ACMR Options History — April 2020

In April 2020, ACMR traded between $8.88 and $13.82. ATM implied volatility averaged 94.0%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 27.6%. IV traded below realized volatility by 48.8% (HV 20d: 142.8%). Max pain ranged from $8.33 to $10.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 8.19.

Notable Days

  • 2020-04-08: Highest Volume — 3,084 contracts
  • 2020-04-06: Largest IV drop — 21.4% change
  • 2020-04-22: Highest IV Rank — 37.6%
  • 2020-04-02: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.49$8.88$13.82$9.03$13.31
Max Pain$8.89$8.33$10.00$10.00$10.00
ATM IV94.0%75.8%102.7%90.0%100.7%
Expected Move27.6%24.9%30.3%25.8%28.9%
HV 20d142.8%97.3%189.8%188.9%97.8%
HV 60d420.7%133.6%510.9%509.9%133.6%
IV Rank31.8%19.7%37.6%29.2%36.3%
IV Percentile46.4%23.9%59.2%38.0%59.2%
Term Structure-9.4%-20.8%16.2%16.2%-20.8%
VWIV92.9%76.9%102.8%83.1%98.0%
Skew 25d11.2%-2.6%22.1%-2.5%17.0%
Skew 10d32.0%20.0%64.4%27.5%27.3%
Call IV 25d88.0%80.7%100.3%84.3%95.7%
Put IV 25d99.3%81.8%112.7%81.8%112.7%
Bid-Ask Spread %84.1576.64105.15105.1580.12
Gamma HHI0.380.160.530.180.50
Net GEX34.5K-19.3K83.9K-8.5K80.6K
Net DEX-1.5M-3.8M554.5K202.6K-3.3M
Net VEX-7.6K-9.5K-5.1K-5.1K-9.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.190.02101.144.281.45
Total Volume552.429303,0841,029147
Total OI8,449.5715,91912,1235,9197,713

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-04-01$9.03$10.0090.0%25.8%188.9%29.2%83.1%-2.5%16.2%-8.5K202.6K-5.1K4.28105.15N/AN/A1958342,3733,546
2020-04-02$9.09$8.3392.1%30.3%189.0%30.6%91.7%16.4%-7.7%-13.5K531.7K-5.7K0.0081.61N/AN/A0302,4004,035
2020-04-03$8.88$8.3396.4%28.2%186.4%33.4%102.5%10.0%11.7%-19.3K554.5K-5.1K101.1484.94N/AN/A212,1242,4004,002
2020-04-06$10.75$8.3375.8%29.0%189.8%19.7%98.0%22.1%-17.7%-13.6K-422.7K-5.6K1.1381.28N/AN/A45512,4006,087
2020-04-07$11.02$8.3384.4%25.9%189.7%25.4%88.3%12.4%-1.1%-18.3K-168.3K-6.5K2.7685.23N/AN/A631742,4126,177
2020-04-08$11.62$10.0087.0%24.9%189.0%27.2%89.1%-2.6%-0.1%5.2K-838.2K-5.2K0.0285.05N/AN/A3,009752,4186,309
2020-04-09$10.98$8.3389.3%25.6%187.1%28.7%76.9%2.9%-2.2%15.1K-1.1M-8.6K0.5295.42N/AN/A2191144,8666,303
2020-04-13$11.03$8.3390.5%25.9%185.4%29.5%95.1%15.3%-8.4%27.9K-1.5M-7.8K3.9190.91N/AN/A331294,9716,345
2020-04-14$11.49$8.3394.3%27.0%184.9%32.0%91.4%10.7%-12.6%40.7K-1.9M-8.2K0.0381.23N/AN/A519154,9866,468
2020-04-15$11.29$8.3390.6%26.0%184.2%29.5%94.2%12.3%-11.7%37.2K-1.6M-7.9K29.0084.99N/AN/A216095,0886,453
2020-04-16$11.90$8.3397.5%27.9%122.4%34.1%90.1%12.1%-14.3%50.8K-2.2M-8.6K0.9076.64N/AN/A30275,0857,038
2020-04-17$12.12$8.3394.4%27.1%101.0%32.1%93.0%16.1%-15.7%53.7K-2.2M-8.5K0.3377.98N/AN/A201664,9987,038
2020-04-20$12.05$8.3398.5%28.2%99.9%34.8%89.7%11.8%-13.5%51.7K-2.1M-8.1K0.2476.66N/AN/A153364,5272,079
2020-04-21$11.09$8.3398.5%28.2%97.3%34.8%96.6%9.2%-9.8%40.0K-1.3M-7.4K0.2478.30N/AN/A126304,6832,103
2020-04-22$12.36$8.33102.7%29.4%100.3%37.6%89.3%20.5%-19.3%59.8K-2.3M-8.5K0.0978.71N/AN/A321304,7522,133
2020-04-23$11.93$8.3398.2%28.2%101.7%34.6%102.8%9.3%-17.3%53.3K-1.8M-8.3K15.5079.74N/AN/A121864,6532,163
2020-04-24$12.08$10.00102.1%29.3%100.3%37.2%97.8%7.3%-15.1%55.5K-1.9M-8.1K1.2687.22N/AN/A2613304,6592,208
2020-04-27$12.71$10.0095.1%27.3%100.6%32.5%97.0%17.7%-13.9%66.3K-2.4M-8.2K0.2083.74N/AN/A5311054,6022,262
2020-04-28$12.73$10.0097.3%27.9%100.3%34.0%90.5%1.1%-6.2%75.2K-2.8M-8.5K0.2891.11N/AN/A180515,0132,280
2020-04-29$13.82$10.0099.0%28.4%102.5%35.1%95.5%16.5%-17.4%83.9K-3.8M-9.2K0.5081.16N/AN/A3331655,0882,325
2020-04-30$13.31$10.00100.7%28.9%97.8%36.3%98.0%17.0%-20.8%80.6K-3.3M-9.5K1.4580.12N/AN/A60875,2382,475