COMM Options History — January 2022

In January 2022, COMM traded between $8.89 and $11.69. ATM implied volatility averaged 60.1%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 7.2% (HV 20d: 52.9%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.29.

Notable Days

  • 2022-01-24: Highest Volume — 21,172 contracts
  • 2022-01-10: Largest IV spike — 17.1% change
  • 2022-01-24: Highest IV Rank — 69.7%
  • 2022-01-24: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.07$8.89$11.69$11.57$9.34
Max Pain$10.30$9.00$12.00$11.00$9.00
ATM IV60.1%46.2%77.0%47.2%70.9%
Expected Move17.5%13.5%22.1%13.5%20.3%
HV 20d52.9%40.1%57.9%53.3%57.9%
HV 60d63.9%60.4%66.0%60.7%65.2%
IV Rank43.8%21.4%69.7%21.7%59.9%
IV Percentile75.1%39.3%94.4%40.5%91.3%
Term Structure0.5%-5.5%11.6%11.6%-3.2%
VWIV60.7%46.5%77.4%46.5%66.8%
Skew 25d3.3%-2.8%9.2%-1.5%-0.1%
Skew 10d11.6%-25.8%44.8%10.7%14.9%
Call IV 25d60.9%48.2%78.0%48.2%67.4%
Put IV 25d64.2%46.7%81.6%46.7%67.3%
Bid-Ask Spread %63.229.3385.1256.3823.41
Gamma HHI0.450.250.640.640.25
Net GEX786.0K127.4K1.7M1.6M321.0K
Net DEX-16.6M-48.4M2.1M-44.7M-7.4M
Net VEX-176.6K-245.0K-128.4K-241.4K-157.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.290.207.910.280.32
Total Volume8,107.12,05421,1727,0723,031
Total OI157,866.1587,159182,940176,102124,051

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$11.57$11.0047.2%13.5%53.3%21.7%46.5%-1.5%11.6%1.6M-44.7M-241.4K0.2856.38N/AN/A5,5051,567154,57621,526
2022-01-04$11.69$11.0048.6%13.9%53.2%24.0%52.4%-2.8%6.3%1.7M-48.4M-245.0K0.329.33N/AN/A3,2611,059155,98121,886
2022-01-05$11.26$11.0047.1%13.5%40.3%21.4%51.4%-0.7%8.7%1.5M-38.3M-232.4K0.4247.99N/AN/A2,265943155,95821,887
2022-01-06$11.01$12.0050.6%15.5%40.3%32.6%54.4%1.5%3.9%1.3M-32.1M-223.8K1.7279.29N/AN/A2,4044,137156,02821,924
2022-01-07$10.86$12.0046.2%15.7%40.1%33.9%55.1%9.2%3.6%1.2M-26.9M-216.4K1.5685.12N/AN/A2,6274,108155,95821,339
2022-01-10$9.96$12.0054.1%16.3%49.8%37.0%57.7%4.1%-0.1%654.2K-10.6M-177.5K0.6978.73N/AN/A4,4863,117155,73722,675
2022-01-11$10.60$12.0053.3%15.9%55.4%35.0%55.5%8.6%-2.2%990.8K-19.3M-197.0K0.2080.53N/AN/A15,4853,073154,14222,924
2022-01-12$10.45$10.0056.3%16.1%53.4%36.3%56.4%3.5%0.9%832.8K-15.4M-177.3K1.1069.34N/AN/A2,7613,038152,02122,894
2022-01-13$10.72$10.0056.4%16.2%54.3%36.4%57.3%7.7%0.0%1.0M-20.4M-187.1K0.5576.14N/AN/A5,9563,278152,20122,980
2022-01-14$10.15$10.0058.0%16.6%57.6%39.1%58.7%7.3%-4.2%683.6K-11.4M-166.8K1.0935.37N/AN/A5,7756,305155,51823,180
2022-01-18$10.01$10.0060.2%17.3%56.8%42.6%62.1%2.3%-3.0%537.3K-7.3M-157.6K0.9958.22N/AN/A3,3103,286154,10726,072
2022-01-19$9.74$10.0061.4%17.6%53.9%44.5%61.6%7.1%-4.3%449.0K-3.6M-146.0K1.3147.21N/AN/A2,5323,328154,29926,069
2022-01-20$9.36$10.0065.0%18.6%53.4%50.4%61.3%1.4%-1.4%340.5K-723.5K-137.6K1.0273.87N/AN/A4,5034,573154,57126,132
2022-01-21$8.89$10.0073.3%21.0%55.6%63.8%71.7%4.4%-5.5%127.4K2.1M-128.4K0.2773.16N/AN/A4,4881,190156,41226,528
2022-01-24$9.22$10.0077.0%22.1%57.6%69.7%77.4%-0.4%-3.7%385.8K-8.6M-138.8K0.2474.96N/AN/A17,0994,07369,73017,429
2022-01-25$9.24$9.0075.7%21.7%56.3%67.5%71.9%9.1%-4.4%644.2K-14.3M-151.3K0.4974.20N/AN/A1,38367185,85919,921
2022-01-26$9.16$9.0065.5%18.8%56.2%51.2%64.5%1.9%2.5%647.8K-13.0M-148.6K4.8182.04N/AN/A1,9709,46886,53619,936
2022-01-27$9.05$9.0063.6%18.2%56.2%48.1%62.6%0.3%4.4%465.0K-8.2M-148.9K7.9178.51N/AN/A1,56912,40887,16327,291
2022-01-28$9.02$9.0071.1%20.4%55.8%60.2%68.9%2.9%-0.6%243.2K-2.6M-152.1K0.5360.51N/AN/A1,37973187,38336,499
2022-01-31$9.34$9.0070.9%20.3%57.9%59.9%66.8%-0.1%-3.2%321.0K-7.4M-157.3K0.3223.41N/AN/A2,29074187,53636,515