ACMR Options History — January 2021

In January 2021, ACMR traded between $29.76 and $34.86. ATM implied volatility averaged 85.3%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded below realized volatility by 8.1% (HV 20d: 93.4%). Max pain ranged from $23.33 to $26.67. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.69.

Notable Days

  • 2021-01-06: Highest Volume — 8,811 contracts
  • 2021-01-13: Largest IV drop — 15.5% change
  • 2021-01-11: Highest IV Rank — 21.2%
  • 2021-01-27: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.46$29.76$34.86$29.81$29.76
Max Pain$25.00$23.33$26.67$23.33$26.67
ATM IV85.3%76.1%95.7%83.9%89.2%
Expected Move23.2%21.3%27.4%21.3%25.6%
HV 20d93.4%83.4%102.5%91.4%83.4%
HV 60d82.1%79.3%84.8%79.4%82.9%
IV Rank13.1%5.9%21.2%12.0%16.1%
IV Percentile30.9%14.2%57.4%24.6%40.1%
Term Structure5.1%2.9%8.9%5.4%6.9%
VWIV83.9%75.0%98.1%75.0%91.7%
Skew 25d-3.8%-7.2%-0.2%-0.2%-1.7%
Skew 10d-8.5%-22.4%1.1%-3.5%-6.9%
Call IV 25d85.8%76.2%101.6%76.8%90.9%
Put IV 25d82.0%76.1%97.1%76.6%89.1%
Bid-Ask Spread %50.9338.7563.2756.7663.27
Gamma HHI0.200.150.420.200.18
Net GEX519.4K326.1K1.2M326.1K365.7K
Net DEX-21.2M-31.6M-13.1M-13.5M-13.1M
Net VEX-63.2K-75.5K-38.6K-39.4K-56.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.056.830.260.14
Total Volume1,345.7372048,8112,064318
Total OI21,158.36815,21626,13615,22520,913

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$29.81$23.3383.9%21.3%91.4%12.0%75.0%-0.2%5.4%326.1K-13.5M-39.4K0.2656.76N/AN/A1,6444209,2675,958
2021-01-05$29.91$23.3384.6%21.6%89.7%12.5%75.5%-0.2%4.0%344.6K-13.4M-38.6K0.4457.97N/AN/A6062649,2166,000
2021-01-06$33.36$23.3393.0%22.2%93.9%19.1%79.6%-2.9%4.2%338.3K-20.2M-41.0K0.0560.57N/AN/A8,3644479,4236,153
2021-01-07$33.38$23.3388.8%22.5%92.5%15.8%83.8%-3.3%3.9%622.2K-27.5M-69.9K0.0938.75N/AN/A2,19019216,8995,997
2021-01-08$34.60$23.3387.4%22.2%85.3%14.7%84.8%-2.4%5.0%656.8K-31.6M-75.5K0.2442.17N/AN/A58214117,5956,048
2021-01-11$34.13$23.3395.7%23.4%85.5%21.2%85.1%-5.2%4.2%659.1K-30.6M-72.2K6.8341.54N/AN/A2431,65917,7546,081
2021-01-12$33.27$23.3393.5%23.4%85.4%19.5%82.3%-4.0%4.2%531.7K-25.8M-71.6K0.2945.78N/AN/A3369617,8147,338
2021-01-13$32.11$23.3379.0%22.7%87.1%8.1%80.2%-4.4%3.8%575.7K-21.9M-68.3K0.2246.14N/AN/A60313517,8387,392
2021-01-14$33.88$23.3380.0%22.9%88.2%8.9%82.9%-6.7%6.1%433.8K-26.6M-69.6K0.0547.49N/AN/A2,70613817,5747,470
2021-01-15$31.67$25.0079.5%22.8%92.7%8.5%83.4%-3.3%4.9%1.2M-21.0M-67.4K0.5053.80N/AN/A63031818,6097,527
2021-01-19$34.86$26.6778.7%22.6%97.2%7.9%81.2%-7.2%8.9%540.9K-24.5M-71.3K0.5648.53N/AN/A25814415,4444,167
2021-01-20$34.73$26.6776.1%21.8%97.4%5.9%80.0%-5.2%8.5%554.2K-24.3M-69.2K0.7145.46N/AN/A29120715,6124,227
2021-01-21$32.77$26.6780.6%23.1%100.8%9.4%81.1%-3.8%2.9%493.1K-19.9M-68.5K0.3145.92N/AN/A78624615,7804,326
2021-01-22$32.55$26.6779.9%22.9%100.3%8.8%83.4%-4.4%4.9%492.5K-19.9M-68.9K0.2346.06N/AN/A1713916,1584,503
2021-01-25$33.48$26.6783.0%23.8%97.6%11.3%88.3%-4.7%5.4%513.9K-22.1M-68.2K0.4151.92N/AN/A28211716,0324,500
2021-01-26$31.27$26.6784.6%24.2%101.9%12.5%85.4%-4.2%5.5%429.4K-16.2M-61.7K1.1455.27N/AN/A23126415,9514,542
2021-01-27$30.42$26.6795.5%27.4%102.5%21.0%98.1%-4.5%4.5%386.8K-15.3M-63.4K0.3863.20N/AN/A2168116,2274,737
2021-01-28$30.77$26.6787.8%25.2%102.0%15.0%92.5%-4.1%3.1%402.7K-15.2M-60.5K0.2157.03N/AN/A1683616,1944,743
2021-01-29$29.76$26.6789.2%25.6%83.4%16.1%91.7%-1.7%6.9%365.7K-13.1M-56.1K0.1463.27N/AN/A2793916,1734,740