COMM Options History — April 2024

In April 2024, COMM traded between $0.89 and $1.33. ATM implied volatility averaged 132.4%, placing in the 58.7% IV rank vs the trailing year. The 30-day expected move averaged 40.2%. IV traded above realized volatility by 44.4% (HV 20d: 88.0%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.25.

Notable Days

  • 2024-04-18: Highest Volume — 708 contracts
  • 2024-04-04: Largest IV spike — 44.5% change
  • 2024-04-30: Highest IV Rank — 97.3%
  • 2024-04-30: Largest Expected Move — 56.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.07$0.89$1.33$1.33$0.91
Max Pain$1.61$1.00$2.00$1.50$1.00
ATM IV132.4%73.4%196.2%115.9%196.2%
Expected Move40.2%21.0%56.3%33.2%56.3%
HV 20d88.0%60.7%110.5%110.5%99.5%
HV 60d120.6%117.2%127.9%117.2%127.9%
IV Rank58.7%12.7%97.3%42.0%97.3%
IV Percentile89.3%29.0%99.6%88.5%99.6%
Term Structure-20.4%-56.8%48.9%3.4%-56.8%
VWIV142.0%81.7%196.7%115.2%196.7%
Skew 25d18.1%-31.7%67.9%-17.0%46.7%
Skew 10d14.5%-63.3%50.4%-12.1%6.5%
Call IV 25d119.0%76.2%181.2%106.6%133.1%
Put IV 25d137.1%68.1%179.8%89.6%179.8%
Bid-Ask Spread %73.2949.8186.4461.9266.91
Gamma HHI0.200.170.250.170.25
Net GEX23.9K14.4K35.7K35.7K18.8K
Net DEX-2.8M-4.6M-1.7M-3.8M-4.6M
Net VEX-27.4K-36.6K-19.2K-36.1K-28.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.0017.200.160.00
Total Volume189.636470837102
Total OI114,689.636111,960116,418115,323112,608

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$1.33$1.50115.9%33.2%110.5%42.0%115.2%-17.0%3.4%35.7K-3.8M-36.1K0.1661.92N/AN/A325109,0036,320
2024-04-02$1.23$1.5076.9%22.0%107.8%15.1%81.7%-14.6%48.9%31.6K-3.6M-35.1K17.2049.81N/AN/A586109,0006,325
2024-04-03$1.17$1.5073.4%21.0%109.2%12.7%85.6%-8.1%48.5%28.0K-3.3M-32.6K0.0572.70N/AN/A19610109,0046,406
2024-04-04$1.19$2.00106.1%37.1%109.1%51.3%97.2%44.3%-8.5%32.4K-3.9M-36.6K1.0084.09N/AN/A22109,1176,410
2024-04-05$1.15$2.0081.6%40.4%107.7%59.3%129.6%41.5%-35.6%24.9K-2.9M-28.5K1.7878.42N/AN/A113201109,1186,410
2024-04-08$1.23$2.0073.8%40.2%107.8%58.8%155.8%-18.5%-29.8%28.5K-3.3M-30.1K0.0279.44N/AN/A902109,2216,526
2024-04-09$1.21$2.00104.7%36.2%101.2%49.0%164.7%-28.0%5.8%31.8K-3.5M-33.5K0.1878.43N/AN/A5610109,3016,528
2024-04-10$1.15$2.00131.7%37.8%84.1%52.8%138.1%-31.7%-18.3%26.0K-2.8M-27.9K0.8878.11N/AN/A87109,2526,528
2024-04-11$1.13$2.00135.0%38.7%83.7%55.1%142.4%-28.5%-26.4%26.5K-3.2M-31.0K0.2179.58N/AN/A10823109,2476,523
2024-04-12$1.08$2.00165.4%47.4%83.3%76.1%190.5%-10.7%-47.6%23.5K-2.9M-29.2K0.2677.90N/AN/A20854109,3526,527
2024-04-15$1.02$2.00148.0%42.4%74.3%64.1%147.1%34.9%-36.5%17.0K-2.1M-23.2K0.3286.44N/AN/A6922109,3786,566
2024-04-16$0.99$1.50130.9%37.5%61.8%52.3%117.9%25.9%-19.5%21.0K-2.9M-26.8K0.8078.98N/AN/A265212109,5156,222
2024-04-17$1.00$1.50154.9%44.4%62.5%68.8%0.0%67.9%-33.0%14.4K-2.0M-23.0K0.0275.05N/AN/A1162109,7376,410
2024-04-18$0.96$1.50125.4%36.0%61.5%48.5%125.4%16.4%-35.8%15.1K-1.8M-20.6K2.1973.19N/AN/A222486109,7536,409
2024-04-19$0.92$1.50151.8%43.5%60.7%66.7%151.8%13.4%-26.1%18.8K-1.7M-20.2K0.2772.96N/AN/A484131109,9656,453
2024-04-22$1.02$1.50144.2%41.3%72.9%61.4%144.2%50.6%-18.6%21.0K-2.1M-22.7K0.5869.80N/AN/A12573106,6305,330
2024-04-23$1.00$1.50148.0%42.4%72.7%64.1%147.0%30.3%-19.7%20.7K-1.9M-21.0K0.4276.84N/AN/A240102106,7535,358
2024-04-24$1.06$1.50156.3%44.8%75.6%69.8%156.4%54.3%-42.0%23.6K-2.3M-23.9K0.0467.25N/AN/A452106,9895,460
2024-04-25$0.89$1.50174.2%49.9%94.5%82.2%174.4%43.0%-40.8%18.2K-1.7M-19.2K0.1070.39N/AN/A10611106,9805,463
2024-04-26$0.94$1.00161.5%46.3%96.5%73.4%162.3%42.4%-36.4%24.3K-3.0M-24.9K0.0166.95N/AN/A791107,0445,473
2024-04-29$0.99$1.00157.2%45.1%99.0%70.4%157.7%43.2%-23.4%23.6K-3.4M-28.0K0.9767.28N/AN/A3029107,0845,474
2024-04-30$0.91$1.00196.2%56.3%99.5%97.3%196.7%46.7%-56.8%18.8K-4.6M-28.9K0.0066.91N/AN/A1020107,1075,501