COMM Options History — August 2022

In August 2022, COMM traded between $9.27 and $11.43. ATM implied volatility averaged 64.1%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 12.0% (HV 20d: 52.0%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.15.

Notable Days

2022-08-05: Highest Volume — 16,897 contracts
2022-08-04: Largest IV drop — 29.1% change
2022-08-01: Highest IV Rank — 77.6%
2022-08-01: Largest Expected Move — 27.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.27	$9.27	$11.43	$9.27	$11.43
Max Pain	$7.87	$7.00	$8.00	$7.00	$8.00
ATM IV	64.1%	51.1%	96.8%	96.8%	64.1%
Expected Move	18.3%	14.6%	27.7%	27.7%	18.4%
HV 20d	52.0%	46.8%	57.8%	54.0%	57.8%
HV 60d	77.0%	75.5%	84.5%	84.5%	75.9%
IV Rank	36.1%	20.2%	77.6%	77.6%	36.3%
IV Percentile	43.3%	17.5%	98.0%	98.0%	48.0%
Term Structure	0.5%	-19.5%	17.8%	-19.5%	-1.3%
VWIV	64.0%	47.6%	94.2%	91.9%	68.9%
Skew 25d	5.1%	-0.5%	9.7%	5.0%	9.7%
Skew 10d	13.5%	-2.3%	42.2%	29.3%	9.3%
Call IV 25d	61.4%	51.0%	91.7%	91.7%	56.5%
Put IV 25d	66.5%	57.4%	96.7%	96.7%	66.2%
Bid-Ask Spread %	55.56	17.69	78.59	59.31	34.87
Gamma HHI	0.24	0.18	0.43	0.25	0.19
Net GEX	526.5K	418.5K	796.2K	418.5K	467.5K
Net DEX	-38.9M	-59.2M	-26.0M	-28.6M	-36.9M
Net VEX	-111.2K	-134.0K	-93.6K	-93.6K	-134.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	1.25	0.51	0.19
Total Volume	4,254.522	36	16,897	2,135	12,810
Total OI	68,067.435	51,774	85,736	64,940	55,860

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
2022-08-01	$9.27	$7.00	96.8%	27.7%	54.0%	77.6%	91.9%	5.0%	-19.5%	418.5K	-28.6M	-93.6K	0.51	59.31	N/A	N/A	1,418	717	59,197	5,743
2022-08-02	$9.46	$7.00	93.2%	26.7%	52.8%	73.1%	89.1%	6.6%	-16.4%	422.5K	-30.8M	-95.5K	0.18	73.17	N/A	N/A	4,117	734	59,346	6,036
2022-08-03	$9.69	$7.00	91.8%	26.3%	50.8%	71.3%	94.2%	9.2%	-17.1%	449.4K	-34.4M	-102.3K	0.26	71.29	N/A	N/A	2,978	782	62,090	6,151
2022-08-04	$9.85	$8.00	65.0%	18.2%	50.7%	35.8%	65.7%	5.7%	2.1%	471.8K	-36.5M	-99.8K	0.13	56.52	N/A	N/A	7,291	951	63,044	6,127
2022-08-05	$9.70	$8.00	62.9%	16.8%	51.7%	29.5%	61.9%	5.1%	6.5%	477.0K	-34.7M	-97.2K	0.05	29.08	N/A	N/A	16,134	763	62,534	5,972
2022-08-08	$9.66	$8.00	61.4%	17.7%	46.8%	33.7%	66.5%	6.8%	2.8%	506.7K	-36.8M	-103.7K	0.08	47.04	N/A	N/A	9,902	758	66,511	5,971
2022-08-09	$9.30	$8.00	63.0%	17.3%	51.6%	32.0%	66.1%	6.5%	7.4%	493.8K	-33.0M	-100.7K	0.00	61.03	N/A	N/A	4,620	14	66,547	5,979
2022-08-10	$10.11	$8.00	56.7%	16.2%	55.2%	27.3%	62.1%	7.0%	6.5%	631.8K	-42.8M	-104.7K	0.22	17.69	N/A	N/A	975	212	69,305	5,982
2022-08-11	$10.03	$8.00	58.8%	16.8%	52.5%	29.9%	58.7%	4.7%	5.8%	681.9K	-42.6M	-103.1K	0.08	38.35	N/A	N/A	1,050	86	69,957	5,997
2022-08-12	$10.72	$8.00	55.4%	15.9%	51.8%	25.7%	55.8%	1.7%	9.6%	681.8K	-51.0M	-106.4K	0.05	63.88	N/A	N/A	12,837	670	70,508	6,048
2022-08-15	$10.86	$8.00	55.0%	15.8%	50.1%	25.2%	54.2%	7.9%	8.0%	796.2K	-56.7M	-123.6K	0.00	74.66	N/A	N/A	1,849	2	78,433	6,696
2022-08-16	$10.85	$8.00	58.0%	16.6%	48.5%	28.9%	53.3%	4.5%	7.1%	740.7K	-57.0M	-124.3K	0.05	70.83	N/A	N/A	471	23	78,472	6,696
2022-08-17	$10.66	$8.00	59.8%	17.1%	50.5%	31.1%	59.8%	2.5%	5.5%	751.2K	-55.1M	-124.1K	0.01	78.59	N/A	N/A	767	4	79,001	6,700
2022-08-18	$11.03	$8.00	58.7%	16.8%	48.1%	29.7%	59.2%	2.7%	-2.1%	594.0K	-59.2M	-122.4K	0.01	60.48	N/A	N/A	1,003	7	78,934	6,702
2022-08-19	$10.72	$8.00	58.7%	16.8%	50.8%	29.8%	62.7%	4.6%	-0.1%	442.3K	-56.2M	-122.4K	0.02	35.63	N/A	N/A	159	3	79,031	6,705
2022-08-22	$10.24	$8.00	61.8%	17.7%	55.1%	33.7%	60.6%	4.0%	0.0%	440.8K	-30.1M	-117.8K	1.25	53.18	N/A	N/A	223	278	53,118	2,149
2022-08-23	$10.32	$8.00	51.1%	14.6%	55.2%	20.2%	58.3%	-0.5%	17.8%	450.7K	-30.4M	-117.9K	0.01	62.56	N/A	N/A	1,892	14	53,247	2,403
2022-08-24	$10.36	$8.00	62.0%	17.8%	51.6%	34.0%	56.9%	4.2%	-7.0%	442.9K	-28.8M	-112.7K	0.00	77.31	N/A	N/A	1,954	5	50,994	2,417
2022-08-25	$10.72	$8.00	56.4%	16.2%	50.9%	26.9%	56.7%	7.0%	2.0%	446.0K	-30.1M	-112.3K	0.08	73.13	N/A	N/A	356	28	49,779	2,420
2022-08-26	$10.32	$8.00	62.5%	17.9%	53.4%	34.5%	59.4%	4.9%	-6.3%	439.6K	-28.1M	-113.6K	0.00	74.86	N/A	N/A	4,745	21	50,773	2,423
2022-08-29	$10.28	$8.00	62.5%	17.9%	53.0%	34.6%	47.6%	5.1%	-1.7%	427.9K	-26.0M	-111.5K	0.24	36.13	N/A	N/A	29	7	49,360	2,414
2022-08-30	$10.72	$8.00	58.7%	16.8%	54.3%	29.4%	62.7%	1.6%	3.1%	434.4K	-28.7M	-114.8K	0.01	28.25	N/A	N/A	4,158	37	49,361	2,418
2022-08-31	$11.43	$8.00	64.1%	18.4%	57.8%	36.3%	68.9%	9.7%	-1.3%	467.5K	-36.9M	-134.0K	0.19	34.87	N/A	N/A	10,780	2,030	53,416	2,444