COMM Options History — October 2020

In October 2020, COMM traded between $8.59 and $9.89. ATM implied volatility averaged 70.1%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 27.1% (HV 20d: 43.0%). Max pain ranged from $9.00 to $9.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.33.

Notable Days

  • 2020-10-22: Highest Volume — 4,363 contracts
  • 2020-10-12: Largest IV spike — 36.2% change
  • 2020-10-30: Highest IV Rank — 38.2%
  • 2020-10-30: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.30$8.59$9.89$8.99$8.82
Max Pain$9.00$9.00$9.00$9.00$9.00
ATM IV70.1%47.1%95.0%58.4%95.0%
Expected Move21.8%16.7%27.2%16.7%27.2%
HV 20d43.0%34.2%52.0%52.0%42.7%
HV 60d52.9%43.0%54.5%54.0%43.0%
IV Rank24.8%12.4%38.2%12.4%38.2%
IV Percentile65.8%31.0%84.5%31.0%84.5%
Term Structure-7.7%-21.2%15.0%15.0%-21.2%
VWIV74.8%57.1%93.6%58.3%93.5%
Skew 25d4.9%0.1%9.5%5.3%6.1%
Skew 10d17.1%-15.2%40.1%15.3%-12.1%
Call IV 25d73.7%50.6%94.0%55.1%92.1%
Put IV 25d78.6%51.9%98.2%60.4%98.2%
Bid-Ask Spread %39.5715.7556.4656.4642.89
Gamma HHI0.500.320.760.480.33
Net GEX229.0K130.4K362.7K184.2K183.3K
Net DEX-3.1M-6.9M436.0K-2.0M-548.2K
Net VEX-46.2K-54.5K-40.2K-47.1K-44.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.010.900.640.10
Total Volume1,269.4551594,363370193
Total OI44,233.13638,39652,45242,17151,456

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$8.99$9.0058.4%16.7%52.0%12.4%58.3%5.3%15.0%184.2K-2.0M-47.1K0.6456.46N/AN/A22614433,1719,000
2020-10-02$9.32$9.0060.2%17.2%51.3%13.7%57.1%1.3%14.1%227.5K-3.5M-50.3K0.2115.75N/AN/A2976133,2339,042
2020-10-05$9.53$9.0054.0%20.1%52.0%20.7%70.3%6.3%-3.0%273.6K-4.6M-52.4K0.0125.64N/AN/A642833,3189,062
2020-10-06$9.56$9.0053.5%21.2%50.4%23.3%71.5%6.4%-10.4%272.3K-5.0M-52.9K0.0330.26N/AN/A2,7238433,4099,070
2020-10-07$9.74$9.0049.5%20.6%48.9%22.0%72.3%6.3%-8.4%326.2K-6.0M-54.2K0.0441.45N/AN/A227934,8039,056
2020-10-08$9.89$9.0048.1%20.5%40.3%21.7%70.5%4.1%-7.4%362.7K-6.9M-54.5K0.0437.07N/AN/A1,1394534,7769,063
2020-10-09$9.64$9.0047.1%20.6%41.4%21.9%70.2%5.2%-7.9%327.3K-5.7M-52.5K0.7745.63N/AN/A31224135,7679,104
2020-10-12$9.23$9.0064.2%21.3%43.6%23.7%72.5%2.4%-12.7%211.0K-2.8M-45.2K0.3537.69N/AN/A33011435,7219,114
2020-10-13$9.01$9.0065.0%21.7%43.6%24.6%73.9%6.7%-10.6%157.9K-1.7M-41.4K0.0547.01N/AN/A4172235,7639,210
2020-10-14$9.05$9.0074.2%21.3%41.3%23.6%71.2%7.8%-7.2%148.6K-1.8M-42.9K0.0646.35N/AN/A1911135,7699,230
2020-10-15$9.12$9.0074.8%21.4%41.3%24.0%73.4%1.8%-1.7%130.4K-2.2M-42.0K0.2638.58N/AN/A1263335,8329,235
2020-10-16$9.28$9.0072.3%20.7%41.7%22.2%70.3%4.1%-6.4%228.4K-3.2M-42.8K0.1734.09N/AN/A1,83131535,8869,239
2020-10-19$9.57$9.0074.2%21.3%41.3%23.6%73.2%5.7%-10.3%244.6K-3.5M-44.1K0.3755.83N/AN/A74127530,5477,849
2020-10-20$9.39$9.0074.5%21.3%41.8%23.7%73.0%4.0%-8.2%235.7K-2.8M-42.5K0.2150.44N/AN/A3437330,9248,007
2020-10-21$9.36$9.0077.3%22.2%34.2%25.8%77.7%0.1%-9.0%227.6K-3.2M-43.2K0.7518.65N/AN/A1289631,1428,030
2020-10-22$9.78$9.0074.9%21.5%34.8%24.1%75.4%9.5%-3.8%282.4K-4.5M-46.5K0.9046.48N/AN/A2,2922,07131,2068,097
2020-10-23$9.60$9.0074.7%21.4%35.9%23.9%75.6%3.8%-7.5%265.6K-4.1M-47.4K0.8246.66N/AN/A1,3051,07133,36010,121
2020-10-26$9.20$9.0082.7%23.7%39.6%29.5%81.2%6.4%-12.7%211.0K-1.9M-43.5K0.9047.91N/AN/A1,2021,08034,43611,138
2020-10-27$9.05$9.0085.3%24.4%39.7%31.4%83.5%2.0%-15.6%195.0K-1.2M-41.8K0.5620.67N/AN/A1,8191,01235,43512,186
2020-10-28$8.59$9.0092.0%26.4%43.4%36.1%93.6%3.5%-18.0%145.9K436.0K-40.2K0.0348.96N/AN/A3,31510636,68513,185
2020-10-29$8.85$9.0089.8%25.7%44.8%34.6%87.7%8.6%-16.5%196.6K-586.3K-44.2K0.0436.10N/AN/A1,2124639,19313,259
2020-10-30$8.82$9.0095.0%27.2%42.7%38.2%93.5%6.1%-21.2%183.3K-548.2K-44.2K0.1042.89N/AN/A1761738,19513,261