COMM Options History — March 2025

In March 2025, COMM traded between $4.64 and $6.19. ATM implied volatility averaged 65.0%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 36.3% (HV 20d: 101.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2025-03-10: Highest Volume — 21,073 contracts
  • 2025-03-27: Largest IV spike — 32.9% change
  • 2025-03-31: Highest IV Rank — 11.3%
  • 2025-03-10: Largest Expected Move — 24.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.41$4.64$6.19$6.12$5.33
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV65.0%42.0%84.0%71.8%65.4%
Expected Move21.0%18.1%24.1%20.6%21.9%
HV 20d101.3%78.2%114.5%91.6%78.6%
HV 60d78.4%72.4%80.7%73.7%79.6%
IV Rank5.0%0.0%11.3%8.0%11.3%
IV Percentile2.5%0.0%7.5%4.8%6.0%
Term Structure12.5%-10.1%42.0%-10.1%10.0%
VWIV71.9%54.6%81.3%71.8%73.7%
Skew 25d8.7%-15.4%33.3%-15.0%5.7%
Skew 10d22.3%-15.2%72.1%-11.0%7.7%
Call IV 25d54.8%34.4%75.9%73.5%59.8%
Put IV 25d63.6%42.7%82.9%58.5%65.5%
Bid-Ask Spread %69.0156.9382.1760.9669.10
Gamma HHI0.230.210.290.270.21
Net GEX167.2K76.9K284.7K284.7K113.0K
Net DEX-7.1M-18.2M2.2M-18.2M-3.3M
Net VEX-95.2K-122.2K-80.7K-122.2K-81.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.008.760.010.02
Total Volume2,556.23816621,0738,357525
Total OI119,074.095101,449130,883127,231101,655

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$6.12$5.0071.8%20.6%91.6%8.0%71.8%-15.0%-10.1%284.7K-18.2M-122.2K0.0160.96N/AN/A8,3114673,40053,831
2025-03-04$6.19$5.0074.5%21.3%91.4%9.3%72.2%-15.4%-6.4%258.6K-18.1M-116.4K0.4863.37N/AN/A1,83288568,93753,845
2025-03-05$6.00$5.0070.0%20.1%92.6%4.0%68.1%1.1%7.9%268.1K-15.6M-113.3K0.5263.42N/AN/A34918368,95453,445
2025-03-06$5.56$5.0077.7%22.3%97.0%4.9%79.6%25.0%5.2%215.2K-9.2M-108.0K0.7962.16N/AN/A26020669,10053,593
2025-03-07$5.33$5.0072.2%20.7%97.8%3.7%72.3%-6.5%7.9%190.6K-5.6M-102.4K0.6375.91N/AN/A42526769,25153,669
2025-03-10$4.69$5.0084.0%24.1%107.8%3.1%81.3%33.3%12.2%76.9K2.2M-89.0K8.7674.30N/AN/A2,15918,91469,12553,963
2025-03-11$4.64$5.0068.3%18.1%107.4%6.2%54.6%0.6%10.8%90.0K1.9M-80.7K0.4480.77N/AN/A1,15751171,18052,231
2025-03-12$4.96$5.0070.3%20.6%110.3%7.2%71.8%29.0%14.4%150.3K-1.8M-92.5K2.1876.47N/AN/A6931,51171,65252,274
2025-03-13$4.75$5.0071.2%21.6%111.3%7.7%75.6%23.6%10.6%97.9K1.2M-86.1K0.3564.74N/AN/A29210271,97853,634
2025-03-14$5.06$5.0065.1%20.1%113.5%4.5%71.0%-3.9%17.1%174.7K-3.3M-92.7K0.0267.46N/AN/A4891272,14753,732
2025-03-17$5.20$5.0068.3%22.2%113.9%6.1%74.8%-2.8%9.0%189.9K-4.9M-89.7K0.0064.70N/AN/A4,6461272,32153,738
2025-03-18$5.19$5.0064.7%21.8%113.9%4.3%75.3%-4.3%10.4%218.2K-6.3M-91.8K0.1769.18N/AN/A1,14719876,53753,734
2025-03-19$5.54$5.0060.7%20.1%114.5%2.3%70.0%11.9%9.4%131.4K-11.8M-94.9K0.3676.67N/AN/A2047377,05853,737
2025-03-20$5.47$5.0063.1%20.7%114.5%3.5%69.3%14.2%6.2%125.5K-11.0M-93.4K0.0169.85N/AN/A183177,20953,670
2025-03-21$5.51$5.0050.4%20.8%112.0%0.0%72.5%26.1%38.5%130.6K-11.8M-94.1K1.5682.17N/AN/A1,4502,26777,23453,649
2025-03-24$5.79$5.0052.2%20.3%111.2%0.9%67.5%13.8%18.6%189.6K-8.6M-94.1K0.0556.93N/AN/A4352257,06645,445
2025-03-25$5.88$5.0054.1%20.9%111.1%1.9%72.2%0.4%18.3%202.6K-9.6M-94.8K0.0663.03N/AN/A2,23913457,28745,465
2025-03-26$5.62$5.0042.0%21.1%78.7%0.0%73.5%19.9%42.0%157.0K-6.6M-90.5K0.0568.53N/AN/A1,0185456,42545,468
2025-03-27$5.53$5.0055.8%20.2%78.2%6.6%70.2%6.0%15.5%143.0K-5.4M-87.9K0.0469.97N/AN/A159756,00245,466
2025-03-28$5.30$5.0062.5%21.9%79.1%9.9%72.8%20.8%14.9%103.9K-3.2M-83.5K0.2169.42N/AN/A2505355,97645,473
2025-03-31$5.33$5.0065.4%21.9%78.6%11.3%73.7%5.7%10.0%113.0K-3.3M-81.7K0.0269.10N/AN/A517856,13945,516