COMM Options History — November 2024

In November 2024, COMM traded between $4.13 and $6.92. ATM implied volatility averaged 112.0%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded below realized volatility by 4.1% (HV 20d: 116.1%). Max pain ranged from $2.00 to $6.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.42.

Notable Days

  • 2024-11-07: Highest Volume — 20,200 contracts
  • 2024-11-07: Largest IV drop — 40.7% change
  • 2024-11-01: Highest IV Rank — 52.8%
  • 2024-11-01: Largest Expected Move — 46.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.05$4.13$6.92$6.72$4.84
Max Pain$4.90$2.00$6.00$2.00$5.00
ATM IV112.0%85.9%182.5%162.4%86.9%
Expected Move29.1%23.6%46.6%46.6%24.9%
HV 20d116.1%62.5%131.6%62.5%131.6%
HV 60d89.9%71.5%96.9%71.5%93.9%
IV Rank20.0%9.6%52.8%52.8%12.1%
IV Percentile29.7%4.4%92.1%92.1%5.6%
Term Structure-3.4%-43.5%23.1%-43.5%23.1%
VWIV97.7%65.5%162.7%162.7%74.9%
Skew 25d-2.9%-33.6%39.7%36.4%-17.6%
Skew 10d13.8%-24.4%73.5%24.2%-24.4%
Call IV 25d101.2%82.5%149.7%148.3%91.8%
Put IV 25d98.3%58.0%184.7%184.7%74.2%
Bid-Ask Spread %83.5750.65109.3989.2976.64
Gamma HHI0.170.140.210.210.17
Net GEX251.8K141.9K494.1K466.9K192.2K
Net DEX-21.8M-49.9M-11.2M-49.0M-15.8M
Net VEX-69.5K-123.6K-49.3K-123.6K-54.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.003.030.040.01
Total Volume2,802.5511620,200350146
Total OI130,223.35118,448139,593138,527122,423

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$6.72$2.00162.4%46.6%62.5%52.8%162.7%36.4%-43.5%466.9K-49.0M-123.6K0.0489.29N/AN/A33515125,53912,988
2024-11-04$6.33$5.00175.7%34.7%65.2%30.5%115.1%14.6%-8.0%454.1K-43.4M-114.6K0.2383.89N/AN/A840193125,65812,997
2024-11-05$6.66$5.00182.5%33.9%67.4%29.0%110.3%5.4%2.2%484.9K-47.2M-115.6K1.5892.79N/AN/A77122126,11813,103
2024-11-06$6.92$5.00172.3%34.3%67.1%29.6%115.7%-11.7%0.1%494.1K-49.9M-119.4K0.0497.70N/AN/A1,87280126,07213,063
2024-11-07$5.21$6.00102.2%28.1%122.0%18.0%90.4%39.7%-11.6%404.1K-24.1M-75.2K0.31109.39N/AN/A15,4434,757126,49313,100
2024-11-08$4.58$5.00101.2%26.6%129.4%15.2%65.5%-30.9%-2.1%193.1K-15.5M-56.5K1.2296.39N/AN/A1,5911,947119,85617,430
2024-11-11$4.75$5.0097.5%23.6%129.7%9.6%92.8%-10.3%9.0%210.7K-16.6M-61.2K0.88100.83N/AN/A194170119,77118,858
2024-11-12$4.63$5.0095.7%25.1%129.2%12.5%89.2%3.2%5.1%206.6K-15.8M-59.9K0.1696.17N/AN/A1,352217119,76218,754
2024-11-13$4.50$5.0095.8%27.5%129.3%16.9%0.0%3.9%-12.9%162.1K-14.4M-54.6K0.0293.44N/AN/A9,287166119,33318,783
2024-11-14$4.47$5.00122.2%35.0%129.1%31.1%92.3%33.9%-29.4%175.5K-15.5M-59.4K0.3398.38N/AN/A1,472481116,84118,806
2024-11-15$4.19$5.00105.1%30.1%124.4%21.9%93.4%14.0%-12.0%141.9K-12.4M-51.5K3.0396.44N/AN/A71215115,84618,789
2024-11-18$4.13$5.0092.8%26.6%124.3%15.3%93.5%-19.4%0.6%145.3K-11.2M-51.4K0.1557.27N/AN/A3,729565102,31016,860
2024-11-19$4.50$5.0095.7%27.4%129.3%16.8%97.3%-4.2%-5.3%169.4K-13.3M-55.6K0.0050.65N/AN/A3,28811101,56416,884
2024-11-20$4.30$5.0093.8%26.9%128.9%15.8%97.5%-12.3%1.7%142.2K-11.6M-49.3K0.0365.49N/AN/A2,24975101,76016,889
2024-11-21$4.39$5.0093.7%26.9%128.3%15.7%96.2%-8.7%-0.5%152.6K-12.6M-50.8K0.0268.71N/AN/A1664103,98716,964
2024-11-22$4.67$5.0085.9%24.6%131.4%11.6%86.1%-27.4%9.0%179.2K-14.3M-54.6K0.0076.87N/AN/A1,6982104,10116,966
2024-11-25$5.05$5.0092.9%26.6%131.3%15.3%99.1%-33.6%4.4%221.1K-18.4M-61.7K0.0567.06N/AN/A1,24458104,10216,968
2024-11-26$4.96$5.0090.9%26.1%130.6%14.2%89.9%-25.1%1.4%207.0K-16.8M-58.6K0.2081.29N/AN/A9719104,73216,985
2024-11-27$5.11$5.0093.9%26.9%131.1%15.8%93.5%-8.6%1.9%232.5K-18.3M-61.9K0.0072.74N/AN/A1,8021106,00517,007
2024-11-29$4.84$5.0086.9%24.9%131.6%12.1%74.9%-17.6%23.1%192.2K-15.8M-54.0K0.0176.64N/AN/A1451105,41417,009