ACMR Options History — April 2021

In April 2021, ACMR traded between $24.53 and $30.06. ATM implied volatility averaged 74.3%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 7.4% (HV 20d: 66.9%). Max pain ranged from $28.33 to $33.33. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 3.79.

Notable Days

  • 2021-04-13: Highest Volume — 6,357 contracts
  • 2021-04-05: Largest IV spike — 13.7% change
  • 2021-04-06: Highest IV Rank — 22.7%
  • 2021-04-05: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.71$24.53$30.06$30.06$26.13
Max Pain$30.71$28.33$33.33$33.33$28.33
ATM IV74.3%67.5%83.4%71.5%69.9%
Expected Move21.7%19.4%24.9%20.5%20.0%
HV 20d66.9%53.8%88.5%88.5%53.8%
HV 60d102.4%100.5%106.3%106.3%100.8%
IV Rank9.3%0.0%22.7%4.5%3.5%
IV Percentile12.9%0.0%32.1%3.6%2.0%
Term Structure-1.4%-6.4%11.0%11.0%-3.7%
VWIV74.1%62.6%86.2%72.2%62.6%
Skew 25d-4.2%-11.7%1.7%-2.8%-7.5%
Skew 10d-3.5%-13.3%9.1%-13.3%-9.8%
Call IV 25d78.3%72.6%87.9%74.9%75.0%
Put IV 25d74.1%66.1%85.5%72.1%67.5%
Bid-Ask Spread %65.9055.7683.4883.4875.08
Gamma HHI0.480.230.860.660.29
Net GEX-764.2K-2.5M-174.0K-768.3K-590.0K
Net DEX4.5M-2.2M14.0M2.0M9.6M
Net VEX-80.1K-97.8K-61.8K-86.7K-93.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.790.1019.140.3316.47
Total Volume1,796.7141026,3571,1494,455
Total OI41,680.42923,18156,10348,26736,156

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$30.06$33.3371.5%20.5%88.5%4.5%72.2%-2.8%11.0%-768.3K2.0M-86.7K0.3383.48N/AN/A86428512,38435,883
2021-04-05$29.95$33.3381.3%24.9%88.3%19.5%86.2%1.7%-5.7%-733.4K1.3M-78.5K0.1362.84N/AN/A90911712,44135,829
2021-04-06$29.91$33.3383.4%24.8%83.9%22.7%82.5%-3.9%-5.3%-805.2K1.8M-86.2K1.1660.60N/AN/A18321313,40735,844
2021-04-07$29.51$33.3375.5%24.3%73.7%10.6%83.5%1.3%-5.1%-665.6K-1.1M-73.3K0.1255.76N/AN/A1952413,34135,817
2021-04-08$29.68$33.3370.4%23.2%71.7%2.8%82.1%-4.9%-4.1%-621.0K-1.2M-72.8K0.1057.95N/AN/A2402413,46435,817
2021-04-09$29.21$33.3372.8%22.3%59.8%6.5%78.6%1.5%1.3%-753.8K-2.2M-63.3K0.6557.54N/AN/A21614113,44035,787
2021-04-12$27.10$33.3381.7%22.3%62.6%20.1%74.4%-1.8%2.4%-2.0M13.0M-72.9K6.1260.92N/AN/A3902,38513,98335,814
2021-04-13$26.83$33.3379.1%22.0%61.6%16.2%76.4%-1.9%4.5%-2.5M14.0M-75.3K0.8863.95N/AN/A3,3842,97314,20537,665
2021-04-14$27.36$30.0075.7%21.7%62.3%10.9%72.8%-11.7%0.8%-1.7M5.6M-68.7K2.5064.07N/AN/A33684015,01837,668
2021-04-15$27.21$30.0076.7%22.0%62.1%12.4%70.8%-6.4%-1.0%-1.7M6.5M-66.8K6.7663.20N/AN/A3872,61615,02738,364
2021-04-16$26.15$30.0069.8%20.0%61.6%1.9%71.4%-3.0%0.1%-174.0K6.4M-66.7K1.0264.27N/AN/A36637515,37240,731
2021-04-19$25.09$30.0070.8%20.3%62.5%3.4%70.1%-1.9%-2.0%-220.3K5.9M-61.8K0.4364.71N/AN/A1,81878910,99212,189
2021-04-20$24.53$30.0073.8%21.1%60.9%7.9%71.3%-0.8%-6.4%-241.4K7.2M-65.2K2.6574.11N/AN/A3781,00212,03312,915
2021-04-21$26.47$30.0072.9%20.9%67.6%6.7%70.6%-0.2%1.1%-233.5K3.8M-73.6K19.1462.76N/AN/A2765,28312,18613,905
2021-04-22$27.66$28.3376.4%21.9%64.7%12.0%72.8%-10.2%-4.8%-310.1K2.9M-92.3K15.3868.95N/AN/A1802,76912,37818,882
2021-04-23$27.41$28.3367.5%19.4%64.8%0.0%70.0%-10.0%-2.4%-421.8K4.9M-97.6K1.6267.43N/AN/A6391,03512,40521,543
2021-04-26$28.24$28.3372.3%20.7%65.3%7.2%72.7%-8.5%1.4%-361.4K2.6M-97.5K0.4767.74N/AN/A22510512,90622,377
2021-04-27$28.62$28.3373.7%21.1%62.4%9.3%72.3%-4.3%-3.1%-312.7K931.8K-97.8K1.2565.99N/AN/A17722213,02022,419
2021-04-28$28.10$28.3372.8%20.9%62.8%8.0%70.3%-8.0%-5.6%-382.2K2.7M-96.5K1.6266.75N/AN/A396313,08622,728
2021-04-29$26.67$28.3373.2%21.0%64.8%8.5%73.3%-5.3%-3.2%-512.4K8.2M-95.8K0.8175.69N/AN/A45036313,10422,764
2021-04-30$26.13$28.3369.9%20.0%53.8%3.5%62.6%-7.5%-3.7%-590.0K9.6M-93.7K16.4775.08N/AN/A2554,20013,11023,046