ACMR Options History — September 2009 In September 2009, ACMR traded between $1.17 and $1.33. ATM implied volatility averaged 71.4%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 20.5%. IV traded below realized volatility by 9.9% (HV 20d: 81.3%). Max pain ranged from $1.67 to $1.67. Net GEX was positive for 21 of 21 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-09-11 : Highest Volume — 63 contracts2009-09-15 : Largest IV drop — 100.0% change2009-09-29 : Highest IV Rank — 51.9%2009-09-29 : Largest Expected Move — 36.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.26 $1.17 $1.33 $1.29 $1.20 Max Pain $1.67 $1.67 $1.67 $1.67 $1.67 ATM IV 71.4% 46.1% 125.9% 105.8% 72.2% Expected Move 20.5% 13.2% 36.1% 30.3% 20.7% HV 20d 81.3% 57.5% 88.4% 87.8% 57.5% HV 60d 68.3% 63.4% 76.1% 75.4% 64.2% IV Rank 15.7% 0.0% 51.9% 35.3% 17.0% IV Percentile 9.8% 0.0% 34.3% 30.0% 8.1% VWIV 73.8% 73.8% 73.8% 73.8% 73.8% Skew 25d 18.1% 18.1% 18.1% 18.1% 18.1% Skew 10d 29.2% 29.2% 29.2% 29.2% 29.2% Call IV 25d 87.7% 87.7% 87.7% 87.7% 87.7% Put IV 25d 105.8% 105.8% 105.8% 105.8% 105.8% Bid-Ask Spread % 120.38 101.79 138.71 101.79 113.89 Gamma HHI 0.56 0.24 1.00 0.24 0.42 Net GEX 39 3 67 33 54 Net DEX 13.5K 3.2K 27.4K 3.2K 6.2K Net VEX -83 -138 -3 -138 -109 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 63 0 0 Total OI 924 885 948 885 948
Daily Data (21 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 2009-09-01 $1.29 $1.67 105.8% 30.3% 87.8% 35.3% 0.0% 18.1% 0.0% 33 3.2K -138 0.00 101.79 N/A N/A 0 0 672 213 2009-09-02 $1.25 $1.67 58.9% 16.9% 87.6% 3.0% 0.0% 0.0% 0.0% 5 14.4K -89 0.00 116.27 N/A N/A 0 0 672 213 2009-09-03 $1.21 $1.67 51.9% 14.9% 88.4% 0.0% 0.0% 0.0% 0.0% 9 16.6K -69 0.00 119.32 N/A N/A 0 0 672 213 2009-09-04 $1.17 $1.67 47.9% 13.7% 85.8% 0.0% 0.0% 0.0% 0.0% 5 24.8K -3 0.00 136.99 N/A N/A 0 0 672 213 2009-09-08 $1.21 $1.67 46.1% 13.2% 83.9% 0.0% 0.0% 0.0% 0.0% 8 25.5K -5 0.00 137.36 N/A N/A 0 0 672 213 2009-09-09 $1.21 $1.67 66.2% 19.0% 83.2% 13.1% 0.0% 0.0% 0.0% 6 10.2K -99 0.00 107.92 N/A N/A 0 0 672 213 2009-09-10 $1.32 $1.67 55.7% 16.0% 87.0% 6.2% 0.0% 0.0% 0.0% 3 11.9K -104 0.00 118.49 N/A N/A 0 0 672 213 2009-09-11 $1.27 $1.67 72.0% 20.7% 82.8% 16.9% 73.8% 0.0% 0.0% 4 11.8K -101 0.00 114.38 N/A N/A 63 0 672 213 2009-09-14 $1.27 $1.67 62.0% 17.8% 83.0% 10.3% 0.0% 0.0% 0.0% 63 11.0K -101 0.00 121.98 N/A N/A 0 0 735 213 2009-09-15 $1.28 $1.67 0.0% 0.0% 82.5% 0.0% 0.0% 0.0% 0.0% 28 27.0K -6 0.00 138.56 N/A N/A 0 0 735 213 2009-09-16 $1.33 $1.67 70.6% 20.2% 82.3% 16.0% 0.0% 0.0% 0.0% 67 9.6K -117 0.00 113.88 N/A N/A 0 0 735 213 2009-09-17 $1.33 $1.67 0.0% 0.0% 81.5% 0.0% 0.0% 0.0% 0.0% 63 27.4K -12 0.00 138.56 N/A N/A 0 0 735 213 2009-09-18 $1.32 $1.67 0.0% 0.0% 81.2% 0.0% 0.0% 0.0% 0.0% 55 27.4K -12 0.00 138.71 N/A N/A 0 0 735 213 2009-09-21 $1.28 $1.67 76.4% 21.9% 82.6% 19.8% 0.0% 0.0% 0.0% 60 7.9K -115 0.00 113.52 N/A N/A 0 0 735 213 2009-09-22 $1.27 $1.67 79.1% 22.7% 82.7% 21.5% 0.0% 0.0% 0.0% 58 6.8K -118 0.00 112.47 N/A N/A 0 0 735 213 2009-09-23 $1.28 $1.67 75.0% 21.5% 81.7% 18.8% 0.0% 0.0% 0.0% 61 8.3K -115 0.00 113.79 N/A N/A 0 0 735 213 2009-09-24 $1.22 $1.67 75.2% 21.6% 82.7% 19.0% 0.0% 0.0% 0.0% 58 9.1K -104 0.00 114.65 N/A N/A 0 0 735 213 2009-09-25 $1.23 $1.67 66.6% 19.1% 78.3% 13.3% 0.0% 0.0% 0.0% 58 8.8K -108 0.00 115.46 N/A N/A 0 0 735 213 2009-09-28 $1.29 $1.67 77.3% 22.2% 80.3% 20.3% 0.0% 0.0% 0.0% 61 8.2K -112 0.00 114.16 N/A N/A 0 0 735 213 2009-09-29 $1.28 $1.67 125.9% 36.1% 65.2% 51.9% 0.0% 0.0% 0.0% 60 7.8K -112 0.00 125.79 N/A N/A 0 0 735 213 2009-09-30 $1.20 $1.67 72.2% 20.7% 57.5% 17.0% 0.0% 0.0% 0.0% 54 6.2K -109 0.00 113.89 N/A N/A 0 0 735 213
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