COMM Options History — March 2023 In March 2023, COMM traded between $5.96 and $7.83. ATM implied volatility averaged 58.8%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 18.3% (HV 20d: 77.1%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 8.06.
Notable Days 2023-03-13 : Highest Volume — 3,098 contracts2023-03-06 : Largest IV spike — 14.4% change2023-03-15 : Highest IV Rank — 23.1%2023-03-15 : Largest Expected Move — 18.5%Monthly Statistics Metric Avg Min Max Open Close Price $6.60 $5.96 $7.83 $7.16 $6.29 Max Pain $7.48 $7.00 $8.00 $7.00 $7.00 ATM IV 58.8% 49.4% 64.4% 60.2% 55.2% Expected Move 16.6% 14.1% 18.5% 17.3% 15.8% HV 20d 77.1% 49.9% 90.6% 82.0% 50.6% HV 60d 70.5% 69.2% 72.0% 69.3% 70.9% IV Rank 12.7% 0.0% 23.1% 14.3% 9.0% IV Percentile 16.6% 0.0% 40.9% 19.8% 6.0% Term Structure 9.1% -3.5% 18.4% -3.5% 18.4% VWIV 56.3% 42.8% 71.7% 60.1% 57.3% Skew 25d -0.2% -14.3% 15.8% -5.5% -3.1% Skew 10d 9.3% -12.7% 40.1% -8.1% 5.7% Call IV 25d 53.6% 31.4% 62.4% 54.1% 57.8% Put IV 25d 53.4% 37.4% 67.7% 48.6% 54.6% Bid-Ask Spread % 71.58 20.41 94.42 61.87 76.41 Gamma HHI 0.23 0.13 0.34 0.29 0.22 Net GEX 93.6K -3.6K 294.5K 153.0K 36.1K Net DEX -839.9K -5.8M 2.1M -1.7M -472.4K Net VEX -37.3K -49.3K -30.6K -42.0K -38.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 8.06 0.00 125.08 0.03 0.48 Total Volume 830.609 38 3,098 1,140 312 Total OI 38,775.043 31,271 46,786 38,474 37,027
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 2023-03-01 $7.16 $7.00 60.2% 17.3% 82.0% 14.3% 60.1% -5.5% -3.5% 153.0K -1.7M -42.0K 0.03 61.87 N/A N/A 1,110 30 30,898 7,576 2023-03-02 $7.74 $7.00 56.8% 16.3% 86.2% 8.9% 57.0% 12.6% -2.1% 259.4K -5.3M -48.9K 0.03 74.08 N/A N/A 693 18 31,807 7,595 2023-03-03 $7.83 $7.00 49.4% 14.1% 86.3% 0.0% 49.4% -5.3% 3.1% 294.5K -5.8M -49.3K 0.00 75.31 N/A N/A 287 1 32,401 7,608 2023-03-06 $7.66 $8.00 56.5% 15.2% 86.2% 5.7% 53.8% 6.8% 7.7% 268.0K -4.5M -46.6K 0.01 26.36 N/A N/A 1,287 12 32,651 7,609 2023-03-07 $7.33 $8.00 57.3% 15.6% 86.9% 7.8% 52.3% 2.3% 7.9% 219.4K -2.8M -43.5K 0.01 71.77 N/A N/A 922 13 33,544 7,620 2023-03-08 $7.29 $8.00 55.2% 15.2% 86.5% 5.4% 53.1% 1.6% 11.0% 222.3K -2.8M -43.0K 0.27 77.36 N/A N/A 30 8 34,416 7,618 2023-03-09 $7.03 $8.00 60.3% 15.6% 87.0% 7.9% 54.5% 7.3% 8.2% 172.1K -1.5M -39.4K 0.27 73.15 N/A N/A 94 25 34,424 7,619 2023-03-10 $6.75 $8.00 61.4% 16.0% 87.8% 9.8% 57.5% 2.6% 9.0% 128.2K -324.3K -37.0K 10.83 45.97 N/A N/A 60 650 34,487 7,620 2023-03-13 $6.58 $8.00 63.0% 17.1% 86.5% 15.5% 46.3% -1.7% 7.4% 99.4K 340.0K -33.7K 40.31 80.24 N/A N/A 75 3,023 34,552 7,503 2023-03-14 $6.46 $8.00 58.3% 16.7% 85.4% 13.7% 57.9% -4.4% 7.4% 48.7K 911.8K -33.9K 0.15 82.82 N/A N/A 208 32 34,602 8,809 2023-03-15 $6.33 $8.00 64.4% 18.5% 85.4% 23.1% 71.7% 4.5% 5.8% 96.6K -1.1M -34.4K 125.08 88.12 N/A N/A 24 3,002 34,771 8,822 2023-03-16 $6.26 $8.00 58.0% 16.6% 84.8% 13.2% 59.7% -4.3% 11.8% 28.7K 1.5M -32.5K 0.03 87.31 N/A N/A 382 12 34,787 11,816 2023-03-17 $6.03 $8.00 62.1% 17.8% 84.4% 19.6% 61.0% -11.8% 10.4% -2.7K 2.1M -30.6K 0.10 81.11 N/A N/A 552 53 34,995 11,791 2023-03-20 $6.12 $8.00 58.8% 16.9% 84.8% 14.5% 58.2% 9.5% 12.0% -3.6K 847.0K -31.8K 0.01 94.42 N/A N/A 1,109 8 21,400 9,871 2023-03-21 $6.50 $7.00 61.8% 17.7% 87.1% 19.0% 56.1% 10.9% 6.8% 19.0K -226.1K -35.1K 0.00 52.39 N/A N/A 1,275 4 22,288 9,879 2023-03-22 $6.01 $7.00 58.2% 16.7% 90.6% 13.6% 42.8% -13.2% 13.3% 8.7K 762.6K -30.6K 0.26 86.13 N/A N/A 216 56 23,488 9,875 2023-03-23 $5.96 $7.00 63.3% 18.2% 65.1% 21.5% 61.4% -14.3% 8.4% 6.4K 491.6K -31.4K 0.04 82.97 N/A N/A 528 20 23,670 9,882 2023-03-24 $6.01 $7.00 60.2% 17.3% 56.7% 16.7% 60.7% 5.1% 13.9% 15.0K 474.1K -33.6K 0.60 82.01 N/A N/A 145 87 24,178 9,894 2023-03-27 $6.16 $7.00 60.0% 17.2% 57.4% 16.4% 54.2% -7.4% 12.1% 22.4K 179.4K -34.7K 0.04 73.84 N/A N/A 945 38 24,377 9,981 2023-03-28 $5.96 $7.00 59.2% 17.0% 57.1% 15.1% 57.7% -8.9% 10.1% 9.3K 4.5K -33.5K 0.42 76.17 N/A N/A 508 213 25,309 9,996 2023-03-29 $6.16 $7.00 55.9% 16.0% 59.1% 10.0% 0.0% 15.8% 16.1% 28.5K -74.4K -36.9K 3.36 76.05 N/A N/A 166 558 25,823 10,206 2023-03-30 $6.16 $7.00 57.3% 16.4% 49.9% 12.1% 56.1% -4.6% 13.3% 23.1K -329.0K -37.5K 3.01 20.41 N/A N/A 78 235 25,977 10,764 2023-03-31 $6.29 $7.00 55.2% 15.8% 50.6% 9.0% 57.3% -3.1% 18.4% 36.1K -472.4K -38.4K 0.48 76.41 N/A N/A 211 101 26,046 10,981
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