ACMR Options History — February 2020

In February 2020, ACMR traded between $11.39 and $14.23. ATM implied volatility averaged 115.5%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 33.6%. IV traded below realized volatility by 660.8% (HV 20d: 776.2%). Max pain ranged from $10.00 to $13.33. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.51.

Notable Days

  • 2020-02-11: Highest Volume — 3,297 contracts
  • 2020-02-10: Largest IV spike — 13.9% change
  • 2020-02-28: Highest IV Rank — 70.5%
  • 2020-02-28: Largest Expected Move — 42.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.76$11.39$14.23$11.77$11.39
Max Pain$12.19$10.00$13.33$10.00$13.33
ATM IV115.5%92.5%147.9%102.6%147.9%
Expected Move33.6%27.9%42.4%29.4%42.4%
HV 20d776.2%96.6%859.0%854.8%96.9%
HV 60d499.7%498.5%500.8%499.8%499.1%
IV Rank46.6%30.6%70.5%37.2%70.5%
IV Percentile58.0%40.8%83.2%47.3%83.2%
Term Structure-9.7%-25.9%14.1%12.5%-25.9%
VWIV116.8%96.7%148.3%109.0%148.3%
Skew 25d8.7%2.3%23.4%4.9%23.4%
Skew 10d15.6%7.1%34.3%13.9%34.3%
Call IV 25d108.4%94.7%133.2%97.4%133.2%
Put IV 25d117.1%98.3%156.6%102.3%156.6%
Bid-Ask Spread %27.849.6989.9589.9519.88
Gamma HHI0.350.160.590.500.16
Net GEX18.4K53762.0K5375.5K
Net DEX-580.9K-1.8M21.6K-19.3K21.6K
Net VEX-4.1K-7.1K-257-257-6.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.031.700.981.43
Total Volume919.895933,297273153
Total OI2,834.8421385,2921384,308

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-02-03$11.77$10.00102.6%29.4%854.8%37.2%109.0%4.9%12.5%537-19.3K-2570.9889.95N/AN/A1381359345
2020-02-04$12.86$11.6797.2%27.9%853.5%33.7%96.7%4.8%3.5%980-56.1K-7460.3051.15N/AN/A11133201180
2020-02-05$11.78$11.67102.9%29.5%855.4%37.5%105.4%5.5%14.1%1.2K-49.3K-9580.5166.12N/AN/A11760282213
2020-02-06$12.35$11.67100.6%29.8%853.6%35.9%101.7%7.9%-3.7%1.0K-60.2K-1.0K0.2627.15N/AN/A14136294273
2020-02-07$12.04$11.6792.5%32.1%855.1%30.6%111.3%3.0%-11.6%1.1K-87.8K-1.3K0.9437.92N/AN/A4845402309
2020-02-10$13.82$11.67105.4%31.7%854.1%39.1%110.5%5.1%-2.9%2.8K-273.2K-1.4K0.1233.08N/AN/A1,500180441339
2020-02-11$13.08$13.33117.0%34.2%855.9%46.7%119.7%4.3%-14.2%23.5K-717.2K-2.7K0.1212.98N/AN/A2,9373601,467438
2020-02-12$13.61$11.67115.1%33.0%856.1%45.5%117.8%2.3%-12.8%57.2K-1.7M-4.7K0.039.69N/AN/A1,617512,871663
2020-02-13$12.88$11.67115.5%33.1%858.6%45.7%115.1%9.1%-14.0%33.9K-1.0M-3.9K0.5112.43N/AN/A6783482,280675
2020-02-14$12.99$11.67115.7%33.2%858.2%45.9%114.5%9.2%-15.2%29.1K-898.9K-4.0K1.7011.35N/AN/A3275552,220897
2020-02-18$13.92$11.67118.5%34.0%855.8%47.7%117.6%6.1%-15.2%39.4K-1.4M-4.4K0.2819.19N/AN/A1,2753632,2051,341
2020-02-19$13.36$11.67117.6%33.7%856.9%47.1%116.1%6.3%-14.7%39.8K-1.2M-5.2K0.2423.44N/AN/A1,8004382,7811,500
2020-02-20$14.23$11.67114.1%32.7%855.5%44.8%114.2%9.9%-11.6%62.0K-1.8M-6.4K0.3125.36N/AN/A8522613,1111,869
2020-02-21$12.92$13.33116.7%33.5%856.8%48.9%116.6%9.0%-11.7%13.2K-443.0K-6.4K0.3424.26N/AN/A8462883,2552,037
2020-02-24$12.73$13.33118.3%33.9%857.0%50.0%123.1%12.3%-11.3%12.2K-498.3K-6.8K0.5917.10N/AN/A4622732,3671,728
2020-02-25$12.44$13.33129.7%37.2%858.2%57.9%124.2%13.0%-15.0%10.2K-368.5K-7.1K0.4317.11N/AN/A207902,4331,839
2020-02-26$12.42$13.33128.9%36.9%859.0%57.3%125.2%13.7%-15.2%9.9K-345.1K-6.9K0.2114.02N/AN/A231482,4091,854
2020-02-27$11.91$13.33137.6%39.4%96.6%63.4%132.0%15.9%-19.3%6.6K-120.0K-6.6K0.4816.70N/AN/A3211532,3191,923
2020-02-28$11.39$13.33147.9%42.4%96.9%70.5%148.3%23.4%-25.9%5.5K21.6K-6.4K1.4319.88N/AN/A63902,3521,956