ACMR Options History — April 2009 In April 2009, ACMR traded between $0.64 and $1.09. ATM implied volatility averaged 124.4%, placing in the 50.4% IV rank vs the trailing year. The 30-day expected move averaged 35.7%. IV traded above realized volatility by 3.3% (HV 20d: 121.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2009-04-14 : Highest Volume — 57 contracts2009-04-22 : Largest IV drop — 34.7% change2009-04-21 : Highest IV Rank — 76.6%2009-04-21 : Largest Expected Move — 47.1%Monthly Statistics Metric Avg Min Max Open Close Price $0.83 $0.64 $1.09 $0.64 $0.98 ATM IV 124.4% 83.7% 164.1% 143.2% 98.1% Expected Move 35.7% 24.0% 47.1% 41.0% 28.1% HV 20d 121.1% 85.8% 152.5% 152.5% 87.1% HV 60d 105.5% 102.5% 110.0% 103.0% 109.5% IV Rank 50.4% 23.6% 76.6% 62.8% 33.1% IV Percentile 54.0% 34.1% 71.8% 62.7% 43.7% Term Structure -30.8% -43.1% -21.8% -23.5% -34.8% Bid-Ask Spread % 101.45 27.57 115.51 113.09 114.16 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX -1 -9 0 0 0 Net DEX 10.3K 0 23.1K 0 11.8K Net VEX -0 -1 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.85 0 57 0 0 Total OI 501.6 0 858 0 672
Daily Data (20 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 2009-04-01 $0.64 $0.00 143.2% 41.0% 152.5% 62.8% 0.0% 0.0% 0.0% 0 0 0 0.00 113.09 N/A N/A 0 0 0 0 2009-04-02 $0.70 $0.00 137.7% 39.5% 150.3% 59.2% 0.0% 0.0% -23.5% 0 0 0 0.00 113.85 N/A N/A 0 0 330 0 2009-04-03 $0.71 $0.00 132.1% 37.9% 150.4% 55.5% 0.0% 0.0% -23.2% 0 0 0 0.00 113.78 N/A N/A 0 0 330 0 2009-04-06 $0.74 $0.00 128.8% 36.9% 147.2% 53.3% 0.0% 0.0% -21.8% 0 6.9K 0 0.00 114.14 N/A N/A 0 0 330 93 2009-04-07 $0.70 $0.00 149.0% 42.7% 148.1% 66.6% 0.0% 0.0% 0.0% 0 6.5K 0 0.00 27.57 N/A N/A 0 0 0 93 2009-04-08 $0.70 $0.00 136.5% 39.1% 141.3% 58.4% 0.0% 0.0% -26.7% 0 0 0 0.00 114.20 N/A N/A 0 0 330 0 2009-04-09 $0.76 $0.00 131.8% 37.8% 139.2% 55.3% 0.0% 0.0% -37.5% 0 16.3K 0 0.00 114.51 N/A N/A 0 0 645 213 2009-04-13 $0.73 $0.00 121.8% 34.9% 132.9% 48.7% 0.0% 0.0% 0.0% 0 0 0 0.00 114.10 N/A N/A 0 0 0 0 2009-04-14 $0.74 $0.00 136.2% 39.0% 129.9% 58.2% 0.0% 0.0% -43.1% 0 15.7K 0 0.00 114.14 N/A N/A 0 57 645 213 2009-04-15 $0.75 $0.00 137.5% 39.4% 128.0% 59.1% 0.0% 0.0% -26.5% 0 7.0K 0 0.00 114.58 N/A N/A 0 0 330 93 2009-04-17 $0.85 $0.00 160.6% 46.0% 130.8% 74.2% 0.0% 0.0% 0.0% 0 7.9K 0 0.00 30.29 N/A N/A 0 0 285 93 2009-04-20 $0.84 $0.00 137.5% 39.4% 128.8% 59.0% 0.0% 0.0% -39.5% 0 18.0K 0 0.00 115.23 N/A N/A 0 0 552 213 2009-04-21 $0.84 $0.00 164.1% 47.1% 108.4% 76.6% 0.0% 0.0% 0.0% 0 7.8K 0 0.00 30.20 N/A N/A 0 0 285 93 2009-04-22 $0.88 $0.00 107.2% 30.7% 94.0% 39.1% 0.0% 0.0% -38.1% 0 18.8K 0 0.00 112.75 N/A N/A 0 0 552 213 2009-04-23 $0.99 $0.00 93.6% 26.8% 93.3% 30.2% 0.0% 0.0% -28.7% -1 21.2K 0 0.00 114.16 N/A N/A 0 0 342 213 2009-04-24 $1.09 $0.00 83.7% 24.0% 89.9% 23.6% 0.0% 0.0% -23.4% -9 23.1K -1 0.00 115.51 N/A N/A 0 0 552 213 2009-04-27 $1.01 $0.00 93.6% 26.8% 96.8% 30.1% 0.0% 0.0% -30.6% 0 12.1K 0 0.00 114.37 N/A N/A 0 0 552 120 2009-04-28 $0.98 $0.00 96.3% 27.6% 86.8% 31.9% 0.0% 0.0% -33.1% -1 20.9K 0 0.00 114.16 N/A N/A 0 0 552 213 2009-04-29 $1.01 $0.00 98.3% 28.2% 85.8% 33.2% 0.0% 0.0% -32.2% 0 12.1K 0 0.00 114.16 N/A N/A 0 0 552 120 2009-04-30 $0.98 $0.00 98.1% 28.1% 87.1% 33.1% 0.0% 0.0% -34.8% 0 11.8K 0 0.00 114.16 N/A N/A 0 0 552 120
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