ACMR Options History — December 2009

In December 2009, ACMR traded between $0.80 and $1.00. ATM implied volatility averaged 104.8%, placing in the 38.7% IV rank vs the trailing year. The 30-day expected move averaged 30.0%. IV traded above realized volatility by 44.4% (HV 20d: 60.4%). Max pain ranged from $1.67 to $3.33. Net GEX was positive for 0 of 21 trading days.

Notable Days

  • 2009-12-10: Highest Volume — 12 contracts
  • 2009-12-10: Largest IV drop — 100.0% change
  • 2009-12-17: Highest IV Rank — 83.9%
  • 2009-12-17: Largest Expected Move — 49.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.92$0.80$1.00$1.00$0.98
Max Pain$1.75$1.67$3.33$1.67$1.67
ATM IV104.8%84.3%173.4%84.3%173.4%
Expected Move30.0%24.2%49.7%24.2%49.7%
HV 20d60.4%50.4%77.7%77.7%64.1%
HV 60d77.2%75.1%80.0%77.8%76.4%
IV Rank38.7%25.2%83.9%25.2%83.9%
IV Percentile42.0%27.7%88.1%27.7%88.1%
Bid-Ask Spread %140.65121.42200.00135.53135.05
Net GEX00000
Net DEX17.6K021.4K21.4K19.7K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.57101200
Total OI872.28660954954942

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2009-12-01$1.00$1.6784.3%24.2%77.7%25.2%0.0%0.0%0.0%021.4K00.00135.53N/AN/A00741213
2009-12-02$0.98$1.6787.7%25.1%77.4%27.4%0.0%0.0%0.0%020.9K00.00121.42N/AN/A00741213
2009-12-03$0.98$1.6789.5%25.7%74.8%28.6%0.0%0.0%0.0%020.8K00.00135.23N/AN/A00741213
2009-12-04$0.98$1.6790.5%26.0%73.9%29.3%0.0%0.0%0.0%09.1K00.00200.00N/AN/A0018393
2009-12-07$0.93$1.6799.8%28.6%52.5%35.4%0.0%0.0%0.0%019.9K00.00143.72N/AN/A00741213
2009-12-08$0.92$1.67103.4%29.6%50.8%37.8%0.0%0.0%0.0%019.5K00.00134.66N/AN/A00741213
2009-12-09$0.88$1.67109.7%31.4%51.5%41.9%0.0%0.0%0.0%018.8K00.00134.23N/AN/A00741213
2009-12-10$0.88$1.670.0%0.0%51.6%0.0%0.0%0.0%0.0%018.8K00.00134.50N/AN/A012741213
2009-12-11$0.87$1.670.0%0.0%51.4%0.0%0.0%0.0%0.0%017.4K00.00134.23N/AN/A00741201
2009-12-14$0.85$1.670.0%0.0%50.4%0.0%0.0%0.0%0.0%017.2K00.00134.23N/AN/A00741201
2009-12-15$0.80$1.670.0%0.0%53.4%0.0%0.0%0.0%0.0%016.1K00.00133.18N/AN/A00741201
2009-12-16$0.89$1.670.0%0.0%60.2%0.0%0.0%0.0%0.0%017.8K00.00134.23N/AN/A00741201
2009-12-17$0.89$3.33173.4%49.7%56.3%83.9%0.0%0.0%0.0%0000.00200.00N/AN/A00600
2009-12-18$0.94$1.670.0%0.0%59.0%0.0%0.0%0.0%0.0%019.0K00.00134.77N/AN/A00741201
2009-12-21$0.95$1.670.0%0.0%59.0%0.0%0.0%0.0%0.0%019.1K00.00135.05N/AN/A00741201
2009-12-22$0.94$1.670.0%0.0%58.8%0.0%0.0%0.0%0.0%019.0K00.00134.77N/AN/A00741201
2009-12-24$0.92$1.670.0%0.0%57.4%0.0%0.0%0.0%0.0%018.6K00.00134.77N/AN/A00741201
2009-12-28$0.88$1.670.0%0.0%58.6%0.0%0.0%0.0%0.0%017.8K00.00134.38N/AN/A00741201
2009-12-29$0.94$1.670.0%0.0%64.4%0.0%0.0%0.0%0.0%019.0K00.00134.77N/AN/A00741201
2009-12-30$0.96$1.670.0%0.0%64.3%0.0%0.0%0.0%0.0%019.2K00.00134.94N/AN/A00741201
2009-12-31$0.98$1.670.0%0.0%64.1%0.0%0.0%0.0%0.0%019.7K00.00135.05N/AN/A00741201