ACMR Options History — December 2020

In December 2020, ACMR traded between $22.44 and $27.91. ATM implied volatility averaged 75.1%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 7.8% (HV 20d: 67.2%). Max pain ranged from $25.00 to $26.67. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.81.

Notable Days

  • 2020-12-30: Highest Volume — 4,638 contracts
  • 2020-12-30: Largest IV spike — 8.2% change
  • 2020-12-30: Highest IV Rank — 9.1%
  • 2020-12-30: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.20$22.44$27.91$27.80$26.96
Max Pain$25.68$25.00$26.67$25.00$26.67
ATM IV75.1%71.8%80.2%75.0%76.3%
Expected Move21.3%20.4%23.0%21.5%21.9%
HV 20d67.2%52.2%84.5%84.5%84.2%
HV 60d72.0%68.4%97.2%97.2%76.8%
IV Rank5.1%2.5%9.1%5.0%6.0%
IV Percentile8.8%3.5%18.7%8.3%14.9%
Term Structure-0.2%-4.2%2.9%-4.2%1.0%
VWIV74.6%71.3%80.9%74.6%75.1%
Skew 25d0.1%-2.9%2.7%0.2%0.4%
Skew 10d2.2%-17.8%13.3%7.8%-17.8%
Call IV 25d74.5%71.8%80.6%74.9%77.1%
Put IV 25d74.7%70.9%78.5%75.1%77.5%
Bid-Ask Spread %60.1137.4876.7876.0768.91
Gamma HHI0.190.130.490.200.20
Net GEX174.8K-18.6K550.3K250.0K227.4K
Net DEX-3.8M-9.2M-252.0K-9.0M-7.9M
Net VEX-31.1K-39.6K-26.9K-33.8K-39.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.063.181.180.51
Total Volume816.5451024,638261720
Total OI18,394.36411,73024,43219,54815,429

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$27.80$25.0075.0%21.5%84.5%5.0%74.6%0.2%-4.2%250.0K-9.0M-33.8K1.1876.07N/AN/A1201417,99211,556
2020-12-02$27.16$25.0075.4%21.6%81.5%5.3%74.2%-1.9%-1.5%252.7K-8.0M-32.9K1.1275.96N/AN/A991118,01911,526
2020-12-03$27.00$25.0074.6%20.7%65.7%4.7%73.5%0.4%0.2%245.0K-7.5M-32.7K0.4841.47N/AN/A150728,02811,508
2020-12-04$25.90$25.0074.1%20.7%65.7%4.3%74.5%2.7%0.4%225.0K-5.5M-30.7K0.8047.56N/AN/A4713758,09711,541
2020-12-07$27.91$25.0080.0%20.4%72.0%8.9%72.0%2.2%2.6%284.8K-9.2M-31.2K0.7745.33N/AN/A3332588,12411,904
2020-12-08$26.93$25.0076.9%21.0%72.8%6.5%72.8%1.3%0.7%273.2K-7.1M-30.3K1.1946.54N/AN/A1291538,21112,108
2020-12-09$24.69$26.6772.6%20.8%71.4%3.2%77.9%-2.9%1.2%157.3K-2.5M-28.4K3.1844.31N/AN/A5071,6118,27412,243
2020-12-10$24.48$26.6776.6%22.0%64.9%6.2%77.0%-0.0%0.6%145.0K-1.7M-30.9K0.3437.48N/AN/A285968,61013,716
2020-12-11$23.81$26.6775.0%21.5%63.6%5.0%75.4%1.5%2.9%107.1K-409.9K-30.0K0.4547.14N/AN/A3241478,88313,770
2020-12-14$24.63$26.6777.6%22.2%65.4%7.0%76.4%0.0%-0.3%177.7K-1.8M-29.0K1.1353.94N/AN/A1922168,98213,842
2020-12-15$25.00$26.6774.4%21.3%64.5%4.6%74.0%-0.7%0.2%217.0K-2.1M-28.8K1.0759.72N/AN/A90969,06913,941
2020-12-16$24.78$26.6773.5%21.1%62.2%3.8%73.8%1.2%1.6%202.1K-1.6M-27.5K0.5162.01N/AN/A195999,11413,980
2020-12-17$24.76$26.6771.8%20.6%61.6%2.5%71.3%0.1%1.7%209.9K-1.2M-26.9K0.0666.42N/AN/A2,6101509,22513,989
2020-12-18$24.95$26.6772.6%20.8%61.5%3.1%72.6%1.0%0.5%550.3K-3.0M-32.5K0.6065.82N/AN/A28517110,46713,965
2020-12-21$24.97$25.0075.8%21.7%61.5%5.6%75.7%-0.0%-2.0%78.5K-3.2M-31.6K0.2068.00N/AN/A342696,6245,106
2020-12-22$24.45$25.0075.1%21.5%61.7%5.1%75.0%-0.9%-0.2%69.2K-2.7M-31.4K0.3670.03N/AN/A255936,8135,154
2020-12-23$23.29$25.0072.5%20.8%63.9%3.1%72.0%-1.2%0.0%30.3K-1.3M-29.5K1.0574.75N/AN/A7297686,9515,214
2020-12-24$23.06$25.0073.4%21.0%61.1%3.8%74.1%2.6%-1.6%10.9K-1.0M-31.9K0.5376.78N/AN/A2371267,3595,628
2020-12-28$22.70$25.0073.9%21.2%52.3%4.1%74.5%-0.6%-1.8%-8.8K-488.7K-29.5K0.4173.16N/AN/A2821177,4945,691
2020-12-29$22.44$25.0074.1%21.2%52.2%4.3%73.5%-0.3%-2.1%-18.6K-252.0K-29.1K1.4371.69N/AN/A42607,5065,691
2020-12-30$26.81$25.0080.2%23.0%84.5%9.1%80.9%-2.1%-4.2%160.2K-6.3M-35.2K0.3649.41N/AN/A3,4111,2277,5935,739
2020-12-31$26.96$26.6776.3%21.9%84.2%6.0%75.1%0.4%1.0%227.4K-7.9M-39.6K0.5168.91N/AN/A4772439,3366,093