ACMR Options History — July 2021

In July 2021, ACMR traded between $25.02 and $33.87. ATM implied volatility averaged 79.5%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded below realized volatility by 13.2% (HV 20d: 92.7%). Max pain ranged from $26.67 to $28.33. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.95.

Notable Days

  • 2021-07-22: Highest Volume — 13,077 contracts
  • 2021-07-06: Largest IV spike — 27.2% change
  • 2021-07-13: Highest IV Rank — 57.3%
  • 2021-07-27: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.64$25.02$33.87$33.87$30.82
Max Pain$27.54$26.67$28.33$28.33$28.33
ATM IV79.5%57.4%95.7%61.1%79.9%
Expected Move22.2%16.5%24.9%17.5%22.9%
HV 20d92.7%69.8%102.6%73.8%102.0%
HV 60d78.0%67.7%83.0%67.7%82.5%
IV Rank33.4%0.7%57.3%6.1%33.9%
IV Percentile45.9%0.4%83.7%3.2%46.4%
Term Structure-3.2%-8.9%15.0%12.3%-5.0%
VWIV78.5%58.8%87.6%60.5%75.7%
Skew 25d0.3%-2.6%5.3%-1.5%5.3%
Skew 10d0.6%-12.8%15.7%-2.8%9.1%
Call IV 25d78.7%59.4%89.2%64.8%75.5%
Put IV 25d79.0%61.0%86.9%63.2%80.8%
Bid-Ask Spread %67.3443.1880.9765.3574.49
Gamma HHI0.190.100.390.170.15
Net GEX485.8K57.6K1.4M1.4M403.4K
Net DEX-12.3M-39.0M2.5M-39.0M-17.6M
Net VEX-73.6K-107.0K-54.1K-102.8K-78.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.016.390.320.02
Total Volume2,467.85717113,0771746,744
Total OI39,12220,13352,11648,31228,596

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$33.87$28.3361.1%17.5%73.8%6.1%60.5%-1.5%12.3%1.4M-39.0M-102.8K0.3265.35N/AN/A1324237,71610,596
2021-07-02$33.64$28.3357.4%16.5%70.3%0.7%58.8%1.7%15.0%1.3M-36.4M-95.9K0.4772.65N/AN/A1597537,74910,662
2021-07-06$32.50$26.6773.0%21.4%69.8%23.8%75.0%-1.4%-3.9%1.1M-29.9M-84.9K1.1843.18N/AN/A26130937,80610,674
2021-07-07$28.22$26.6772.8%21.7%88.0%23.5%75.0%-1.0%-5.3%539.7K-9.4M-69.1K1.6259.60N/AN/A60097237,86610,788
2021-07-08$26.64$26.6784.9%21.3%90.5%41.4%75.2%-2.4%-2.7%259.2K-2.7M-65.4K2.0665.47N/AN/A43589738,01911,421
2021-07-09$27.58$26.6780.2%21.8%89.7%34.4%77.6%-0.9%-0.3%372.8K-5.4M-64.6K0.6263.84N/AN/A19812338,19611,517
2021-07-12$30.77$26.6792.1%22.3%96.8%52.0%77.4%-1.0%-3.7%891.9K-20.4M-69.9K0.4056.11N/AN/A1,51261238,26811,541
2021-07-13$27.03$28.3395.7%22.3%102.3%57.3%78.8%-2.6%-2.7%281.0K-2.9M-60.6K2.9466.45N/AN/A6241,83638,71511,733
2021-07-14$26.13$28.3376.5%21.9%102.6%29.0%77.8%3.8%-4.9%65.0K849.6K-55.4K0.1464.18N/AN/A1,17916838,88611,982
2021-07-15$25.90$26.6778.0%22.4%102.5%31.2%80.3%3.4%-4.5%57.6K955.2K-55.3K0.1567.86N/AN/A6399339,39012,270
2021-07-16$25.02$26.6773.8%21.1%91.4%24.9%75.7%4.1%1.4%402.6K2.5M-54.1K0.6068.95N/AN/A30918639,88212,234
2021-07-19$25.51$26.6780.7%23.1%91.4%35.2%84.8%-0.3%-4.3%89.1K-1.4M-54.6K0.1774.70N/AN/A6,3601,05912,7567,377
2021-07-20$25.81$26.6779.9%22.9%91.4%34.0%85.1%4.0%-5.6%293.0K-6.0M-70.4K1.9360.54N/AN/A41179518,8527,716
2021-07-21$28.61$26.6781.4%23.3%97.0%36.2%84.2%-2.2%-6.5%423.4K-14.3M-83.4K0.1468.09N/AN/A7,2121,04119,1138,487
2021-07-22$29.36$28.3382.0%23.5%97.2%37.1%82.6%-2.5%-8.9%708.3K-21.2M-107.0K0.0170.31N/AN/A12,9938425,8309,168
2021-07-23$29.21$28.3383.2%23.8%96.9%38.8%82.6%-1.9%-7.0%328.6K-13.1M-79.8K0.1174.50N/AN/A3363617,4879,195
2021-07-26$29.08$28.3383.2%23.8%96.8%38.8%85.7%-2.5%-7.4%326.6K-12.4M-76.3K0.2868.48N/AN/A1383917,4879,195
2021-07-27$27.22$28.3386.8%24.9%96.7%44.2%87.6%-2.3%-8.1%258.4K-6.9M-69.2K6.3971.12N/AN/A3752,39717,6079,225
2021-07-28$28.86$28.3384.2%24.1%100.1%40.3%84.3%4.1%-6.2%336.6K-11.1M-73.0K0.1480.97N/AN/A1502117,6949,240
2021-07-29$29.55$28.3383.3%23.9%100.4%39.0%83.4%2.8%-8.2%337.8K-12.8M-75.6K0.2177.41N/AN/A2254817,70910,917
2021-07-30$30.82$28.3379.9%22.9%102.0%33.9%75.7%5.3%-5.0%403.4K-17.6M-78.3K0.0274.49N/AN/A6,58515917,67010,926