ACMR Options History — February 2021

In February 2021, ACMR traded between $31.91 and $46.58. ATM implied volatility averaged 93.8%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 5.3% (HV 20d: 88.5%). Max pain ranged from $26.67 to $33.33. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.71.

Notable Days

  • 2021-02-16: Highest Volume — 9,198 contracts
  • 2021-02-08: Largest IV spike — 14.8% change
  • 2021-02-25: Highest IV Rank — 32.9%
  • 2021-02-25: Largest Expected Move — 31.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.60$31.91$46.58$31.91$32.80
Max Pain$32.28$26.67$33.33$26.67$33.33
ATM IV93.8%81.2%110.8%93.8%102.6%
Expected Move27.2%24.8%31.8%26.9%29.4%
HV 20d88.5%69.9%133.5%86.5%133.5%
HV 60d83.2%75.6%101.3%82.9%101.3%
IV Rank19.7%9.9%32.9%19.7%26.6%
IV Percentile54.4%22.6%82.9%53.6%79.4%
Term Structure-3.5%-12.3%5.8%0.2%-9.8%
VWIV97.1%88.9%110.2%94.6%101.8%
Skew 25d-3.9%-6.8%4.6%-5.1%-0.5%
Skew 10d-6.7%-25.1%2.7%-5.1%-4.6%
Call IV 25d98.2%89.2%114.6%95.6%99.7%
Put IV 25d94.4%86.8%108.7%90.5%99.2%
Bid-Ask Spread %47.6129.1071.3258.5062.96
Gamma HHI0.250.090.550.190.10
Net GEX569.9K183.8K1.3M448.6K197.0K
Net DEX-28.4M-66.2M-7.6M-17.3M-7.6M
Net VEX-60.5K-72.4K-54.9K-58.7K-62.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.063.060.061.77
Total Volume1,925.684549,1985012,652
Total OI21,325.57914,31626,85320,81722,656

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$31.91$26.6793.8%26.9%86.5%19.7%94.6%-5.1%0.2%448.6K-17.3M-58.7K0.0658.50N/AN/A4713016,0984,719
2021-02-02$32.89$26.6788.5%25.4%80.0%15.5%88.9%-5.1%5.8%512.4K-20.7M-61.9K0.2268.55N/AN/A3156916,4374,725
2021-02-03$32.68$26.6786.4%24.8%80.1%13.9%95.8%4.6%5.6%502.4K-19.2M-58.9K1.2271.32N/AN/A18021916,3744,728
2021-02-04$32.91$33.3384.1%25.9%69.9%12.1%94.4%-3.9%-1.9%500.1K-19.2M-58.3K2.0029.10N/AN/A183616,4164,842
2021-02-05$32.66$33.3381.2%26.5%70.0%9.9%93.3%0.8%-3.2%504.8K-18.8M-57.7K0.2931.60N/AN/A421216,4224,854
2021-02-08$35.46$33.3393.2%26.5%75.0%19.2%92.1%-6.1%-2.3%621.0K-25.8M-58.2K0.7834.11N/AN/A44134516,3984,863
2021-02-09$36.32$33.3392.2%26.6%75.2%18.4%93.6%-1.0%-5.9%669.6K-27.8M-54.9K0.1036.44N/AN/A6006316,4854,881
2021-02-10$36.41$33.3392.8%26.6%74.4%18.9%91.8%-5.1%-3.6%704.6K-28.9M-57.3K0.7245.22N/AN/A49836016,9534,920
2021-02-11$39.40$33.3391.9%26.3%77.3%18.2%92.2%-6.8%-3.5%850.1K-37.4M-59.2K0.3936.72N/AN/A1,30851617,0315,109
2021-02-12$44.77$33.3392.7%26.6%86.7%18.8%93.4%-5.3%-2.6%989.7K-58.0M-57.8K0.0647.84N/AN/A4,87827917,2835,160
2021-02-16$46.58$33.3394.9%27.2%81.5%20.5%104.3%-6.3%-1.4%1.1M-66.2M-58.9K0.0643.72N/AN/A8,67652218,6155,268
2021-02-17$45.72$33.3393.9%26.9%77.2%19.8%99.0%-5.3%-2.4%1.3M-64.6M-65.3K0.1945.00N/AN/A60611721,1655,688
2021-02-18$40.17$33.3395.9%27.5%92.3%21.3%97.9%-5.7%-4.9%671.7K-35.6M-59.5K0.9642.44N/AN/A1,2271,17318,9965,718
2021-02-19$41.09$33.3392.7%26.6%89.1%18.8%95.2%-5.2%-2.8%265.2K-35.7M-64.3K0.6242.71N/AN/A44727619,5036,708
2021-02-22$37.31$33.3397.3%27.9%96.9%22.4%100.5%-3.7%-7.6%203.0K-12.6M-57.5K3.0649.29N/AN/A3451,05610,6653,651
2021-02-23$36.28$33.3397.7%28.0%97.3%22.8%105.7%-6.7%-5.4%183.8K-11.0M-58.8K0.3853.50N/AN/A45017110,8693,996
2021-02-24$42.98$33.3399.9%28.6%109.7%24.4%100.6%-0.9%-9.4%293.5K-20.2M-67.1K0.1349.57N/AN/A6,01575311,1214,122
2021-02-25$36.11$33.33110.8%31.8%128.2%32.9%110.2%-5.9%-12.3%320.7K-13.6M-72.4K0.4256.04N/AN/A1,00242016,9084,839
2021-02-26$32.80$33.33102.6%29.4%133.5%26.6%101.8%-0.5%-9.8%197.0K-7.6M-62.6K1.7762.96N/AN/A9571,69517,4545,202