ACMR Options History — June 2020 In June 2020, ACMR traded between $18.36 and $21.64. ATM implied volatility averaged 90.1%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded below realized volatility by 22.3% (HV 20d: 112.4%). Max pain ranged from $18.33 to $20.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 1.97.
Notable Days 2020-06-23 : Highest Volume — 9,969 contracts2020-06-10 : Largest IV drop — 13.0% change2020-06-08 : Highest IV Rank — 41.4%2020-06-01 : Largest Expected Move — 28.8%Monthly Statistics Metric Avg Min Max Open Close Price $20.15 $18.36 $21.64 $21.64 $20.75 Max Pain $18.86 $18.33 $20.00 $18.33 $20.00 ATM IV 90.1% 75.5% 108.5% 100.5% 75.5% Expected Move 25.4% 21.6% 28.8% 28.8% 21.6% HV 20d 112.4% 74.7% 148.7% 141.5% 75.7% HV 60d 127.2% 111.3% 150.3% 150.3% 112.9% IV Rank 29.2% 19.5% 41.4% 36.2% 19.5% IV Percentile 42.9% 22.8% 70.7% 58.7% 22.8% Term Structure 6.4% -5.3% 18.4% -5.3% 18.4% VWIV 89.7% 74.1% 103.4% 99.6% 74.1% Skew 25d 3.9% -2.1% 10.9% 4.5% 3.5% Skew 10d 9.6% -2.0% 28.4% 27.8% 8.9% Call IV 25d 88.3% 74.0% 100.9% 98.9% 74.0% Put IV 25d 92.2% 77.6% 107.7% 103.4% 77.6% Bid-Ask Spread % 52.51 30.55 66.95 61.09 66.95 Gamma HHI 0.19 0.13 0.39 0.13 0.21 Net GEX 99.8K -88.2K 251.9K 135.8K -15.2K Net DEX -7.0M -11.1M -196.8K -11.1M -3.3M Net VEX -36.8K -47.7K -27.5K -35.0K -42.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.97 0.05 7.81 0.37 0.05 Total Volume 1,978.5 333 9,969 849 333 Total OI 33,019.227 27,084 38,358 27,084 38,358
Daily Data (22 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 2020-06-01 $21.64 $18.33 100.5% 28.8% 141.5% 36.2% 99.6% 4.5% -5.3% 135.8K -11.1M -35.0K 0.37 61.09 N/A N/A 618 231 9,279 17,805 2020-06-02 $20.14 $18.33 100.3% 28.8% 145.9% 36.0% 100.0% 0.9% -5.2% 124.2K -8.5M -36.2K 3.48 63.67 N/A N/A 219 762 9,204 17,961 2020-06-03 $21.63 $18.33 96.4% 27.6% 146.4% 33.4% 95.1% 10.9% -2.4% 121.7K -10.9M -34.4K 0.37 65.44 N/A N/A 441 165 9,333 18,465 2020-06-04 $21.53 $18.33 94.4% 26.3% 146.8% 32.1% 92.5% 6.4% 4.9% 131.1K -11.0M -32.7K 1.38 30.55 N/A N/A 1,656 2,286 9,570 18,570 2020-06-05 $20.94 $18.33 97.1% 25.7% 143.4% 33.9% 90.1% 4.9% 4.1% 150.1K -10.8M -34.9K 4.29 41.04 N/A N/A 282 1,209 9,996 18,639 2020-06-08 $18.90 $18.33 108.5% 27.5% 148.7% 41.4% 96.0% 4.8% -0.4% 110.3K -6.0M -36.4K 2.00 34.90 N/A N/A 837 1,674 10,017 19,791 2020-06-09 $19.41 $18.33 105.2% 26.9% 141.8% 39.2% 94.0% 1.9% 6.4% 115.1K -7.0M -37.5K 0.22 34.34 N/A N/A 594 129 10,317 21,132 2020-06-10 $19.62 $18.33 91.4% 26.2% 140.9% 30.1% 103.4% 4.3% 1.6% 123.4K -7.7M -32.1K 4.44 40.18 N/A N/A 261 1,158 10,455 21,153 2020-06-11 $18.36 $18.33 100.1% 28.7% 136.4% 35.9% 99.4% 5.8% -4.2% 99.1K -4.8M -38.1K 0.79 49.36 N/A N/A 303 240 10,482 22,128 2020-06-12 $18.59 $18.33 93.7% 26.9% 118.8% 31.6% 94.5% 8.2% 1.1% 113.6K -5.1M -34.5K 4.00 51.07 N/A N/A 288 1,152 10,626 22,365 2020-06-15 $19.44 $18.33 90.8% 26.0% 119.7% 29.7% 93.8% 2.3% 9.9% 160.0K -7.4M -32.3K 0.12 47.97 N/A N/A 1,002 120 10,755 23,244 2020-06-16 $19.76 $18.33 86.2% 24.7% 115.6% 26.6% 88.5% 4.4% 8.0% 200.8K -8.6M -32.0K 0.73 61.78 N/A N/A 309 225 11,124 23,304 2020-06-17 $20.33 $18.33 85.2% 24.4% 114.6% 26.0% 85.6% 8.2% 13.0% 198.2K -10.7M -30.6K 0.14 59.18 N/A N/A 1,188 165 11,160 23,427 2020-06-18 $20.33 $18.33 83.1% 23.8% 83.7% 24.6% 84.3% 4.2% 11.7% 200.8K -11.0M -27.5K 2.59 55.41 N/A N/A 783 2,031 11,439 23,487 2020-06-19 $20.15 $18.33 83.1% 23.8% 83.7% 24.6% 88.8% -2.1% 9.5% 251.9K -10.2M -30.3K 0.11 58.41 N/A N/A 4,134 465 11,598 25,356 2020-06-22 $19.22 $20.00 80.9% 23.2% 84.1% 23.1% 81.4% 3.5% 11.8% 32.1K -3.6M -32.1K 7.81 54.42 N/A N/A 564 4,407 8,109 21,300 2020-06-23 $20.51 $20.00 79.9% 22.9% 76.8% 22.4% 79.8% 0.3% 11.5% 8.6K -4.0M -46.1K 4.90 51.25 N/A N/A 1,689 8,280 8,475 27,873 2020-06-24 $21.23 $20.00 82.3% 23.6% 77.6% 24.1% 82.7% 1.5% 11.0% 39.7K -5.3M -45.2K 3.59 46.70 N/A N/A 291 1,044 8,721 27,939 2020-06-25 $21.06 $20.00 79.3% 22.7% 77.7% 22.0% 80.7% -0.1% 13.5% 4.0K -4.7M -45.7K 0.05 57.64 N/A N/A 630 30 8,826 28,950 2020-06-26 $20.52 $20.00 84.4% 24.2% 78.4% 25.5% 84.7% 4.2% 10.4% -22.0K -3.3M -47.7K 0.49 61.19 N/A N/A 234 114 8,916 28,968 2020-06-29 $19.23 $20.00 83.7% 24.0% 74.7% 25.0% 84.8% 3.7% 10.5% -88.2K -196.8K -45.4K 1.41 62.64 N/A N/A 408 576 8,799 29,007 2020-06-30 $20.75 $20.00 75.5% 21.6% 75.7% 19.5% 74.1% 3.5% 18.4% -15.2K -3.3M -42.8K 0.05 66.95 N/A N/A 318 15 8,874 29,484
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