ACMR Options History — August 2021

In August 2021, ACMR traded between $26.97 and $31.48. ATM implied volatility averaged 71.4%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 8.8% (HV 20d: 62.6%). Max pain ranged from $28.33 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.88.

Notable Days

  • 2021-08-06: Highest Volume — 7,812 contracts
  • 2021-08-06: Largest IV drop — 18.4% change
  • 2021-08-04: Highest IV Rank — 48.9%
  • 2021-08-04: Largest Expected Move — 25.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.19$26.97$31.48$31.48$29.79
Max Pain$31.06$28.33$35.00$28.33$30.00
ATM IV71.4%60.9%90.0%87.0%64.0%
Expected Move20.3%17.5%25.8%24.9%18.3%
HV 20d62.6%38.9%102.6%102.4%38.9%
HV 60d78.3%74.4%83.0%82.6%74.4%
IV Rank22.2%6.2%48.9%44.4%11.0%
IV Percentile24.8%3.6%75.8%65.9%8.3%
Term Structure0.5%-14.2%9.9%-10.4%0.7%
VWIV70.9%60.3%87.5%85.8%62.6%
Skew 25d0.8%-2.5%5.1%5.1%1.7%
Skew 10d-1.3%-16.2%8.9%3.4%6.1%
Call IV 25d70.7%61.5%87.0%85.1%61.5%
Put IV 25d71.6%59.7%91.2%90.2%63.2%
Bid-Ask Spread %58.9241.4781.3076.1576.25
Gamma HHI0.160.080.300.160.08
Net GEX265.0K10.5K699.4K427.0K76.2K
Net DEX-7.0M-19.7M968.2K-19.7M-4.0M
Net VEX-55.5K-82.8K-42.8K-72.8K-43.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.044.261.140.21
Total Volume963.136757,8121,509141
Total OI27,133.22712,83735,76328,59614,391

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$31.48$28.3387.0%24.9%102.4%44.4%85.8%5.1%-10.4%427.0K-19.7M-72.8K1.1476.15N/AN/A70580417,68810,908
2021-08-03$30.23$28.3387.3%25.0%102.6%44.9%85.8%-0.3%-14.2%614.9K-17.2M-79.8K1.0681.30N/AN/A21622823,32510,992
2021-08-04$30.53$28.3390.0%25.8%88.9%48.9%87.5%4.8%-12.9%636.9K-18.3M-82.8K0.1059.76N/AN/A2072123,70311,568
2021-08-05$30.39$35.0087.8%21.8%85.9%47.0%75.3%1.1%-2.7%625.7K-16.7M-78.2K0.5652.74N/AN/A39922223,68511,727
2021-08-06$29.51$35.0071.6%20.2%86.2%22.9%70.2%-1.1%1.4%552.5K-11.6M-66.0K0.2048.56N/AN/A6,5251,28723,78711,748
2021-08-09$30.53$35.0074.0%20.7%77.6%26.6%71.2%0.1%-0.1%699.4K-16.0M-66.2K0.8048.50N/AN/A41133023,97311,790
2021-08-10$29.84$35.0073.7%20.7%61.6%26.1%71.2%-1.7%0.7%427.3K-11.2M-62.1K1.1843.14N/AN/A14717419,13412,696
2021-08-11$28.55$35.0070.4%20.2%62.5%21.0%69.9%-2.5%3.5%301.8K-5.6M-57.2K0.0646.28N/AN/A7354519,23912,870
2021-08-12$28.31$35.0068.5%19.6%62.5%18.0%68.9%-0.9%5.5%282.4K-4.6M-55.2K0.2546.90N/AN/A1323319,25412,990
2021-08-13$27.60$30.0069.8%20.0%61.8%20.0%68.8%-0.7%4.1%209.9K-1.5M-53.8K0.3341.47N/AN/A30610219,67113,032
2021-08-16$27.63$30.0070.4%20.2%61.6%21.0%71.9%3.7%-0.3%173.8K-786.8K-47.1K2.4349.75N/AN/A6916819,68013,065
2021-08-17$26.97$30.0069.7%20.0%62.3%19.9%69.8%2.1%3.6%112.2K968.2K-44.9K0.1946.60N/AN/A4809019,76412,933
2021-08-18$27.86$30.0070.4%20.2%51.3%21.0%71.3%0.0%9.9%194.4K-2.2M-46.2K0.7055.13N/AN/A31221919,77312,954
2021-08-19$28.16$30.0070.8%20.3%50.5%21.7%70.9%-1.8%3.4%232.3K-3.6M-45.5K0.0448.04N/AN/A8493019,96812,930
2021-08-20$27.67$30.0066.3%19.0%50.8%14.6%67.0%-1.8%3.1%10.5K-204.8K-42.8K1.6450.17N/AN/A7651,25419,88712,954
2021-08-23$28.25$28.3366.3%19.0%51.4%14.6%69.7%1.9%2.0%45.4K-2.6M-44.3K0.5561.82N/AN/A1861027,7615,076
2021-08-24$29.65$30.0064.6%18.5%48.3%12.0%64.4%1.5%-0.0%28.7K-4.0M-46.4K2.0467.60N/AN/A4088347,8456,291
2021-08-25$30.12$30.0064.7%18.6%44.1%12.2%69.8%2.3%2.0%41.3K-4.4M-46.3K4.2673.77N/AN/A3091,3177,9476,372
2021-08-26$30.22$30.0062.4%17.9%43.4%8.5%63.6%1.8%0.8%21.7K-4.2M-49.0K0.1674.43N/AN/A351577,9897,077
2021-08-27$29.32$30.0060.9%17.5%41.9%6.3%60.3%-2.4%6.2%52.3K-3.2M-44.7K0.1979.49N/AN/A63128,1575,955
2021-08-30$29.51$30.0060.9%17.5%41.1%6.2%63.7%5.1%4.5%64.2K-3.6M-45.5K1.2968.44N/AN/A63818,3945,988
2021-08-31$29.79$30.0064.0%18.3%38.9%11.0%62.6%1.7%0.7%76.2K-4.0M-43.7K0.2176.25N/AN/A117248,4065,985