COMM Options History — November 2022

In November 2022, COMM traded between $8.55 and $13.10. ATM implied volatility averaged 64.3%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded below realized volatility by 51.2% (HV 20d: 115.5%). Max pain ranged from $10.00 to $13.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.06.

Notable Days

  • 2022-11-02: Highest Volume — 23,186 contracts
  • 2022-11-03: Largest IV drop — 25.3% change
  • 2022-11-02: Highest IV Rank — 71.6%
  • 2022-11-02: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.44$8.55$13.10$13.03$8.75
Max Pain$10.14$10.00$13.00$10.00$10.00
ATM IV64.3%54.3%95.0%91.5%55.8%
Expected Move18.2%15.6%27.2%26.2%16.0%
HV 20d115.5%43.9%127.2%46.9%120.9%
HV 60d88.8%65.3%92.5%65.9%88.6%
IV Rank25.8%12.3%71.6%66.4%14.5%
IV Percentile31.1%6.3%97.2%95.6%9.5%
Term Structure-2.5%-20.3%2.5%-16.8%-0.2%
VWIV62.8%50.0%95.6%95.6%55.7%
Skew 25d4.4%-2.1%18.7%1.3%18.7%
Skew 10d4.7%-15.7%20.7%20.7%14.3%
Call IV 25d61.7%41.2%93.4%93.4%41.2%
Put IV 25d66.1%57.1%97.4%94.7%59.9%
Bid-Ask Spread %48.6812.0078.5862.9129.59
Gamma HHI0.240.140.530.230.22
Net GEX437.6K-762.1K2.5M2.2M364.7K
Net DEX-21.8M-100.1M-4.2M-92.6M-13.5M
Net VEX-117.7K-261.8K-85.3K-231.3K-87.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.0015.030.160.00
Total Volume9,874.811523,18612,7322,472
Total OI160,362.476113,607200,594144,662123,110

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$13.03$10.0091.5%26.2%46.9%66.4%95.6%1.3%-16.8%2.2M-92.6M-231.3K0.1662.91N/AN/A10,9521,780133,93510,727
2022-11-02$13.10$10.0095.0%27.2%43.9%71.6%91.3%4.6%-20.3%2.5M-100.1M-261.8K0.0362.21N/AN/A22,569617148,83010,728
2022-11-03$9.55$13.0071.0%18.2%122.3%25.8%63.5%4.1%0.1%724.4K-18.3M-130.3K0.7561.55N/AN/A11,7518,773149,63310,838
2022-11-04$9.17$10.0060.8%18.0%122.6%25.0%59.3%0.7%-2.6%549.9K-15.3M-104.0K0.0566.26N/AN/A12,113624154,5249,466
2022-11-07$9.54$10.0067.3%17.9%123.9%24.3%58.5%3.5%-1.9%740.5K-24.3M-120.2K0.9845.99N/AN/A3,8463,787161,8329,533
2022-11-08$9.48$10.0069.2%18.2%123.4%25.6%59.2%5.9%-1.7%597.6K-21.6M-118.0K1.1741.82N/AN/A5,5976,568161,83612,177
2022-11-09$8.75$10.0059.5%17.1%125.9%19.9%60.2%3.4%2.2%347.9K-10.3M-97.9K0.9850.13N/AN/A5,5195,405163,88617,325
2022-11-10$8.71$10.0062.5%17.9%125.3%24.3%62.5%5.8%-2.8%214.6K-8.2M-102.9K0.9953.49N/AN/A5,8785,828165,02221,851
2022-11-11$9.15$10.0062.5%17.9%127.2%24.3%62.5%4.1%-2.2%-6.4K-11.5M-113.9K0.8072.82N/AN/A8,6266,931165,02926,007
2022-11-14$9.16$10.0063.6%18.2%126.3%25.9%61.2%3.3%-2.5%-235.6K-10.4M-115.8K0.1062.52N/AN/A8,798920167,78632,387
2022-11-15$9.20$10.0064.3%18.4%124.1%26.9%60.7%4.9%-3.4%-272.2K-11.2M-114.0K0.0671.00N/AN/A8,660512167,80332,790
2022-11-16$8.97$10.0062.2%17.8%123.7%23.9%60.6%5.2%1.1%-358.0K-5.3M-105.5K0.0741.02N/AN/A8,651562167,80332,791
2022-11-17$8.94$10.0063.3%18.2%123.7%25.5%67.9%5.5%-2.3%-762.1K-4.2M-100.1K0.0739.99N/AN/A8,428555167,81732,764
2022-11-18$9.11$10.0058.5%16.8%123.0%18.5%59.1%5.4%1.7%448.5K-12.1M-102.1K0.4230.36N/AN/A7,7793,230167,97332,391
2022-11-21$9.15$10.0060.4%17.3%123.1%21.3%61.0%3.1%-0.2%409.2K-19.7M-103.1K0.4260.49N/AN/A5,7252,405100,87812,729
2022-11-22$9.04$10.0056.9%16.3%120.3%16.1%57.0%-1.0%0.6%321.5K-17.1M-96.4K0.1114.35N/AN/A5,838621100,91714,619
2022-11-23$9.15$10.0054.3%15.6%119.7%12.3%55.3%6.6%0.1%329.9K-18.4M-97.6K0.0414.40N/AN/A10,842416100,92814,829
2022-11-25$9.15$10.0055.5%15.9%119.9%14.2%50.0%7.6%-0.5%418.4K-19.1M-98.3K0.0050.73N/AN/A150105,95114,828
2022-11-28$8.57$10.0055.8%16.0%119.8%14.6%57.7%2.5%2.5%337.2K-11.8M-86.5K0.0112.00N/AN/A3,16223105,96014,827
2022-11-29$8.55$10.0060.4%17.3%119.9%21.3%60.4%-2.1%-2.9%382.9K-12.1M-85.3K15.0378.58N/AN/A37556107,72814,824
2022-11-30$8.75$10.0055.8%16.0%120.9%14.5%55.7%18.7%-0.2%364.7K-13.5M-87.6K0.0029.59N/AN/A2,4657107,73115,379