ACMR Options History — May 2021

In May 2021, ACMR traded between $21.30 and $26.04. ATM implied volatility averaged 63.9%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 1.0% (HV 20d: 62.9%). Max pain ranged from $23.33 to $28.33. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 2.73.

Notable Days

  • 2021-05-04: Highest Volume — 11,379 contracts
  • 2021-05-07: Largest IV drop — 13.9% change
  • 2021-05-13: Highest IV Rank — 13.4%
  • 2021-05-03: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.21$21.30$26.04$26.04$25.47
Max Pain$24.92$23.33$28.33$28.33$23.33
ATM IV63.9%56.9%73.2%73.2%58.5%
Expected Move18.2%16.3%21.0%21.0%16.8%
HV 20d62.9%53.8%72.3%53.8%72.0%
HV 60d89.5%70.2%101.4%100.8%71.8%
IV Rank4.5%0.0%13.4%8.6%2.3%
IV Percentile1.6%0.0%12.3%12.3%0.8%
Term Structure1.1%-11.9%7.7%-8.4%1.0%
VWIV63.7%57.9%70.0%69.6%59.4%
Skew 25d-0.3%-8.1%6.2%-1.6%0.1%
Skew 10d-3.0%-14.2%3.8%-14.2%3.2%
Call IV 25d64.9%56.2%76.5%73.2%58.5%
Put IV 25d64.6%55.5%71.6%71.6%58.6%
Bid-Ask Spread %66.5349.7984.5877.1166.20
Gamma HHI0.450.370.830.380.42
Net GEX-1.3M-2.3M-296.2K-976.2K-322.9K
Net DEX40.0M129.0K68.9M16.2M187.5K
Net VEX-81.6K-125.0K-59.2K-103.2K-67.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.730.0526.980.560.27
Total Volume1,888.6516811,379276663
Total OI48,013.9522,65060,45642,10524,399

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$26.04$28.3373.2%21.0%53.8%8.6%69.6%-1.6%-8.4%-976.2K16.2M-103.2K0.5677.11N/AN/A1779913,30828,797
2021-05-04$24.60$28.3370.0%20.1%56.6%3.7%68.9%-8.1%-11.9%-1.1M23.2M-99.5K11.4079.16N/AN/A91810,46113,29028,806
2021-05-05$25.11$28.3367.2%19.3%57.5%0.0%66.4%-3.9%3.7%-1.7M26.7M-114.1K26.9884.58N/AN/A1955,26213,86938,448
2021-05-06$24.88$26.6770.2%18.7%57.3%4.4%66.8%-3.4%2.2%-2.0M34.7M-125.0K0.3549.79N/AN/A33011413,87843,494
2021-05-07$25.41$26.6760.4%18.0%58.2%0.0%61.4%-0.7%7.6%-2.2M29.4M-118.8K1.5659.37N/AN/A14422513,96243,488
2021-05-10$22.54$26.6763.9%17.6%66.8%5.1%62.8%3.2%7.7%-2.1M56.5M-95.1K1.1658.81N/AN/A66076813,95643,620
2021-05-11$22.20$25.0066.6%18.6%66.8%9.0%65.5%1.1%2.7%-2.0M59.6M-89.4K2.3961.76N/AN/A20148014,21144,172
2021-05-12$21.37$25.0068.2%19.6%66.6%11.3%70.0%-0.5%3.1%-1.6M64.7M-80.1K0.5462.61N/AN/A1,37774114,29244,280
2021-05-13$21.54$25.0069.0%19.8%67.0%13.4%68.8%-1.0%-0.7%-1.6M63.2M-83.4K1.6760.23N/AN/A6310515,27944,085
2021-05-14$21.55$25.0062.1%17.8%66.3%2.7%62.4%2.1%3.3%-1.6M66.5M-73.9K0.3663.00N/AN/A43815615,31244,157
2021-05-17$21.38$23.3364.1%18.4%65.2%5.8%64.2%1.9%2.5%-1.3M67.8M-65.2K2.3863.76N/AN/A16539315,71443,683
2021-05-18$21.65$23.3364.6%18.5%65.3%6.5%64.0%0.3%2.3%-1.5M66.2M-66.2K0.6464.10N/AN/A43827915,82543,557
2021-05-19$21.30$23.3364.9%18.6%57.7%7.0%65.9%1.9%2.6%-939.3K68.9M-59.2K0.0669.65N/AN/A3,83424316,09843,581
2021-05-20$22.72$23.3360.1%17.2%60.7%0.0%61.1%1.4%0.7%-2.3M62.0M-73.2K0.1665.61N/AN/A96315016,71643,296
2021-05-21$22.01$23.3360.8%17.4%61.2%1.1%61.1%-0.1%1.7%-296.2K67.1M-66.0K0.1963.37N/AN/A1,97438417,17843,278
2021-05-24$22.95$23.3356.9%16.3%62.3%0.0%57.9%-2.5%2.4%-432.0K8.7M-62.7K0.0569.01N/AN/A1,800879,73512,915
2021-05-25$22.72$23.3359.7%17.1%61.7%4.1%60.5%6.2%-1.2%-411.8K9.2M-61.2K2.5368.98N/AN/A3248199,67812,981
2021-05-26$23.14$23.3357.8%16.6%62.5%1.3%58.9%-0.4%0.6%-471.1K8.7M-63.1K0.9569.74N/AN/A2372259,52513,749
2021-05-27$25.68$23.3359.3%17.0%72.3%3.5%58.9%-2.0%0.4%-326.5K129.0K-65.6K0.5073.68N/AN/A1,2516309,72313,944
2021-05-28$25.47$23.3358.5%16.8%72.0%2.3%59.4%0.1%1.0%-322.9K187.5K-67.9K0.2766.20N/AN/A52214110,32014,079