ACMR Options History — March 2009

In March 2009, ACMR traded between $0.42 and $0.67. ATM implied volatility averaged 157.6%, placing in the 72.3% IV rank vs the trailing year. The 30-day expected move averaged 43.6%. IV traded above realized volatility by 50.7% (HV 20d: 106.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2009-03-27: Largest IV spike — 37.4% change
  • 2009-03-13: Highest IV Rank — 85.5%
  • 2009-03-19: Largest Expected Move — 49.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.50$0.42$0.67$0.42$0.63
ATM IV157.6%117.5%177.8%152.5%142.2%
Expected Move43.6%33.7%49.4%48.6%40.8%
HV 20d106.9%63.1%154.6%65.3%152.7%
HV 60d92.1%77.0%110.4%78.6%110.4%
IV Rank72.3%45.9%85.5%68.9%62.1%
IV Percentile73.5%56.0%89.7%71.4%61.9%
Term Structure-43.2%-48.7%-35.6%-46.5%-41.8%
Bid-Ask Spread %117.9727.81200.00112.36113.13
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX10.7K8.9K14.3K9.0K13.4K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI855.273798858858858

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2009-03-02$0.42$0.00152.5%0.0%65.3%68.9%0.0%0.0%0.0%09.0K00.00112.36N/AN/A00645213
2009-03-03$0.43$0.00151.4%0.0%63.1%68.2%0.0%0.0%0.0%09.2K00.00200.00N/AN/A00645213
2009-03-04$0.45$0.00169.3%0.0%65.1%80.0%0.0%0.0%0.0%09.5K00.00112.36N/AN/A00645213
2009-03-05$0.42$0.00171.1%0.0%67.1%81.2%0.0%0.0%0.0%08.9K00.00112.26N/AN/A00645213
2009-03-06$0.43$0.00171.4%0.0%67.2%81.4%0.0%0.0%0.0%09.2K00.00112.26N/AN/A00645213
2009-03-09$0.48$0.00143.0%0.0%75.4%62.7%0.0%0.0%0.0%010.2K00.00112.61N/AN/A00645213
2009-03-10$0.46$0.00164.7%0.0%76.4%76.9%0.0%0.0%0.0%09.8K00.00112.51N/AN/A00645213
2009-03-11$0.42$0.00176.2%0.0%82.8%84.5%0.0%0.0%0.0%08.9K00.00112.26N/AN/A00645213
2009-03-12$0.47$0.00166.1%0.0%93.6%77.9%0.0%0.0%0.0%09.9K00.00112.51N/AN/A00645213
2009-03-13$0.42$0.00177.8%0.0%97.5%85.5%0.0%0.0%0.0%08.9K00.00112.26N/AN/A00645213
2009-03-16$0.47$0.00169.5%48.6%106.2%80.1%0.0%0.0%-46.5%09.9K00.00112.51N/AN/A00645213
2009-03-17$0.45$0.00156.6%44.9%105.2%71.6%0.0%0.0%-48.7%09.6K00.00112.51N/AN/A00645213
2009-03-18$0.49$0.00170.8%49.0%107.3%81.0%0.0%0.0%-45.8%010.4K00.00112.88N/AN/A00645213
2009-03-19$0.47$0.00172.2%49.4%108.1%81.9%0.0%0.0%-48.4%09.9K00.00112.61N/AN/A00645213
2009-03-20$0.58$0.00147.2%42.2%133.4%65.4%0.0%0.0%-39.1%012.4K00.00113.33N/AN/A00645213
2009-03-23$0.51$0.00166.0%47.6%139.4%77.8%0.0%0.0%-46.9%010.9K00.00112.88N/AN/A00645213
2009-03-24$0.58$0.00150.4%43.1%143.2%67.5%0.0%0.0%-41.7%012.3K00.00113.36N/AN/A00645213
2009-03-25$0.65$0.00137.3%39.4%147.9%58.9%0.0%0.0%-36.7%013.8K00.00113.45N/AN/A00645213
2009-03-26$0.67$0.00117.5%33.7%148.0%45.9%0.0%0.0%-35.6%014.3K00.00139.54N/AN/A00585213
2009-03-27$0.61$0.00161.4%46.3%154.6%74.8%0.0%0.0%0.0%012.9K00.0027.81N/AN/A00645213
2009-03-30$0.60$0.00133.4%38.3%152.3%56.4%0.0%0.0%-43.6%012.8K00.00200.00N/AN/A00645213
2009-03-31$0.63$0.00142.2%40.8%152.7%62.1%0.0%0.0%-41.8%013.4K00.00113.13N/AN/A00645213