ACMR Options History — October 2008

In October 2008, ACMR traded between $0.92 and $2.09. ATM implied volatility averaged 110.8%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 31.9% (HV 20d: 78.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2008-10-14: Highest Volume — 60 contracts
  • 2008-10-10: Largest IV spike — 84.9% change
  • 2008-10-10: Highest IV Rank — 100.0%
  • 2008-10-31: Largest Expected Move — 48.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.46$0.92$2.09$2.07$0.93
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV110.8%70.9%194.6%93.6%168.9%
Expected Move27.5%18.3%48.4%26.8%48.4%
HV 20d78.9%53.1%93.0%54.0%86.3%
HV 60d67.8%60.6%72.8%62.0%69.1%
IV Rank48.7%23.2%100.0%39.7%84.0%
IV Percentile90.3%63.5%100.0%92.5%99.2%
Term Structure-20.0%-55.9%9.6%-30.7%-55.9%
Skew 25d2.9%-10.6%21.7%11.0%3.5%
Skew 10d-0.3%-18.6%18.8%16.5%3.5%
Call IV 25d69.9%53.7%91.5%62.0%88.0%
Put IV 25d72.7%57.6%91.6%73.0%91.6%
Bid-Ask Spread %123.80109.40180.10109.40113.11
Gamma HHI0.570.170.960.220.96
Net GEX-347-1.2K144-286-5
Net DEX70.8K24.0K117.0K40.7K73.9K
Net VEX-504-1.3K-1-1.1K-1
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume8.08706000
Total OI4,611.6524,4434,7104,6354,443

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-10-01$2.07$0.0093.6%26.8%54.0%39.7%0.0%11.0%-30.7%-28640.7K-1.1K0.00109.40N/AN/A003,5491,086
2008-10-02$2.09$0.0080.9%23.2%54.5%31.3%0.0%0.8%-25.0%14428.0K-1.3K0.00124.64N/AN/A3003,5491,086
2008-10-03$1.98$0.0092.5%26.5%54.4%38.9%0.0%7.1%-26.6%-50753.1K-1.0K0.00125.64N/AN/A003,5791,086
2008-10-06$1.93$2.5098.4%18.3%53.1%42.8%0.0%21.7%5.8%-56450.5K-9960.00123.81N/AN/A003,5791,086
2008-10-07$1.85$2.5094.9%18.4%53.4%40.5%0.0%16.7%6.1%-54249.3K-9630.00124.90N/AN/A003,5791,086
2008-10-08$1.83$2.5097.4%18.3%53.4%42.2%0.0%17.2%9.6%-52741.4K-9490.00125.77N/AN/A003,5791,074
2008-10-09$1.54$2.50105.2%18.7%74.9%47.3%0.0%10.5%1.6%-34041.5K-8510.00130.92N/AN/A003,5791,074
2008-10-10$1.60$2.50194.6%0.0%77.4%100.0%0.0%0.0%0.0%-1.2K55.8K-7600.00180.10N/AN/A003,5791,074
2008-10-13$1.73$2.50120.0%19.4%85.3%53.7%0.0%13.3%8.4%-46751.7K-8740.00131.28N/AN/A603,5791,074
2008-10-14$1.66$2.50126.2%21.1%83.3%57.5%0.0%13.8%-9.1%-42463.4K-8100.00131.09N/AN/A6003,5851,074
2008-10-15$1.45$2.5072.3%20.7%92.8%24.1%0.0%3.4%-11.3%-20024.0K-7930.00125.99N/AN/A003,6451,065
2008-10-16$1.44$2.5070.9%20.3%93.0%23.2%0.0%2.7%-7.5%-507114.6K-2360.00125.67N/AN/A3003,6451,035
2008-10-17$1.41$2.5076.2%21.9%92.8%26.5%0.0%-5.2%-12.2%-540117.0K-2070.00123.85N/AN/A003,6451,035
2008-10-20$1.38$2.5079.3%22.7%92.8%28.4%0.0%-4.9%-13.6%-508115.8K-1950.00122.91N/AN/A003,6451,035
2008-10-21$1.33$2.5084.5%24.2%92.7%31.6%0.0%-6.7%-14.5%-440112.0K-1780.00121.07N/AN/A003,6451,035
2008-10-22$1.22$2.5093.8%26.9%92.8%37.4%0.0%-9.8%-22.9%-28591.5K-1340.00118.63N/AN/A003,645906
2008-10-23$1.15$2.50101.8%29.2%92.5%42.4%0.0%-6.4%-24.6%-30992.6K-890.00117.01N/AN/A003,645906
2008-10-24$1.08$2.50113.6%32.6%92.7%49.7%0.0%-6.7%-28.5%-23687.5K-740.00115.71N/AN/A0603,645906
2008-10-27$1.05$2.50129.3%37.1%86.4%59.5%0.0%-2.5%-39.9%-20382.5K-660.00114.86N/AN/A003,645876
2008-10-28$1.00$2.50137.1%39.3%85.9%64.3%0.0%-8.7%-44.3%-1587.5K-30.00114.37N/AN/A003,645876
2008-10-29$0.93$2.50152.6%43.7%86.1%73.9%0.0%-10.6%-50.7%-581.4K-10.00113.50N/AN/A003,645876
2008-10-30$0.92$2.50164.9%47.3%85.0%81.6%0.0%2.5%-53.5%-473.7K-10.00113.11N/AN/A003,645798
2008-10-31$0.93$2.50168.9%48.4%86.3%84.0%0.0%3.5%-55.9%-573.9K-10.00113.11N/AN/A003,645798