ACMR Options History — October 2020

In October 2020, ACMR traded between $22.44 and $26.21. ATM implied volatility averaged 87.7%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 17.7% (HV 20d: 70.0%). Max pain ranged from $23.33 to $23.33. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 2.89.

Notable Days

  • 2020-10-12: Highest Volume — 20,358 contracts
  • 2020-10-14: Largest IV spike — 13.9% change
  • 2020-10-30: Highest IV Rank — 33.8%
  • 2020-10-30: Largest Expected Move — 28.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.28$22.44$26.21$25.04$23.37
Max Pain$23.33$23.33$23.33$23.33$23.33
ATM IV87.7%74.4%99.7%87.3%99.7%
Expected Move26.3%24.3%28.6%25.0%28.6%
HV 20d70.0%53.2%140.6%140.6%63.5%
HV 60d96.1%92.4%99.8%99.8%93.8%
IV Rank25.6%16.5%33.8%25.3%33.8%
IV Percentile35.0%12.4%66.4%32.3%66.4%
Term Structure-4.9%-12.4%9.2%4.8%-10.4%
VWIV92.4%84.3%100.2%86.9%100.2%
Skew 25d-0.4%-3.1%1.7%1.2%0.9%
Skew 10d2.0%-4.7%31.6%-1.7%-4.7%
Call IV 25d92.6%85.2%100.6%86.2%100.6%
Put IV 25d92.2%84.4%101.5%87.4%101.5%
Bid-Ask Spread %67.6458.0278.9177.0073.33
Gamma HHI0.210.150.290.190.18
Net GEX231.6K-436.8K1.8M462.0K-282.0K
Net DEX-3.2M-23.5M9.0M-11.3M4.3M
Net VEX-96.2K-126.0K-74.5K-124.8K-97.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.890.0229.530.170.15
Total Volume2,820.27318020,3585,9972,439
Total OI59,794.09138,22675,27068,06453,916

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$25.04$23.3387.3%25.0%140.6%25.3%86.9%1.2%4.8%462.0K-11.3M-124.8K0.1777.00N/AN/A5,13386429,39738,667
2020-10-02$24.55$23.3384.8%24.3%132.3%23.6%84.3%-0.8%9.2%565.0K-9.6M-126.0K0.1978.91N/AN/A79515333,20438,766
2020-10-05$25.21$23.3388.5%27.2%132.8%26.1%95.6%0.4%-5.1%754.2K-14.5M-118.2K0.2658.02N/AN/A38710233,15938,811
2020-10-06$23.75$23.3381.1%27.1%60.9%21.0%96.1%-0.4%-4.8%399.0K-2.3M-107.8K0.2160.64N/AN/A55211733,13838,835
2020-10-07$23.91$23.3377.9%26.7%60.9%18.9%92.7%-0.9%-5.9%420.9K-1.9M-104.2K0.2563.83N/AN/A1,05926433,27338,901
2020-10-08$23.56$23.3378.2%26.2%61.4%19.1%93.8%0.2%-4.1%283.2K1.2M-99.4K0.5263.65N/AN/A5,0972,64333,70839,123
2020-10-09$25.14$23.3374.4%26.7%55.0%16.5%91.5%1.7%-5.9%1.3M-16.0M-108.7K0.1164.56N/AN/A7959037,80637,464
2020-10-12$25.94$23.3380.2%27.0%53.2%20.5%95.0%-0.4%-6.6%1.8M-23.5M-98.8K0.0261.71N/AN/A20,03432437,58737,473
2020-10-13$26.21$23.3381.6%26.7%53.2%21.4%94.8%0.3%-6.2%853.0K-14.2M-96.4K0.1462.63N/AN/A4145729,85337,587
2020-10-14$24.61$23.3392.9%26.6%58.4%29.1%94.8%0.2%-6.4%22.9K-2.5M-87.2K0.9065.59N/AN/A58552829,86537,623
2020-10-15$25.34$23.3393.4%26.8%58.4%29.5%93.0%0.6%-1.4%371.6K-6.6M-85.6K0.2864.54N/AN/A42612029,94037,716
2020-10-16$25.29$23.3389.7%25.7%57.1%26.9%89.6%-0.6%4.7%200.9K-5.6M-80.6K0.1269.92N/AN/A2,49030029,81737,713
2020-10-19$24.17$23.3392.5%26.5%59.6%28.9%92.5%-3.1%-7.3%-46.7K-1.3M-79.9K0.3069.72N/AN/A3219617,03121,195
2020-10-20$24.55$23.3388.4%25.3%58.7%26.1%89.5%-1.7%-0.1%-42.9K-2.5M-81.4K2.4962.09N/AN/A12330617,08821,264
2020-10-21$23.15$23.3389.8%25.7%61.7%27.0%89.1%-2.0%-7.1%-131.1K2.2M-74.5K25.1371.85N/AN/A1834,59917,12421,558
2020-10-22$22.44$23.3387.8%25.2%62.5%25.7%88.5%-2.5%-8.3%-355.6K8.6M-89.4K0.4674.15N/AN/A47121617,19329,112
2020-10-23$22.64$23.3387.5%25.1%62.5%25.4%87.4%0.5%-8.4%-342.2K7.9M-88.7K29.5369.90N/AN/A902,65817,26829,226
2020-10-26$22.72$23.3390.0%25.8%62.1%27.2%91.2%-1.5%-6.8%-415.7K9.0M-88.6K1.5166.92N/AN/A12318617,30131,572
2020-10-27$23.13$23.3389.0%25.5%62.0%26.5%90.1%-1.5%-7.4%-436.8K8.5M-88.5K0.3370.78N/AN/A1354517,40633,192
2020-10-28$24.42$23.3396.4%27.6%64.8%31.5%99.1%1.0%-12.4%-252.5K3.4M-93.5K0.0471.60N/AN/A6,05727017,40933,195
2020-10-29$25.10$23.3397.9%28.1%58.5%32.6%97.6%0.3%-12.3%-64.9K-3.8M-97.2K0.4666.82N/AN/A27312620,84133,153
2020-10-30$23.37$23.3399.7%28.6%63.5%33.8%100.2%0.9%-10.4%-282.0K4.3M-97.9K0.1573.33N/AN/A2,12731220,75133,165