ACMR Options History — May 2020

In May 2020, ACMR traded between $11.84 and $22.27. ATM implied volatility averaged 101.1%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded below realized volatility by 21.4% (HV 20d: 122.5%). Max pain ranged from $10.00 to $18.33. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 2.30.

Notable Days

  • 2020-05-01: Highest Volume — 9,408 contracts
  • 2020-05-12: Largest IV spike — 47.5% change
  • 2020-05-06: Highest IV Rank — 58.2%
  • 2020-05-01: Largest Expected Move — 34.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.42$11.84$22.27$11.84$19.80
Max Pain$14.17$10.00$18.33$10.00$18.33
ATM IV101.1%68.6%133.8%119.2%98.9%
Expected Move25.8%19.2%34.2%34.2%28.4%
HV 20d122.5%87.8%151.7%109.1%148.8%
HV 60d141.2%131.7%149.9%134.5%149.4%
IV Rank36.5%14.9%58.2%48.5%35.1%
IV Percentile54.3%15.8%84.2%77.2%56.5%
Term Structure-3.6%-34.1%10.1%-34.1%-3.3%
VWIV90.8%67.1%119.7%119.7%99.9%
Skew 25d9.9%-2.2%17.1%16.3%4.7%
Skew 10d21.4%4.7%42.8%30.3%11.0%
Call IV 25d86.4%58.3%111.8%111.8%98.1%
Put IV 25d96.4%71.3%128.1%128.1%102.8%
Bid-Ask Spread %64.5946.8479.2979.2967.80
Gamma HHI0.240.150.460.460.15
Net GEX81.0K692131.4K56.8K109.6K
Net DEX-7.2M-15.3M12.2K-1.8M-7.9M
Net VEX-28.9K-41.3K-8.2K-8.2K-36.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.300.0828.5828.582.02
Total Volume2,164.354389,4089,408471
Total OI22,527.37,80328,6297,80326,820

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$11.84$10.00119.2%34.2%109.1%48.5%119.7%16.3%-34.1%56.8K-1.8M-8.2K28.5879.29N/AN/A3189,0905,2412,562
2020-05-04$11.87$11.67130.1%24.3%108.4%55.8%89.9%10.1%-6.4%69212.2K-21.9K6.7646.84N/AN/A2491,6835,24411,418
2020-05-05$12.53$11.67121.6%22.1%87.8%50.2%81.5%12.5%-3.5%10.4K-628.9K-23.5K0.3269.46N/AN/A3331055,28013,077
2020-05-06$13.03$11.67133.8%24.5%88.3%58.2%83.8%15.7%-11.1%23.2K-1.6M-23.0K0.1360.89N/AN/A1,4221835,49913,128
2020-05-07$14.69$11.6780.6%19.2%95.7%22.9%71.4%16.7%7.2%77.1K-4.1M-20.9K0.4367.03N/AN/A5132196,45613,236
2020-05-08$15.58$11.6768.6%19.4%93.4%14.9%67.1%13.1%5.2%68.3K-6.0M-17.6K0.5163.32N/AN/A3962016,48613,401
2020-05-11$17.76$11.6787.8%19.6%101.6%27.7%69.8%10.1%10.1%58.4K-9.0M-16.4K0.0871.71N/AN/A7,5606336,60913,470
2020-05-12$18.64$11.67129.4%22.9%101.8%55.4%76.8%13.5%-4.3%129.4K-12.9M-25.3K0.1379.08N/AN/A87011710,03513,836
2020-05-13$16.60$11.6785.4%24.5%112.5%26.1%77.0%11.4%-2.7%117.5K-9.3M-25.3K2.9864.52N/AN/A8792,61610,31713,851
2020-05-14$19.97$13.3395.6%27.4%126.6%32.9%96.3%-2.2%-7.3%95.4K-15.0M-36.6K0.0863.70N/AN/A3,28225510,83916,176
2020-05-15$19.47$13.3397.4%27.9%127.9%34.1%100.3%12.4%-0.5%86.9K-15.3M-35.3K0.3861.01N/AN/A72027012,26116,368
2020-05-18$21.20$15.0094.1%27.0%129.2%31.9%93.6%17.1%-2.3%93.3K-9.8M-32.0K0.1560.64N/AN/A552847,75814,649
2020-05-19$22.27$15.0089.1%25.6%122.4%28.6%90.2%12.7%-0.1%117.7K-11.7M-31.7K0.1565.63N/AN/A7861178,00414,769
2020-05-20$17.97$15.0094.4%27.1%147.7%32.1%98.6%10.3%1.8%90.5K-5.2M-37.6K1.2553.71N/AN/A1,7822,2358,05514,832
2020-05-21$18.36$16.67102.6%29.4%146.3%37.5%101.5%8.0%-5.7%73.2K-5.4M-39.5K0.5664.20N/AN/A1,2757118,39116,794
2020-05-22$17.60$18.3399.5%28.5%148.0%35.5%100.9%2.5%-2.9%59.4K-3.9M-41.3K0.3658.98N/AN/A4831748,69717,313
2020-05-26$19.76$18.3398.1%28.1%151.6%34.5%99.5%4.0%-4.1%106.1K-7.7M-39.0K0.2166.32N/AN/A1,3112708,89517,403
2020-05-27$19.69$18.3398.0%28.1%151.7%34.5%99.8%7.0%-3.7%131.4K-8.1M-28.7K0.6364.27N/AN/A3782379,08417,511
2020-05-28$19.77$18.3397.7%28.0%150.1%34.2%98.7%2.7%-5.1%115.3K-7.9M-37.3K0.2263.31N/AN/A414939,15017,631
2020-05-29$19.80$18.3398.9%28.4%148.8%35.1%99.9%4.7%-3.3%109.6K-7.9M-36.3K2.0267.80N/AN/A1563159,18617,634