COMM Options History — June 2021

In June 2021, COMM traded between $20.02 and $21.66. ATM implied volatility averaged 35.4%, placing in the 0.8% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 10.6% (HV 20d: 24.9%). Max pain ranged from $18.00 to $21.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 3.99.

Notable Days

  • 2021-06-28: Highest Volume — 28,168 contracts
  • 2021-06-09: Largest IV spike — 7.2% change
  • 2021-06-08: Highest IV Rank — 2.8%
  • 2021-06-08: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.01$20.02$21.66$20.61$21.32
Max Pain$20.55$18.00$21.00$18.00$21.00
ATM IV35.4%33.8%37.4%37.4%33.8%
Expected Move10.3%9.7%11.0%10.7%9.7%
HV 20d24.9%18.9%31.7%31.7%25.1%
HV 60d34.3%31.8%38.0%38.0%32.2%
IV Rank0.8%0.0%2.8%1.5%0.1%
IV Percentile1.1%0.0%4.0%1.6%0.4%
Term Structure7.8%0.6%11.4%0.7%11.3%
VWIV35.8%32.7%38.5%37.0%35.3%
Skew 25d-0.2%-3.2%3.4%0.4%-3.2%
Skew 10d1.9%-10.9%14.2%8.9%13.2%
Call IV 25d36.2%32.3%38.5%37.1%37.1%
Put IV 25d36.0%33.6%39.3%37.5%33.9%
Bid-Ask Spread %39.3813.5276.6213.5227.03
Gamma HHI0.360.300.430.350.31
Net GEX508.5K-253.8K955.8K885.7K2.4K
Net DEX-41.1M-56.6M-18.3M-45.9M-36.6M
Net VEX-446.7K-477.0K-422.8K-441.3K-457.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.990.0047.230.240.01
Total Volume3,022.4099628,168624296
Total OI111,025.091101,062123,479101,635122,175

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$20.61$18.0037.4%10.7%31.7%1.5%37.0%0.4%0.7%885.7K-45.9M-441.3K0.2413.52N/AN/A50312156,09745,538
2021-06-02$20.81$18.0036.9%10.6%31.3%1.0%36.9%-1.9%0.6%916.4K-47.9M-437.4K0.0931.79N/AN/A3543255,86845,636
2021-06-03$20.78$20.0035.8%10.7%31.5%1.7%38.5%0.7%7.8%916.3K-46.8M-436.1K0.0543.90N/AN/A2421255,70145,656
2021-06-04$20.88$20.0035.8%10.5%30.5%0.5%36.8%3.4%8.5%938.2K-48.9M-428.5K0.0336.55N/AN/A239755,52945,647
2021-06-07$20.84$20.0035.9%10.6%24.7%1.1%36.9%-1.3%7.1%945.3K-47.8M-426.2K1.6215.51N/AN/A19331255,41245,650
2021-06-08$21.30$20.0034.8%11.0%25.2%2.8%38.4%0.2%8.4%955.8K-53.7M-424.5K0.3749.60N/AN/A3,3881,26255,37945,960
2021-06-09$21.32$21.0037.3%10.7%22.7%1.4%37.7%-0.7%7.7%913.4K-53.1M-433.1K0.1922.89N/AN/A5049455,63347,121
2021-06-10$21.30$21.0036.5%10.5%19.6%0.4%36.2%-2.5%6.8%930.8K-52.6M-429.8K1.9954.36N/AN/A5351,06355,81647,537
2021-06-11$21.57$21.0035.2%10.1%18.9%0.0%35.2%-0.3%9.0%879.8K-54.9M-437.6K2.8839.35N/AN/A17149255,80448,649
2021-06-14$21.66$21.0035.9%10.3%18.9%0.9%35.0%0.8%7.6%890.3K-56.6M-422.8K4.2657.45N/AN/A4752,02255,77949,131
2021-06-15$21.45$21.0035.6%10.2%20.0%0.5%35.0%-1.1%7.9%774.6K-52.2M-434.7K0.6831.68N/AN/A26217755,63050,912
2021-06-16$21.12$21.0034.7%9.9%21.6%0.0%35.8%0.3%7.8%777.7K-47.9M-425.0K47.2376.62N/AN/A1497,03855,59450,987
2021-06-17$20.59$21.0034.6%9.9%22.3%0.0%33.9%-1.5%6.6%475.0K-35.4M-444.9K23.8145.15N/AN/A44610,61855,66257,372
2021-06-18$20.02$21.0036.7%10.5%24.9%2.6%36.4%0.3%7.3%840.2K-18.3M-477.0K0.1870.36N/AN/A4267855,56867,911
2021-06-21$20.55$21.0035.4%10.1%25.7%0.9%35.3%1.1%8.0%-253.8K-23.0M-473.0K0.2024.53N/AN/A4298753,54167,052
2021-06-22$20.76$21.0035.9%10.3%25.7%1.6%35.8%1.8%7.9%-157.1K-25.6M-475.4K0.5415.84N/AN/A1518253,68267,127
2021-06-23$20.60$21.0034.6%9.9%26.0%0.0%33.6%-0.7%9.7%-195.8K-24.5M-467.7K0.6745.68N/AN/A1,7711,19553,78567,200
2021-06-24$20.55$21.0034.6%9.9%24.7%0.0%34.3%1.5%9.3%-162.0K-23.1M-469.3K0.4527.32N/AN/A663053,77967,183
2021-06-25$21.31$21.0033.9%9.7%25.8%0.0%32.7%2.8%9.7%-74.4K-35.3M-470.1K1.2441.22N/AN/A24229953,82867,179
2021-06-28$21.32$21.0034.6%9.9%25.7%0.9%35.5%-1.9%11.3%-43.8K-35.8M-458.7K0.0055.45N/AN/A28,160853,95667,267
2021-06-29$21.50$21.0033.8%9.7%25.0%0.0%35.7%-1.9%11.4%32.3K-38.8M-457.7K1.0740.58N/AN/A1,1891,27354,34467,275
2021-06-30$21.32$21.0033.8%9.7%25.1%0.1%35.3%-3.2%11.3%2.4K-36.6M-457.4K0.0127.03N/AN/A292454,87067,305