COMM Options History — January 2025

In January 2025, COMM traded between $4.78 and $5.89. ATM implied volatility averaged 78.0%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded above realized volatility by 18.9% (HV 20d: 59.1%). Max pain ranged from $1.50 to $5.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 7.86.

Notable Days

  • 2025-01-06: Highest Volume — 18,638 contracts
  • 2025-01-17: Largest IV spike — 47.6% change
  • 2025-01-17: Highest IV Rank — 25.6%
  • 2025-01-17: Largest Expected Move — 32.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.23$4.78$5.89$5.17$5.03
Max Pain$4.65$1.50$5.00$1.50$5.00
ATM IV78.0%56.3%112.3%86.6%67.6%
Expected Move21.8%16.2%32.2%24.8%19.4%
HV 20d59.1%50.1%71.9%59.9%68.7%
HV 60d90.4%88.6%92.0%90.5%91.9%
IV Rank6.5%0.0%25.6%11.7%5.8%
IV Percentile5.1%0.0%53.6%6.0%1.6%
Term Structure2.4%-50.1%16.6%1.0%7.8%
VWIV75.4%47.4%125.7%96.3%67.6%
Skew 25d-2.7%-46.7%53.7%-46.7%-10.4%
Skew 10d2.3%-57.8%51.0%-57.8%-11.8%
Call IV 25d72.3%46.9%108.1%108.1%69.6%
Put IV 25d69.6%51.4%101.2%61.5%59.2%
Bid-Ask Spread %75.8560.56101.0374.2777.78
Gamma HHI0.240.150.360.200.27
Net GEX22.2K-91.8K162.6K157.1K-60.2K
Net DEX-6.5M-16.7M3.7M-15.3M1.7M
Net VEX-56.4K-71.5K-45.3K-46.0K-71.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.860.0068.662.210.19
Total Volume3,884.8511518,6382281,432
Total OI107,068.453,780147,106129,24679,000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$5.17$1.5086.6%24.8%59.9%11.7%96.3%-46.7%1.0%157.1K-15.3M-46.0K2.2174.27N/AN/A71157104,66024,586
2025-01-03$5.34$1.5087.4%25.1%54.1%12.2%85.7%-28.9%-3.0%162.6K-16.7M-46.4K68.6677.16N/AN/A503,433104,67624,732
2025-01-06$5.30$5.0081.1%22.0%53.9%6.4%63.9%13.8%9.2%134.9K-15.6M-45.3K4.2574.91N/AN/A3,55115,087104,66128,093
2025-01-07$5.09$5.0078.2%21.9%55.8%6.2%81.2%-8.2%11.1%71.2K-10.7M-62.2K1.4371.46N/AN/A224321103,92743,115
2025-01-08$5.19$5.0073.9%22.2%56.3%6.7%71.4%-1.7%10.1%71.1K-11.6M-60.8K16.5570.07N/AN/A1402,317103,96243,144
2025-01-10$5.04$5.0076.4%22.2%54.7%6.7%77.7%-9.7%8.2%59.1K-10.3M-57.2K0.1470.12N/AN/A47567104,02543,041
2025-01-13$4.92$5.0094.2%22.2%50.1%6.8%75.5%-24.4%7.3%43.5K-9.0M-53.5K1.2580.94N/AN/A5164103,83043,099
2025-01-14$5.25$5.0092.2%21.2%56.4%4.8%77.6%-17.6%9.7%83.2K-11.8M-56.6K0.0572.46N/AN/A30916103,04743,135
2025-01-15$5.36$5.0074.8%21.4%57.2%5.3%73.9%-9.8%4.9%87.0K-12.5M-57.3K0.1272.23N/AN/A1,337163102,95343,134
2025-01-16$5.41$5.0076.1%21.8%57.4%6.0%71.2%-2.6%-24.5%71.6K-13.4M-56.9K47.4577.96N/AN/A1065,030103,01843,219
2025-01-17$5.31$5.00112.3%32.2%57.4%25.6%125.7%53.7%-50.1%-40.3K-13.0M-53.1K0.05101.03N/AN/A3,244170103,01939,314
2025-01-21$5.59$5.0072.3%20.7%55.4%4.0%71.3%-6.8%14.7%-19.1K-1.0M-54.4K0.0165.90N/AN/A1,081819,37034,410
2025-01-22$5.79$5.0067.8%19.4%52.9%1.5%68.7%0.9%10.3%-11.9K-2.0M-55.2K4.2960.56N/AN/A1,1484,92119,83634,416
2025-01-23$5.89$5.0067.2%19.3%52.2%1.2%67.2%-2.7%8.8%-20.8K-2.0M-57.0K0.0581.61N/AN/A5512520,67039,224
2025-01-24$5.46$5.0070.0%20.1%59.2%2.8%72.7%4.5%4.5%-40.7K-41.0K-57.4K0.0077.33N/AN/A3,6871620,89839,233
2025-01-27$4.83$5.0073.5%21.1%71.9%4.7%75.7%-5.6%4.7%-63.2K2.9M-53.7K0.1579.34N/AN/A4346423,20539,242
2025-01-28$4.78$5.0072.0%20.7%71.0%3.9%57.6%18.8%1.1%-67.7K3.3M-53.2K3.1476.42N/AN/A2,6428,30023,34939,251
2025-01-29$4.86$5.0080.6%23.1%69.0%8.5%79.6%25.4%-3.9%-91.8K3.7M-59.1K0.2277.14N/AN/A9,2422,00522,40546,910
2025-01-30$4.91$5.0056.3%16.2%68.2%0.0%47.4%4.5%16.6%-80.5K2.9M-70.5K6.9078.37N/AN/A7295,02931,25648,303
2025-01-31$5.03$5.0067.6%19.4%68.7%5.8%67.6%-10.4%7.8%-60.2K1.7M-71.5K0.1977.78N/AN/A1,20422832,19946,801