ACMR Options History — March 2021 In March 2021, ACMR traded between $26.05 and $35.71. ATM implied volatility averaged 81.6%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded below realized volatility by 49.4% (HV 20d: 131.0%). Max pain ranged from $33.33 to $40.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 4.97.
Notable Days 2021-03-04 : Highest Volume — 15,768 contracts2021-03-10 : Largest IV drop — 11.1% change2021-03-01 : Highest IV Rank — 22.1%2021-03-01 : Largest Expected Move — 27.8%Monthly Statistics Metric Avg Min Max Open Close Price $29.82 $26.05 $35.71 $35.71 $27.29 Max Pain $37.68 $33.33 $40.00 $33.33 $36.67 ATM IV 81.6% 69.6% 96.9% 96.9% 72.6% Expected Move 22.9% 20.0% 27.8% 27.8% 20.8% HV 20d 131.0% 84.7% 154.9% 135.8% 85.8% HV 60d 108.5% 102.6% 111.8% 102.6% 104.4% IV Rank 11.5% 1.6% 22.1% 22.1% 6.2% IV Percentile 26.1% 0.8% 66.3% 66.3% 6.7% Term Structure 6.8% -6.2% 15.1% -4.1% 10.6% VWIV 81.0% 67.4% 112.3% 105.6% 72.1% Skew 25d -1.5% -12.0% 3.4% -2.6% -9.2% Skew 10d -4.4% -31.5% 17.4% -5.7% -13.7% Call IV 25d 81.7% 70.4% 100.8% 100.8% 74.7% Put IV 25d 80.1% 65.5% 98.2% 98.2% 65.5% Bid-Ask Spread % 74.27 58.80 90.29 65.46 90.29 Gamma HHI 0.59 0.09 0.83 0.09 0.81 Net GEX -853.6K -1.8M 275.5K 275.5K -1.7M Net DEX 12.7M -11.6M 28.8M -11.6M 18.8M Net VEX -118.5K -152.7K -71.2K -71.2K -105.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.97 0.08 66.38 0.13 0.28 Total Volume 2,733 99 15,768 10,401 318 Total OI 52,869 24,429 65,370 24,429 48,057
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-03-01 $35.71 $33.33 96.9% 27.8% 135.8% 22.1% 105.6% -2.6% -4.1% 275.5K -11.6M -71.2K 0.13 65.46 N/A N/A 9,210 1,191 17,376 7,053 2021-03-02 $31.57 $33.33 87.4% 25.1% 141.5% 14.7% 112.3% 1.4% -4.8% 263.2K -5.5M -77.2K 1.42 84.42 N/A N/A 6,477 9,165 26,937 8,178 2021-03-03 $31.15 $33.33 91.9% 26.4% 141.1% 18.2% 97.7% -8.9% -6.2% -87.6K 1.3M -103.0K 7.80 78.01 N/A N/A 306 2,388 22,059 17,865 2021-03-04 $28.73 $40.00 96.2% 23.9% 143.8% 21.5% 82.5% -12.0% 12.1% -360.9K 10.2M -103.1K 66.38 76.81 N/A N/A 234 15,534 22,245 20,574 2021-03-05 $29.33 $40.00 94.2% 24.9% 144.0% 20.0% 85.7% -5.5% 2.9% -764.8K 17.8M -152.7K 2.40 71.04 N/A N/A 567 1,359 22,275 35,622 2021-03-08 $27.26 $40.00 90.3% 23.6% 146.0% 16.9% 84.3% -2.3% 8.8% -971.8K 26.1M -145.5K 19.70 72.55 N/A N/A 321 6,324 22,059 35,484 2021-03-09 $30.50 $40.00 92.7% 24.3% 148.9% 18.8% 83.5% -2.0% 6.9% -863.9K 15.6M -151.8K 0.65 61.81 N/A N/A 225 147 22,224 41,676 2021-03-10 $29.06 $40.00 82.4% 23.6% 149.0% 10.8% 67.4% -0.4% 7.7% -1.1M 20.6M -146.0K 0.14 72.33 N/A N/A 948 135 22,290 41,748 2021-03-11 $32.36 $40.00 81.5% 23.4% 154.9% 11.1% 84.8% 2.0% 11.5% -577.0K 6.4M -133.0K 0.14 59.84 N/A N/A 582 81 22,467 41,802 2021-03-12 $30.71 $40.00 81.2% 23.3% 152.3% 10.9% 86.0% 0.5% 6.9% -793.9K 12.4M -135.5K 0.87 58.80 N/A N/A 261 228 22,824 41,829 2021-03-15 $31.44 $40.00 84.6% 24.3% 143.9% 13.9% 83.7% 1.2% 9.3% -681.4K 9.6M -129.4K 0.24 60.64 N/A N/A 138 33 22,899 41,979 2021-03-16 $31.47 $38.33 83.4% 23.9% 142.5% 12.8% 83.7% 2.9% 3.1% -712.9K 9.6M -120.9K 0.29 65.59 N/A N/A 510 150 22,887 41,964 2021-03-17 $31.60 $38.33 78.0% 22.4% 142.7% 8.1% 74.3% 2.6% 10.6% -608.5K 9.0M -121.9K 0.45 69.40 N/A N/A 231 105 23,052 41,934 2021-03-18 $30.15 $38.33 79.7% 22.8% 137.1% 9.6% 78.9% -4.6% 10.3% -897.1K 12.9M -120.2K 0.85 68.05 N/A N/A 225 192 23,241 41,961 2021-03-19 $30.35 $38.33 75.0% 21.5% 136.7% 7.0% 75.2% -3.0% 10.1% -896.5K 11.9M -115.3K 0.26 72.70 N/A N/A 1,368 360 23,346 42,024 2021-03-22 $31.26 $36.67 74.9% 21.5% 134.0% 9.7% 73.3% 3.4% 8.0% -739.5K 3.7M -102.8K 0.35 72.96 N/A N/A 156 54 11,283 34,764 2021-03-23 $30.13 $36.67 70.5% 20.2% 134.2% 2.9% 72.9% 2.4% 10.8% -922.6K 8.6M -111.3K 1.04 82.74 N/A N/A 324 336 11,325 34,800 2021-03-24 $27.93 $36.67 73.4% 21.1% 118.1% 7.4% 72.0% -0.0% 6.1% -1.3M 19.1M -120.0K 4.61 83.45 N/A N/A 69 318 11,493 35,118 2021-03-25 $27.94 $36.67 69.6% 20.0% 103.6% 1.6% 72.8% 0.3% 15.1% -1.3M 18.8M -116.2K 1.73 80.95 N/A N/A 189 327 11,523 35,376 2021-03-26 $27.39 $36.67 70.3% 20.2% 98.9% 2.7% 71.3% -1.3% 8.2% -1.4M 21.5M -116.7K 0.08 83.59 N/A N/A 540 42 11,541 35,541 2021-03-29 $26.05 $36.67 75.2% 21.6% 93.3% 10.2% 73.3% -1.1% 5.3% -1.7M 28.8M -113.0K 0.89 89.44 N/A N/A 579 513 11,715 35,577 2021-03-30 $26.47 $36.67 73.9% 21.2% 84.7% 8.2% 70.0% 1.2% 7.1% -1.8M 26.0M -112.8K 3.71 87.22 N/A N/A 21 78 12,210 35,790 2021-03-31 $27.29 $36.67 72.6% 20.8% 85.8% 6.2% 72.1% -9.2% 10.6% -1.7M 18.8M -105.6K 0.28 90.29 N/A N/A 249 69 12,225 35,832
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