ACMR Options History — October 2009 In October 2009, ACMR traded between $1.22 and $1.79. ATM implied volatility averaged 73.6%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 5.9% (HV 20d: 79.6%). Max pain ranged from $1.67 to $1.67. Net GEX was positive for 22 of 22 trading days. Put/call ratio averaged 0.00.
Notable Days 2009-10-16 : Highest Volume — 6 contracts2009-10-05 : Largest IV drop — 100.0% change2009-10-19 : Highest IV Rank — 28.1%2009-10-19 : Largest Expected Move — 25.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.54 $1.22 $1.79 $1.31 $1.59 Max Pain $1.67 $1.67 $1.67 $1.67 $1.67 ATM IV 73.6% 56.8% 89.2% 82.0% 68.0% Expected Move 21.1% 16.3% 25.6% 23.5% 19.5% HV 20d 79.6% 63.7% 89.8% 65.3% 84.6% HV 60d 74.7% 66.7% 79.0% 66.7% 78.4% IV Rank 17.9% 7.0% 28.1% 23.3% 14.2% IV Percentile 10.2% 4.3% 18.4% 12.9% 8.7% VWIV 83.8% 82.8% 84.8% 82.8% 84.8% Skew 25d 8.8% 8.8% 8.8% 8.8% 8.8% Skew 10d 21.4% 21.4% 21.4% 21.4% 21.4% Call IV 25d 80.7% 80.7% 80.7% 80.7% 80.7% Put IV 25d 89.5% 89.5% 89.5% 89.5% 89.5% Bid-Ask Spread % 116.74 59.54 143.55 113.14 143.55 Gamma HHI 0.63 0.43 1.00 0.43 1.00 Net GEX 122 3 450 60 450 Net DEX 8.3K -11.5K 27.7K 6.9K 16.8K Net VEX -99 -140 0 -116 -79 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 0.409 0 6 3 0 Total OI 945.273 774 957 948 957
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 2009-10-01 $1.31 $1.67 82.0% 23.5% 65.3% 23.3% 82.8% 0.0% 0.0% 60 6.9K -116 0.00 113.14 N/A N/A 3 0 735 213 2009-10-02 $1.32 $1.67 74.2% 21.3% 63.7% 18.3% 0.0% 0.0% 0.0% 63 6.7K -116 0.00 116.80 N/A N/A 0 0 738 213 2009-10-05 $1.22 $1.67 0.0% 0.0% 69.0% 0.0% 0.0% 0.0% 0.0% 3 26.0K 0 0.00 137.74 N/A N/A 0 0 738 213 2009-10-06 $1.30 $1.67 0.0% 0.0% 71.5% 0.0% 0.0% 0.0% 0.0% 22 27.4K -3 0.00 138.29 N/A N/A 0 0 738 213 2009-10-07 $1.26 $1.67 72.6% 20.8% 72.2% 17.3% 0.0% 0.0% 0.0% 60 7.0K -111 0.00 114.38 N/A N/A 0 0 738 213 2009-10-08 $1.33 $1.67 82.4% 23.6% 67.4% 23.6% 0.0% 0.0% 0.0% 65 7.2K -116 0.00 113.44 N/A N/A 0 0 738 213 2009-10-09 $1.28 $1.67 74.4% 21.3% 67.8% 18.4% 0.0% 0.0% 0.0% 61 7.2K -111 0.00 115.07 N/A N/A 0 0 738 213 2009-10-12 $1.28 $1.67 84.9% 24.3% 67.8% 25.2% 0.0% 0.0% 0.0% 61 7.4K -108 0.00 113.72 N/A N/A 0 0 738 213 2009-10-13 $1.42 $1.67 0.0% 0.0% 77.1% 0.0% 0.0% 0.0% 0.0% 159 27.7K -26 0.00 139.62 N/A N/A 0 0 738 213 2009-10-14 $1.58 $1.67 77.6% 22.3% 85.3% 20.5% 0.0% 0.0% 0.0% 91 7.1K -121 0.00 102.74 N/A N/A 0 0 738 213 2009-10-15 $1.73 $1.67 76.2% 21.8% 89.8% 19.6% 0.0% 0.0% 0.0% 144 7.7K -112 0.00 103.82 N/A N/A 0 0 738 213 2009-10-16 $1.75 $1.67 87.8% 25.2% 89.5% 27.2% 84.8% 0.0% 0.0% 84 511 -140 0.00 102.98 N/A N/A 6 0 738 213 2009-10-19 $1.77 $1.67 89.2% 25.6% 87.6% 28.1% 0.0% 8.8% 0.0% 94 950 -137 0.00 104.94 N/A N/A 0 0 744 213 2009-10-20 $1.79 $1.67 81.5% 23.4% 87.3% 23.0% 0.0% 0.0% 0.0% 116 2.9K -127 0.00 103.42 N/A N/A 0 0 744 213 2009-10-21 $1.76 $1.67 60.4% 17.3% 88.1% 9.3% 0.0% 0.0% 0.0% 133 3.4K -125 0.00 126.16 N/A N/A 0 0 744 213 2009-10-22 $1.75 $1.67 65.5% 18.8% 85.7% 12.6% 0.0% 0.0% 0.0% 168 5.8K -112 0.00 121.74 N/A N/A 0 0 744 213 2009-10-23 $1.66 $1.67 64.4% 18.5% 89.2% 11.9% 0.0% 0.0% 0.0% 127 5.3K -119 0.00 134.52 N/A N/A 0 0 744 213 2009-10-26 $1.71 $1.67 72.3% 20.7% 88.5% 17.1% 0.0% 0.0% 0.0% 135 5.1K -116 0.00 119.65 N/A N/A 0 0 744 213 2009-10-27 $1.68 $1.67 70.0% 20.1% 89.1% 15.6% 0.0% 0.0% 0.0% 191 -11.5K -88 0.00 59.54 N/A N/A 0 0 681 93 2009-10-28 $1.72 $1.67 56.8% 16.3% 83.8% 7.0% 0.0% 0.0% 0.0% 206 7.8K -99 0.00 120.37 N/A N/A 0 0 744 213 2009-10-29 $1.70 $1.67 58.4% 16.8% 79.7% 8.0% 0.0% 0.0% 0.0% 186 6.3K -102 0.00 122.76 N/A N/A 0 0 744 213 2009-10-30 $1.59 $1.67 68.0% 19.5% 84.6% 14.2% 0.0% 0.0% 0.0% 450 16.8K -79 0.00 143.55 N/A N/A 0 0 744 213
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