COMM Options History — March 2022

In March 2022, COMM traded between $6.85 and $9.34. ATM implied volatility averaged 66.2%, placing in the 50.7% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded below realized volatility by 18.3% (HV 20d: 84.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.84.

Notable Days

2022-03-23: Highest Volume — 17,823 contracts
2022-03-04: Largest IV spike — 12.7% change
2022-03-14: Highest IV Rank — 73.7%
2022-03-08: Largest Expected Move — 23.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.05	$6.85	$9.34	$8.65	$7.92
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	66.2%	52.0%	79.5%	70.3%	52.0%
Expected Move	20.4%	18.3%	23.2%	20.1%	18.9%
HV 20d	84.6%	67.8%	91.7%	67.8%	80.9%
HV 60d	66.1%	59.0%	70.4%	59.4%	70.0%
IV Rank	50.7%	29.4%	73.7%	58.8%	29.4%
IV Percentile	77.7%	51.6%	95.6%	88.5%	51.6%
Term Structure	4.5%	-4.0%	14.2%	-4.0%	14.2%
VWIV	67.2%	45.7%	88.0%	45.7%	61.5%
Skew 25d	1.9%	-7.6%	11.7%	-7.6%	2.9%
Skew 10d	6.8%	-38.0%	47.3%	-33.3%	5.9%
Call IV 25d	64.6%	52.3%	80.6%	72.5%	56.7%
Put IV 25d	66.5%	45.0%	85.4%	64.9%	59.7%
Bid-Ask Spread %	37.87	13.92	86.62	45.99	38.38
Gamma HHI	0.20	0.15	0.23	0.23	0.19
Net GEX	193.7K	72.7K	524.6K	348.3K	88.5K
Net DEX	-343.6K	-10.1M	5.8M	-4.0M	387.3K
Net VEX	-94.9K	-149.1K	-69.2K	-131.0K	-78.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.84	0.21	3.82	1.67	3.81
Total Volume	4,840.565	1,532	17,823	3,097	3,327
Total OI	86,591.13	74,483	96,665	95,812	75,988

Daily Data (23 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
2022-03-01	$8.65	$10.00	70.3%	20.1%	67.8%	58.8%	45.7%	-7.6%	-4.0%	348.3K	-4.0M	-131.0K	1.67	45.99	N/A	N/A	1,161	1,936	75,381	20,431
2022-03-02	$9.34	$10.00	64.8%	18.6%	73.0%	45.3%	63.0%	2.2%	2.3%	524.6K	-10.1M	-149.1K	0.48	16.04	N/A	N/A	4,309	2,067	75,452	19,565
2022-03-03	$9.04	$10.00	65.1%	18.7%	73.7%	43.1%	57.6%	1.3%	2.7%	451.6K	-7.2M	-141.3K	0.21	43.53	N/A	N/A	10,009	2,076	76,883	19,782
2022-03-04	$8.43	$10.00	73.4%	21.0%	74.1%	48.9%	68.6%	4.0%	1.8%	270.3K	-1.1M	-114.0K	0.56	14.18	N/A	N/A	983	549	72,165	19,772
2022-03-07	$7.73	$10.00	77.9%	22.3%	79.8%	62.0%	78.1%	0.9%	-2.8%	145.4K	3.0M	-90.7K	0.89	27.97	N/A	N/A	1,427	1,273	69,464	19,814
2022-03-08	$7.39	$10.00	75.9%	23.2%	80.4%	67.9%	75.0%	5.9%	-1.7%	112.4K	4.1M	-82.5K	0.33	34.88	N/A	N/A	1,166	388	70,261	20,672
2022-03-09	$7.89	$10.00	75.4%	20.8%	84.8%	67.1%	72.9%	3.4%	-3.2%	149.7K	2.9M	-91.9K	0.21	56.35	N/A	N/A	1,871	390	70,652	20,677
2022-03-10	$7.22	$10.00	71.9%	21.8%	87.9%	61.4%	82.4%	0.4%	2.9%	115.8K	4.5M	-80.7K	0.26	31.22	N/A	N/A	2,551	663	71,672	20,704
2022-03-11	$6.85	$10.00	75.4%	23.1%	89.0%	67.1%	88.0%	5.4%	1.0%	99.5K	5.8M	-69.2K	1.91	86.62	N/A	N/A	995	1,897	73,385	21,167
2022-03-14	$7.07	$10.00	79.5%	23.1%	89.7%	73.7%	71.8%	4.8%	0.8%	123.1K	4.9M	-73.4K	0.98	50.75	N/A	N/A	2,573	2,523	73,748	21,014
2022-03-15	$7.35	$10.00	79.0%	22.2%	91.3%	72.9%	69.8%	11.7%	-0.2%	184.1K	3.4M	-79.3K	1.91	39.66	N/A	N/A	1,226	2,337	74,789	20,775
2022-03-16	$7.96	$10.00	71.1%	21.2%	90.4%	60.2%	70.1%	5.2%	2.8%	245.3K	-111.2K	-92.6K	1.55	66.22	N/A	N/A	3,202	4,954	74,762	20,814
2022-03-17	$8.24	$10.00	66.2%	20.9%	91.7%	52.2%	69.3%	6.5%	6.6%	260.9K	-79.7K	-97.4K	1.71	18.23	N/A	N/A	2,860	4,890	74,315	21,296
2022-03-18	$8.55	$10.00	59.9%	19.7%	90.9%	42.0%	62.5%	3.7%	11.4%	210.2K	-2.2M	-103.8K	3.42	20.81	N/A	N/A	956	3,270	74,354	21,338
2022-03-21	$8.59	$10.00	63.1%	20.2%	88.5%	47.2%	63.4%	4.5%	7.7%	218.3K	-4.4M	-103.3K	3.22	41.01	N/A	N/A	931	2,999	58,225	16,258
2022-03-22	$8.56	$10.00	61.1%	18.6%	88.2%	44.0%	65.0%	-3.8%	4.2%	210.6K	-4.3M	-101.7K	2.81	13.92	N/A	N/A	1,047	2,940	58,421	16,258
2022-03-23	$8.41	$10.00	60.8%	18.9%	88.2%	43.6%	60.9%	4.9%	6.6%	170.8K	-2.5M	-94.8K	0.21	70.78	N/A	N/A	14,741	3,082	58,723	16,354
2022-03-24	$8.36	$10.00	57.9%	19.2%	88.2%	38.9%	65.3%	-7.4%	7.7%	164.9K	-2.6M	-93.7K	3.82	16.58	N/A	N/A	769	2,934	58,188	16,502
2022-03-25	$7.86	$10.00	58.1%	19.1%	89.9%	39.3%	62.9%	3.2%	8.0%	83.9K	769.1K	-78.7K	2.59	66.66	N/A	N/A	982	2,547	58,215	16,505
2022-03-28	$7.67	$10.00	55.6%	19.3%	89.0%	35.1%	66.3%	-2.7%	12.7%	72.7K	1.3M	-72.9K	2.82	33.61	N/A	N/A	941	2,657	58,503	16,699
2022-03-29	$8.14	$10.00	52.8%	18.3%	86.1%	30.6%	62.8%	-7.3%	11.4%	113.4K	-664.2K	-83.9K	3.36	18.31	N/A	N/A	819	2,750	58,872	16,852
2022-03-30	$7.88	$10.00	56.0%	19.1%	81.2%	35.8%	63.2%	0.8%	10.7%	90.5K	338.3K	-78.9K	3.54	19.34	N/A	N/A	742	2,623	58,901	17,028
2022-03-31	$7.92	$10.00	52.0%	18.9%	80.9%	29.4%	61.5%	2.9%	14.2%	88.5K	387.3K	-78.3K	3.81	38.38	N/A	N/A	692	2,635	58,917	17,071