ACMR Options History — April 2007 In April 2007, ACMR traded between $6.84 and $7.55. ATM implied volatility averaged 39.0%. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 11.5% (HV 20d: 27.5%). Max pain ranged from $6.67 to $7.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 2.04.
Notable Days 2007-04-18 : Highest Volume — 7,527 contracts2007-04-11 : Largest IV spike — 53.1% change2007-04-30 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $7.32 $6.84 $7.55 $7.13 $6.84 Max Pain $7.21 $6.67 $7.50 $6.67 $7.50 ATM IV 39.0% 30.2% 48.3% 30.2% 47.3% Expected Move 11.0% 8.7% 13.5% 8.7% 13.5% HV 20d 27.5% 20.5% 34.4% 32.3% 24.0% HV 60d 28.3% 27.3% 29.8% 29.8% 28.3% Term Structure -2.6% -7.6% 2.5% 2.5% -7.6% VWIV 40.6% 32.5% 47.5% 32.5% 47.5% Skew 25d 0.9% 0.2% 2.6% 0.9% 2.6% Skew 10d 2.6% 0.3% 3.6% 3.0% 0.3% Call IV 25d 33.1% 31.9% 34.7% 34.1% 32.7% Put IV 25d 34.0% 32.3% 36.0% 35.0% 35.3% Bid-Ask Spread % 27.91 16.76 43.11 43.11 28.53 Gamma HHI 0.70 0.51 0.94 0.61 0.66 Net GEX 23.4K -163.9K 86.7K 33.8K 14.5K Net DEX -500.5K -1.5M 1.3M -562.7K 774.6K Net VEX -6.2K -8.4K -3.2K -3.2K -5.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.04 0.00 11.42 0.03 1.10 Total Volume 746.85 0 7,527 0 63 Total OI 6,175.5 2,622 10,818 2,622 6,756
Daily Data (20 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 2007-04-02 $7.13 $6.67 30.2% 8.7% 32.3% 0.0% 0.0% 0.9% 2.5% 33.8K -562.7K -3.2K 0.00 43.11 N/A N/A 0 0 2,121 501 2007-04-03 $7.29 $6.67 32.5% 9.3% 32.9% 0.0% 0.0% 0.8% -1.9% 36.1K -664.7K -3.3K 0.03 34.90 N/A N/A 1,560 42 2,121 501 2007-04-04 $7.15 $6.67 31.1% 8.9% 33.8% 0.0% 0.0% 1.5% -0.2% 73.0K -957.2K -4.8K 0.12 39.21 N/A N/A 270 33 3,681 543 2007-04-05 $7.29 $6.67 30.9% 8.9% 34.2% 0.0% 0.0% 1.2% 0.7% 80.8K -1.2M -5.0K 0.00 19.76 N/A N/A 111 0 3,741 573 2007-04-09 $7.40 $6.67 33.3% 9.2% 34.4% 0.0% 0.0% 0.7% 1.0% 85.6K -1.3M -4.9K 0.00 16.76 N/A N/A 0 0 3,702 573 2007-04-10 $7.40 $6.67 31.5% 9.3% 33.3% 0.0% 32.5% 0.6% 1.0% 86.7K -1.3M -4.9K 0.51 22.09 N/A N/A 159 81 3,702 573 2007-04-11 $7.55 $6.67 48.3% 9.9% 32.5% 0.0% 34.4% 0.5% -1.1% 83.8K -1.5M -5.1K 2.08 25.02 N/A N/A 144 300 3,804 615 2007-04-12 $7.55 $7.50 39.9% 11.4% 28.3% 0.0% 39.9% 1.2% -3.2% 69.0K -1.5M -5.3K 2.61 17.78 N/A N/A 987 2,577 3,891 900 2007-04-13 $7.55 $7.50 40.1% 11.5% 27.7% 0.0% 0.0% 0.9% -4.3% 23.2K -1.1M -8.0K 0.00 19.55 N/A N/A 0 180 4,749 3,042 2007-04-16 $7.48 $7.50 40.8% 11.7% 27.0% 0.0% 0.0% 0.4% -3.1% 23.9K -942.3K -7.6K 4.67 29.06 N/A N/A 45 210 4,749 3,042 2007-04-17 $7.43 $7.50 40.5% 11.6% 27.3% 0.0% 40.2% 0.2% -3.3% 26.8K -832.6K -7.4K 0.54 23.83 N/A N/A 39 21 4,764 3,012 2007-04-18 $7.38 $7.50 41.6% 11.9% 27.2% 0.0% 41.7% 0.4% -3.3% -26.0K -356.4K -7.1K 4.59 24.52 N/A N/A 1,347 6,180 4,797 3,033 2007-04-19 $7.36 $7.50 41.8% 12.0% 23.3% 0.0% 41.8% 0.7% -5.0% -163.9K 1.3M -8.4K 11.42 29.39 N/A N/A 36 411 4,911 5,907 2007-04-20 $7.37 $7.50 39.5% 11.3% 22.8% 0.0% 39.6% 0.9% -3.2% -65.5K 741.5K -8.0K 0.00 28.92 N/A N/A 42 0 4,689 4,791 2007-04-23 $7.38 $7.50 40.1% 11.5% 22.7% 0.0% 44.3% 0.4% -2.0% 18.2K -419.5K -7.6K 0.65 37.00 N/A N/A 51 33 3,840 2,892 2007-04-24 $7.32 $7.50 41.2% 11.8% 21.4% 0.0% 0.0% 0.5% -3.0% 17.5K -324.9K -7.5K 0.00 35.07 N/A N/A 0 0 3,819 2,922 2007-04-25 $7.39 $7.50 44.5% 12.8% 21.7% 0.0% 44.5% 0.5% -7.3% 18.3K -402.8K -7.4K 0.25 39.14 N/A N/A 12 3 3,819 2,922 2007-04-26 $7.20 $7.50 41.9% 12.0% 20.5% 0.0% 0.0% 1.4% -4.5% 17.4K -43.9K -7.1K 0.00 22.52 N/A N/A 0 0 3,831 2,925 2007-04-27 $6.94 $7.50 43.3% 12.4% 23.6% 0.0% 0.0% 1.1% -4.9% 14.8K 553.4K -6.1K 0.00 22.14 N/A N/A 0 0 3,831 2,925 2007-04-30 $6.84 $7.50 47.3% 13.5% 24.0% 0.0% 47.5% 2.6% -7.6% 14.5K 774.6K -5.5K 1.10 28.53 N/A N/A 30 33 3,831 2,925
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