COMM Options History — February 2022

In February 2022, COMM traded between $8.69 and $10.41. ATM implied volatility averaged 75.3%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 20.1% (HV 20d: 55.1%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.78.

Notable Days

2022-02-15: Highest Volume — 44,570 contracts
2022-02-09: Largest IV drop — 35.0% change
2022-02-15: Highest IV Rank — 87.8%
2022-02-15: Largest Expected Move — 25.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.51	$8.69	$10.41	$9.58	$9.54
Max Pain	$9.74	$9.00	$10.00	$9.00	$10.00
ATM IV	75.3%	58.8%	104.0%	78.3%	64.2%
Expected Move	20.0%	16.8%	25.3%	22.5%	18.4%
HV 20d	55.1%	46.4%	59.9%	56.7%	59.2%
HV 60d	54.8%	52.8%	57.0%	54.2%	56.1%
IV Rank	58.2%	40.3%	87.8%	71.8%	49.1%
IV Percentile	88.4%	75.0%	99.2%	96.4%	82.9%
Term Structure	-7.5%	-16.9%	-1.8%	-13.8%	-6.0%
VWIV	68.8%	57.8%	86.6%	77.3%	63.9%
Skew 25d	3.3%	-2.5%	11.3%	5.6%	2.3%
Skew 10d	9.1%	-12.2%	25.0%	-4.0%	19.2%
Call IV 25d	68.7%	56.0%	86.2%	79.6%	63.9%
Put IV 25d	71.9%	59.4%	89.1%	85.1%	66.2%
Bid-Ask Spread %	44.79	14.60	75.99	34.33	19.45
Gamma HHI	0.26	0.23	0.41	0.26	0.25
Net GEX	527.6K	216.3K	1.6M	465.4K	535.2K
Net DEX	-14.4M	-49.7M	1.7M	-12.6M	-12.5M
Net VEX	-161.5K	-182.5K	-127.3K	-163.3K	-157.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.15	2.19	1.61	0.38
Total Volume	9,162.053	3,124	44,570	3,784	3,124
Total OI	127,108.789	90,833	164,108	125,083	95,036

Daily Data (19 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
2022-02-01	$9.58	$9.00	78.3%	22.5%	56.7%	71.8%	77.3%	5.6%	-13.8%	465.4K	-12.6M	-163.3K	1.61	34.33	N/A	N/A	1,452	2,332	88,560	36,523
2022-02-02	$9.66	$9.00	80.5%	23.1%	56.6%	75.3%	82.4%	-2.5%	-16.9%	518.9K	-15.4M	-172.8K	1.12	73.00	N/A	N/A	2,304	2,575	89,259	38,178
2022-02-03	$9.04	$9.00	89.1%	19.2%	59.3%	53.4%	60.6%	1.3%	-5.0%	321.0K	-5.4M	-155.8K	2.19	28.76	N/A	N/A	1,020	2,229	90,641	38,446
2022-02-04	$9.02	$9.00	90.6%	20.0%	59.3%	58.2%	69.8%	3.4%	-6.8%	302.8K	-3.8M	-150.0K	0.61	50.10	N/A	N/A	5,034	3,076	90,662	38,442
2022-02-07	$9.15	$9.00	99.0%	20.9%	59.9%	63.0%	72.2%	-0.2%	-7.8%	370.6K	-7.0M	-157.5K	0.77	24.55	N/A	N/A	2,748	2,112	93,614	40,513
2022-02-08	$9.13	$10.00	104.0%	20.3%	52.3%	59.6%	69.4%	1.7%	-6.6%	368.3K	-6.1M	-153.1K	0.67	44.24	N/A	N/A	3,466	2,307	93,538	40,618
2022-02-09	$9.46	$10.00	67.5%	19.4%	48.5%	54.4%	65.6%	5.0%	-4.2%	508.2K	-12.2M	-162.2K	1.35	33.55	N/A	N/A	2,727	3,692	94,502	40,654
2022-02-10	$9.29	$10.00	71.3%	20.4%	48.6%	60.4%	69.6%	2.7%	-5.5%	421.6K	-9.5M	-155.5K	0.88	32.45	N/A	N/A	2,746	2,423	94,779	42,039
2022-02-11	$8.87	$10.00	74.8%	21.4%	49.1%	66.1%	72.6%	3.3%	-10.3%	262.3K	-1.4M	-140.4K	0.83	26.44	N/A	N/A	2,895	2,412	94,800	42,230
2022-02-14	$8.69	$10.00	77.2%	22.1%	46.4%	70.0%	76.8%	-0.4%	-10.9%	216.3K	1.7M	-127.3K	0.71	58.80	N/A	N/A	3,049	2,178	95,111	42,385
2022-02-15	$9.48	$10.00	88.3%	25.3%	57.2%	87.8%	86.6%	2.9%	-15.8%	491.3K	-14.8M	-152.5K	1.82	65.11	N/A	N/A	15,784	28,786	95,678	42,478
2022-02-16	$9.44	$10.00	80.3%	23.0%	56.5%	75.0%	83.7%	5.6%	-11.3%	483.9K	-15.3M	-166.1K	0.25	56.16	N/A	N/A	15,303	3,785	108,367	50,810
2022-02-17	$9.90	$10.00	61.4%	17.6%	57.1%	44.5%	61.3%	3.8%	-6.7%	1.6M	-31.6M	-168.9K	0.20	65.59	N/A	N/A	12,866	2,621	110,960	50,166
2022-02-18	$10.41	$10.00	60.2%	17.3%	55.7%	42.6%	59.7%	0.5%	-2.1%	656.9K	-49.7M	-182.5K	0.19	60.54	N/A	N/A	15,878	3,094	112,668	51,440
2022-02-22	$10.12	$10.00	61.7%	17.7%	56.0%	45.0%	58.0%	6.2%	-4.7%	647.9K	-21.6M	-180.7K	0.36	31.76	N/A	N/A	4,832	1,723	71,993	18,840
2022-02-23	$9.96	$10.00	61.3%	17.6%	56.5%	44.4%	59.4%	6.1%	-4.3%	612.1K	-19.5M	-176.3K	0.15	14.60	N/A	N/A	4,109	609	73,195	19,920
2022-02-24	$9.94	$10.00	61.4%	17.6%	56.4%	44.6%	59.9%	11.3%	-2.1%	624.1K	-18.0M	-173.1K	0.32	75.99	N/A	N/A	3,529	1,124	73,798	19,926
2022-02-25	$10.02	$10.00	58.8%	16.8%	56.0%	40.3%	57.8%	3.7%	-1.8%	640.7K	-18.1M	-172.6K	0.37	55.57	N/A	N/A	3,008	1,127	73,873	20,425
2022-02-28	$9.54	$10.00	64.2%	18.4%	59.2%	49.1%	63.9%	2.3%	-6.0%	535.2K	-12.5M	-157.8K	0.38	19.45	N/A	N/A	2,258	866	74,605	20,431