ACMR Options History — June 2021 In June 2021, ACMR traded between $25.97 and $35.71. ATM implied volatility averaged 68.1%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 1.8% (HV 20d: 69.9%). Max pain ranged from $23.33 to $26.67. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.80.
Notable Days 2021-06-18 : Highest Volume — 28,119 contracts2021-06-17 : Largest IV spike — 25.8% change2021-06-17 : Highest IV Rank — 44.2%2021-06-17 : Largest Expected Move — 24.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.10 $25.97 $35.71 $26.34 $34.22 Max Pain $25.30 $23.33 $26.67 $23.33 $26.67 ATM IV 68.1% 61.6% 86.9% 62.5% 64.2% Expected Move 19.4% 17.1% 24.9% 17.9% 18.4% HV 20d 69.9% 58.5% 78.3% 73.0% 73.9% HV 60d 67.5% 63.3% 72.1% 72.1% 67.7% IV Rank 16.5% 7.0% 44.2% 8.2% 10.8% IV Percentile 13.3% 3.2% 58.7% 3.6% 6.7% Term Structure 3.5% -5.6% 11.1% -2.4% 6.2% VWIV 70.4% 59.6% 94.8% 64.0% 63.1% Skew 25d -3.6% -9.7% 0.7% 0.7% -2.2% Skew 10d -6.9% -24.4% 1.8% -3.6% -2.0% Call IV 25d 70.4% 60.9% 96.9% 65.3% 66.6% Put IV 25d 66.9% 60.4% 90.2% 65.9% 64.4% Bid-Ask Spread % 52.51 43.98 67.06 67.06 58.81 Gamma HHI 0.29 0.15 0.45 0.37 0.17 Net GEX 813.3K -276.4K 1.7M -241.2K 1.5M Net DEX -31.4M -62.2M -2.0M -3.2M -41.5M Net VEX -110.3K -169.7K -64.9K -65.4K -107.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.00 5.78 0.55 2.73 Total Volume 5,385.682 135 28,119 489 492 Total OI 43,307.455 24,771 63,549 24,771 47,898
Daily Data (22 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 2021-06-01 $26.34 $23.33 62.5% 17.9% 73.0% 8.2% 64.0% 0.7% -2.4% -241.2K -3.2M -65.4K 0.55 67.06 N/A N/A 315 174 10,593 14,178 2021-06-02 $26.33 $23.33 63.0% 18.1% 69.8% 9.0% 62.2% -2.5% -2.1% -237.7K -3.1M -66.1K 0.30 64.86 N/A N/A 222 66 10,608 14,334 2021-06-03 $25.97 $25.00 64.6% 17.6% 69.8% 11.4% 59.6% -1.1% 3.2% -276.4K -2.0M -64.9K 5.78 61.48 N/A N/A 561 3,240 10,689 14,394 2021-06-04 $28.00 $25.00 62.9% 17.1% 74.3% 8.9% 60.4% -0.3% 6.9% -150.8K -7.3M -71.4K 0.53 51.26 N/A N/A 360 189 10,749 17,490 2021-06-07 $26.92 $25.00 66.6% 18.2% 75.8% 14.2% 63.7% -0.9% 4.1% -261.3K -4.3M -68.5K 1.20 43.98 N/A N/A 165 198 10,767 17,559 2021-06-08 $27.00 $25.00 64.6% 18.4% 60.3% 11.4% 62.6% -1.7% 6.0% -247.2K -4.6M -68.0K 0.67 48.33 N/A N/A 126 84 10,845 17,706 2021-06-09 $26.88 $25.00 71.6% 20.5% 59.9% 21.7% 75.0% -3.9% 2.3% -273.0K -4.0M -69.8K 0.00 52.45 N/A N/A 21,357 105 10,785 17,790 2021-06-10 $28.17 $25.00 67.6% 19.4% 58.5% 15.8% 69.5% -6.3% 5.5% 751.8K -26.3M -133.1K 0.19 49.71 N/A N/A 408 78 31,449 17,856 2021-06-11 $29.48 $25.00 67.0% 19.2% 59.5% 14.9% 67.2% -1.7% 3.9% 1.1M -35.3M -135.0K 0.56 48.66 N/A N/A 633 354 31,557 17,964 2021-06-14 $32.07 $25.00 71.5% 20.5% 63.9% 21.5% 75.0% -7.5% 1.3% 1.3M -52.2M -138.2K 0.04 46.74 N/A N/A 15,966 624 31,686 17,964 2021-06-15 $32.15 $25.00 67.2% 19.3% 63.5% 15.2% 78.9% -9.7% 6.2% 1.2M -41.4M -126.8K 0.41 51.39 N/A N/A 1,509 618 33,321 17,868 2021-06-16 $31.41 $25.00 69.0% 19.8% 65.3% 17.9% 76.7% -6.4% 2.2% 1.1M -36.8M -119.1K 1.24 46.43 N/A N/A 594 735 34,356 18,009 2021-06-17 $35.25 $25.00 86.9% 24.9% 72.3% 44.2% 94.8% -6.7% -5.6% 1.3M -62.2M -151.9K 0.08 49.55 N/A N/A 9,240 741 34,569 18,558 2021-06-18 $33.50 $25.00 85.9% 24.6% 75.5% 42.8% 91.9% -7.3% -3.1% 1.2M -56.2M -169.7K 0.01 46.28 N/A N/A 27,885 234 44,499 19,050 2021-06-21 $32.28 $25.00 74.7% 21.4% 76.0% 26.2% 78.9% -6.9% -1.2% 1.1M -34.1M -123.6K 0.63 46.08 N/A N/A 1,101 693 39,489 9,003 2021-06-22 $34.25 $26.67 70.1% 20.1% 76.9% 19.4% 71.5% 0.2% 1.4% 1.3M -41.9M -126.2K 0.51 47.12 N/A N/A 1,416 726 39,795 9,603 2021-06-23 $34.97 $26.67 63.1% 18.1% 76.1% 9.1% 64.2% -2.7% 7.7% 1.5M -46.8M -133.6K 0.24 47.94 N/A N/A 6,639 1,563 40,872 9,897 2021-06-24 $33.94 $25.00 63.1% 18.1% 78.3% 9.1% 76.2% -1.1% 11.1% 1.5M -42.2M -125.8K 0.02 54.81 N/A N/A 15,315 276 45,645 9,939 2021-06-25 $34.13 $26.67 61.6% 17.7% 71.7% 7.0% 63.1% -2.5% 9.1% 1.4M -42.2M -120.5K 0.61 58.16 N/A N/A 84 51 37,647 10,110 2021-06-28 $35.71 $26.67 65.1% 18.7% 71.9% 12.0% 66.6% -4.4% 7.1% 1.7M -52.7M -123.2K 0.55 57.25 N/A N/A 423 234 37,668 10,119 2021-06-29 $35.28 $26.67 65.6% 18.8% 72.3% 12.9% 64.4% -3.6% 6.8% 1.6M -49.6M -118.7K 0.80 56.78 N/A N/A 1,494 1,197 37,611 10,275 2021-06-30 $34.22 $26.67 64.2% 18.4% 73.9% 10.8% 63.1% -2.2% 6.2% 1.5M -41.5M -107.8K 2.73 58.81 N/A N/A 132 360 37,617 10,281
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