ACMR Options History — November 2008

In November 2008, ACMR traded between $0.26 and $0.93. ATM implied volatility averaged 176.8%, placing in the 87.8% IV rank vs the trailing year. The 30-day expected move averaged 51.5%. IV traded above realized volatility by 43.8% (HV 20d: 133.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.

Notable Days

  • 2008-11-19: Largest IV drop — 20.3% change
  • 2008-11-18: Highest IV Rank — 100.0%
  • 2008-11-04: Largest Expected Move — 52.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.45$0.26$0.93$0.93$0.34
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV176.8%152.1%199.7%176.7%177.3%
Expected Move51.5%50.7%52.0%50.7%51.8%
HV 20d133.0%87.5%177.6%87.5%177.6%
HV 60d101.3%68.4%119.1%68.6%119.1%
IV Rank87.8%73.6%100.0%88.9%86.3%
IV Percentile97.8%93.7%100.0%99.2%95.2%
Term Structure-57.8%-68.7%-40.1%-64.7%-40.1%
Skew 25d20.1%3.6%37.5%4.6%37.5%
Skew 10d20.1%3.6%37.5%4.6%37.5%
Call IV 25d111.1%89.4%140.7%89.4%140.7%
Put IV 25d131.2%94.0%178.2%94.0%178.2%
Bid-Ask Spread %112.13111.17114.48113.32111.67
Gamma HHI0.850.550.960.960.55
Net GEX-0-50-50
Net DEX31.0K15.6K74.2K74.2K20.6K
Net VEX-0-10-10
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI4,295.2114,2214,4434,4434,221

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-11-03$0.93$2.50176.7%50.7%87.5%88.9%0.0%4.6%-64.7%-574.2K-10.00113.32N/AN/A003,645798
2008-11-04$0.93$2.50181.2%52.0%88.2%91.7%0.0%3.6%-68.7%-473.9K-10.00113.32N/AN/A003,645798
2008-11-05$0.76$2.50158.8%0.0%105.0%77.8%0.0%22.8%0.0%060.6K00.00114.48N/AN/A003,645798
2008-11-06$0.71$2.50176.0%0.0%93.9%88.5%0.0%32.2%0.0%056.9K00.00114.20N/AN/A003,645798
2008-11-07$0.61$2.50180.8%51.8%97.6%91.4%0.0%37.5%-40.1%048.9K00.00113.20N/AN/A003,645798
2008-11-10$0.45$2.50184.0%0.0%122.3%93.4%0.0%0.0%0.0%027.5K00.00112.51N/AN/A003,645606
2008-11-11$0.38$2.50152.1%0.0%127.9%73.6%0.0%0.0%0.0%023.0K00.00111.89N/AN/A003,645606
2008-11-12$0.33$2.50168.4%0.0%127.8%83.7%0.0%0.0%0.0%020.2K00.00111.58N/AN/A003,645606
2008-11-13$0.37$2.50157.4%0.0%139.5%76.9%0.0%0.0%0.0%022.2K00.00111.80N/AN/A003,645606
2008-11-14$0.35$2.50180.9%0.0%138.6%91.5%0.0%0.0%0.0%021.2K00.00111.80N/AN/A003,645606
2008-11-17$0.31$2.50182.7%0.0%138.9%92.6%0.0%0.0%0.0%018.6K00.00111.58N/AN/A003,645606
2008-11-18$0.27$2.50199.7%0.0%139.0%100.0%0.0%0.0%0.0%016.6K00.00111.17N/AN/A003,645606
2008-11-19$0.26$2.50159.1%0.0%139.1%75.6%0.0%0.0%0.0%015.6K00.00111.17N/AN/A003,645606
2008-11-20$0.26$2.50156.4%0.0%143.8%73.9%0.0%0.0%0.0%016.0K00.00111.17N/AN/A003,645606
2008-11-21$0.30$2.50187.2%0.0%162.9%92.5%0.0%0.0%0.0%018.4K00.00111.37N/AN/A003,645606
2008-11-24$0.29$2.50197.8%0.0%162.5%98.8%0.0%0.0%0.0%017.4K00.00111.37N/AN/A003,615606
2008-11-25$0.29$2.50195.2%0.0%165.4%97.3%0.0%0.0%0.0%017.8K00.00111.37N/AN/A003,615606
2008-11-26$0.31$2.50188.2%0.0%170.4%93.1%0.0%0.0%0.0%018.8K00.00111.46N/AN/A003,615606
2008-11-28$0.34$2.50177.3%0.0%177.6%86.3%0.0%0.0%0.0%020.6K00.00111.67N/AN/A003,615606