COMM Options History — October 2021 In October 2021, COMM traded between $10.65 and $13.52. ATM implied volatility averaged 57.0%, placing in the 45.3% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 17.5% (HV 20d: 39.6%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.79.
Notable Days 2021-10-20 : Highest Volume — 18,508 contracts2021-10-13 : Largest IV spike — 43.7% change2021-10-29 : Highest IV Rank — 68.9%2021-10-29 : Largest Expected Move — 21.8%Monthly Statistics Metric Avg Min Max Open Close Price $11.86 $10.65 $13.52 $13.52 $10.65 Max Pain $16.81 $15.00 $17.00 $15.00 $16.00 ATM IV 57.0% 39.2% 75.9% 39.2% 75.9% Expected Move 17.6% 11.2% 21.8% 11.2% 21.8% HV 20d 39.6% 27.2% 43.8% 27.2% 42.5% HV 60d 56.1% 34.1% 58.1% 56.4% 34.1% IV Rank 45.3% 8.9% 68.9% 8.9% 68.9% IV Percentile 82.7% 23.0% 96.4% 23.0% 96.4% Term Structure -9.3% -21.8% 14.5% 14.5% -21.8% VWIV 63.0% 39.6% 78.3% 39.6% 77.6% Skew 25d -0.1% -7.4% 4.4% -3.3% -1.8% Skew 10d -8.6% -24.0% 12.2% -14.5% -20.9% Call IV 25d 62.8% 40.9% 82.5% 40.9% 77.8% Put IV 25d 62.7% 37.7% 76.0% 37.7% 76.0% Bid-Ask Spread % 50.49 11.65 83.07 60.89 34.25 Gamma HHI 0.16 0.14 0.25 0.16 0.25 Net GEX 14.1K -185.4K 373.2K -52.5K 360.8K Net DEX 26.6M 12.9M 38.1M 25.6M 13.5M Net VEX -114.4K -171.3K -70.0K -132.4K -169.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.04 9.12 1.54 0.29 Total Volume 3,928.048 131 18,508 1,991 7,326 Total OI 133,434.476 119,005 158,912 121,532 158,912
Daily Data (21 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 2021-10-01 $13.52 $15.00 39.2% 11.2% 27.2% 8.9% 39.6% -3.3% 14.5% -52.5K 25.6M -132.4K 1.54 60.89 N/A N/A 783 1,208 81,696 39,836 2021-10-04 $13.28 $17.00 45.2% 15.9% 27.4% 35.5% 55.9% 2.5% -9.0% -83.6K 28.1M -122.7K 9.12 64.38 N/A N/A 225 2,052 81,819 39,915 2021-10-05 $12.39 $17.00 43.8% 15.9% 34.9% 35.6% 54.7% 3.0% -8.9% -156.3K 34.7M -86.3K 0.83 45.69 N/A N/A 1,508 1,245 82,452 41,062 2021-10-06 $11.85 $17.00 44.5% 15.8% 36.6% 35.0% 55.0% 3.9% -7.3% -171.0K 38.1M -70.0K 0.04 83.07 N/A N/A 2,221 88 82,590 42,856 2021-10-07 $12.23 $17.00 41.5% 16.1% 39.7% 36.7% 58.2% -3.0% -9.2% -176.3K 34.5M -106.0K 0.69 13.71 N/A N/A 1,965 1,355 83,842 43,948 2021-10-08 $11.86 $17.00 40.6% 16.6% 40.3% 39.6% 57.4% -0.4% -10.7% -136.1K 34.7M -93.8K 0.04 44.03 N/A N/A 1,332 49 85,944 43,044 2021-10-11 $11.69 $17.00 46.9% 16.6% 38.9% 39.3% 60.0% 0.7% -9.2% -127.8K 36.4M -85.2K 0.32 51.12 N/A N/A 141 45 87,741 44,398 2021-10-12 $11.68 $17.00 40.7% 16.8% 38.8% 40.4% 63.1% 0.0% -8.5% -145.1K 37.0M -79.5K 0.05 41.11 N/A N/A 369 20 89,126 44,491 2021-10-13 $11.69 $17.00 58.5% 16.8% 38.1% 40.4% 58.2% 0.8% -10.5% -129.2K 34.6M -81.1K 0.08 64.04 N/A N/A 305 23 89,178 42,579 2021-10-14 $12.10 $17.00 58.7% 16.8% 41.2% 40.7% 59.1% 1.7% -6.3% -185.4K 33.1M -91.5K 0.07 65.20 N/A N/A 1,558 111 89,339 42,587 2021-10-15 $12.14 $17.00 59.3% 17.0% 41.0% 41.7% 58.6% 4.4% -7.3% -182.6K 33.4M -88.6K 2.27 47.04 N/A N/A 40 91 89,597 42,569 2021-10-18 $11.70 $17.00 59.3% 17.0% 41.2% 41.7% 60.6% -0.9% -6.9% -77.5K 29.7M -79.5K 0.22 67.30 N/A N/A 243 53 80,604 38,401 2021-10-19 $11.80 $17.00 61.2% 17.5% 41.6% 44.8% 61.8% 1.4% -9.3% -71.0K 30.2M -78.7K 0.21 60.21 N/A N/A 458 94 80,613 38,428 2021-10-20 $12.20 $17.00 63.9% 18.3% 43.4% 49.3% 64.6% 2.2% -8.0% -40.5K 27.1M -94.4K 0.04 66.75 N/A N/A 17,780 728 80,821 38,527 2021-10-21 $12.12 $17.00 69.0% 19.8% 43.3% 57.6% 69.5% 0.5% -13.2% 232.7K 14.8M -156.7K 0.07 70.78 N/A N/A 9,761 663 96,829 38,578 2021-10-22 $11.79 $17.00 65.3% 18.7% 43.8% 51.5% 67.7% 0.4% -9.9% 262.7K 13.6M -163.1K 0.25 11.65 N/A N/A 2,681 680 105,084 38,617 2021-10-25 $11.42 $17.00 68.9% 19.8% 43.6% 57.5% 71.8% -1.6% -11.7% 283.8K 15.0M -156.6K 0.16 33.49 N/A N/A 4,506 724 105,209 38,646 2021-10-26 $11.06 $17.00 69.7% 20.0% 43.0% 58.7% 75.8% -2.9% -13.4% 248.6K 16.4M -145.1K 0.13 39.02 N/A N/A 4,114 536 108,299 38,700 2021-10-27 $11.00 $17.00 71.5% 20.5% 42.4% 61.6% 74.6% -2.1% -12.4% 269.4K 15.4M -150.3K 0.09 35.50 N/A N/A 8,258 713 110,651 38,718 2021-10-28 $10.86 $16.00 74.6% 21.4% 42.4% 66.7% 78.3% -7.4% -16.6% 373.2K 12.9M -171.3K 0.10 61.06 N/A N/A 5,830 607 116,987 38,891 2021-10-29 $10.65 $16.00 75.9% 21.8% 42.5% 68.9% 77.6% -1.8% -21.8% 360.8K 13.5M -169.1K 0.29 34.25 N/A N/A 5,670 1,656 119,982 38,930
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