4M-17.8K0.1169.31N/AN/A396436,3864,036
2019-06-07$16.55$17.0037.7%10.9%38.9%34.3%37.6%3.5%9.6%-30.1K2.1M-18.2K0.3568.89N/AN/A4281486,4884,023
2019-06-10$16.69$17.0040.6%10.7%38.3%33.2%37.2%2.7%9.6%-40.4K2.0M-18.2K0.1465.40N/AN/A92136,4984,328
2019-06-11$16.53$17.0041.8%10.9%35.1%34.5%38.2%2.4%7.7%-46.7K2.2M-17.5K0.3564.92N/AN/A37136,4264,322
2019-06-12$16.18$17.0039.5%11.3%33.3%37.2%39.7%1.9%9.0%-53.5K2.6M-16.5K8.8768.45N/AN/A756656,4144,312
2019-06-13$16.35$17.0040.6%11.7%33.9%39.1%40.2%1.6%6.0%-52.5K2.5M-17.0K4.1167.24N/AN/A813336,4334,342
2019-06-14$15.90$17.0039.9%11.4%34.1%37.9%39.7%2.7%7.5%-67.0K3.1M-16.6K2.4168.64N/AN/A992396,4514,586
2019-06-17$15.82$16.0041.1%11.8%34.0%40.0%40.6%3.5%8.0%-74.2K3.1M-16.4K0.1465.90N/AN/A107156,4974,673
2019-06-18$15.93$16.0041.7%12.0%33.4%41.0%41.0%1.0%8.1%-65.0K2.8M-17.0K6.3464.68N/AN/A1066726,5904,646
2019-06-19$15.69$16.0040.9%11.7%33.0%39.6%40.7%6.1%10.1%-163.3K3.7M-16.6K1.6968.83N/AN/A1632756,5985,284
2019-06-20$15.94$16.0043.1%12.4%33.3%43.4%43.0%2.5%7.0%-321.6K3.5M-17.0K1.7671.14N/AN/A2804926,6455,606
2019-06-21$15.97$16.0040.3%11.5%32.6%38.5%40.0%4.6%9.1%-1.1M3.7M-17.0K2.1074.58N/AN/A2274776,7435,670
2019-06-24$15.86$16.0033.7%9.7%32.6%27.0%33.6%3.4%15.9%-40.8K2.3M-16.7K2.4275.15N/AN/A2726596,0464,082
2019-06-25$15.64$16.0037.8%10.8%29.0%34.2%36.8%0.9%14.2%-71.4K2.8M-17.2K0.1879.88N/AN/A219406,2664,624
2019-06-26$15.51$16.0038.6%11.1%29.0%35.5%38.3%-0.8%13.0%-70.4K3.0M-16.9K0.2876.66N/AN/A270756,2824,624
2019-06-27$15.10$16.0035.5%10.2%29.3%30.1%36.5%-0.4%17.1%-68.1K3.5M-15.2K0.2479.08N/AN/A1,4073346,3344,643
2019-06-28$15.68$16.0031.1%8.9%28.3%22.5%31.4%-0.1%21.6%-12.7K2.2M-19.4K1.7981.38N/AN/A1,3622,4367,5444,869