ACMR Options History — May 2008

In May 2008, ACMR traded between $2.20 and $2.41. ATM implied volatility averaged 83.4%, placing in the 62.2% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 31.0% (HV 20d: 52.4%). Max pain ranged from $1.67 to $2.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 14.00.

Notable Days

  • 2008-05-27: Highest Volume — 390 contracts
  • 2008-05-15: Largest IV drop — 57.1% change
  • 2008-05-09: Highest IV Rank — 100.0%
  • 2008-05-01: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.30$2.20$2.41$2.23$2.33
Max Pain$2.42$1.67$2.50$1.67$2.50
ATM IV83.4%47.8%147.5%84.8%73.0%
Expected Move18.9%13.7%24.3%24.3%20.9%
HV 20d52.4%43.0%67.4%67.4%47.8%
HV 60d86.3%79.0%95.2%94.3%79.3%
IV Rank62.2%22.6%100.0%79.6%42.2%
IV Percentile87.6%37.7%100.0%98.0%88.5%
Term Structure-9.6%-23.8%3.5%-22.4%-17.6%
VWIV58.3%45.8%66.0%63.2%66.0%
Skew 25d11.3%4.3%18.6%4.3%17.9%
Skew 10d13.8%2.0%23.4%2.0%21.8%
Call IV 25d71.9%63.7%85.3%67.5%83.6%
Put IV 25d83.3%71.8%101.5%71.8%101.5%
Bid-Ask Spread %123.39107.36131.33131.33125.12
Gamma HHI0.220.150.440.190.44
Net GEX48-2.1K993233-2.1K
Net DEX101.3K-1.5K375.4K375.4K121.4K
Net VEX-2.0K-3.0K-1.8K-2.2K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.000.0040.002.0040.00
Total Volume54.2860390060
Total OI6,105.7145,5447,2847,2846,495

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-05-01$2.23$1.6784.8%24.3%67.4%79.6%0.0%4.3%-22.4%233375.4K-2.2K0.00131.33N/AN/A004,4102,874
2008-05-02$2.25$1.6758.3%16.7%67.4%47.7%0.0%5.4%-23.8%284356.0K-2.3K0.00128.51N/AN/A004,4102,784
2008-05-05$2.29$2.5088.4%17.2%66.8%84.0%0.0%7.7%3.5%664278.0K-3.0K0.00122.39N/AN/A004,4102,784
2008-05-06$2.28$2.5092.3%17.4%66.7%88.7%0.0%7.6%2.8%236371.7K-2.1K0.00122.39N/AN/A004,4102,784
2008-05-07$2.22$2.50101.2%18.0%65.5%99.4%0.0%6.1%-0.3%75410.3K-1.8K0.00121.93N/AN/A004,4101,134
2008-05-08$2.27$2.5098.9%17.8%64.4%96.6%0.0%10.0%0.0%993-1.5K-2.0K0.00122.09N/AN/A0604,4101,134
2008-05-09$2.20$2.50112.4%18.4%48.7%100.0%0.0%5.8%-9.7%54925.4K-1.8K0.00122.01N/AN/A004,4101,194
2008-05-12$2.39$2.50111.7%18.8%54.0%99.2%0.0%15.4%-5.4%9751.9K-2.0K0.00124.46N/AN/A0304,4101,194
2008-05-13$2.41$2.50120.8%19.7%52.6%100.0%0.0%14.0%-8.3%9343.5K-2.0K0.00123.66N/AN/A004,4101,224
2008-05-14$2.32$2.50147.5%18.3%46.6%100.0%63.2%10.8%-7.4%70114.1K-1.9K0.00123.50N/AN/A0424,4101,224
2008-05-15$2.34$2.5063.3%18.2%43.4%34.7%0.0%11.7%-6.2%59518.1K-1.9K0.00123.89N/AN/A004,4101,254
2008-05-16$2.37$2.5064.1%18.4%43.0%35.2%0.0%12.8%-13.1%69813.2K-2.0K0.00124.48N/AN/A01504,4101,254
2008-05-19$2.30$2.5047.8%13.7%44.1%22.6%45.8%10.2%1.1%-19252.4K-1.8K2.00107.36N/AN/A30604,4071,374
2008-05-20$2.39$2.5064.9%18.6%46.2%35.9%0.0%13.6%-4.6%-13944.5K-1.9K0.00125.95N/AN/A2404,4371,434
2008-05-21$2.35$2.5066.1%18.9%45.6%36.8%0.0%14.4%-11.7%-25552.8K-1.8K0.00124.41N/AN/A004,4371,434
2008-05-22$2.30$2.5067.2%19.3%45.3%37.7%66.0%12.3%-12.6%-32055.0K-1.8K0.00121.72N/AN/A0304,4371,434
2008-05-23$2.30$2.5068.4%19.6%45.3%38.6%0.0%12.9%-13.2%-46362.1K-1.8K40.00123.84N/AN/A31204,4371,464
2008-05-27$2.29$2.5071.8%20.6%45.3%41.3%0.0%14.3%-15.7%-63862.1K-1.8K0.00123.96N/AN/A03904,4401,524
2008-05-28$2.24$2.5074.9%21.5%46.1%43.6%0.0%12.2%-19.6%-1.4K113.1K-2.0K0.00122.99N/AN/A004,4401,914
2008-05-29$2.33$2.5073.4%21.0%47.9%42.5%0.0%18.6%-17.8%-1.2K98.1K-2.2K0.00125.12N/AN/A01414,4401,914
2008-05-30$2.33$2.5073.0%20.9%47.8%42.2%0.0%17.9%-17.6%-2.1K121.4K-2.1K0.00125.12N/AN/A0604,4402,055