ACMR Options History — January 2010

In January 2010, ACMR traded between $1.01 and $1.17. ATM implied volatility averaged 134.5%, placing in the 58.3% IV rank vs the trailing year. The 30-day expected move averaged 38.6%. IV traded above realized volatility by 55.6% (HV 20d: 78.9%). Max pain ranged from $1.67 to $1.67. Net GEX was positive for 0 of 10 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2010-01-14: Highest Volume — 3 contracts
  • 2010-01-06: Largest IV drop — 100.0% change
  • 2010-01-05: Highest IV Rank — 58.3%
  • 2010-01-05: Largest Expected Move — 38.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.08$1.01$1.17$1.04$1.12
Max Pain$1.67$1.67$1.67$1.67$1.67
ATM IV134.5%134.5%134.5%134.5%134.5%
Expected Move38.6%38.6%38.6%38.6%38.6%
HV 20d78.9%67.1%82.7%67.1%78.9%
HV 60d76.1%70.9%80.1%76.3%72.8%
IV Rank58.3%58.3%58.3%58.3%58.3%
IV Percentile60.4%60.4%60.4%60.4%60.4%
Bid-Ask Spread %136.13135.65136.99135.84136.29
Net GEX00000
Net DEX21.8K20.3K23.5K20.9K22.4K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.30300
Total OI942942942942942

Daily Data (10 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-01-04$1.04$1.670.0%0.0%67.1%0.0%0.0%0.0%0.0%020.9K00.00135.84N/AN/A00741201
2010-01-05$1.17$1.67134.5%38.6%78.4%58.3%0.0%0.0%0.0%023.5K00.00136.99N/AN/A00741201
2010-01-06$1.16$1.670.0%0.0%78.7%0.0%0.0%0.0%0.0%023.2K00.00136.99N/AN/A00741201
2010-01-07$1.09$1.670.0%0.0%80.4%0.0%0.0%0.0%0.0%021.8K00.00135.97N/AN/A00741201
2010-01-08$1.10$1.670.0%0.0%79.9%0.0%0.0%0.0%0.0%022.1K00.00136.29N/AN/A00741201
2010-01-11$1.08$1.670.0%0.0%78.9%0.0%0.0%0.0%0.0%021.6K00.00135.97N/AN/A00741201
2010-01-12$1.02$1.670.0%0.0%82.4%0.0%0.0%0.0%0.0%020.4K00.00135.65N/AN/A00741201
2010-01-13$1.01$1.670.0%0.0%82.0%0.0%0.0%0.0%0.0%020.3K00.00135.65N/AN/A00741201
2010-01-14$1.06$1.670.0%0.0%82.7%0.0%0.0%0.0%0.0%021.3K00.00135.65N/AN/A30741201
2010-01-15$1.12$1.670.0%0.0%78.9%0.0%0.0%0.0%0.0%022.4K00.00136.29N/AN/A00741201