COMM Options History — August 2021 In August 2021, COMM traded between $14.52 and $20.79. ATM implied volatility averaged 41.3%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded below realized volatility by 39.5% (HV 20d: 80.8%). Max pain ranged from $15.00 to $22.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.99.
Notable Days 2021-08-05 : Highest Volume — 18,264 contracts2021-08-05 : Largest IV drop — 38.1% change2021-08-04 : Highest IV Rank — 44.0%2021-08-04 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $16.27 $14.52 $20.79 $20.62 $15.68 Max Pain $16.95 $15.00 $22.00 $20.00 $15.00 ATM IV 41.3% 35.0% 65.0% 61.9% 36.5% Expected Move 11.8% 10.0% 18.6% 17.7% 10.5% HV 20d 80.8% 39.9% 89.9% 39.9% 85.7% HV 60d 53.5% 31.6% 57.1% 33.6% 57.1% IV Rank 11.4% 2.0% 44.0% 39.7% 4.5% IV Percentile 20.5% 4.0% 82.5% 80.6% 8.7% Term Structure 1.4% -17.7% 10.3% -15.7% 1.2% VWIV 41.3% 34.3% 64.5% 60.1% 36.4% Skew 25d 1.3% -1.7% 5.0% -1.7% -0.8% Skew 10d 4.1% -8.1% 20.2% -4.1% -4.6% Call IV 25d 40.9% 33.7% 62.9% 61.6% 35.6% Put IV 25d 42.2% 34.7% 67.9% 59.9% 34.8% Bid-Ask Spread % 62.10 8.69 91.05 69.95 73.07 Gamma HHI 0.27 0.20 0.37 0.31 0.34 Net GEX 199.3K -1.8M 1.8M -313.6K 1.7M Net DEX 12.8M -29.3M 46.6M -26.6M -15.3M Net VEX -278.2K -394.4K -193.1K -389.7K -282.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.99 0.01 18.74 18.74 0.49 Total Volume 3,950.182 183 18,264 3,731 281 Total OI 133,008.318 106,455 156,562 123,241 126,050
Daily Data (22 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 2021-08-02 $20.62 $20.00 61.9% 17.7% 39.9% 39.7% 60.1% -1.7% -15.7% -313.6K -26.6M -389.7K 18.74 69.95 N/A N/A 189 3,542 55,942 67,299 2021-08-03 $20.79 $20.00 62.4% 17.9% 40.0% 40.4% 64.4% 3.7% -15.9% -231.8K -29.3M -394.4K 1.44 73.19 N/A N/A 153 221 55,962 67,135 2021-08-04 $20.69 $22.00 65.0% 18.6% 40.0% 44.0% 64.5% 5.0% -17.7% -422.8K -23.8M -393.3K 0.90 74.82 N/A N/A 102 92 56,028 69,739 2021-08-05 $16.45 $20.00 40.2% 11.3% 89.9% 8.0% 41.0% 1.6% 7.8% -160.5K 41.3M -259.8K 0.11 91.05 N/A N/A 16,461 1,803 56,013 69,885 2021-08-06 $16.61 $20.00 39.0% 11.7% 88.3% 11.3% 40.5% 1.9% 5.6% -159.7K 41.6M -263.8K 0.20 71.43 N/A N/A 697 142 56,035 69,829 2021-08-09 $16.18 $17.00 38.7% 11.2% 88.4% 8.8% 37.8% 0.9% 5.3% 219.7K 27.8M -283.8K 0.20 66.47 N/A N/A 5,707 1,168 69,961 67,160 2021-08-10 $15.95 $17.00 39.0% 11.0% 88.3% 7.4% 39.5% 0.6% 6.7% 254.0K 30.4M -282.6K 0.07 51.40 N/A N/A 171 12 70,375 67,879 2021-08-11 $15.99 $17.00 38.1% 10.9% 88.5% 7.2% 38.6% -0.4% 7.4% 455.1K 31.1M -270.7K 2.52 66.61 N/A N/A 606 1,525 75,056 68,870 2021-08-12 $15.48 $17.00 37.9% 10.9% 88.4% 6.7% 38.2% 2.3% 6.6% 213.8K 37.6M -245.6K 0.02 45.86 N/A N/A 5,126 82 75,066 68,866 2021-08-13 $14.99 $17.00 36.4% 10.4% 88.5% 4.4% 38.0% 0.4% 7.6% -81.0K 41.1M -226.9K 4.21 71.82 N/A N/A 773 3,252 75,067 68,914 2021-08-16 $14.70 $17.00 38.0% 10.9% 88.2% 6.8% 38.8% 1.0% 6.0% -24.4K 39.6M -217.7K 1.56 32.55 N/A N/A 95 148 79,623 66,748 2021-08-17 $14.52 $17.00 38.5% 11.0% 87.1% 7.8% 38.7% 0.0% 6.6% -355.0K 46.6M -193.1K 0.03 58.75 N/A N/A 3,121 98 80,247 69,856 2021-08-18 $14.84 $17.00 39.4% 11.3% 86.5% 9.2% 38.2% 0.4% 5.0% -693.8K 42.6M -225.3K 0.04 74.36 N/A N/A 3,359 123 80,286 71,456 2021-08-19 $14.88 $15.00 39.3% 11.3% 86.1% 9.1% 37.8% 2.7% -1.5% -848.6K 39.2M -228.1K 0.40 59.89 N/A N/A 3,385 1,343 83,315 70,641 2021-08-20 $15.11 $15.00 39.0% 11.2% 85.7% 8.5% 37.8% 1.8% 10.3% -1.8M 32.5M -231.5K 0.50 60.45 N/A N/A 4,343 2,153 86,038 70,524 2021-08-23 $15.53 $15.00 36.3% 10.4% 86.6% 4.1% 36.3% 2.8% 1.5% 572.5K -3.7M -257.5K 0.01 8.69 N/A N/A 4,793 32 72,165 34,290 2021-08-24 $15.82 $15.00 37.4% 10.7% 87.3% 5.9% 38.5% 2.0% 0.3% 774.0K -10.0M -286.8K 0.43 47.27 N/A N/A 314 136 76,473 35,629 2021-08-25 $15.86 $15.00 37.4% 10.7% 86.9% 6.0% 37.3% 1.4% 0.8% 1.0M -13.7M -291.2K 1.32 64.78 N/A N/A 3,815 5,049 80,359 35,649 2021-08-26 $15.52 $15.00 36.5% 10.5% 84.9% 4.5% 36.7% 0.4% 0.9% 996.9K -8.8M -280.8K 1.04 75.77 N/A N/A 4,871 5,066 82,556 35,756 2021-08-27 $15.93 $15.00 35.0% 10.0% 86.1% 2.0% 34.3% 2.0% 2.2% 1.5M -18.4M -314.5K 0.02 60.30 N/A N/A 277 6 90,679 40,783 2021-08-30 $15.90 $15.00 36.1% 10.4% 86.1% 3.9% 36.0% 1.0% 0.6% 1.8M -20.8M -300.6K 9.47 67.79 N/A N/A 217 2,055 89,842 36,137 2021-08-31 $15.68 $15.00 36.5% 10.5% 85.7% 4.5% 36.4% -0.8% 1.2% 1.7M -15.3M -282.9K 0.49 73.07 N/A N/A 189 92 89,908 36,142
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