COMM Options History — July 2024 In July 2024, COMM traded between $1.06 and $2.59. ATM implied volatility averaged 131.0%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 38.4%. IV traded above realized volatility by 33.4% (HV 20d: 97.5%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 24.98.
Notable Days 2024-07-31 : Highest Volume — 10,444 contracts2024-07-10 : Largest IV spike — 31.9% change2024-07-31 : Highest IV Rank — 64.2%2024-07-31 : Largest Expected Move — 52.3%Monthly Statistics Metric Avg Min Max Open Close Price $1.63 $1.06 $2.59 $1.17 $2.59 Max Pain $1.52 $1.50 $2.00 $1.50 $2.00 ATM IV 131.0% 84.7% 182.6% 114.9% 182.6% Expected Move 38.4% 30.9% 52.3% 32.9% 52.3% HV 20d 97.5% 71.7% 118.0% 87.7% 114.4% HV 60d 110.4% 106.2% 114.7% 107.2% 109.2% IV Rank 38.6% 24.6% 64.2% 30.2% 64.2% IV Percentile 77.3% 57.5% 98.0% 65.9% 98.0% Term Structure -6.6% -70.8% 58.6% 58.6% -49.1% VWIV 138.1% 107.9% 179.9% 149.1% 179.9% Skew 25d 5.6% -32.2% 66.8% 24.4% 10.2% Skew 10d 31.0% -19.0% 102.3% 19.2% 25.7% Call IV 25d 133.4% 88.3% 184.4% 102.8% 170.5% Put IV 25d 139.0% 116.2% 180.8% 127.2% 180.8% Bid-Ask Spread % 64.10 30.02 96.93 93.21 31.72 Gamma HHI 0.19 0.17 0.22 0.18 0.22 Net GEX 36.0K 15.6K 75.7K 19.4K 75.7K Net DEX -3.6M -9.1M -1.3M -1.7M -9.1M Net VEX -29.1K -56.1K -15.6K -18.2K -56.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 24.98 0.01 521.00 0.14 0.16 Total Volume 1,697.773 5 10,444 282 10,444 Total OI 104,119.727 101,749 110,068 101,749 110,068
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 2024-07-01 $1.17 $1.50 114.9% 32.9% 87.7% 30.2% 149.1% 24.4% 58.6% 19.4K -1.7M -18.2K 0.14 93.21 N/A N/A 247 35 92,960 8,789 2024-07-02 $1.15 $1.50 126.5% 36.3% 87.7% 36.2% 0.0% -28.6% 14.5% 19.0K -1.6M -18.7K 521.00 96.93 N/A N/A 1 521 93,187 8,813 2024-07-03 $1.17 $1.50 120.1% 34.4% 87.9% 32.0% 0.0% 17.2% 32.1% 19.2K -1.6M -18.1K 0.25 91.29 N/A N/A 4 1 93,188 9,304 2024-07-05 $1.06 $1.50 121.8% 33.2% 71.7% 28.8% 120.0% -13.4% -6.1% 15.6K -1.3M -17.1K 0.02 73.09 N/A N/A 122 3 93,191 9,305 2024-07-08 $1.19 $1.50 84.7% 37.9% 87.3% 37.6% 126.3% -14.6% -64.7% 16.0K -1.4M -15.6K 0.46 78.70 N/A N/A 436 200 93,297 9,306 2024-07-09 $1.25 $1.50 95.5% 34.3% 89.8% 30.8% 130.9% -32.2% 5.5% 21.4K -1.9M -19.9K 0.22 66.75 N/A N/A 76 17 93,201 9,506 2024-07-10 $1.31 $1.50 125.9% 36.1% 91.1% 34.2% 153.4% -13.8% 9.0% 21.9K -2.0M -19.2K 0.04 75.75 N/A N/A 28 1 93,216 9,513 2024-07-11 $1.44 $1.50 122.5% 35.1% 96.3% 32.4% 119.7% 12.7% 7.9% 28.3K -2.6M -23.3K 0.06 76.69 N/A N/A 804 46 93,212 10,035 2024-07-12 $1.54 $1.50 135.3% 38.8% 99.3% 39.2% 133.2% 46.9% -13.4% 32.8K -3.0M -26.0K 0.03 66.46 N/A N/A 134 4 93,080 10,033 2024-07-15 $1.63 $1.50 121.0% 34.7% 100.4% 31.6% 120.1% 38.2% -1.3% 37.5K -3.6M -28.4K 1.22 63.48 N/A N/A 69 84 93,173 10,033 2024-07-16 $1.52 $1.50 107.9% 30.9% 94.8% 24.6% 123.1% 18.0% 46.4% 29.3K -2.6M -21.8K 1.21 67.41 N/A N/A 100 121 93,221 10,145 2024-07-17 $1.71 $1.50 115.9% 33.2% 98.0% 28.9% 125.2% 45.0% -30.7% 38.2K -4.1M -31.1K 0.86 61.74 N/A N/A 342 294 93,194 10,277 2024-07-18 $1.75 $1.50 138.8% 39.8% 97.8% 41.0% 144.5% -18.1% -70.8% 39.4K -4.2M -32.0K 0.13 54.28 N/A N/A 3,164 422 93,134 10,574 2024-07-19 $1.65 $1.50 139.4% 40.0% 100.0% 41.3% 140.5% -27.7% -16.5% 36.2K -3.6M -27.9K 15.14 58.09 N/A N/A 377 5,706 95,127 10,802 2024-07-22 $1.73 $1.50 137.8% 39.5% 99.9% 40.5% 133.5% 36.6% -13.2% 39.9K -4.0M -34.2K 5.32 58.46 N/A N/A 378 2,011 90,664 13,154 2024-07-23 $1.83 $1.50 130.4% 37.4% 100.1% 36.5% 127.6% -14.8% 3.4% 43.1K -4.2M -34.8K 0.31 58.80 N/A N/A 608 191 90,819 13,392 2024-07-24 $1.69 $1.50 140.9% 40.4% 103.4% 42.1% 149.5% -18.6% -1.1% 36.4K -3.4M -30.6K 0.01 59.00 N/A N/A 581 7 91,313 13,458 2024-07-25 $1.81 $1.50 135.5% 38.9% 102.1% 39.3% 107.9% 66.8% -1.4% 42.1K -4.1M -32.5K 0.05 55.44 N/A N/A 396 20 91,792 13,456 2024-07-26 $1.90 $1.50 140.0% 40.1% 102.3% 41.6% 141.7% 4.9% -11.3% 46.3K -4.5M -34.9K 0.79 56.97 N/A N/A 57 45 92,153 13,466 2024-07-29 $2.31 $1.50 173.8% 49.8% 118.0% 59.5% 171.2% 6.6% -21.9% 65.0K -7.5M -49.6K 0.29 30.02 N/A N/A 5,142 1,468 92,199 13,452 2024-07-30 $2.49 $1.50 170.1% 48.8% 116.2% 57.6% 164.3% -21.7% -21.4% 70.1K -8.3M -50.4K 1.80 35.86 N/A N/A 944 1,700 93,637 14,795 2024-07-31 $2.59 $2.00 182.6% 52.3% 114.4% 64.2% 179.9% 10.2% -49.1% 75.7K -9.1M -56.1K 0.16 31.72 N/A N/A 8,974 1,470 93,653 16,415
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