ACMR Options History — January 2020 In January 2020, ACMR traded between $11.52 and $12.37. ATM implied volatility averaged 90.7%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded below realized volatility by 762.9% (HV 20d: 853.7%). Net GEX was positive for 2 of 3 trading days. Term structure was in contango for 3 of 3 days. Put/call ratio averaged 0.57.
Notable Days 2020-01-29 : Highest Volume — 114 contracts2020-01-30 : Largest IV spike — 5.2% change2020-01-31 : Highest IV Rank — 30.5%2020-01-31 : Largest Expected Move — 26.5%Monthly Statistics Metric Avg Min Max Open Close Price $11.93 $11.52 $12.37 $12.37 $11.52 ATM IV 90.7% 87.6% 92.4% 87.6% 92.4% Expected Move 26.0% 25.1% 26.5% 25.1% 26.5% HV 20d 853.7% 852.5% 855.1% 852.5% 855.1% HV 60d 500.0% 499.9% 500.1% 499.9% 500.1% IV Rank 29.4% 27.3% 30.5% 27.3% 30.5% IV Percentile 37.5% 32.6% 40.2% 32.6% 40.2% Term Structure 31.6% 29.8% 33.4% 29.8% 33.4% VWIV 112.5% 112.5% 112.5% 112.5% 112.5% Skew 25d 9.3% 8.2% 10.4% 8.2% 10.4% Skew 10d 10.7% 8.1% 13.4% 13.4% 8.1% Call IV 25d 91.1% 90.9% 91.3% 90.9% 91.3% Put IV 25d 100.4% 99.1% 101.7% 99.1% 101.7% Bid-Ask Spread % 132.17 127.52 138.99 138.99 127.52 Gamma HHI 0.56 0.55 0.57 0.57 0.55 Net GEX 266 0 448 0 349 Net DEX -7.9K -13.3K 0 0 -10.5K Net VEX -140 -214 0 0 -214 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.25 1.00 0.46 0.25 Total Volume 45 6 114 114 15 Total OI 80 0 123 0 123
Daily Data (3 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 2020-01-29 $12.37 $0.00 87.6% 25.1% 852.5% 27.3% 0.0% 0.0% 29.8% 0 0 0 0.46 138.99 N/A N/A 78 36 0 0 2020-01-30 $11.89 $0.00 92.1% 26.4% 853.4% 30.3% 0.0% 8.2% 31.7% 448 -13.3K -206 1.00 129.99 N/A N/A 3 3 78 39 2020-01-31 $11.52 $0.00 92.4% 26.5% 855.1% 30.5% 112.5% 10.4% 33.4% 349 -10.5K -214 0.25 127.52 N/A N/A 12 3 81 42
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