COMM Options History — October 2024 In October 2024, COMM traded between $5.58 and $7.00. ATM implied volatility averaged 114.8%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 33.9%. IV traded above realized volatility by 53.1% (HV 20d: 61.6%). Max pain ranged from $2.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.18.
Notable Days 2024-10-15 : Highest Volume — 9,692 contracts2024-10-09 : Largest IV spike — 21.1% change2024-10-31 : Highest IV Rank — 51.0%2024-10-31 : Largest Expected Move — 45.7%Monthly Statistics Metric Avg Min Max Open Close Price $6.16 $5.58 $7.00 $5.97 $6.74 Max Pain $2.26 $2.00 $5.00 $5.00 $2.00 ATM IV 114.8% 90.8% 159.3% 102.0% 159.3% Expected Move 33.9% 28.3% 45.7% 29.2% 45.7% HV 20d 61.6% 54.4% 66.1% 64.1% 63.7% HV 60d 104.1% 89.0% 111.0% 110.2% 89.0% IV Rank 29.0% 18.5% 51.0% 21.5% 51.0% IV Percentile 57.9% 33.3% 91.3% 39.7% 91.3% Term Structure -13.5% -37.9% 17.5% 17.5% -37.9% VWIV 118.2% 95.1% 159.4% 102.0% 159.4% Skew 25d 10.6% -18.6% 45.8% 9.8% 28.8% Skew 10d 40.5% -19.8% 79.3% 27.3% 24.5% Call IV 25d 113.6% 94.1% 147.8% 94.6% 147.8% Put IV 25d 124.2% 79.7% 176.6% 104.3% 176.6% Bid-Ask Spread % 65.96 28.09 93.00 28.09 87.32 Gamma HHI 0.22 0.19 0.28 0.28 0.22 Net GEX 402.4K 274.5K 494.1K 274.5K 485.5K Net DEX -39.1M -51.7M -31.2M -34.2M -48.2M Net VEX -115.3K -125.3K -97.9K -114.4K -125.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.18 0.00 1.05 0.03 0.07 Total Volume 1,624.304 171 9,692 3,842 352 Total OI 135,757.043 122,473 144,761 122,473 138,595
Daily Data (23 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 2024-10-01 $5.97 $5.00 102.0% 29.2% 64.1% 21.5% 102.0% 9.8% 17.5% 274.5K -34.2M -114.4K 0.03 28.09 N/A N/A 3,717 125 106,453 16,020 2024-10-02 $6.24 $5.00 98.9% 28.3% 61.9% 18.5% 95.1% -18.6% 17.3% 313.8K -36.8M -118.6K 0.00 41.53 N/A N/A 6,980 13 109,357 16,036 2024-10-03 $5.96 $2.00 95.7% 32.6% 65.5% 26.6% 114.9% 5.1% -11.1% 333.1K -36.5M -122.2K 0.03 53.99 N/A N/A 1,598 52 116,691 16,033 2024-10-04 $6.20 $2.00 93.2% 30.1% 65.8% 21.8% 106.0% 2.9% 5.2% 359.3K -40.2M -123.5K 0.12 62.02 N/A N/A 261 32 117,871 16,080 2024-10-07 $5.99 $2.00 93.5% 34.2% 64.4% 29.6% 116.6% 0.7% -16.6% 348.3K -36.5M -114.5K 0.09 56.69 N/A N/A 517 46 117,771 16,110 2024-10-08 $6.04 $2.00 90.8% 33.0% 57.6% 27.3% 110.9% -3.2% -12.3% 351.9K -38.4M -119.7K 0.24 65.50 N/A N/A 138 33 117,769 16,129 2024-10-09 $6.30 $2.00 109.9% 31.5% 56.9% 24.5% 113.9% 3.5% -7.7% 388.0K -40.5M -120.6K 0.00 54.14 N/A N/A 932 3 117,830 16,154 2024-10-10 $6.05 $2.00 114.9% 32.9% 59.7% 27.1% 112.1% 0.7% -17.7% 363.1K -37.9M -117.9K 0.11 68.21 N/A N/A 209 22 117,269 16,156 2024-10-11 $5.96 $2.00 114.0% 32.7% 60.2% 26.7% 113.6% 2.7% -13.3% 355.8K -36.9M -115.8K 0.31 54.28 N/A N/A 439 134 117,310 16,153 2024-10-14 $5.66 $2.00 115.3% 33.1% 58.9% 27.4% 117.7% 10.1% -16.3% 322.0K -31.2M -98.9K 0.48 57.30 N/A N/A 470 224 117,331 16,197 2024-10-15 $5.81 $2.00 111.3% 31.9% 59.6% 25.2% 112.3% 1.6% -17.8% 361.4K -33.4M -103.2K 0.01 62.65 N/A N/A 9,587 105 117,382 16,361 2024-10-16 $5.75 $2.00 111.3% 31.9% 59.7% 25.2% 111.3% 5.8% -18.9% 444.8K -34.7M -106.6K 0.03 62.29 N/A N/A 1,524 47 126,411 16,421 2024-10-17 $5.58 $2.00 111.5% 32.0% 54.4% 25.3% 111.5% 22.5% -18.2% 378.2K -31.7M -97.9K 0.01 61.70 N/A N/A 3,169 21 125,588 16,360 2024-10-18 $6.12 $2.00 108.2% 31.0% 63.5% 23.6% 108.2% 8.9% -13.4% 454.6K -40.4M -115.0K 0.09 62.19 N/A N/A 1,256 116 128,409 16,352 2024-10-21 $5.94 $2.00 112.5% 32.3% 63.8% 25.9% 108.9% 12.3% -16.1% 437.8K -35.7M -106.2K 0.08 58.29 N/A N/A 1,235 97 124,378 12,540 2024-10-22 $6.03 $2.00 109.9% 31.5% 61.5% 24.5% 110.1% 4.0% -10.6% 454.6K -37.1M -111.6K 0.13 69.83 N/A N/A 505 68 125,249 12,595 2024-10-23 $6.17 $2.00 117.2% 33.6% 60.9% 28.4% 119.8% 19.5% -10.2% 448.4K -39.7M -114.2K 1.05 93.00 N/A N/A 224 235 125,656 12,639 2024-10-24 $6.38 $2.00 122.2% 35.0% 59.2% 31.1% 122.4% 1.7% -18.6% 461.2K -42.0M -119.1K 0.57 72.82 N/A N/A 143 82 125,245 12,735 2024-10-25 $6.21 $2.00 125.5% 36.0% 60.1% 32.9% 130.2% 19.8% -14.4% 458.0K -40.3M -116.8K 0.35 90.29 N/A N/A 172 61 125,256 12,804 2024-10-28 $6.72 $2.00 133.9% 38.4% 66.1% 37.4% 136.3% 25.4% -25.0% 494.1K -46.6M -121.6K 0.09 84.87 N/A N/A 944 89 125,330 12,862 2024-10-29 $6.88 $2.00 140.4% 40.3% 65.8% 40.9% 138.1% 45.8% -22.3% 481.6K -48.5M -123.5K 0.01 84.64 N/A N/A 647 5 125,220 12,916 2024-10-30 $7.00 $2.00 148.3% 42.5% 64.5% 45.2% 147.9% 33.2% -32.7% 485.1K -51.7M -124.0K 0.13 85.53 N/A N/A 648 82 125,471 12,917 2024-10-31 $6.74 $2.00 159.3% 45.7% 63.7% 51.0% 159.4% 28.8% -37.9% 485.5K -48.2M -125.3K 0.07 87.32 N/A N/A 328 24 125,615 12,980
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