ACMR Options History — August 2009 In August 2009, ACMR traded between $1.07 and $1.32. ATM implied volatility averaged 97.1%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 37.0% (HV 20d: 60.1%). Max pain ranged from $1.67 to $2.50. Net GEX was positive for 8 of 20 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-08-18 : Highest Volume — 60 contracts2009-08-11 : Largest IV drop — 100.0% change2009-08-31 : Highest IV Rank — 39.2%2009-08-31 : Largest Expected Move — 32.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.15 $1.07 $1.32 $1.19 $1.16 Max Pain $2.12 $1.67 $2.50 $2.50 $1.67 ATM IV 97.1% 83.1% 111.5% 83.1% 111.5% Expected Move 27.8% 23.8% 32.0% 23.8% 32.0% HV 20d 60.1% 40.9% 78.7% 40.9% 78.7% HV 60d 76.3% 66.0% 93.1% 91.8% 72.0% IV Rank 29.3% 19.6% 39.2% 19.6% 39.2% IV Percentile 25.9% 16.4% 32.4% 16.4% 32.4% VWIV 98.0% 98.0% 98.0% 98.0% 98.0% Skew 25d 20.4% 12.0% 34.5% 15.7% 34.5% Skew 10d 26.8% 10.8% 36.0% 18.1% 34.4% Call IV 25d 77.2% 65.1% 88.4% 68.9% 76.5% Put IV 25d 97.6% 80.1% 111.0% 84.6% 111.0% Bid-Ask Spread % 115.07 82.20 136.91 136.53 89.19 Gamma HHI 0.58 0.22 1.00 1.00 0.22 Net GEX 5 -21 36 -4 36 Net DEX 13.8K 1.1K 25.6K 25.2K 1.1K Net VEX -67 -146 0 -1 -133 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 0 60 0 0 Total OI 852 825 885 825 885
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 2009-08-03 $1.19 $2.50 0.0% 0.0% 40.9% 0.0% 0.0% 0.0% 0.0% -4 25.2K -1 0.00 136.53 N/A N/A 0 0 612 213 2009-08-04 $1.14 $2.50 0.0% 0.0% 43.5% 0.0% 0.0% 0.0% 0.0% -1 24.3K -1 0.00 136.15 N/A N/A 0 0 612 213 2009-08-06 $1.12 $2.50 0.0% 0.0% 43.9% 0.0% 0.0% 0.0% 0.0% -1 23.9K 0 0.00 133.77 N/A N/A 0 0 612 213 2009-08-07 $1.20 $2.50 83.1% 23.8% 49.2% 19.6% 0.0% 15.7% 0.0% -21 9.3K -113 0.00 105.78 N/A N/A 0 0 612 213 2009-08-10 $1.13 $2.50 84.9% 24.3% 53.8% 20.9% 0.0% 21.3% 0.0% -15 8.7K -102 0.00 104.98 N/A N/A 0 0 612 213 2009-08-11 $1.10 $2.50 0.0% 0.0% 54.8% 0.0% 0.0% 0.0% 0.0% 0 23.5K 0 0.00 135.83 N/A N/A 0 0 612 213 2009-08-12 $1.16 $2.50 89.5% 25.7% 57.8% 24.1% 0.0% 14.9% 0.0% 2 6.1K -121 0.00 98.78 N/A N/A 0 0 612 213 2009-08-13 $1.08 $2.50 89.8% 25.7% 64.1% 24.3% 0.0% 0.0% 0.0% -6 7.5K -107 0.00 106.98 N/A N/A 0 0 612 213 2009-08-14 $1.08 $2.50 0.0% 0.0% 64.0% 0.0% 0.0% 0.0% 0.0% 0 23.1K 0 0.00 135.78 N/A N/A 0 0 612 213 2009-08-17 $1.07 $2.50 98.5% 28.2% 63.5% 30.3% 0.0% 0.0% 0.0% -5 7.2K -104 0.00 106.98 N/A N/A 0 0 612 213 2009-08-18 $1.11 $2.50 90.5% 26.0% 62.8% 24.8% 98.0% 0.0% 0.0% -6 7.4K -106 0.00 107.36 N/A N/A 60 0 612 213 2009-08-19 $1.08 $1.67 0.0% 0.0% 63.1% 0.0% 0.0% 0.0% 0.0% 0 23.1K 0 0.00 136.10 N/A N/A 0 0 672 213 2009-08-20 $1.12 $1.67 105.5% 30.2% 64.2% 35.1% 0.0% 21.2% 0.0% 33 2.8K -131 0.00 82.20 N/A N/A 0 0 672 213 2009-08-21 $1.12 $1.67 0.0% 0.0% 64.0% 0.0% 0.0% 0.0% 0.0% 0 23.8K 0 0.00 136.69 N/A N/A 0 0 672 213 2009-08-24 $1.12 $1.67 103.0% 29.5% 63.6% 33.4% 0.0% 12.0% 0.0% 30 3.5K -128 0.00 88.65 N/A N/A 0 0 672 213 2009-08-25 $1.17 $1.67 0.0% 0.0% 65.0% 0.0% 0.0% 0.0% 0.0% 1 24.8K -1 0.00 136.48 N/A N/A 0 0 672 213 2009-08-26 $1.20 $1.67 0.0% 0.0% 65.4% 0.0% 0.0% 0.0% 0.0% 2 25.6K -1 0.00 136.91 N/A N/A 0 0 672 213 2009-08-27 $1.29 $1.67 104.7% 30.0% 69.3% 34.5% 0.0% 19.4% 0.0% 31 3.5K -143 0.00 98.66 N/A N/A 0 0 672 213 2009-08-28 $1.32 $1.67 106.7% 30.6% 69.4% 35.9% 0.0% 24.2% 0.0% 33 2.2K -146 0.00 87.58 N/A N/A 0 0 672 213 2009-08-31 $1.16 $1.67 111.5% 32.0% 78.7% 39.2% 0.0% 34.5% 0.0% 36 1.1K -133 0.00 89.19 N/A N/A 0 0 672 213
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