COMM Options History — February 2025 In February 2025, COMM traded between $4.81 and $6.34. ATM implied volatility averaged 76.7%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 8.6% (HV 20d: 68.1%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.30.
Notable Days 2025-02-26 : Highest Volume — 51,172 contracts2025-02-12 : Largest IV spike — 33.0% change2025-02-25 : Highest IV Rank — 25.6%2025-02-25 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.27 $4.81 $6.34 $5.00 $6.34 Max Pain $5.16 $5.00 $6.00 $5.00 $5.00 ATM IV 76.7% 63.3% 106.0% 67.9% 65.1% Expected Move 22.9% 18.7% 30.4% 19.5% 18.7% HV 20d 68.1% 44.7% 90.1% 68.7% 90.1% HV 60d 68.8% 58.9% 91.1% 91.1% 73.3% IV Rank 12.2% 4.5% 25.6% 6.0% 4.5% IV Percentile 11.7% 0.8% 48.4% 2.4% 0.8% Term Structure -6.6% -22.7% 8.8% 8.3% -4.0% VWIV 77.7% 58.5% 107.5% 67.9% 59.4% Skew 25d 11.1% -24.0% 57.7% 9.1% 0.4% Skew 10d 36.5% -13.1% 87.5% 5.8% 6.2% Call IV 25d 73.0% 42.6% 94.4% 51.1% 60.2% Put IV 25d 84.1% 60.2% 115.5% 60.2% 60.6% Bid-Ask Spread % 68.04 39.75 84.26 79.18 60.42 Gamma HHI 0.27 0.25 0.33 0.27 0.26 Net GEX 1.4K -80.5K 288.0K -66.1K 288.0K Net DEX -2.8M -21.4M 2.6M 1.8M -21.4M Net VEX -81.0K -125.6K -68.9K -71.1K -125.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.30 0.00 9.28 0.58 0.10 Total Volume 7,150.895 127 51,172 1,090 462 Total OI 93,848.579 79,860 129,638 79,860 127,093
Daily Data (19 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 2025-02-03 $5.00 $5.00 67.9% 19.5% 68.7% 6.0% 67.9% 9.1% 8.3% -66.1K 1.8M -71.1K 0.58 79.18 N/A N/A 690 400 32,871 46,989 2025-02-04 $5.05 $5.00 68.9% 19.7% 67.7% 6.5% 71.3% 36.0% 8.8% -61.6K 1.4M -71.5K 0.05 82.52 N/A N/A 139 7 33,149 47,385 2025-02-05 $4.96 $5.00 72.0% 20.6% 67.9% 8.1% 72.0% 57.7% 8.2% -69.2K 2.1M -70.3K 0.06 84.26 N/A N/A 599 34 33,251 47,387 2025-02-06 $5.14 $5.00 65.1% 22.2% 67.8% 10.8% 71.2% 8.8% -3.3% -52.7K 987.1K -71.1K 0.02 67.08 N/A N/A 125 2 33,389 47,387 2025-02-07 $5.01 $5.00 64.0% 23.9% 68.0% 14.0% 0.0% 16.6% -4.1% -66.2K 1.8M -68.9K 0.02 69.88 N/A N/A 126 3 33,478 47,387 2025-02-10 $5.12 $5.00 66.2% 23.4% 67.7% 13.1% 81.8% 18.6% -7.1% -65.3K 1.4M -69.6K 0.00 67.35 N/A N/A 9,180 1 33,479 47,389 2025-02-11 $5.05 $5.00 63.3% 22.2% 67.3% 10.8% 75.1% 13.7% -3.6% -29.8K 147.5K -74.9K 0.07 65.38 N/A N/A 955 69 41,446 47,389 2025-02-12 $5.06 $5.00 84.2% 24.2% 62.9% 14.4% 77.8% 7.8% -8.9% -26.5K 231.7K -74.8K 0.08 72.57 N/A N/A 1,707 145 42,016 47,393 2025-02-13 $5.17 $5.00 81.7% 23.4% 63.0% 13.1% 80.7% 1.1% -5.7% -9.3K -865.5K -76.3K 1.52 69.16 N/A N/A 2,858 4,343 43,645 47,394 2025-02-14 $5.11 $6.00 80.3% 23.0% 62.9% 12.4% 82.3% 3.0% -5.2% -31.0K -35.6K -81.0K 0.02 64.48 N/A N/A 853 17 46,111 50,925 2025-02-18 $5.12 $6.00 84.7% 24.3% 62.7% 14.6% 84.8% -24.0% -11.1% -36.8K -304.1K -79.7K 9.28 63.90 N/A N/A 123 1,142 46,905 50,925 2025-02-19 $5.42 $6.00 85.1% 24.4% 63.3% 14.8% 58.5% -5.0% -13.2% -16.4K -3.3M -83.0K 5.79 68.57 N/A N/A 982 5,681 46,985 52,050 2025-02-20 $5.38 $5.00 79.0% 22.6% 61.8% 11.7% 81.0% -9.6% -5.9% -46.2K -3.3M -80.8K 0.18 68.88 N/A N/A 404 71 47,808 50,130 2025-02-21 $5.05 $5.00 90.0% 25.8% 64.8% 17.4% 93.3% 24.0% -16.8% -1.5K 154.8K -79.0K 1.80 75.94 N/A N/A 764 1,372 47,877 50,023 2025-02-24 $4.81 $5.00 92.2% 26.4% 61.6% 18.5% 92.6% 12.6% -22.7% -80.5K 2.6M -72.3K 0.17 65.09 N/A N/A 334 56 39,139 48,243 2025-02-25 $4.94 $5.00 106.0% 30.4% 44.7% 25.6% 107.5% 17.9% -22.7% -58.6K 1.1M -76.3K 0.05 68.94 N/A N/A 16,501 762 39,232 48,260 2025-02-26 $6.17 $5.00 71.5% 20.5% 90.1% 7.8% 73.6% 7.7% -8.4% 220.3K -17.4M -91.8K 2.89 39.75 N/A N/A 13,144 38,028 60,088 48,867 2025-02-27 $6.30 $5.00 69.4% 19.9% 90.1% 6.8% 67.8% 13.7% -7.2% 235.2K -19.7M -121.2K 2.02 59.36 N/A N/A 11,177 22,611 68,983 60,655 2025-02-28 $6.34 $5.00 65.1% 18.7% 90.1% 4.5% 59.4% 0.4% -4.0% 288.0K -21.4M -125.6K 0.10 60.42 N/A N/A 420 42 73,257 53,836
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