COMM Options History — December 2024 In December 2024, COMM traded between $4.83 and $6.04. ATM implied volatility averaged 98.0%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 20.0% (HV 20d: 78.0%). Max pain ranged from $1.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.42.
Notable Days 2024-12-18 : Highest Volume — 11,788 contracts2024-12-13 : Largest IV spike — 26.4% change2024-12-19 : Highest IV Rank — 23.7%2024-12-19 : Largest Expected Move — 31.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.50 $4.83 $6.04 $4.83 $5.19 Max Pain $2.00 $1.50 $5.00 $5.00 $1.50 ATM IV 98.0% 76.8% 113.1% 100.1% 83.7% Expected Move 27.6% 22.0% 31.2% 28.7% 24.0% HV 20d 78.0% 57.1% 133.0% 131.6% 59.9% HV 60d 91.1% 90.0% 93.9% 93.9% 90.7% IV Rank 16.9% 6.4% 23.7% 19.2% 10.2% IV Percentile 26.6% 1.2% 50.4% 36.9% 4.4% Term Structure 0.2% -10.1% 9.2% 2.8% 4.1% VWIV 98.4% 75.7% 119.8% 98.7% 91.7% Skew 25d -14.3% -37.7% 1.7% -35.2% -22.2% Skew 10d -15.3% -62.9% 38.5% 38.5% -53.7% Call IV 25d 105.6% 95.8% 120.6% 111.7% 103.5% Put IV 25d 91.3% 67.0% 112.7% 76.4% 81.3% Bid-Ask Spread % 75.04 67.17 80.37 77.21 79.24 Gamma HHI 0.18 0.17 0.20 0.17 0.20 Net GEX 250.9K 162.8K 336.2K 201.7K 162.8K Net DEX -21.0M -27.7M -15.6M -15.9M -15.6M Net VEX -59.0K -69.2K -47.0K -52.9K -47.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.42 0.01 3.97 3.97 0.61 Total Volume 1,382.238 57 11,788 1,178 296 Total OI 127,049.667 122,165 133,191 122,458 129,294
Daily Data (21 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 2024-12-02 $4.83 $5.00 100.1% 28.7% 131.6% 19.2% 98.7% -35.2% 2.8% 201.7K -15.9M -52.9K 3.97 77.21 N/A N/A 237 941 105,448 17,010 2024-12-03 $4.86 $5.00 99.4% 28.5% 130.8% 18.6% 75.7% -37.4% -5.4% 217.3K -16.3M -55.6K 0.04 74.66 N/A N/A 55 2 105,292 16,873 2024-12-04 $5.26 $5.00 101.9% 29.2% 133.0% 20.0% 105.2% -14.4% -10.1% 243.7K -19.7M -59.6K 0.03 72.83 N/A N/A 508 16 105,317 16,874 2024-12-05 $5.33 $1.50 98.2% 26.6% 132.0% 15.1% 96.0% 1.0% 3.5% 262.4K -20.7M -62.6K 0.11 67.23 N/A N/A 249 28 105,633 16,882 2024-12-06 $5.30 $1.50 104.1% 27.5% 84.9% 16.7% 102.1% -9.0% 4.6% 255.6K -20.3M -59.2K 0.26 72.79 N/A N/A 152 39 105,684 16,895 2024-12-09 $5.28 $1.50 108.8% 28.0% 69.8% 17.7% 97.6% 1.7% -0.4% 235.7K -19.3M -54.9K 0.10 77.37 N/A N/A 207 20 105,703 16,922 2024-12-10 $5.51 $1.50 113.1% 28.5% 70.1% 18.7% 94.1% -5.2% 0.7% 265.1K -21.6M -58.1K 0.01 76.29 N/A N/A 473 6 105,690 16,919 2024-12-11 $5.83 $1.50 95.5% 27.4% 71.1% 16.5% 97.6% -1.3% 2.4% 295.9K -24.8M -60.6K 0.07 71.30 N/A N/A 190 13 105,516 16,918 2024-12-12 $5.80 $1.50 76.8% 22.0% 69.8% 6.4% 97.2% -4.7% -4.0% 319.0K -25.3M -64.9K 1.31 79.01 N/A N/A 3,838 5,015 105,531 16,928 2024-12-13 $5.79 $1.50 97.2% 27.9% 69.6% 17.4% 96.6% -6.0% 2.1% 304.8K -24.7M -67.7K 0.87 70.60 N/A N/A 183 159 108,999 21,928 2024-12-16 $5.76 $1.50 104.3% 29.9% 63.8% 21.3% 110.1% -15.0% -2.6% 312.8K -24.5M -68.0K 0.07 71.34 N/A N/A 567 37 108,732 21,980 2024-12-17 $5.66 $1.50 104.0% 29.8% 64.0% 21.1% 109.6% -20.3% -1.6% 292.9K -23.6M -63.1K 0.04 78.87 N/A N/A 192 8 108,578 22,003 2024-12-18 $6.04 $1.50 108.7% 31.2% 61.3% 23.6% 110.1% -4.9% 1.9% 336.2K -27.7M -68.7K 0.31 75.80 N/A N/A 8,975 2,813 108,523 22,004 2024-12-19 $5.69 $1.50 108.8% 31.2% 63.4% 23.7% 119.8% -20.0% -5.7% 302.7K -24.0M -69.2K 0.08 67.17 N/A N/A 848 68 108,510 24,665 2024-12-20 $5.54 $1.50 102.8% 29.5% 64.9% 20.5% 101.9% -14.4% 1.3% 233.1K -21.4M -61.5K 0.07 77.01 N/A N/A 769 56 108,459 24,732 2024-12-23 $5.50 $1.50 93.9% 26.9% 62.4% 15.6% 96.9% -9.2% -0.8% 212.0K -19.2M -54.5K 0.66 75.07 N/A N/A 440 291 104,794 24,346 2024-12-24 $5.69 $1.50 86.3% 24.7% 57.6% 11.6% 91.3% -10.4% 3.2% 220.8K -20.7M -55.5K 0.01 76.90 N/A N/A 248 3 105,088 24,611 2024-12-26 $5.81 $1.50 87.5% 25.1% 57.1% 12.2% 89.2% -14.5% 9.2% 230.2K -21.8M -55.1K 0.03 75.14 N/A N/A 265 7 105,149 24,614 2024-12-27 $5.47 $1.50 90.6% 26.0% 61.4% 13.9% 97.8% -21.4% 4.0% 189.7K -18.3M -50.7K 0.04 79.57 N/A N/A 233 9 104,860 24,617 2024-12-30 $5.27 $1.50 92.8% 26.6% 59.5% 15.0% 87.3% -37.7% -5.4% 174.0K -16.6M -49.6K 0.07 80.37 N/A N/A 536 35 104,905 24,617 2024-12-31 $5.19 $1.50 83.7% 24.0% 59.9% 10.2% 91.7% -22.2% 4.1% 162.8K -15.6M -47.0K 0.61 79.24 N/A N/A 184 112 104,660 24,634
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