ACMR Options History — January 2009

In January 2009, ACMR traded between $0.46 and $0.59. ATM implied volatility averaged 172.6%, placing in the 82.1% IV rank vs the trailing year. The 30-day expected move averaged 49.9%. IV traded above realized volatility by 78.6% (HV 20d: 94.0%). Max pain ranged from $1.67 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2009-01-16: Highest Volume — 6 contracts
  • 2009-01-29: Largest IV spike — 5.6% change
  • 2009-01-29: Highest IV Rank — 88.4%
  • 2009-01-29: Largest Expected Move — 52.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.53$0.46$0.59$0.46$0.56
Max Pain$2.22$1.67$2.50$2.50$1.67
ATM IV172.6%164.5%182.1%170.0%180.3%
Expected Move49.9%47.8%52.2%49.1%51.7%
HV 20d94.0%69.7%99.8%69.7%93.4%
HV 60d134.9%132.8%140.3%132.8%134.9%
IV Rank82.1%76.8%88.4%80.6%87.2%
IV Percentile88.4%81.7%96.4%88.9%93.7%
Term Structure-65.2%-73.0%-59.3%-59.3%-73.0%
Bid-Ask Spread %111.10105.71113.67106.61113.36
Gamma HHI0.930.861.000.860.92
Net GEX00000
Net DEX13.8K11.1K18.6K15.3K12.0K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.30600
Total OI2,3618583,6183,618858

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2009-01-02$0.46$2.50170.0%0.0%69.7%80.6%0.0%0.0%0.0%015.3K00.00106.61N/AN/A003,285333
2009-01-05$0.56$2.50171.3%0.0%92.7%81.4%0.0%0.0%0.0%018.6K00.00107.02N/AN/A003,285333
2009-01-06$0.52$2.50172.8%0.0%98.3%82.4%0.0%0.0%0.0%017.3K00.00106.89N/AN/A003,285333
2009-01-07$0.50$2.50164.5%0.0%99.8%76.8%0.0%0.0%0.0%016.6K00.00105.71N/AN/A003,285333
2009-01-08$0.49$1.67169.3%0.0%97.4%79.9%0.0%0.0%0.0%014.7K00.00105.71N/AN/A003,285303
2009-01-09$0.51$1.67165.1%0.0%97.3%77.2%0.0%0.0%0.0%014.6K00.00105.88N/AN/A003,285288
2009-01-12$0.50$0.00171.4%49.1%93.3%81.3%0.0%0.0%-59.3%014.3K00.00112.77N/AN/A003,285288
2009-01-13$0.50$0.00171.7%49.2%92.5%81.6%0.0%0.0%-59.9%014.4K00.00112.77N/AN/A003,285288
2009-01-14$0.48$0.00178.7%51.2%94.7%86.2%0.0%0.0%-62.9%013.8K00.00112.61N/AN/A003,285288
2009-01-15$0.50$0.00175.3%50.2%93.9%83.9%0.0%0.0%-62.2%014.3K00.00112.77N/AN/A003,285288
2009-01-16$0.49$0.00178.5%51.2%94.0%86.1%0.0%0.0%-63.9%014.1K00.00112.88N/AN/A603,285288
2009-01-20$0.52$0.00174.9%50.1%95.5%83.7%0.0%0.0%-64.7%011.1K00.00113.16N/AN/A00645213
2009-01-21$0.54$0.00171.1%49.0%95.8%81.1%0.0%0.0%-63.8%011.6K00.00113.44N/AN/A00645213
2009-01-22$0.53$0.00176.1%50.5%96.0%84.4%0.0%0.0%-66.3%011.3K00.00113.15N/AN/A00645213
2009-01-23$0.56$0.00168.8%48.4%97.4%79.7%0.0%0.0%-64.1%012.0K00.00113.33N/AN/A00645213
2009-01-26$0.59$0.00166.8%47.8%98.1%78.4%0.0%0.0%-65.1%012.6K00.00113.36N/AN/A00645213
2009-01-27$0.58$0.00170.0%48.7%96.3%80.4%0.0%0.0%-66.9%012.4K00.00113.67N/AN/A00645213
2009-01-28$0.58$0.00172.5%49.5%90.4%82.1%0.0%0.0%-68.5%012.4K00.00113.67N/AN/A00645213
2009-01-29$0.55$0.00182.1%52.2%93.2%88.4%0.0%0.0%-73.0%011.7K00.00113.33N/AN/A00645213
2009-01-30$0.56$0.00180.3%51.7%93.4%87.2%0.0%0.0%-73.0%012.0K00.00113.36N/AN/A00645213