ACMR Options History — February 2008

In February 2008, ACMR traded between $2.85 and $4.19. ATM implied volatility averaged 61.8%, placing in the 69.7% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 16.4% (HV 20d: 78.3%). Max pain ranged from $4.17 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2008-02-15: Highest Volume — 630 contracts
  • 2008-02-12: Largest IV spike — 30.0% change
  • 2008-02-12: Highest IV Rank — 100.0%
  • 2008-02-01: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.62$2.85$4.19$4.09$2.86
Max Pain$4.71$4.17$5.00$4.17$4.17
ATM IV61.8%48.4%83.0%70.5%59.8%
Expected Move16.6%13.9%20.2%20.2%17.1%
HV 20d78.3%48.5%105.5%77.9%100.8%
HV 60d77.4%70.4%86.5%72.7%85.9%
IV Rank69.7%48.0%100.0%85.6%65.1%
IV Percentile85.2%60.7%100.0%98.8%87.7%
Term Structure-1.5%-13.1%28.7%-13.1%16.1%
VWIV65.2%49.5%73.9%71.3%73.9%
Skew 25d7.6%-11.4%25.2%25.2%3.0%
Skew 10d14.5%-10.5%34.1%25.6%2.3%
Call IV 25d52.4%37.9%62.6%37.9%62.6%
Put IV 25d60.0%40.9%71.5%63.1%65.6%
Bid-Ask Spread %75.5835.47113.40105.8542.35
Gamma HHI0.200.170.230.210.20
Net GEX2.0K2293.5K3.3K640
Net DEX265.0K888606.0K149.4K569.7K
Net VEX-7.1K-9.3K-3.2K-8.6K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.005.005.002.00
Total Volume77.2506303690
Total OI7,270.657,0297,5277,0297,479

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-02-01$4.09$4.1770.5%20.2%77.9%85.6%0.0%25.2%-13.1%3.3K149.4K-8.6K5.00105.85N/AN/A6304,1762,853
2008-02-04$4.05$5.0074.7%17.8%78.0%92.3%0.0%4.9%-7.1%3.2K140.7K-8.6K0.00113.40N/AN/A004,1732,883
2008-02-05$4.00$5.0065.5%17.8%75.6%77.7%0.0%0.0%-7.1%2.8K131.3K-8.5K0.00105.57N/AN/A004,1732,883
2008-02-06$3.85$5.0071.9%19.0%64.6%87.8%0.0%-1.3%-8.6%2.2K170.0K-8.2K0.00109.60N/AN/A0304,1732,883
2008-02-07$4.11$5.0065.1%17.9%67.4%77.0%0.0%7.1%-7.8%3.4K125.5K-8.7K0.0096.55N/AN/A3004,1732,913
2008-02-08$4.01$5.0065.7%16.6%66.6%78.0%0.0%14.9%-6.0%2.6K136.8K-8.4K0.0099.29N/AN/A3004,1732,913
2008-02-11$4.10$5.0063.8%16.8%58.7%75.1%71.3%9.5%-4.7%2.9K128.2K-8.6K0.0097.18N/AN/A0904,2032,913
2008-02-12$4.19$5.0083.0%17.6%57.7%100.0%0.0%9.8%-8.6%3.5K888-9.3K0.0096.15N/AN/A004,2032,973
2008-02-13$4.17$5.0076.5%16.3%48.5%90.3%0.0%6.8%-4.8%3.4K37.2K-9.1K0.0093.16N/AN/A3004,2032,973
2008-02-14$4.07$5.0053.8%15.4%49.8%56.1%0.0%5.8%1.2%3.0K110.0K-8.8K0.5492.24N/AN/A39214,2332,973
2008-02-15$4.07$5.0049.5%14.2%49.1%49.7%49.5%-1.0%7.2%2.4K200.2K-8.4K2.5064.95N/AN/A1804504,2722,994
2008-02-19$4.08$5.0054.4%15.6%49.1%57.1%0.0%5.3%-2.1%2.5K260.4K-8.4K0.0094.48N/AN/A1204,3653,072
2008-02-20$3.16$5.0060.9%17.5%105.5%66.8%59.1%22.1%-11.7%229405.6K-6.0K0.8535.47N/AN/A1231054,3773,072
2008-02-21$3.01$4.1751.0%14.6%104.5%52.0%0.0%0.1%-12.2%392606.0K-3.8K0.0037.22N/AN/A0214,4643,063
2008-02-22$2.87$5.0063.3%18.1%102.9%70.4%0.0%12.3%1.5%552402.3K-5.3K0.0042.67N/AN/A004,4643,060
2008-02-25$2.92$4.1751.1%14.6%102.8%52.1%73.4%4.5%0.9%352456.1K-4.5K0.1141.51N/AN/A105124,4642,928
2008-02-26$3.05$4.1751.8%14.8%102.0%53.1%64.1%-11.4%6.3%692397.3K-5.5K0.6452.90N/AN/A42274,4942,910
2008-02-27$2.96$4.1748.4%13.9%102.0%48.0%0.0%12.4%1.4%662486.3K-4.6K0.0043.25N/AN/A3004,5362,895
2008-02-28$2.85$4.1756.3%16.1%102.3%59.9%73.9%21.8%28.7%937386.0K-4.7K0.4047.90N/AN/A30124,5662,895
2008-02-29$2.86$4.1759.8%17.1%100.8%65.1%0.0%3.0%16.1%640569.7K-3.2K2.0042.35N/AN/A30604,5962,883