COMM Options History — October 2022

In October 2022, COMM traded between $9.57 and $13.47. ATM implied volatility averaged 78.6%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 1.8% (HV 20d: 76.8%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.39.

Notable Days

  • 2022-10-05: Highest Volume — 47,881 contracts
  • 2022-10-31: Largest IV spike — 15.7% change
  • 2022-10-31: Highest IV Rank — 67.6%
  • 2022-10-31: Largest Expected Move — 26.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.87$9.57$13.47$9.57$13.35
Max Pain$9.52$9.00$10.00$9.00$10.00
ATM IV78.6%68.1%92.3%69.4%92.3%
Expected Move23.0%19.5%26.5%19.9%26.5%
HV 20d76.8%62.6%83.6%62.6%65.4%
HV 60d65.9%62.4%68.0%62.4%65.7%
IV Rank50.2%32.4%67.6%40.0%67.6%
IV Percentile79.8%52.4%96.4%55.2%96.4%
Term Structure-7.9%-19.0%11.9%10.1%-19.0%
VWIV80.3%66.0%99.7%66.0%99.7%
Skew 25d7.6%3.6%13.0%6.4%9.0%
Skew 10d23.5%11.6%53.1%23.7%39.9%
Call IV 25d77.1%66.0%87.4%67.8%87.4%
Put IV 25d84.7%72.3%96.4%74.1%96.4%
Bid-Ask Spread %53.4232.1965.1665.1660.45
Gamma HHI0.240.180.310.210.23
Net GEX1.4M679.6K2.2M679.6K2.2M
Net DEX-67.3M-101.0M-26.8M-26.8M-101.0M
Net VEX-176.9K-237.3K-119.6K-119.6K-237.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.011.180.420.10
Total Volume6,461.3331,34247,8811,74419,459
Total OI112,047.33372,236143,14672,236143,146

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$9.57$9.0069.4%19.9%62.6%40.0%66.0%6.4%10.1%679.6K-26.8M-119.6K0.4265.16N/AN/A1,22951567,7714,465
2022-10-04$11.04$9.0068.6%19.7%80.6%33.2%73.5%7.5%10.7%707.1K-42.4M-133.2K0.6764.97N/AN/A1,07972667,8734,509
2022-10-05$11.64$9.0068.1%19.5%81.8%32.4%71.8%3.7%11.9%679.9K-49.3M-134.7K0.0138.90N/AN/A47,27260967,9844,565
2022-10-06$11.76$9.0068.4%22.0%81.0%45.2%77.6%6.7%-8.5%1.4M-70.7M-201.8K0.3658.99N/AN/A1,760627113,6174,746
2022-10-07$11.43$9.0071.6%23.2%81.5%51.2%81.6%6.3%-11.1%1.4M-65.1M-196.8K0.2857.40N/AN/A1,835522114,0854,825
2022-10-10$11.19$10.0077.6%24.3%81.7%56.8%80.4%8.8%-12.0%1.4M-60.0M-186.8K0.4753.68N/AN/A998466113,9364,805
2022-10-11$10.78$10.0075.4%23.8%80.4%54.1%78.9%8.6%-11.7%1.3M-53.0M-174.3K0.4147.10N/AN/A1,088443113,8644,804
2022-10-12$10.88$9.0083.0%23.8%80.5%54.1%77.3%9.2%-12.2%1.4M-53.8M-173.9K0.4537.19N/AN/A962437113,7434,816
2022-10-13$11.15$9.0079.3%22.7%81.1%48.7%76.9%6.2%-9.6%1.4M-58.9M-176.3K0.4952.37N/AN/A972472113,7654,813
2022-10-14$11.03$9.0081.2%23.3%81.1%51.5%80.3%8.2%-8.3%1.4M-56.4M-173.1K0.5355.59N/AN/A942501113,7934,836
2022-10-17$11.39$9.0078.5%22.5%82.0%47.5%77.3%7.0%-9.2%1.5M-63.1M-170.7K0.6032.19N/AN/A837505113,7744,851
2022-10-18$12.02$9.0080.0%22.9%83.6%49.8%79.6%7.3%-10.9%1.5M-74.0M-177.6K0.6956.17N/AN/A1,149788113,7734,851
2022-10-19$12.23$10.0078.3%22.5%83.6%47.3%78.0%7.9%-11.8%1.5M-78.3M-178.5K0.2456.38N/AN/A2,146514113,5795,076
2022-10-20$11.96$10.0078.0%22.4%83.6%46.9%78.1%6.9%-6.6%1.5M-73.8M-174.2K0.2257.24N/AN/A1,896418114,1225,199
2022-10-21$12.37$10.0082.8%23.7%74.0%53.8%81.9%9.2%-7.5%1.5M-81.7M-179.5K1.1855.49N/AN/A2,9363,457114,1765,272
2022-10-24$12.41$10.0083.2%23.8%73.9%54.4%82.1%8.5%-9.9%1.5M-66.1M-179.6K0.6455.42N/AN/A2,3061,482101,5947,899
2022-10-25$13.11$10.0086.1%24.7%72.9%58.7%88.7%13.0%-13.2%1.5M-79.1M-184.4K0.1254.94N/AN/A4,648575101,9089,063
2022-10-26$13.44$10.0085.0%24.4%71.8%57.1%86.3%8.6%-10.2%1.6M-86.9M-184.6K0.1754.39N/AN/A2,699462103,6329,206
2022-10-27$13.10$10.0084.0%24.1%65.1%55.5%88.4%7.9%-12.6%1.6M-81.5M-182.4K0.0950.31N/AN/A6,535594104,3689,271
2022-10-28$13.47$10.0079.7%22.9%64.8%49.4%81.1%3.6%-13.7%1.8M-91.9M-195.2K0.0457.54N/AN/A18,122705111,1109,509
2022-10-31$13.35$10.0092.3%26.5%65.4%67.6%99.7%9.0%-19.0%2.2M-101.0M-237.3K0.1060.45N/AN/A17,6781,781133,5419,605