ACMR Options History — December 2008

In December 2008, ACMR traded between $0.36 and $0.47. ATM implied volatility averaged 172.4%, placing in the 83.2% IV rank vs the trailing year. IV traded above realized volatility by 40.9% (HV 20d: 131.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days.

Notable Days

  • 2008-12-02: Largest IV spike — 14.7% change
  • 2008-12-15: Highest IV Rank — 89.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.40$0.36$0.47$0.40$0.47
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV172.4%158.2%181.9%158.2%165.9%
HV 20d131.5%71.7%196.1%193.5%71.7%
HV 60d128.9%125.4%132.9%125.6%132.9%
IV Rank83.2%74.6%89.1%74.6%77.9%
IV Percentile92.3%86.5%96.4%92.1%86.5%
Bid-Ask Spread %107.41106.24112.03112.03106.61
Net GEX00000
Net DEX18.2K13.4K24.4K24.4K15.5K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI3,970.2273,6184,2214,2213,618

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2008-12-01$0.40$2.50158.2%0.0%193.5%74.6%0.0%0.0%0.0%024.4K00.00112.03N/AN/A003,615606
2008-12-02$0.38$2.50181.5%0.0%193.0%88.8%0.0%0.0%0.0%022.8K00.00112.03N/AN/A003,615606
2008-12-03$0.40$2.50160.7%0.0%196.1%76.1%0.0%0.0%0.0%024.2K00.00112.03N/AN/A003,615606
2008-12-04$0.38$2.50168.8%0.0%187.4%81.1%0.0%0.0%0.0%022.8K00.00111.89N/AN/A003,615606
2008-12-05$0.39$2.50165.3%0.0%188.7%78.9%0.0%0.0%0.0%023.6K00.00106.48N/AN/A003,615606
2008-12-08$0.40$2.50163.5%0.0%184.3%77.8%0.0%0.0%0.0%024.4K00.00106.43N/AN/A003,615606
2008-12-09$0.38$2.50171.8%0.0%152.6%82.9%0.0%0.0%0.0%023.0K00.00106.30N/AN/A003,615606
2008-12-10$0.40$2.50167.2%0.0%140.0%80.1%0.0%0.0%0.0%017.6K00.00106.36N/AN/A003,615444
2008-12-11$0.37$2.50177.1%0.0%133.8%86.2%0.0%0.0%0.0%016.4K00.00106.33N/AN/A003,615444
2008-12-12$0.36$2.50180.4%0.0%129.7%88.2%0.0%0.0%0.0%016.1K00.00106.24N/AN/A003,615444
2008-12-15$0.37$2.50181.9%0.0%128.6%89.1%0.0%0.0%0.0%016.3K00.00106.27N/AN/A003,615444
2008-12-16$0.39$2.50175.8%0.0%119.3%85.3%0.0%0.0%0.0%017.2K00.00106.30N/AN/A003,615444
2008-12-17$0.38$2.50177.8%0.0%110.0%86.6%0.0%0.0%0.0%017.0K00.00106.30N/AN/A003,615444
2008-12-18$0.38$2.50180.0%0.0%106.4%87.9%0.0%0.0%0.0%016.9K00.00106.30N/AN/A003,615444
2008-12-19$0.38$2.50179.8%0.0%106.4%87.8%0.0%0.0%0.0%017.0K00.00106.36N/AN/A003,615444
2008-12-22$0.40$2.50175.9%0.0%97.0%85.4%0.0%0.0%0.0%013.4K00.00106.36N/AN/A003,285333
2008-12-23$0.41$2.50173.7%0.0%93.4%84.1%0.0%0.0%0.0%013.8K00.00106.43N/AN/A003,285333
2008-12-24$0.42$2.50172.6%0.0%93.4%83.4%0.0%0.0%0.0%014.0K00.00106.49N/AN/A003,285333
2008-12-26$0.40$2.50180.0%0.0%94.5%87.9%0.0%0.0%0.0%013.4K00.00106.43N/AN/A003,285333
2008-12-29$0.45$2.50168.6%0.0%96.5%81.0%0.0%0.0%0.0%015.0K00.00106.52N/AN/A003,285333
2008-12-30$0.46$2.50166.8%0.0%76.9%78.5%0.0%0.0%0.0%015.3K00.00106.61N/AN/A003,285333
2008-12-31$0.47$2.50165.9%0.0%71.7%77.9%0.0%0.0%0.0%015.5K00.00106.61N/AN/A003,285333