COMM Options History — May 2024 In May 2024, COMM traded between $0.88 and $1.50. ATM implied volatility averaged 157.2%, placing in the 64.2% IV rank vs the trailing year. The 30-day expected move averaged 42.5%. IV traded above realized volatility by 33.8% (HV 20d: 123.4%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.36.
Notable Days 2024-05-24 : Highest Volume — 3,191 contracts2024-05-21 : Largest IV spike — 74.2% change2024-05-17 : Highest IV Rank — 89.6%2024-05-17 : Largest Expected Move — 53.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.16 $0.88 $1.50 $0.88 $1.50 Max Pain $0.91 $0.50 $1.00 $1.00 $1.00 ATM IV 157.2% 96.1% 234.5% 170.5% 132.2% Expected Move 42.5% 27.5% 53.0% 48.9% 37.9% HV 20d 123.4% 98.9% 136.9% 98.9% 112.8% HV 60d 128.8% 107.3% 137.6% 127.5% 112.6% IV Rank 64.2% 28.2% 89.6% 79.6% 53.2% IV Percentile 88.5% 49.6% 99.2% 98.0% 81.7% Term Structure -11.2% -57.1% 42.5% -27.6% 8.4% VWIV 137.8% 95.3% 177.9% 170.0% 119.0% Skew 25d 19.5% -25.8% 80.8% 36.1% 6.3% Skew 10d 46.8% 15.9% 151.9% 45.2% 151.9% Call IV 25d 127.1% 96.3% 183.6% 136.5% 134.0% Put IV 25d 146.6% 89.1% 216.0% 172.6% 140.3% Bid-Ask Spread % 69.65 35.49 99.88 73.36 95.24 Gamma HHI 0.23 0.20 0.28 0.22 0.21 Net GEX 24.6K 18.2K 34.5K 20.3K 34.5K Net DEX -2.7M -4.1M -1.5M -2.3M -4.0M Net VEX -24.4K -31.6K -17.8K -22.2K -31.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.00 2.01 0.07 0.08 Total Volume 584.364 48 3,191 48 192 Total OI 112,058.227 107,110 115,017 112,670 111,040
Daily Data (22 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 2024-05-01 $0.88 $1.00 170.5% 48.9% 98.9% 79.6% 170.0% 36.1% -27.6% 20.3K -2.3M -22.2K 0.07 73.36 N/A N/A 45 3 107,169 5,501 2024-05-02 $1.04 $1.00 181.6% 52.1% 117.7% 87.3% 172.7% 80.8% -57.1% 20.7K -2.1M -19.7K 0.43 71.96 N/A N/A 87 37 107,185 5,503 2024-05-03 $1.00 $1.00 177.4% 50.9% 117.9% 84.4% 168.9% 47.8% -55.9% 19.7K -1.7M -19.1K 0.11 72.92 N/A N/A 148 16 107,203 5,524 2024-05-06 $0.94 $0.50 205.2% 39.8% 116.0% 57.7% 139.1% 26.8% -7.8% 18.2K -1.5M -17.8K 0.34 42.86 N/A N/A 73 25 107,282 5,529 2024-05-07 $1.00 $0.50 209.8% 38.9% 119.0% 55.5% 143.7% 36.4% -45.9% 20.1K -1.7M -18.4K 0.69 41.63 N/A N/A 45 31 107,307 5,556 2024-05-08 $1.04 $0.50 234.5% 40.9% 119.2% 60.5% 130.4% 27.3% -14.8% 22.5K -2.0M -21.5K 0.06 35.49 N/A N/A 385 24 107,320 5,556 2024-05-09 $1.15 $0.50 108.0% 39.5% 124.8% 56.9% 130.4% -25.8% -33.7% 25.1K -2.4M -23.6K 0.09 43.78 N/A N/A 506 44 107,455 5,422 2024-05-10 $1.04 $1.00 120.9% 33.2% 129.0% 41.8% 0.0% 5.0% -1.9% 19.9K -1.8M -19.8K 0.02 95.29 N/A N/A 89 2 107,678 6,426 2024-05-13 $1.02 $1.00 111.3% 35.6% 127.5% 47.7% 99.2% 6.2% -21.5% 19.4K -1.7M -19.0K 0.00 50.37 N/A N/A 2,160 1 107,729 6,404 2024-05-14 $1.17 $1.00 169.8% 47.9% 135.8% 77.3% 139.2% 7.6% -52.5% 25.3K -2.9M -27.1K 0.01 87.17 N/A N/A 1,124 13 108,462 6,404 2024-05-15 $1.15 $1.00 150.9% 43.3% 136.1% 66.1% 177.9% 1.1% 17.1% 23.0K -2.7M -25.2K 0.12 98.67 N/A N/A 51 6 108,553 6,401 2024-05-16 $1.17 $1.00 159.2% 45.6% 135.0% 71.8% 149.2% -5.8% -33.1% 24.9K -2.8M -26.0K 0.13 60.24 N/A N/A 54 7 108,555 6,406 2024-05-17 $1.29 $1.00 185.0% 53.0% 136.9% 89.6% 140.5% 4.6% 13.6% 27.7K -3.2M -28.2K 0.35 55.18 N/A N/A 237 82 108,605 6,412 2024-05-20 $1.33 $1.00 96.1% 27.5% 133.2% 28.2% 99.1% 23.8% 37.1% 30.1K -3.5M -28.8K 0.75 53.99 N/A N/A 486 365 101,182 5,928 2024-05-21 $1.29 $1.00 167.3% 48.0% 133.6% 77.4% 135.7% 22.6% 10.0% 28.9K -3.7M -28.8K 1.01 81.30 N/A N/A 249 252 101,626 6,293 2024-05-22 $1.31 $1.00 175.3% 50.2% 132.6% 82.9% 95.3% 14.6% -19.9% 27.6K -3.2M -27.6K 0.85 59.62 N/A N/A 1,112 940 101,875 6,545 2024-05-23 $1.27 $1.00 170.2% 48.8% 114.5% 79.4% 138.8% 12.7% 6.9% 28.0K -3.2M -29.1K 0.48 99.88 N/A N/A 42 20 102,898 7,481 2024-05-24 $1.17 $1.00 115.2% 33.0% 118.8% 41.5% 123.0% 42.6% 42.5% 24.2K -2.7M -24.9K 0.07 90.49 N/A N/A 2,971 220 102,908 7,481 2024-05-28 $1.17 $1.00 131.5% 37.7% 117.9% 52.7% 131.6% 33.8% 17.6% 24.9K -2.7M -25.4K 2.01 99.27 N/A N/A 100 201 102,953 7,691 2024-05-29 $1.23 $1.00 138.9% 39.8% 113.5% 57.8% 139.4% 29.1% -14.0% 23.0K -2.6M -22.8K 0.18 68.14 N/A N/A 168 31 103,006 7,859 2024-05-30 $1.46 $1.00 148.4% 42.6% 124.6% 64.4% 151.1% -4.8% -13.3% 33.8K -4.1M -31.6K 0.04 55.49 N/A N/A 204 8 103,083 7,885 2024-05-31 $1.50 $1.00 132.2% 37.9% 112.8% 53.2% 119.0% 6.3% 8.4% 34.5K -4.0M -31.1K 0.08 95.24 N/A N/A 178 14 103,159 7,881
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