COMM Options History — August 2024 In August 2024, COMM traded between $1.98 and $4.39. ATM implied volatility averaged 122.7%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded below realized volatility by 23.1% (HV 20d: 145.7%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2024-08-08 : Highest Volume — 16,945 contracts2024-08-14 : Largest IV drop — 27.8% change2024-08-01 : Highest IV Rank — 66.8%2024-08-01 : Largest Expected Move — 53.7%Monthly Statistics Metric Avg Min Max Open Close Price $3.44 $1.98 $4.39 $2.49 $3.81 Max Pain $2.64 $2.00 $3.00 $2.00 $3.00 ATM IV 122.7% 89.1% 203.8% 187.4% 99.2% Expected Move 31.0% 25.6% 53.7% 53.7% 28.4% HV 20d 145.7% 117.7% 160.7% 117.7% 141.8% HV 60d 120.6% 108.6% 125.6% 108.6% 120.6% IV Rank 24.7% 14.7% 66.8% 66.8% 20.0% IV Percentile 43.2% 18.3% 98.8% 98.8% 39.7% Term Structure -2.4% -104.8% 32.6% -104.8% -10.9% VWIV 107.7% 75.2% 170.3% 170.3% 102.2% Skew 25d 5.8% -24.6% 36.4% -5.8% 36.4% Skew 10d 19.2% -101.6% 101.2% -3.6% 44.3% Call IV 25d 105.9% 67.6% 180.5% 178.8% 67.6% Put IV 25d 111.7% 73.5% 173.0% 173.0% 103.9% Bid-Ask Spread % 37.83 11.48 65.88 45.97 32.68 Gamma HHI 0.25 0.15 0.35 0.22 0.35 Net GEX 146.7K 38.6K 240.7K 61.5K 207.3K Net DEX -14.5M -22.5M -4.0M -7.6M -15.3M Net VEX -63.5K -87.5K -34.7K -48.4K -61.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.01 5.48 0.02 0.85 Total Volume 3,883.909 90 16,945 6,520 917 Total OI 117,218.136 105,105 124,323 107,582 119,654
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 2024-08-01 $2.49 $2.00 187.4% 53.7% 117.7% 66.8% 170.3% -5.8% -104.8% 61.5K -7.6M -48.4K 0.02 45.97 N/A N/A 6,393 127 89,772 17,810 2024-08-02 $2.24 $2.00 157.2% 45.1% 118.8% 50.7% 167.9% -23.9% -13.1% 50.2K -6.1M -42.6K 5.48 45.77 N/A N/A 258 1,415 87,493 17,612 2024-08-05 $1.98 $2.00 191.4% 41.2% 127.8% 43.7% 142.4% 34.9% -7.0% 38.6K -4.0M -34.7K 1.53 45.35 N/A N/A 299 457 92,364 18,220 2024-08-06 $2.25 $2.00 203.8% 40.4% 132.7% 42.1% 140.7% 25.6% -6.2% 50.7K -6.2M -42.0K 0.66 38.38 N/A N/A 1,219 807 92,631 18,390 2024-08-07 $2.13 $2.00 188.4% 35.2% 135.8% 32.5% 127.4% -24.6% 17.8% 49.9K -5.3M -39.7K 1.73 55.14 N/A N/A 2,635 4,561 94,547 19,190 2024-08-08 $2.80 $2.00 147.8% 27.7% 160.7% 18.6% 96.4% 8.7% 13.3% 101.9K -10.7M -56.8K 0.40 57.75 N/A N/A 12,136 4,809 99,299 23,297 2024-08-09 $2.83 $2.00 113.8% 28.9% 160.3% 20.9% 104.7% 18.9% 12.5% 112.6K -10.0M -52.1K 0.08 62.03 N/A N/A 1,725 144 102,096 22,227 2024-08-12 $2.95 $2.00 124.1% 27.9% 160.1% 19.0% 97.4% 12.0% 15.7% 121.4K -11.1M -52.4K 0.70 65.88 N/A N/A 518 365 101,471 22,128 2024-08-13 $3.21 $3.00 144.6% 25.6% 156.7% 14.9% 86.0% 18.6% 32.6% 120.1K -13.3M -57.6K 0.05 42.25 N/A N/A 10,032 500 101,401 22,544 2024-08-14 $3.38 $3.00 104.4% 29.9% 153.9% 22.8% 101.7% -2.8% 7.1% 122.3K -14.1M -56.1K 0.02 47.64 N/A N/A 1,620 34 98,041 22,437 2024-08-15 $3.63 $3.00 101.0% 29.0% 154.4% 21.0% 102.0% 6.1% -46.1% 107.0K -16.3M -62.0K 0.12 33.74 N/A N/A 5,331 635 98,539 22,495 2024-08-16 $3.96 $3.00 102.2% 29.3% 151.1% 21.6% 105.7% 14.8% 1.3% 163.0K -19.9M -76.0K 0.41 38.11 N/A N/A 2,310 954 99,916 22,994 2024-08-19 $4.00 $3.00 95.9% 27.5% 151.6% 18.3% 95.8% 10.2% 3.5% 133.6K -15.5M -72.5K 0.04 30.18 N/A N/A 8,526 335 90,117 15,838 2024-08-20 $4.38 $3.00 95.9% 27.5% 152.5% 18.3% 95.9% 12.7% 8.1% 184.8K -20.2M -83.5K 0.01 26.47 N/A N/A 7,659 47 97,127 16,135 2024-08-21 $4.05 $3.00 92.6% 26.6% 152.4% 16.6% 92.0% 3.5% 2.3% 219.8K -20.1M -85.5K 0.07 31.80 N/A N/A 4,591 323 103,251 16,164 2024-08-22 $4.05 $3.00 96.7% 27.7% 152.9% 18.7% 102.3% -2.6% 2.1% 205.1K -18.4M -75.9K 0.26 40.99 N/A N/A 759 200 101,794 16,428 2024-08-23 $4.38 $3.00 91.7% 26.3% 153.4% 16.1% 98.8% 6.3% 5.6% 229.1K -22.5M -87.5K 0.31 12.13 N/A N/A 670 210 101,834 16,587 2024-08-26 $4.39 $3.00 89.6% 25.7% 142.7% 15.0% 93.0% -11.5% 12.0% 234.0K -22.3M -83.1K 0.10 11.48 N/A N/A 970 96 101,817 16,764 2024-08-27 $4.34 $3.00 89.1% 25.6% 142.6% 14.7% 88.2% -2.8% 7.8% 240.7K -21.1M -78.6K 1.14 35.90 N/A N/A 245 279 102,316 16,822 2024-08-28 $4.21 $3.00 91.9% 26.3% 144.0% 16.2% 75.2% -1.5% -0.9% 235.7K -20.0M -75.1K 0.71 12.22 N/A N/A 143 102 102,504 17,086 2024-08-29 $4.22 $3.00 90.1% 25.8% 142.3% 15.2% 82.7% -4.7% -4.5% 237.9K -19.9M -73.5K 0.91 20.35 N/A N/A 47 43 102,520 17,127 2024-08-30 $3.81 $3.00 99.2% 28.4% 141.8% 20.0% 102.2% 36.4% -10.9% 207.3K -15.3M -61.3K 0.85 32.68 N/A N/A 497 420 102,521 17,133
« Jul 2024 | All History | Sep 2024 » Home COMM History August 2024