COMM Options History — June 2022

In June 2022, COMM traded between $6.12 and $8.69. ATM implied volatility averaged 68.9%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded below realized volatility by 17.3% (HV 20d: 86.2%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.08.

Notable Days

  • 2022-06-16: Highest Volume — 8,227 contracts
  • 2022-06-17: Largest IV spike — 15.7% change
  • 2022-06-29: Highest IV Rank — 53.2%
  • 2022-06-29: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.34$6.12$8.69$7.82$6.12
Max Pain$7.38$6.00$8.00$6.00$7.00
ATM IV68.9%60.4%76.8%65.3%73.2%
Expected Move19.5%17.3%22.0%18.7%21.0%
HV 20d86.2%64.0%104.5%82.8%103.4%
HV 60d75.7%68.2%83.4%71.3%83.3%
IV Rank42.6%33.0%53.2%39.0%48.7%
IV Percentile69.4%53.6%87.3%65.5%79.4%
Term Structure4.4%-5.6%8.3%-2.5%5.3%
VWIV67.3%57.9%78.1%66.9%62.3%
Skew 25d4.9%-15.9%25.6%8.2%-15.9%
Skew 10d9.8%-16.9%94.5%36.1%-14.4%
Call IV 25d65.8%53.6%78.9%62.7%78.9%
Put IV 25d70.6%61.3%97.8%71.0%63.0%
Bid-Ask Spread %51.2922.4096.9746.6735.03
Gamma HHI0.200.160.260.200.24
Net GEX163.9K46.6K303.3K213.5K53.9K
Net DEX-6.3M-14.4M-603.1K-8.2M-603.1K
Net VEX-57.8K-75.5K-40.5K-62.4K-40.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.172.552.550.24
Total Volume3,066.9521,2558,2274,0351,941
Total OI46,287.52442,05049,97342,08249,973

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$7.82$6.0065.3%18.7%82.8%39.0%66.9%8.2%-2.5%213.5K-8.2M-62.4K2.5546.67N/AN/A1,1372,89836,8235,259
2022-06-02$8.29$7.0065.8%17.7%84.4%34.8%62.4%6.2%5.9%229.9K-10.5M-66.2K2.3365.08N/AN/A1,2472,90536,8645,186
2022-06-03$8.05$7.0065.6%18.1%76.8%36.5%61.7%6.0%5.4%230.6K-9.6M-65.0K0.8435.70N/AN/A2,2551,90436,9185,196
2022-06-06$8.51$7.0064.0%17.8%78.2%35.3%63.4%7.7%5.4%269.1K-12.5M-70.8K1.0554.19N/AN/A2,2012,31738,5705,196
2022-06-07$8.40$8.0067.3%17.4%64.3%33.4%57.9%5.1%6.9%295.6K-12.3M-71.5K0.5426.58N/AN/A1,49781139,8665,225
2022-06-08$8.69$8.0060.4%17.3%64.0%33.0%63.3%8.9%7.4%303.3K-14.4M-75.5K2.2322.40N/AN/A8191,82940,7285,235
2022-06-09$8.39$8.0061.3%17.6%64.0%34.1%61.6%4.5%8.0%300.6K-12.6M-75.2K2.2653.18N/AN/A8071,82040,8186,239
2022-06-10$7.56$8.0064.4%18.5%74.7%37.9%64.1%5.4%4.2%257.8K-7.7M-63.4K1.2954.07N/AN/A65684940,8866,237
2022-06-13$7.08$8.0072.1%20.7%69.6%47.5%69.9%2.7%3.2%199.8K-4.8M-54.1K1.0855.91N/AN/A73779540,9166,329
2022-06-14$6.89$8.0072.6%20.8%69.6%48.1%73.6%4.8%3.9%177.2K-4.2M-52.8K0.9474.73N/AN/A87382140,9286,335
2022-06-15$7.68$8.0067.0%19.2%78.8%41.2%60.9%9.1%3.4%276.7K-8.1M-62.0K0.9576.21N/AN/A85881341,1636,343
2022-06-16$6.55$8.0066.0%18.9%96.3%39.8%78.1%25.6%-5.6%67.0K-4.3M-55.3K1.6796.97N/AN/A3,0845,14341,2566,355
2022-06-17$6.94$8.0076.3%21.9%98.5%52.7%75.4%2.6%3.5%73.1K-3.5M-54.1K0.1776.92N/AN/A4,84684439,3599,902
2022-06-21$6.93$7.0071.9%20.6%98.2%47.2%72.7%5.3%7.9%62.6K-3.0M-51.9K0.9725.80N/AN/A81779335,48310,339
2022-06-22$6.62$7.0069.7%20.0%99.6%44.5%68.3%5.3%6.6%46.6K-1.9M-48.4K1.5429.28N/AN/A49476135,71310,364
2022-06-23$6.71$7.0070.3%20.1%99.5%45.2%64.8%5.1%8.3%60.6K-2.3M-49.8K0.7136.45N/AN/A1,06676035,7569,672
2022-06-24$7.06$7.0070.6%20.2%99.4%45.6%77.0%2.3%2.7%85.2K-3.7M-52.7K0.4054.01N/AN/A1,84773436,2659,672
2022-06-27$7.19$7.0072.8%20.9%98.6%48.3%73.9%10.1%2.6%93.9K-4.0M-54.0K0.2173.36N/AN/A3,79478237,1159,699
2022-06-28$6.51$7.0072.9%20.9%104.4%48.4%66.1%-4.6%2.4%87.5K-2.2M-46.6K0.4436.83N/AN/A1,79279639,1909,716
2022-06-29$6.22$7.0076.8%22.0%104.5%53.2%69.1%-2.3%7.3%58.2K-889.2K-42.5K0.3147.66N/AN/A2,48577839,2219,728
2022-06-30$6.12$7.0073.2%21.0%103.4%48.7%62.3%-15.9%5.3%53.9K-603.1K-40.5K0.2435.03N/AN/A1,56837340,2539,720