ACMR Options History — June 2009 In June 2009, ACMR traded between $1.08 and $1.44. ATM implied volatility averaged 123.1%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 36.8%. IV traded above realized volatility by 16.3% (HV 20d: 106.8%). Max pain ranged from $1.67 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2009-06-05 : Largest IV spike — 186.3% change2009-06-10 : Highest IV Rank — 93.8%2009-06-10 : Largest Expected Move — 54.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.19 $1.08 $1.44 $1.17 $1.25 Max Pain $2.12 $1.67 $2.50 $1.67 $2.50 ATM IV 123.1% 54.6% 190.5% 128.7% 56.5% Expected Move 36.8% 15.6% 54.6% 36.9% 16.2% HV 20d 106.8% 83.8% 128.8% 128.8% 85.5% HV 60d 112.0% 100.6% 124.0% 124.0% 100.6% IV Rank 48.4% 2.2% 93.8% 52.2% 3.5% IV Percentile 48.0% 0.4% 98.0% 50.0% 2.4% Term Structure -106.9% -136.2% -78.9% -82.5% -78.9% Skew 25d 1.4% -4.3% 12.7% 12.7% -4.3% Skew 10d -8.9% -13.7% 6.4% 6.4% -13.7% Call IV 25d 55.1% 45.4% 59.7% 45.4% 59.7% Put IV 25d 56.6% 54.6% 65.6% 58.1% 55.4% Bid-Ask Spread % 142.03 116.33 173.71 117.01 136.33 Gamma HHI 0.54 0.24 1.00 0.29 1.00 Net GEX -20 -38 -1 -33 -20 Net DEX 17.5K 9.9K 26.1K 15.1K 26.1K Net VEX -73 -164 0 -98 -10 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 827.045 825 828 828 825
Daily Data (22 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 2009-06-01 $1.17 $1.67 128.7% 36.9% 128.8% 52.2% 0.0% 12.7% -82.5% -33 15.1K -98 0.00 117.01 N/A N/A 0 0 615 213 2009-06-02 $1.14 $1.67 134.7% 38.6% 128.1% 56.2% 0.0% 9.4% -89.3% -24 14.5K -98 0.00 116.63 N/A N/A 0 0 615 213 2009-06-03 $1.14 $1.67 141.9% 40.7% 126.7% 61.1% 0.0% 9.0% -93.6% -24 14.5K -98 0.00 116.33 N/A N/A 0 0 615 213 2009-06-04 $1.18 $1.67 55.9% 0.0% 127.3% 3.1% 0.0% 0.0% 0.0% -36 13.8K -107 0.00 166.32 N/A N/A 0 0 615 213 2009-06-05 $1.18 $1.67 159.9% 45.9% 127.3% 73.2% 0.0% -3.9% -102.9% -23 13.2K -116 0.00 166.67 N/A N/A 0 0 615 213 2009-06-08 $1.19 $1.67 177.2% 50.8% 127.3% 84.8% 0.0% -2.2% -122.5% -25 13.5K -114 0.00 166.83 N/A N/A 0 0 615 213 2009-06-09 $1.22 $1.67 176.6% 50.6% 127.6% 84.4% 0.0% -1.4% -121.9% -27 13.5K -115 0.00 167.57 N/A N/A 0 0 615 213 2009-06-10 $1.20 $1.67 190.5% 54.6% 127.4% 93.8% 0.0% -3.7% -134.2% -25 13.6K -114 0.00 167.56 N/A N/A 0 0 615 213 2009-06-11 $1.24 $1.67 189.7% 54.4% 125.9% 93.3% 0.0% -1.2% -136.2% -31 14.0K -114 0.00 168.49 N/A N/A 0 0 615 213 2009-06-12 $1.44 $1.67 144.5% 41.4% 103.3% 62.8% 0.0% 12.0% -78.9% -19 9.9K -164 0.00 173.71 N/A N/A 0 0 615 213 2009-06-15 $1.30 $2.50 54.6% 15.6% 112.6% 2.2% 0.0% -2.0% 0.0% -38 14.1K -118 0.00 124.69 N/A N/A 0 0 615 213 2009-06-16 $1.20 $2.50 56.2% 16.1% 105.3% 3.3% 0.0% -3.8% 0.0% -26 13.6K -111 0.00 123.20 N/A N/A 0 0 615 213 2009-06-17 $1.19 $2.50 56.4% 16.2% 98.1% 3.4% 0.0% -2.1% 0.0% -24 13.4K -113 0.00 122.96 N/A N/A 0 0 615 213 2009-06-18 $1.20 $2.50 56.5% 16.2% 97.2% 3.5% 0.0% -4.3% 0.0% -25 13.5K -112 0.00 123.35 N/A N/A 0 0 615 213 2009-06-19 $1.20 $2.50 0.0% 0.0% 87.6% 0.0% 0.0% 0.0% 0.0% -11 25.3K -5 0.00 137.01 N/A N/A 0 0 615 213 2009-06-22 $1.14 $2.50 0.0% 0.0% 88.1% 0.0% 0.0% 0.0% 0.0% -3 24.2K -1 0.00 150.51 N/A N/A 0 0 612 213 2009-06-23 $1.13 $2.50 0.0% 0.0% 88.2% 0.0% 0.0% 0.0% 0.0% -3 23.9K -1 0.00 135.88 N/A N/A 0 0 612 213 2009-06-24 $1.08 $2.50 0.0% 0.0% 85.0% 0.0% 0.0% 0.0% 0.0% -1 23.1K 0 0.00 135.83 N/A N/A 0 0 612 213 2009-06-25 $1.10 $2.50 0.0% 0.0% 83.8% 0.0% 0.0% 0.0% 0.0% -1 23.5K -1 0.00 135.65 N/A N/A 0 0 612 213 2009-06-26 $1.17 $2.50 0.0% 0.0% 84.9% 0.0% 0.0% 0.0% 0.0% -5 24.7K -3 0.00 135.70 N/A N/A 0 0 612 213 2009-06-29 $1.19 $2.50 0.0% 0.0% 83.9% 0.0% 0.0% 0.0% 0.0% -7 25.1K -3 0.00 136.31 N/A N/A 0 0 612 213 2009-06-30 $1.25 $2.50 0.0% 0.0% 85.5% 0.0% 0.0% 0.0% 0.0% -20 26.1K -10 0.00 136.33 N/A N/A 0 0 612 213
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