COMM Options History — October 2019 In October 2019, COMM traded between $10.74 and $13.03. ATM implied volatility averaged 68.6%, placing in the 55.7% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 12.4% (HV 20d: 56.2%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 6.73.
Notable Days 2019-10-30 : Highest Volume — 11,464 contracts2019-10-30 : Largest IV spike — 31.8% change2019-10-31 : Highest IV Rank — 100.0%2019-10-31 : Largest Expected Move — 30.6%Monthly Statistics Metric Avg Min Max Open Close Price $11.55 $10.74 $13.03 $11.16 $11.20 Max Pain $12.91 $12.00 $13.00 $12.00 $13.00 ATM IV 68.6% 49.5% 106.8% 57.2% 106.8% Expected Move 20.3% 16.4% 30.6% 16.4% 30.6% HV 20d 56.2% 41.2% 67.6% 67.5% 58.2% HV 60d 59.7% 57.0% 64.2% 57.2% 64.0% IV Rank 55.7% 41.7% 100.0% 42.1% 100.0% IV Percentile 93.0% 85.7% 100.0% 85.7% 100.0% Term Structure -10.0% -34.2% 12.7% 11.8% -34.2% VWIV 70.0% 55.3% 111.7% 55.3% 86.8% Skew 25d 9.5% 4.0% 17.9% 10.3% 6.0% Skew 10d 26.2% 4.5% 63.2% 21.5% 50.3% Call IV 25d 66.0% 49.0% 101.5% 49.0% 101.5% Put IV 25d 75.5% 59.3% 113.3% 59.3% 107.6% Bid-Ask Spread % 78.75 19.15 86.49 73.47 85.24 Gamma HHI 0.25 0.16 0.46 0.17 0.37 Net GEX -52.2K -226.7K 37.7K 36.9K -182.4K Net DEX 1.4M -3.9M 5.4M 851.9K 4.2M Net VEX -42.2K -51.5K -32.5K -36.0K -50.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.73 0.02 59.98 5.16 0.24 Total Volume 1,577.696 84 11,464 912 203 Total OI 30,778.087 27,515 39,067 27,515 39,067
Daily Data (23 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 2019-10-01 $11.16 $12.00 57.2% 16.4% 67.5% 42.1% 55.3% 10.3% 11.8% 36.9K 851.9K -36.0K 5.16 73.47 N/A N/A 148 764 16,947 10,568 2019-10-02 $10.89 $12.00 57.3% 16.4% 67.6% 41.7% 56.0% 6.4% 12.7% 4.9K 2.0M -34.2K 0.84 76.38 N/A N/A 375 316 16,865 11,032 2019-10-03 $10.89 $13.00 54.9% 19.4% 66.8% 54.0% 67.7% 10.6% -6.3% 144 2.2M -33.4K 0.49 83.18 N/A N/A 202 98 16,733 10,993 2019-10-04 $10.95 $13.00 49.5% 18.8% 65.6% 48.5% 66.6% 8.9% -5.5% -6.7K 2.3M -32.5K 6.70 81.56 N/A N/A 180 1,206 16,803 11,008 2019-10-07 $11.23 $13.00 53.9% 19.2% 62.0% 50.2% 66.9% 10.7% -7.8% -40.0K 1.9M -33.9K 13.64 85.21 N/A N/A 141 1,923 16,802 12,146 2019-10-08 $11.03 $13.00 54.9% 19.2% 59.8% 50.2% 72.0% 10.4% -7.8% -86.1K 3.6M -36.3K 0.02 84.39 N/A N/A 122 2 16,853 13,837 2019-10-09 $10.74 $13.00 64.9% 18.6% 56.5% 47.5% 68.1% 9.3% -6.2% -110.7K 4.9M -33.3K 6.37 86.49 N/A N/A 95 605 16,935 13,837 2019-10-10 $10.78 $13.00 67.6% 19.4% 55.8% 51.0% 67.4% 11.2% -8.5% -165.3K 5.4M -33.1K 2.08 81.38 N/A N/A 1,282 2,667 16,945 14,640 2019-10-11 $11.32 $13.00 67.2% 19.3% 57.5% 50.5% 63.1% 9.2% -8.0% -162.0K 3.9M -46.3K 0.28 19.15 N/A N/A 651 180 17,048 17,111 2019-10-14 $11.14 $13.00 66.7% 19.1% 45.6% 49.8% 66.1% 4.0% -6.4% -209.2K 4.8M -43.2K 1.10 82.52 N/A N/A 417 460 17,469 17,154 2019-10-15 $11.28 $13.00 67.9% 19.5% 42.3% 51.3% 66.3% 9.4% -10.4% -226.7K 4.3M -44.2K 47.53 82.92 N/A N/A 53 2,519 17,862 17,601 2019-10-16 $11.40 $13.00 69.0% 19.8% 41.2% 52.7% 68.2% 9.8% -10.9% -121.1K 3.2M -43.8K 0.61 82.11 N/A N/A 1,684 1,034 17,886 16,142 2019-10-17 $11.59 $13.00 65.8% 18.9% 41.8% 48.6% 64.0% 9.2% -8.3% 3.7K 835.2K -47.0K 2.20 81.67 N/A N/A 493 1,087 19,416 16,196 2019-10-18 $11.56 $13.00 65.0% 18.6% 41.8% 47.6% 65.7% 8.1% -6.7% -31.3K 927.5K -48.9K 0.23 81.09 N/A N/A 657 152 19,857 16,336 2019-10-21 $12.97 $13.00 70.1% 20.1% 59.0% 54.2% 73.6% 10.5% -13.6% 14.8K -3.8M -51.5K 0.48 80.39 N/A N/A 1,623 777 15,374 13,771 2019-10-22 $13.03 $13.00 66.7% 19.1% 56.0% 49.7% 66.9% 9.8% -10.3% 26.9K -3.6M -51.2K 2.59 81.36 N/A N/A 414 1,072 14,936 13,387 2019-10-23 $13.01 $13.00 70.1% 20.1% 55.1% 54.1% 68.7% 8.1% -14.2% 37.7K -3.9M -48.2K 0.33 79.22 N/A N/A 63 21 15,095 12,701 2019-10-24 $12.22 $13.00 72.3% 20.7% 58.8% 56.9% 68.7% 11.0% -11.2% 12.2K -1.5M -46.8K 0.41 79.55 N/A N/A 150 61 15,137 12,722 2019-10-25 $12.20 $13.00 74.1% 21.2% 58.7% 59.2% 73.0% 8.1% -14.9% 13.2K -1.5M -46.0K 2.70 80.99 N/A N/A 79 213 15,309 12,750 2019-10-28 $11.78 $13.00 75.6% 21.7% 60.1% 61.2% 75.3% 7.6% -15.7% -3.1K -269.2K -43.3K 0.65 80.91 N/A N/A 60 39 15,341 12,710 2019-10-29 $11.85 $13.00 77.6% 22.3% 56.2% 63.8% 71.1% 12.2% -17.2% -1.4K -99.8K -42.7K 0.09 78.54 N/A N/A 492 43 15,388 12,732 2019-10-30 $11.32 $13.00 102.4% 29.4% 58.0% 95.4% 111.7% 17.9% -30.2% -5.2K 719.0K -43.9K 59.98 83.43 N/A N/A 188 11,276 15,709 12,745 2019-10-31 $11.20 $13.00 106.8% 30.6% 58.2% 100.0% 86.8% 6.0% -34.2% -182.4K 4.2M -50.8K 0.24 85.24 N/A N/A 164 39 15,789 23,278
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