ACMR Options History — May 2009 In May 2009, ACMR traded between $0.82 and $1.13. ATM implied volatility averaged 114.0%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 32.7%. IV traded above realized volatility by 8.1% (HV 20d: 105.9%). Max pain ranged from $1.67 to $1.67. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2009-05-19 : Highest Volume — 30 contracts2009-05-21 : Largest IV spike — 22.7% change2009-05-26 : Highest IV Rank — 63.9%2009-05-26 : Largest Expected Move — 41.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.04 $0.82 $1.13 $1.00 $1.12 Max Pain $1.67 $1.67 $1.67 $1.67 $1.67 ATM IV 114.0% 89.6% 146.2% 99.8% 127.7% Expected Move 32.7% 25.7% 41.9% 28.6% 36.6% HV 20d 105.9% 77.3% 130.0% 87.1% 128.2% HV 60d 115.6% 107.2% 124.7% 109.0% 123.9% IV Rank 43.3% 27.5% 63.9% 34.2% 51.5% IV Percentile 47.7% 35.7% 62.3% 44.8% 48.8% Term Structure -55.7% -99.4% -25.6% -33.4% -81.3% Skew 25d 1.4% -19.5% 14.4% -17.9% 10.5% Skew 10d -8.9% -30.0% 14.7% -26.7% 3.1% Call IV 25d 57.3% 46.4% 78.2% 73.8% 46.4% Put IV 25d 58.7% 55.3% 62.1% 55.9% 56.9% Bid-Ask Spread % 113.97 96.47 116.33 114.16 115.98 Gamma HHI 0.64 0.19 1.00 1.00 0.35 Net GEX -15 -39 2 -1 -37 Net DEX 13.9K 4.1K 24.0K 9.3K 15.0K Net VEX -54 -155 0 0 -89 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.15 0 30 0 0 Total OI 747.75 588 828 588 828
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 2009-05-01 $1.00 $0.00 99.8% 28.6% 87.1% 34.2% 0.0% 0.0% -33.4% -1 9.3K 0 0.00 114.16 N/A N/A 0 0 495 93 2009-05-04 $1.05 $0.00 96.3% 27.6% 85.2% 31.9% 0.0% 0.0% -30.6% -4 9.7K -1 0.00 114.86 N/A N/A 0 0 495 93 2009-05-05 $1.11 $0.00 89.6% 25.7% 86.1% 27.5% 0.0% 0.0% -29.8% -12 23.6K -2 0.00 115.71 N/A N/A 0 0 552 213 2009-05-06 $1.12 $0.00 89.9% 25.8% 85.7% 27.7% 0.0% 0.0% -25.6% -14 10.3K -2 0.00 116.10 N/A N/A 0 0 495 93 2009-05-07 $1.12 $0.00 91.1% 26.1% 81.2% 28.5% 0.0% 0.0% -26.1% -14 10.4K -2 0.00 115.98 N/A N/A 0 0 495 93 2009-05-08 $1.13 $0.00 89.6% 25.7% 81.2% 27.5% 0.0% 0.0% -31.0% -16 24.0K -2 0.00 116.33 N/A N/A 0 0 552 213 2009-05-11 $1.13 $0.00 92.7% 26.6% 78.7% 29.6% 0.0% 0.0% -34.2% -15 23.9K -2 0.00 116.33 N/A N/A 0 0 552 213 2009-05-12 $1.10 $0.00 98.7% 28.3% 77.3% 33.5% 0.0% -17.9% -37.5% -2 5.1K -155 0.00 115.71 N/A N/A 0 0 552 213 2009-05-13 $1.04 $0.00 108.0% 31.0% 81.4% 39.7% 0.0% -19.1% -43.6% 2 4.1K -150 0.00 114.64 N/A N/A 0 0 552 213 2009-05-14 $0.84 $0.00 132.1% 37.9% 117.3% 55.5% 0.0% 0.0% -68.4% 0 17.8K 0 0.00 112.17 N/A N/A 0 0 552 213 2009-05-15 $0.82 $0.00 131.8% 37.8% 109.9% 55.3% 0.0% 0.0% -72.5% 0 17.4K 0 0.00 112.09 N/A N/A 0 0 552 213 2009-05-18 $0.96 $0.00 128.2% 36.7% 124.3% 52.9% 0.0% 0.0% -62.1% -1 20.4K 0 0.00 113.73 N/A N/A 0 0 552 213 2009-05-19 $1.08 $0.00 112.5% 32.2% 129.9% 42.6% 0.0% -19.5% -49.1% 1 4.4K -152 0.00 115.40 N/A N/A 30 0 552 213 2009-05-20 $1.12 $0.00 108.3% 31.1% 129.4% 39.8% 0.0% 5.8% -47.9% -32 12.8K -114 0.00 115.98 N/A N/A 0 0 582 213 2009-05-21 $1.00 $0.00 132.9% 38.1% 130.0% 55.0% 0.0% 14.4% -80.5% -39 15.3K -67 0.00 113.92 N/A N/A 30 0 582 213 2009-05-22 $0.96 $0.00 136.5% 39.1% 126.5% 57.4% 0.0% 10.5% -87.8% -23 13.1K -78 0.00 113.73 N/A N/A 0 0 612 213 2009-05-26 $0.95 $0.00 146.2% 41.9% 123.8% 63.9% 0.0% 9.1% -99.4% -23 13.1K -77 0.00 96.47 N/A N/A 0 0 612 213 2009-05-27 $1.03 $0.00 137.7% 39.5% 127.3% 58.2% 0.0% 10.1% -89.0% -28 13.6K -88 0.00 114.64 N/A N/A 0 0 612 213 2009-05-28 $1.08 $0.00 131.1% 37.6% 128.0% 53.8% 0.0% 9.9% -83.6% -32 14.1K -90 0.00 115.40 N/A N/A 3 0 612 213 2009-05-29 $1.12 $1.67 127.7% 36.6% 128.2% 51.5% 0.0% 10.5% -81.3% -37 15.0K -89 0.00 115.98 N/A N/A 0 0 615 213
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