ACMR Options History — February 2009 In February 2009, ACMR traded between $0.43 and $0.59. ATM implied volatility averaged 149.0%, placing in the 66.6% IV rank vs the trailing year. The 30-day expected move averaged 54.0%. IV traded above realized volatility by 82.5% (HV 20d: 66.5%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2009-02-05 : Largest IV drop — 35.2% change2009-02-04 : Highest IV Rank — 98.8%2009-02-04 : Largest Expected Move — 56.7%Monthly Statistics Metric Avg Min Max Open Close Price $0.51 $0.43 $0.59 $0.59 $0.45 ATM IV 149.0% 114.7% 197.8% 179.7% 156.7% Expected Move 54.0% 51.5% 56.7% 51.5% 56.7% HV 20d 66.5% 61.7% 93.6% 93.6% 64.2% HV 60d 100.7% 78.8% 135.2% 135.2% 78.8% IV Rank 66.6% 44.0% 98.8% 86.8% 71.7% IV Percentile 75.8% 68.3% 99.6% 92.1% 73.4% Term Structure -79.3% -84.1% -74.9% -74.9% -84.1% Bid-Ask Spread % 112.94 112.36 113.67 113.67 112.51 Gamma HHI 0.99 0.91 1.00 0.94 1.00 Net GEX 0 0 0 0 0 Net DEX 10.8K 9.2K 12.5K 12.5K 9.6K Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 858 858 858 858 858
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2009-02-02 $0.59 $0.00 179.7% 51.5% 93.6% 86.8% 0.0% 0.0% -74.9% 0 12.5K 0 0.00 113.67 N/A N/A 0 0 645 213 2009-02-03 $0.56 $0.00 188.0% 53.9% 65.0% 92.3% 0.0% 0.0% -79.1% 0 12.0K 0 0.00 113.36 N/A N/A 0 0 645 213 2009-02-04 $0.54 $0.00 197.8% 56.7% 61.7% 98.8% 0.0% 0.0% -84.1% 0 11.4K 0 0.00 113.15 N/A N/A 0 0 645 213 2009-02-05 $0.51 $0.00 128.2% 0.0% 62.9% 52.9% 0.0% 0.0% 0.0% 0 10.9K 0 0.00 113.15 N/A N/A 0 0 645 213 2009-02-06 $0.54 $0.00 128.5% 0.0% 65.6% 53.1% 0.0% 0.0% 0.0% 0 11.6K 0 0.00 113.04 N/A N/A 0 0 645 213 2009-02-09 $0.54 $0.00 114.7% 0.0% 64.4% 44.0% 0.0% 0.0% 0.0% 0 11.6K 0 0.00 113.15 N/A N/A 0 0 645 213 2009-02-10 $0.54 $0.00 130.5% 0.0% 63.8% 54.4% 0.0% 0.0% 0.0% 0 11.6K 0 0.00 113.44 N/A N/A 0 0 645 213 2009-02-11 $0.52 $0.00 138.0% 0.0% 65.5% 59.4% 0.0% 0.0% 0.0% 0 11.1K 0 0.00 113.16 N/A N/A 0 0 645 213 2009-02-12 $0.55 $0.00 131.4% 0.0% 65.5% 55.1% 0.0% 0.0% 0.0% 0 11.7K 0 0.00 113.44 N/A N/A 0 0 645 213 2009-02-13 $0.54 $0.00 132.0% 0.0% 65.0% 55.4% 0.0% 0.0% 0.0% 0 11.6K 0 0.00 113.04 N/A N/A 0 0 645 213 2009-02-17 $0.51 $0.00 141.5% 0.0% 68.3% 61.6% 0.0% 0.0% 0.0% 0 10.9K 0 0.00 112.88 N/A N/A 0 0 645 213 2009-02-18 $0.48 $0.00 142.5% 0.0% 67.4% 62.3% 0.0% 0.0% 0.0% 0 10.3K 0 0.00 112.77 N/A N/A 0 0 645 213 2009-02-19 $0.49 $0.00 150.6% 0.0% 66.3% 67.7% 0.0% 0.0% 0.0% 0 10.5K 0 0.00 112.88 N/A N/A 0 0 645 213 2009-02-20 $0.49 $0.00 151.2% 0.0% 65.9% 68.1% 0.0% 0.0% 0.0% 0 10.5K 0 0.00 112.51 N/A N/A 0 0 645 213 2009-02-23 $0.46 $0.00 153.8% 0.0% 65.2% 69.8% 0.0% 0.0% 0.0% 0 9.8K 0 0.00 112.51 N/A N/A 0 0 645 213 2009-02-24 $0.43 $0.00 163.9% 0.0% 63.9% 76.4% 0.0% 0.0% 0.0% 0 9.2K 0 0.00 112.36 N/A N/A 0 0 645 213 2009-02-25 $0.44 $0.00 145.6% 0.0% 64.4% 64.4% 0.0% 0.0% 0.0% 0 9.3K 0 0.00 112.36 N/A N/A 0 0 645 213 2009-02-26 $0.44 $0.00 156.2% 0.0% 65.2% 71.3% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 112.51 N/A N/A 0 0 645 213 2009-02-27 $0.45 $0.00 156.7% 0.0% 64.2% 71.7% 0.0% 0.0% 0.0% 0 9.6K 0 0.00 112.51 N/A N/A 0 0 645 213
« Jan 2009 | All History | Mar 2009 » Home ACMR History February 2009