ACMR Options History — March 2020

In March 2020, ACMR traded between $5.51 and $12.08. ATM implied volatility averaged 143.4%, placing in the 65.3% IV rank vs the trailing year. The 30-day expected move averaged 39.4%. IV traded above realized volatility by 10.6% (HV 20d: 132.8%). Max pain ranged from $8.33 to $13.33. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 6.12.

Notable Days

  • 2020-03-20: Highest Volume — 1,902 contracts
  • 2020-03-20: Largest IV drop — 31.1% change
  • 2020-03-09: Highest IV Rank — 100.0%
  • 2020-03-18: Largest Expected Move — 52.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.13$5.51$12.08$12.08$9.80
Max Pain$10.38$8.33$13.33$13.33$10.00
ATM IV143.4%90.3%196.6%142.6%90.3%
Expected Move39.4%25.9%52.9%40.9%25.9%
HV 20d132.8%87.6%188.4%98.5%187.1%
HV 60d504.6%499.0%509.8%499.1%509.4%
IV Rank65.3%29.4%100.0%66.8%29.4%
IV Percentile76.1%38.0%100.0%79.3%38.0%
Term Structure-7.9%-32.4%18.4%-25.7%17.6%
VWIV130.8%86.9%175.3%137.6%86.9%
Skew 25d17.7%-6.8%42.8%17.0%25.5%
Skew 10d39.9%1.5%104.3%16.6%49.7%
Call IV 25d122.3%81.6%165.6%128.5%81.6%
Put IV 25d140.1%101.0%189.6%145.5%107.1%
Bid-Ask Spread %65.4318.38104.5525.26104.55
Gamma HHI0.160.110.280.170.14
Net GEX-1.3K-11.3K7.4K7.4K3.8K
Net DEX421.3K-300.7K1.6M-166.5K-252.7K
Net VEX-4.9K-6.6K-2.6K-6.6K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.120.0189.571.394.06
Total Volume507.409961,902516759
Total OI5,638.2274,3537,5364,3535,307

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$12.08$13.33142.6%40.9%98.5%66.8%137.6%17.0%-25.7%7.4K-166.5K-6.6K1.3925.26N/AN/A2163002,3731,980
2020-03-03$11.84$13.33146.2%41.9%98.6%69.3%139.5%19.8%-27.1%6.9K-73.5K-6.6K0.7829.74N/AN/A1621262,5142,175
2020-03-04$11.83$13.33140.5%40.3%92.9%65.4%130.1%24.5%-24.0%5.5K7.6K-6.6K0.0121.54N/AN/A28832,5502,283
2020-03-05$11.72$13.33144.3%35.7%87.6%68.0%135.6%14.9%-4.8%4.9K20.5K-6.5K0.2718.38N/AN/A123332,6042,283
2020-03-06$10.62$13.33162.1%39.0%92.2%80.3%145.1%16.0%-5.8%765439.6K-5.7K1.0330.11N/AN/A2132192,6162,301
2020-03-09$9.02$13.33195.4%44.2%107.5%100.0%143.3%18.4%-18.2%-1.8K658.0K-4.9K1.6038.79N/AN/A2013212,6852,412
2020-03-10$8.90$8.33196.6%43.5%91.3%100.0%132.3%24.3%-12.9%-2.3K787.4K-4.6K0.4041.80N/AN/A3511412,7542,421
2020-03-11$8.48$8.33157.3%45.1%91.0%73.8%164.9%7.2%-12.9%-2.5K882.4K-4.6K1.7647.35N/AN/A1532702,9702,553
2020-03-12$7.77$8.33173.4%49.7%90.8%84.6%0.0%30.1%-2.3%-1.3K736.5K-4.8K11.0756.36N/AN/A424653,0782,778
2020-03-13$7.38$8.33163.3%46.8%90.7%77.8%162.7%42.8%-12.1%-10.9K1.2M-4.1K0.2566.18N/AN/A144363,0423,798
2020-03-16$7.23$8.33154.3%44.2%89.7%71.9%164.0%7.3%-19.0%-11.3K1.2M-3.7K0.1770.11N/AN/A213363,0873,768
2020-03-17$7.83$8.33173.5%49.7%91.2%84.6%122.7%35.7%-6.4%-9.8K1.1M-3.8K0.3970.46N/AN/A2641023,0873,738
2020-03-18$5.51$8.33184.4%52.9%146.2%91.9%175.3%21.5%-32.4%-2.1K1.6M-2.6K7.9581.50N/AN/A1651,3113,4143,852
2020-03-19$6.90$8.33159.4%45.7%170.9%75.3%153.7%41.3%-4.9%-1.7K899.8K-3.4K11.8279.42N/AN/A516033,4533,837
2020-03-20$7.46$8.33109.9%31.5%173.9%42.3%114.4%10.7%18.4%-2.9K800.0K-3.5K89.5786.97N/AN/A211,8813,4774,059
2020-03-23$8.55$13.33119.9%34.4%183.5%49.0%107.7%15.8%-4.4%-8.0K369.1K-4.7K0.2088.38N/AN/A7411471,6502,928
2020-03-24$9.28$10.00106.5%30.5%187.0%40.1%103.1%-1.6%-0.3%-3.9K-65.5K-5.1K0.7087.05N/AN/A1801262,1002,994
2020-03-25$9.27$10.00117.1%33.6%187.0%47.1%112.1%-6.8%-0.0%-2.8K-77.9K-5.4K0.3697.61N/AN/A84302,1963,024
2020-03-26$9.82$10.00110.6%31.7%188.4%42.9%113.7%14.2%-8.3%265-268.4K-5.6K0.18102.04N/AN/A99182,2893,024
2020-03-27$9.63$10.00101.8%29.2%188.0%37.0%100.6%-0.0%10.2%215-269.3K-5.3K0.1795.04N/AN/A366632,3343,015
2020-03-30$10.00$10.00105.1%30.1%187.2%39.2%100.5%11.3%1.8%3.8K-300.7K-5.3K0.45100.76N/AN/A66302,2862,952
2020-03-31$9.80$10.0090.3%25.9%187.1%29.4%86.9%25.5%17.6%3.8K-252.7K-5.1K4.06104.55N/AN/A1506092,3252,982