ACMR Options History — July 2020 In July 2020, ACMR traded between $20.26 and $32.08. ATM implied volatility averaged 107.5%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 0.3% (HV 20d: 107.3%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.54.
Notable Days 2020-07-15 : Highest Volume — 8,352 contracts2020-07-06 : Largest IV spike — 39.1% change2020-07-14 : Highest IV Rank — 48.9%2020-07-14 : Largest Expected Move — 33.9%Monthly Statistics Metric Avg Min Max Open Close Price $27.68 $20.26 $32.08 $20.26 $32.08 Max Pain $17.58 $15.00 $20.00 $20.00 $18.33 ATM IV 107.5% 71.5% 119.7% 75.0% 115.1% Expected Move 31.0% 20.5% 33.9% 21.5% 33.0% HV 20d 107.3% 71.5% 119.2% 71.5% 107.8% HV 60d 115.4% 107.0% 118.8% 107.0% 113.5% IV Rank 40.8% 16.9% 48.9% 19.2% 45.9% IV Percentile 70.6% 16.3% 86.4% 21.2% 79.4% Term Structure -8.2% -18.2% 17.5% 16.4% -13.0% VWIV 109.3% 73.8% 119.7% 75.4% 117.4% Skew 25d 1.5% -2.2% 5.2% 2.0% -0.3% Skew 10d 6.9% 1.6% 12.1% 7.3% 7.2% Call IV 25d 109.5% 74.1% 121.3% 75.0% 117.6% Put IV 25d 111.0% 72.0% 122.8% 77.0% 117.2% Bid-Ask Spread % 49.81 40.71 68.77 68.77 41.40 Gamma HHI 0.19 0.12 0.32 0.22 0.17 Net GEX 200.5K -38.4K 499.3K -38.4K 242.6K Net DEX -18.9M -30.3M -2.5M -2.5M -25.5M Net VEX -42.1K -51.2K -31.6K -40.6K -40.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.10 2.29 2.29 0.50 Total Volume 1,793.318 276 8,352 987 1,080 Total OI 40,756.773 36,693 48,795 38,364 38,772
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 2020-07-01 $20.26 $20.00 75.0% 21.5% 71.5% 19.2% 75.4% 2.0% 16.4% -38.4K -2.5M -40.6K 2.29 68.77 N/A N/A 300 687 8,874 29,490 2020-07-02 $21.94 $20.00 71.5% 20.5% 77.3% 16.9% 73.8% -2.2% 17.5% 58.8K -5.8M -41.4K 0.23 67.28 N/A N/A 585 135 8,976 29,985 2020-07-06 $26.91 $15.00 99.5% 28.1% 104.9% 35.5% 99.1% 3.4% -4.2% 153.4K -16.8M -31.6K 0.56 57.06 N/A N/A 4,479 2,526 8,940 30,003 2020-07-07 $25.00 $15.00 96.5% 28.3% 101.1% 33.5% 100.8% 1.8% -4.9% 215.1K -14.5M -40.7K 0.44 53.57 N/A N/A 1,539 672 11,199 30,573 2020-07-08 $27.13 $15.00 99.7% 29.6% 103.9% 35.6% 102.1% 4.8% -10.7% 247.5K -20.6M -40.8K 0.12 51.36 N/A N/A 1,068 126 11,883 30,891 2020-07-09 $28.57 $15.00 96.4% 29.0% 104.6% 33.4% 102.1% 4.5% -8.0% 259.3K -24.5M -39.2K 0.10 52.39 N/A N/A 1,869 183 12,153 30,957 2020-07-10 $27.13 $16.67 96.6% 29.3% 103.2% 33.6% 101.8% 4.1% -8.6% 296.2K -21.5M -40.4K 0.66 48.38 N/A N/A 840 558 12,411 31,011 2020-07-13 $28.05 $16.67 113.5% 32.1% 103.2% 44.8% 113.8% 5.2% -14.2% 267.7K -23.5M -38.9K 0.17 51.45 N/A N/A 2,559 444 12,393 31,497 2020-07-14 $30.20 $16.67 119.7% 33.9% 104.6% 48.9% 119.1% 3.3% -18.1% 272.3K -30.3M -39.7K 0.14 51.89 N/A N/A 777 111 13,800 31,758 2020-07-15 $27.79 $16.67 117.5% 33.7% 111.1% 47.5% 118.8% 3.5% -18.2% 325.0K -24.6M -43.4K 0.43 47.60 N/A N/A 5,850 2,502 14,007 31,800 2020-07-16 $25.52 $18.33 117.3% 33.6% 116.8% 47.3% 119.7% 2.3% -10.1% 499.3K -19.0M -51.2K 0.65 49.81 N/A N/A 1,170 762 16,014 32,322 2020-07-17 $26.34 $18.33 113.4% 32.5% 116.9% 44.7% 116.3% 2.4% -8.2% 97.3K -22.4M -47.9K 0.45 49.96 N/A N/A 639 285 15,891 32,904 2020-07-20 $28.63 $18.33 113.6% 32.6% 119.2% 44.8% 115.2% 2.9% -7.8% 133.2K -16.6M -45.8K 0.33 53.71 N/A N/A 849 282 10,140 26,553 2020-07-21 $29.32 $18.33 113.7% 32.6% 116.7% 44.9% 115.1% -1.2% -9.2% 154.0K -18.4M -45.6K 1.00 50.21 N/A N/A 261 261 10,512 26,595 2020-07-22 $29.56 $18.33 115.0% 33.0% 115.6% 45.8% 115.7% 1.4% -11.6% 161.3K -19.0M -44.5K 0.42 40.84 N/A N/A 291 123 10,578 26,784 2020-07-23 $29.13 $18.33 115.3% 33.1% 116.0% 46.0% 116.5% 0.1% -10.7% 162.5K -18.5M -43.6K 0.63 41.55 N/A N/A 975 612 10,623 26,790 2020-07-24 $28.35 $18.33 113.9% 32.6% 116.7% 45.0% 115.9% -1.5% -9.2% 155.7K -16.9M -45.1K 1.05 42.07 N/A N/A 444 468 10,794 26,685 2020-07-27 $28.03 $18.33 116.4% 33.4% 116.1% 46.7% 117.7% -2.1% -12.8% 159.4K -16.4M -42.8K 0.67 50.83 N/A N/A 492 330 10,911 26,901 2020-07-28 $28.47 $18.33 116.8% 33.5% 112.2% 47.0% 117.2% -0.4% -12.0% 167.7K -16.9M -41.7K 0.56 40.71 N/A N/A 177 99 10,881 26,970 2020-07-29 $29.76 $18.33 113.6% 32.6% 110.7% 44.8% 114.2% -0.9% -11.2% 196.7K -19.3M -40.8K 0.26 42.31 N/A N/A 903 231 10,938 26,967 2020-07-30 $30.73 $18.33 115.3% 33.1% 109.6% 46.0% 117.6% -0.9% -12.6% 224.4K -22.4M -41.0K 0.23 42.67 N/A N/A 741 168 11,493 27,030 2020-07-31 $32.08 $18.33 115.1% 33.0% 107.8% 45.9% 117.4% -0.3% -13.0% 242.6K -25.5M -40.3K 0.50 41.40 N/A N/A 720 360 11,742 27,030
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