ACMR Options History — August 2020

In August 2020, ACMR traded between $29.57 and $37.45. ATM implied volatility averaged 95.1%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 20.8% (HV 20d: 74.2%). Max pain ranged from $18.33 to $30.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.22.

Notable Days

  • 2020-08-27: Highest Volume — 6,564 contracts
  • 2020-08-06: Largest IV drop — 27.5% change
  • 2020-08-04: Highest IV Rank — 52.1%
  • 2020-08-04: Largest Expected Move — 35.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.58$29.57$37.45$35.72$29.57
Max Pain$27.86$18.33$30.00$18.33$30.00
ATM IV95.1%85.7%124.6%120.4%90.5%
Expected Move27.2%24.6%35.7%34.5%25.9%
HV 20d74.2%56.3%89.7%89.7%56.3%
HV 60d96.6%86.2%113.0%113.0%86.3%
IV Rank32.5%26.3%52.1%49.4%29.5%
IV Percentile47.3%31.7%88.3%87.8%41.6%
Term Structure3.4%-21.5%14.7%-20.3%2.5%
VWIV95.2%84.8%127.2%120.8%90.7%
Skew 25d2.9%0.8%5.7%4.1%3.3%
Skew 10d4.9%-1.1%9.7%9.7%9.5%
Call IV 25d93.4%82.1%126.8%120.6%89.6%
Put IV 25d96.3%85.7%127.6%124.7%92.9%
Bid-Ask Spread %44.7130.7060.0140.9855.98
Gamma HHI0.240.110.780.140.17
Net GEX-8.8K-2.0M297.5K257.5K-69.7K
Net DEX-24.1M-37.8M-2.5M-32.6M-2.5M
Net VEX-62.0K-86.7K-37.1K-37.1K-83.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.220.046.620.301.32
Total Volume2,3384446,5644,146654
Total OI40,983.14316,95354,35139,13825,065

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$35.72$18.33120.4%34.5%89.7%49.4%120.8%4.1%-20.3%257.5K-32.6M-37.1K0.3040.98N/AN/A3,19894812,00327,135
2020-08-04$36.05$18.33124.6%35.7%83.5%52.1%127.2%0.8%-21.5%268.7K-33.7M-44.6K1.1440.79N/AN/A1,9352,21412,88827,609
2020-08-05$35.69$25.00122.6%35.2%80.5%50.8%125.0%2.8%-21.1%222.9K-32.1M-51.8K0.6957.44N/AN/A1,9471,35313,92629,919
2020-08-06$37.45$28.3388.9%25.9%80.3%28.5%89.4%2.9%6.2%297.5K-37.8M-48.1K0.4934.92N/AN/A1,27562714,79930,987
2020-08-07$34.06$28.3394.1%26.5%86.1%31.9%95.2%3.9%9.4%177.4K-27.1M-53.1K1.1530.70N/AN/A2,9793,42914,73931,239
2020-08-10$33.45$28.3397.7%26.8%86.3%34.3%95.1%5.0%11.2%33.4K-25.2M-64.3K0.1733.02N/AN/A1,46125516,58133,771
2020-08-11$32.96$28.3394.5%27.0%83.2%32.2%93.9%3.1%11.8%25.9K-25.0M-66.4K0.3232.71N/AN/A80125817,50533,933
2020-08-12$35.18$28.3393.2%26.7%79.0%31.3%94.7%2.3%7.6%148.1K-33.6M-64.8K0.2532.17N/AN/A1,20329717,69733,915
2020-08-13$34.87$28.3393.0%26.7%70.8%31.2%92.0%3.1%6.9%110.9K-33.1M-62.9K0.3235.79N/AN/A33610818,06034,008
2020-08-14$34.66$28.3390.0%25.8%70.9%29.2%90.1%1.8%12.5%87.7K-32.0M-61.5K0.6534.42N/AN/A54635718,00633,960
2020-08-17$35.44$28.3393.4%26.8%66.1%31.4%93.1%3.3%9.5%147.9K-35.7M-54.1K0.0443.90N/AN/A4,98920718,00033,981
2020-08-18$35.05$28.3392.2%26.4%66.3%30.6%93.4%3.7%9.2%195.0K-33.9M-62.4K0.4939.15N/AN/A91244718,89134,032
2020-08-19$33.16$28.3388.5%25.4%70.2%28.1%87.5%3.3%14.7%-258.9K-25.9M-62.7K2.2557.32N/AN/A9542,14519,22134,437
2020-08-20$32.42$30.0089.4%25.6%70.5%28.8%88.1%2.7%4.3%-584.0K-22.9M-65.2K0.4946.35N/AN/A61229719,36834,983
2020-08-21$32.07$30.0085.9%24.6%69.8%26.4%87.0%1.9%7.9%-2.0M-23.1M-62.3K2.5549.80N/AN/A7231,84219,30834,971
2020-08-24$31.65$30.0089.9%25.8%69.8%29.1%88.8%2.3%2.0%194.3K-11.6M-65.7K1.7849.43N/AN/A3365979,7537,200
2020-08-25$32.60$30.0086.2%24.7%70.3%26.6%87.1%2.9%4.1%214.1K-13.0M-68.3K1.9853.33N/AN/A1953879,8587,728
2020-08-26$32.01$30.0085.7%24.6%69.3%26.3%84.8%0.9%6.6%204.5K-11.9M-68.0K2.0354.33N/AN/A2585259,9458,031
2020-08-27$30.48$30.0087.9%25.2%70.9%27.8%88.8%1.8%3.3%161.7K-9.0M-68.5K6.6260.01N/AN/A8615,70310,0688,523
2020-08-28$30.61$30.0087.9%25.2%69.1%27.8%86.0%5.7%3.9%-17.2K-4.9M-86.7K0.6556.28N/AN/A56136610,42514,178
2020-08-31$29.57$30.0090.5%25.9%56.3%29.5%90.7%3.3%2.5%-69.7K-2.5M-83.6K1.3255.98N/AN/A28237210,60514,460