COMM Options History — June 2024 In June 2024, COMM traded between $1.12 and $1.73. ATM implied volatility averaged 139.7%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 37.6%. IV traded above realized volatility by 31.6% (HV 20d: 108.0%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 1.87.
Notable Days 2024-06-24 : Highest Volume — 20,530 contracts2024-06-04 : Largest IV spike — 65.3% change2024-06-04 : Highest IV Rank — 100.0%2024-06-04 : Largest Expected Move — 71.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.36 $1.12 $1.73 $1.48 $1.21 Max Pain $1.42 $1.00 $1.50 $1.00 $1.50 ATM IV 139.7% 95.2% 250.2% 151.3% 117.5% Expected Move 37.6% 27.3% 71.7% 43.4% 33.7% HV 20d 108.0% 88.4% 116.0% 111.4% 88.4% HV 60d 108.1% 104.6% 113.2% 112.0% 107.1% IV Rank 39.8% 20.6% 100.0% 66.4% 31.6% IV Percentile 73.7% 39.3% 100.0% 90.9% 68.3% Term Structure -4.0% -103.5% 45.1% 5.9% 22.1% VWIV 128.7% 70.8% 199.9% 131.6% 138.0% Skew 25d 6.3% -33.5% 41.1% -2.5% 27.0% Skew 10d 40.2% -73.3% 148.7% 148.7% 40.1% Call IV 25d 125.3% 92.0% 155.6% 143.1% 92.0% Put IV 25d 131.5% 86.3% 155.4% 140.6% 118.9% Bid-Ask Spread % 72.77 45.37 97.00 55.74 94.15 Gamma HHI 0.20 0.18 0.23 0.20 0.18 Net GEX 31.2K 17.8K 43.6K 36.1K 20.3K Net DEX -3.4M -5.4M -1.5M -4.3M -1.8M Net VEX -27.8K -37.5K -17.3K -33.6K -18.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.87 0.00 16.77 0.10 2.62 Total Volume 1,391.737 20 20,530 229 47 Total OI 110,293.211 101,630 113,942 111,044 101,695
Daily Data (19 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 2024-06-03 $1.48 $1.00 151.3% 43.4% 111.4% 66.4% 131.6% -2.5% 5.9% 36.1K -4.3M -33.6K 0.10 55.74 N/A N/A 209 20 103,170 7,874 2024-06-04 $1.50 $1.00 250.2% 71.7% 107.3% 100.0% 199.9% 5.3% -62.7% 35.6K -4.1M -32.4K 0.42 78.49 N/A N/A 132 55 103,244 7,894 2024-06-05 $1.73 $1.00 151.8% 43.5% 114.7% 49.6% 155.6% 8.6% -13.0% 43.6K -5.4M -37.4K 0.26 66.58 N/A N/A 472 122 103,283 7,949 2024-06-06 $1.69 $1.50 226.7% 40.6% 116.0% 44.4% 142.9% -26.9% -3.2% 43.6K -5.2M -37.5K 0.34 46.24 N/A N/A 700 241 103,633 8,020 2024-06-07 $1.62 $1.50 158.8% 37.5% 114.6% 38.8% 129.3% 3.3% 7.3% 40.9K -4.7M -34.3K 0.01 45.37 N/A N/A 500 3 104,209 7,974 2024-06-10 $1.54 $1.50 166.5% 38.3% 109.0% 40.2% 118.3% 40.4% 7.4% 38.7K -4.4M -33.2K 0.25 65.14 N/A N/A 16 4 104,492 7,975 2024-06-11 $1.46 $1.50 150.1% 38.0% 111.3% 39.7% 133.1% 21.9% -2.4% 36.9K -4.2M -31.9K 0.00 54.62 N/A N/A 520 1 104,495 8,002 2024-06-12 $1.46 $1.50 114.0% 32.7% 102.1% 30.2% 132.1% 7.7% 0.3% 37.9K -4.1M -31.3K 0.43 73.61 N/A N/A 194 83 104,933 8,003 2024-06-13 $1.42 $1.50 122.9% 35.2% 102.5% 34.7% 130.4% 11.7% 10.8% 35.7K -4.2M -32.2K 2.30 73.55 N/A N/A 43 99 105,066 8,082 2024-06-14 $1.27 $1.50 123.4% 35.4% 111.2% 35.0% 132.3% 21.1% 8.6% 29.2K -3.0M -25.8K 0.18 64.64 N/A N/A 190 34 105,099 8,169 2024-06-17 $1.19 $1.50 127.8% 36.6% 108.0% 37.3% 129.3% -4.7% 7.6% 27.2K -2.9M -25.7K 5.56 67.11 N/A N/A 9 50 105,127 8,203 2024-06-18 $1.23 $1.50 120.2% 34.5% 108.2% 33.4% 111.8% 3.9% 24.1% 28.6K -3.0M -26.0K 0.48 73.48 N/A N/A 73 35 105,129 8,244 2024-06-20 $1.19 $1.50 134.1% 38.5% 108.2% 40.5% 133.2% 12.4% 8.6% 27.0K -2.8M -24.2K 16.77 78.26 N/A N/A 13 218 105,201 8,277 2024-06-21 $1.25 $1.50 120.9% 34.7% 109.7% 33.7% 111.8% -33.5% 12.5% 27.0K -3.1M -24.3K 3.24 69.31 N/A N/A 295 955 105,209 8,733 2024-06-24 $1.23 $1.50 95.2% 27.3% 109.3% 20.6% 138.6% -30.1% -103.5% 27.1K -2.9M -24.2K 0.00 95.14 N/A N/A 20,457 73 104,734 8,507 2024-06-25 $1.17 $1.50 98.1% 28.1% 106.7% 22.0% 0.0% -19.3% -5.3% 21.2K -1.9M -20.4K 0.75 92.02 N/A N/A 294 221 93,082 8,580 2024-06-26 $1.12 $1.50 120.0% 34.4% 107.9% 33.3% 78.6% 31.4% -46.6% 17.8K -1.5M -17.3K 1.75 92.22 N/A N/A 8 14 92,891 8,739 2024-06-27 $1.13 $1.50 104.5% 29.9% 106.2% 24.9% 70.8% 41.1% 45.1% 18.8K -1.6M -18.3K 0.02 97.00 N/A N/A 42 1 92,897 8,757 2024-06-28 $1.21 $1.50 117.5% 33.7% 88.4% 31.6% 138.0% 27.0% 22.1% 20.3K -1.8M -18.9K 2.62 94.15 N/A N/A 13 34 92,937 8,758
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