COMM Options History — December 2021 In December 2021, COMM traded between $10.04 and $11.37. ATM implied volatility averaged 70.0%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 11.3% (HV 20d: 58.7%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.31.
Notable Days 2021-12-07 : Highest Volume — 19,004 contracts2021-12-15 : Largest IV drop — 35.2% change2021-12-03 : Highest IV Rank — 100.0%2021-12-03 : Largest Expected Move — 27.5%Monthly Statistics Metric Avg Min Max Open Close Price $10.82 $10.04 $11.37 $10.09 $11.14 Max Pain $10.86 $10.00 $11.00 $10.00 $11.00 ATM IV 70.0% 45.8% 116.2% 83.3% 45.8% Expected Move 17.3% 13.1% 27.5% 23.9% 13.1% HV 20d 58.7% 48.9% 82.8% 82.8% 52.8% HV 60d 60.8% 56.5% 62.8% 56.5% 60.6% IV Rank 43.4% 19.4% 100.0% 86.7% 19.4% IV Percentile 68.3% 36.1% 100.0% 98.8% 36.1% Term Structure 0.4% -23.4% 8.3% -14.6% 8.0% VWIV 60.2% 43.2% 93.7% 86.2% 46.3% Skew 25d 1.2% -7.9% 10.3% -4.6% 4.4% Skew 10d -1.5% -35.7% 15.9% -35.7% 10.8% Call IV 25d 60.8% 45.4% 88.9% 87.4% 46.1% Put IV 25d 62.0% 46.9% 99.2% 82.8% 50.5% Bid-Ask Spread % 46.93 7.01 74.56 72.58 60.54 Gamma HHI 0.50 0.35 0.61 0.42 0.61 Net GEX 1.4M 802.2K 2.9M 1.0M 1.3M Net DEX -36.7M -55.3M -23.0M -29.3M -34.1M Net VEX -234.5K -261.8K -216.3K -216.3K -234.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.09 0.75 0.28 0.16 Total Volume 7,055.545 3,196 19,004 3,861 7,648 Total OI 183,695.955 166,506 212,019 173,465 175,043
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 2021-12-01 $10.09 $10.00 83.3% 23.9% 82.8% 86.7% 86.2% -4.6% -14.6% 1.0M -29.3M -216.3K 0.28 72.58 N/A N/A 3,024 837 156,059 17,406 2021-12-02 $10.24 $10.00 87.8% 25.2% 82.5% 94.5% 84.3% 3.0% -20.0% 1.1M -31.9M -223.1K 0.39 74.13 N/A N/A 2,337 912 157,530 17,526 2021-12-03 $10.04 $10.00 95.8% 27.5% 51.9% 100.0% 93.7% 10.3% -23.4% 1.0M -29.4M -217.5K 0.65 68.57 N/A N/A 2,068 1,336 158,446 17,678 2021-12-06 $10.21 $11.00 93.6% 21.5% 48.9% 66.5% 73.2% 1.4% -5.5% 1.1M -31.3M -218.9K 0.43 64.97 N/A N/A 2,241 955 159,060 18,274 2021-12-07 $11.36 $11.00 91.0% 19.3% 59.7% 54.0% 68.6% -0.1% -1.6% 1.5M -54.5M -245.7K 0.44 54.46 N/A N/A 13,223 5,781 158,629 18,493 2021-12-08 $11.10 $11.00 97.3% 18.5% 60.3% 49.6% 65.3% -7.9% 2.5% 1.4M -47.5M -252.2K 0.09 37.98 N/A N/A 8,470 766 164,766 23,553 2021-12-09 $11.26 $11.00 90.6% 18.7% 58.8% 50.6% 64.9% -2.5% -1.7% 1.7M -54.6M -261.0K 0.75 64.38 N/A N/A 4,558 3,417 170,499 23,745 2021-12-10 $11.37 $11.00 89.7% 17.6% 56.3% 44.4% 60.2% -1.8% 2.0% 1.8M -55.3M -261.8K 0.42 37.20 N/A N/A 3,715 1,557 172,376 25,858 2021-12-13 $11.24 $11.00 116.2% 17.9% 56.0% 46.4% 66.4% 0.2% 3.0% 1.8M -52.8M -254.5K 0.28 72.53 N/A N/A 3,668 1,014 174,117 26,279 2021-12-14 $10.75 $11.00 88.6% 16.5% 57.8% 38.6% 60.1% 2.6% 2.3% 1.6M -37.2M -232.9K 0.24 74.56 N/A N/A 9,877 2,374 174,688 26,370 2021-12-15 $10.75 $11.00 57.4% 16.5% 57.7% 38.1% 56.3% 2.9% 2.0% 1.7M -35.6M -231.3K 0.25 69.23 N/A N/A 8,039 2,015 180,260 26,189 2021-12-16 $10.71 $11.00 55.5% 15.9% 57.7% 35.0% 58.8% -0.4% 2.7% 1.5M -35.5M -229.1K 0.20 60.22 N/A N/A 6,134 1,244 183,192 25,518 2021-12-17 $10.98 $11.00 53.4% 15.3% 57.9% 31.7% 53.2% 0.2% 5.5% 2.9M -41.5M -235.3K 0.27 33.79 N/A N/A 4,919 1,333 186,241 25,778 2021-12-20 $10.36 $11.00 60.1% 17.2% 60.6% 42.5% 57.1% 7.0% -1.2% 802.2K -23.0M -217.2K 0.13 20.03 N/A N/A 9,150 1,228 147,577 18,929 2021-12-21 $10.74 $11.00 49.7% 14.3% 61.5% 25.7% 50.0% 4.5% 5.6% 959.6K -27.3M -220.8K 0.25 39.47 N/A N/A 7,177 1,759 147,674 18,958 2021-12-22 $10.70 $11.00 50.4% 14.4% 55.5% 26.8% 49.7% 1.0% 5.6% 1.0M -26.4M -224.7K 0.36 15.37 N/A N/A 4,118 1,467 150,649 20,732 2021-12-23 $10.80 $11.00 47.4% 13.6% 55.2% 21.9% 47.2% 1.6% 7.2% 1.1M -28.9M -235.6K 0.19 38.62 N/A N/A 5,687 1,106 151,936 21,318 2021-12-27 $11.09 $11.00 46.5% 13.3% 55.7% 20.5% 46.7% 3.2% 8.1% 1.3M -33.4M -240.7K 0.33 7.01 N/A N/A 2,878 952 153,518 21,398 2021-12-28 $11.11 $11.00 46.3% 13.3% 55.0% 20.2% 46.2% 2.7% 7.2% 1.3M -33.6M -238.8K 0.21 18.76 N/A N/A 4,555 972 153,597 21,405 2021-12-29 $10.98 $11.00 47.7% 13.7% 53.0% 22.4% 46.3% -3.0% 8.3% 1.2M -32.1M -234.6K 0.24 16.67 N/A N/A 4,357 1,044 153,549 21,471 2021-12-30 $11.08 $11.00 46.1% 13.2% 52.9% 19.8% 43.2% 1.5% 7.5% 1.3M -33.3M -233.5K 0.24 31.43 N/A N/A 4,290 1,020 153,533 21,494 2021-12-31 $11.14 $11.00 45.8% 13.1% 52.8% 19.4% 46.3% 4.4% 8.0% 1.3M -34.1M -234.7K 0.16 60.54 N/A N/A 6,577 1,071 153,540 21,503
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