COMM Options History — August 2023 In August 2023, COMM traded between $3.21 and $4.53. ATM implied volatility averaged 84.6%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 23.8%. IV traded below realized volatility by 39.6% (HV 20d: 124.2%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2023-08-03 : Highest Volume — 24,288 contracts2023-08-08 : Largest IV drop — 20.5% change2023-08-01 : Highest IV Rank — 100.0%2023-08-01 : Largest Expected Move — 38.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.58 $3.21 $4.53 $4.53 $3.38 Max Pain $4.33 $4.00 $5.00 $4.50 $4.00 ATM IV 84.6% 65.0% 135.4% 135.4% 65.0% Expected Move 23.8% 18.6% 38.8% 38.8% 18.6% HV 20d 124.2% 69.4% 140.8% 80.4% 69.4% HV 60d 97.7% 74.8% 102.3% 74.8% 97.1% IV Rank 39.1% 18.1% 100.0% 100.0% 18.1% IV Percentile 75.1% 41.3% 100.0% 100.0% 41.3% Term Structure -2.9% -38.0% 9.2% -38.0% 6.7% VWIV 81.7% 58.9% 137.1% 136.0% 64.5% Skew 25d -0.6% -30.0% 20.8% -4.5% -30.0% Skew 10d 17.8% -25.6% 41.3% 20.8% -25.6% Call IV 25d 82.7% 51.2% 139.8% 132.8% 81.1% Put IV 25d 82.1% 45.0% 134.6% 128.3% 51.1% Bid-Ask Spread % 26.89 14.99 63.76 53.68 22.42 Gamma HHI 0.22 0.20 0.26 0.26 0.22 Net GEX 232.6K 114.4K 333.4K 242.6K 206.7K Net DEX -11.5M -24.2M -3.3M -20.5M -11.7M Net VEX -125.3K -178.4K -79.3K -176.2K -131.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.00 4.50 0.25 0.02 Total Volume 3,895.261 62 24,288 7,919 4,693 Total OI 163,474.522 141,297 188,330 147,631 149,424
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 2023-08-01 $4.53 $4.50 135.4% 38.8% 80.4% 100.0% 136.0% -4.5% -38.0% 242.6K -20.5M -176.2K 0.25 53.68 N/A N/A 6,347 1,572 126,906 20,725 2023-08-02 $4.45 $4.50 130.7% 37.5% 80.0% 94.5% 137.1% -5.1% -27.0% 236.9K -24.2M -178.4K 0.59 63.76 N/A N/A 6,144 3,614 133,014 21,696 2023-08-03 $3.23 $5.00 107.3% 26.2% 134.5% 48.7% 88.2% 2.6% -5.1% 114.4K -3.3M -100.9K 0.47 40.49 N/A N/A 16,495 7,793 139,076 24,967 2023-08-04 $3.21 $5.00 97.5% 25.1% 131.2% 44.3% 79.7% -2.3% -8.4% 194.8K -6.8M -104.8K 0.18 21.99 N/A N/A 2,888 513 153,197 20,360 2023-08-07 $3.23 $5.00 102.4% 25.6% 131.4% 46.4% 74.3% 3.6% -6.2% 230.7K -8.5M -112.2K 0.11 44.31 N/A N/A 189 20 155,742 19,809 2023-08-08 $3.45 $5.00 81.3% 24.1% 135.7% 40.4% 79.4% 5.3% -0.7% 222.9K -9.6M -117.3K 0.34 19.28 N/A N/A 1,246 429 155,751 19,692 2023-08-09 $3.41 $5.00 85.6% 24.5% 134.2% 42.1% 89.2% -1.2% -4.4% 227.6K -9.9M -120.9K 1.15 21.66 N/A N/A 96 110 156,689 19,796 2023-08-10 $3.75 $5.00 85.3% 24.5% 140.8% 41.8% 79.1% 12.2% -11.0% 280.0K -14.1M -133.8K 3.59 15.79 N/A N/A 738 2,649 156,663 19,101 2023-08-11 $3.71 $4.50 82.3% 23.6% 125.6% 38.3% 78.8% 8.8% -3.3% 284.4K -12.6M -124.7K 0.00 18.90 N/A N/A 2,149 9 157,166 17,962 2023-08-14 $3.70 $4.00 76.7% 22.0% 125.6% 31.8% 81.6% -0.4% -0.4% 295.7K -12.6M -117.3K 0.17 18.20 N/A N/A 53 9 159,226 17,964 2023-08-15 $3.88 $4.00 81.8% 23.4% 127.7% 37.7% 82.4% -1.1% -3.7% 331.0K -17.5M -141.0K 0.00 20.34 N/A N/A 19,504 30 159,239 17,960 2023-08-16 $3.83 $4.00 76.6% 22.0% 127.7% 31.7% 78.2% -4.3% 4.2% 333.4K -13.7M -131.6K 0.16 20.43 N/A N/A 199 32 170,363 17,967 2023-08-17 $3.71 $4.00 80.6% 23.1% 126.7% 36.3% 82.7% -0.6% -2.8% 258.3K -13.6M -142.0K 0.00 17.81 N/A N/A 987 3 170,269 17,909 2023-08-18 $3.73 $4.00 70.5% 20.2% 126.7% 24.6% 73.2% 0.9% 9.2% 238.6K -13.3M -134.1K 0.93 58.65 N/A N/A 216 200 169,871 17,723 2023-08-21 $3.40 $4.00 72.3% 20.7% 129.8% 26.6% 70.6% 4.5% 3.0% 192.9K -8.8M -112.5K 0.04 19.27 N/A N/A 5,467 239 133,698 7,599 2023-08-22 $3.59 $4.00 78.4% 22.5% 132.1% 33.7% 72.9% 20.8% -0.0% 243.8K -12.7M -138.9K 1.36 16.80 N/A N/A 258 351 137,505 7,831 2023-08-23 $3.50 $4.00 71.4% 20.5% 131.8% 25.7% 80.7% -0.2% 3.5% 225.6K -10.4M -133.3K 0.18 16.74 N/A N/A 1,130 202 137,854 8,106 2023-08-24 $3.30 $4.00 76.0% 21.8% 132.2% 31.0% 78.1% -15.0% 5.5% 201.2K -8.7M -112.4K 0.19 25.67 N/A N/A 1,094 205 138,927 7,944 2023-08-25 $3.38 $4.00 70.9% 20.3% 132.9% 25.0% 69.3% 1.8% 2.9% 198.4K -6.1M -79.3K 0.35 21.68 N/A N/A 110 39 139,981 8,141 2023-08-28 $3.24 $4.00 71.9% 20.6% 133.0% 26.2% 58.9% 7.5% 5.0% 188.0K -9.7M -118.6K 0.12 24.07 N/A N/A 519 61 140,035 8,141 2023-08-29 $3.35 $4.00 73.5% 21.1% 133.7% 28.1% 72.8% -14.9% 0.6% 196.5K -6.9M -94.8K 2.74 14.99 N/A N/A 223 612 140,447 8,152 2023-08-30 $3.35 $4.00 71.7% 20.6% 133.8% 25.9% 71.9% -2.0% 4.9% 204.4K -10.1M -125.4K 4.50 21.49 N/A N/A 28 126 140,590 8,736 2023-08-31 $3.38 $4.00 65.0% 18.6% 69.4% 18.1% 64.5% -30.0% 6.7% 206.7K -11.7M -131.6K 0.02 22.42 N/A N/A 4,621 72 140,579 8,845
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