COMM Options History — April 2022

In April 2022, COMM traded between $6.05 and $7.77. ATM implied volatility averaged 76.3%, placing in the 71.1% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 15.6% (HV 20d: 60.7%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 2.23.

Notable Days

2022-04-28: Highest Volume — 9,281 contracts
2022-04-11: Largest IV spike — 28.5% change
2022-04-28: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 29.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.68	$6.05	$7.77	$7.65	$6.05
Max Pain	$9.05	$9.00	$10.00	$10.00	$9.00
ATM IV	76.3%	56.7%	102.0%	56.7%	102.0%
Expected Move	22.7%	18.2%	29.2%	19.9%	29.2%
HV 20d	60.7%	50.5%	78.1%	78.1%	54.7%
HV 60d	69.1%	67.9%	71.2%	70.0%	69.8%
IV Rank	71.1%	36.9%	100.0%	36.9%	100.0%
IV Percentile	90.4%	60.7%	100.0%	60.7%	100.0%
Term Structure	-7.5%	-22.1%	12.1%	12.1%	-22.1%
VWIV	74.4%	58.4%	110.8%	68.8%	110.8%
Skew 25d	6.7%	1.8%	15.2%	15.2%	10.3%
Skew 10d	17.1%	-3.5%	38.1%	20.0%	9.3%
Call IV 25d	75.7%	48.3%	99.2%	48.3%	99.2%
Put IV 25d	82.3%	63.5%	109.5%	63.5%	109.5%
Bid-Ask Spread %	47.27	21.22	72.48	31.52	58.67
Gamma HHI	0.18	0.16	0.20	0.19	0.16
Net GEX	51.9K	28.4K	112.8K	52.6K	37.0K
Net DEX	3.2M	-992.4K	4.3M	1.8M	3.6M
Net VEX	-53.6K	-79.8K	-43.6K	-71.2K	-49.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.23	0.50	25.05	0.54	1.04
Total Volume	3,555.4	521	9,281	6,971	6,697
Total OI	80,111.4	76,008	84,538	76,008	84,538

Daily Data (20 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
2022-04-01	$7.65	$10.00	56.7%	19.9%	78.1%	36.9%	68.8%	15.2%	12.1%	52.6K	1.8M	-71.2K	0.54	31.52	N/A	N/A	4,519	2,452	58,921	17,087
2022-04-04	$7.77	$9.00	57.1%	18.2%	72.1%	47.8%	66.1%	2.6%	-0.5%	112.8K	-992.4K	-79.8K	1.19	38.94	N/A	N/A	2,081	2,468	63,264	17,106
2022-04-05	$7.25	$9.00	57.1%	20.3%	74.6%	59.5%	60.4%	3.8%	-4.3%	63.9K	1.5M	-67.0K	1.68	36.03	N/A	N/A	1,677	2,812	63,465	17,115
2022-04-06	$6.83	$9.00	61.7%	20.2%	73.0%	59.1%	59.1%	1.9%	-5.0%	44.1K	3.3M	-56.9K	0.53	56.81	N/A	N/A	4,698	2,473	63,486	17,150
2022-04-07	$6.84	$9.00	59.0%	20.8%	66.4%	62.3%	58.4%	8.0%	-5.0%	39.9K	3.2M	-57.2K	1.45	46.54	N/A	N/A	1,706	2,473	64,954	17,122
2022-04-08	$6.90	$9.00	62.1%	19.8%	63.8%	56.9%	66.1%	6.5%	-1.3%	40.9K	3.0M	-58.2K	1.27	65.66	N/A	N/A	1,186	1,504	65,093	17,161
2022-04-11	$6.72	$9.00	79.7%	21.4%	63.4%	66.1%	70.1%	3.3%	-4.8%	33.1K	3.5M	-55.0K	1.19	26.27	N/A	N/A	1,180	1,404	64,605	17,160
2022-04-12	$6.61	$9.00	77.8%	21.6%	61.6%	67.1%	60.7%	5.2%	-6.5%	32.3K	3.9M	-51.9K	1.46	67.94	N/A	N/A	656	957	64,655	17,161
2022-04-13	$6.77	$9.00	73.9%	21.2%	54.1%	64.6%	61.9%	3.1%	-5.9%	28.4K	3.3M	-57.2K	1.45	50.57	N/A	N/A	660	957	64,711	17,178
2022-04-14	$6.50	$9.00	77.6%	22.2%	52.8%	70.6%	62.5%	7.0%	-9.0%	64.1K	4.3M	-50.3K	0.62	61.93	N/A	N/A	1,761	1,092	64,755	17,180
2022-04-18	$6.24	$9.00	75.0%	21.5%	50.5%	66.4%	69.4%	1.8%	-2.5%	53.9K	4.1M	-43.8K	0.52	37.24	N/A	N/A	1,579	819	62,054	15,535
2022-04-19	$6.57	$9.00	76.6%	22.0%	55.5%	69.0%	73.1%	6.2%	-6.6%	61.8K	3.2M	-50.4K	0.50	41.20	N/A	N/A	1,778	885	62,104	15,673
2022-04-20	$6.63	$9.00	76.4%	21.9%	55.9%	68.7%	67.3%	13.8%	-5.2%	56.3K	3.5M	-48.9K	0.83	30.82	N/A	N/A	1,057	882	62,285	15,759
2022-04-21	$6.32	$9.00	82.8%	23.8%	57.3%	79.1%	81.3%	4.0%	-8.1%	55.6K	3.9M	-45.4K	1.40	72.48	N/A	N/A	1,078	1,512	62,394	15,774
2022-04-22	$6.41	$9.00	84.3%	24.2%	58.1%	81.4%	82.7%	8.3%	-10.8%	52.0K	3.9M	-45.2K	0.74	59.28	N/A	N/A	1,518	1,118	62,488	16,214
2022-04-25	$6.62	$9.00	85.2%	24.4%	57.3%	82.8%	82.9%	8.8%	-13.5%	55.2K	3.5M	-48.2K	1.67	26.09	N/A	N/A	654	1,091	62,821	16,371
2022-04-26	$6.38	$9.00	88.3%	25.3%	57.9%	87.8%	77.3%	4.9%	-12.7%	52.5K	3.9M	-45.0K	0.86	21.22	N/A	N/A	1,036	886	62,828	16,352
2022-04-27	$6.16	$9.00	93.8%	26.9%	52.5%	96.8%	98.8%	5.3%	-19.2%	51.6K	3.9M	-43.6K	25.05	45.78	N/A	N/A	20	501	63,249	16,351
2022-04-28	$6.32	$9.00	99.4%	28.5%	53.9%	100.0%	109.7%	13.7%	-19.6%	50.1K	3.6M	-46.8K	0.59	70.33	N/A	N/A	5,843	3,438	63,262	16,847
2022-04-29	$6.05	$9.00	102.0%	29.2%	54.7%	100.0%	110.8%	10.3%	-22.1%	37.0K	3.6M	-49.8K	1.04	58.67	N/A	N/A	3,276	3,421	65,185	19,353