ACMR Options History — September 2021

In September 2021, ACMR traded between $29.78 and $36.62. ATM implied volatility averaged 66.2%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 13.1% (HV 20d: 53.2%). Max pain ranged from $28.33 to $33.33. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 2.16.

Notable Days

  • 2021-09-10: Highest Volume — 14,226 contracts
  • 2021-09-07: Largest IV spike — 26.7% change
  • 2021-09-30: Highest IV Rank — 41.2%
  • 2021-09-30: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.05$29.78$36.62$29.78$36.62
Max Pain$31.51$28.33$33.33$30.00$33.33
ATM IV66.2%54.9%77.9%61.3%77.9%
Expected Move19.2%17.6%22.3%17.6%22.3%
HV 20d53.2%38.7%66.3%38.7%66.3%
HV 60d72.2%67.1%77.4%74.4%67.1%
IV Rank19.6%0.0%41.2%6.8%41.2%
IV Percentile17.7%0.0%57.5%4.8%57.5%
Term Structure3.3%-9.6%8.5%3.3%-9.6%
VWIV70.1%63.0%85.5%63.1%75.1%
Skew 25d-1.5%-5.0%11.6%11.6%-1.9%
Skew 10d-7.5%-25.3%26.6%-12.8%-15.5%
Call IV 25d68.7%49.7%81.1%49.7%81.1%
Put IV 25d67.2%59.0%79.2%61.3%79.2%
Bid-Ask Spread %57.6945.5780.5880.5871.58
Gamma HHI0.270.080.480.080.22
Net GEX-155.8K-692.5K296.8K74.3K151.5K
Net DEX-7.2M-17.8M6.7M-4.0M-17.3M
Net VEX-80.3K-105.9K-42.9K-44.6K-96.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.160.0021.370.111.26
Total Volume2,879.85716214,2267989,156
Total OI28,918.28614,49040,42214,49040,422

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$29.78$30.0061.3%17.6%38.7%6.8%63.1%11.6%3.3%74.3K-4.0M-44.6K0.1180.58N/AN/A720788,4396,051
2021-09-02$31.01$28.3355.9%18.4%41.4%0.0%65.2%0.1%4.4%137.7K-6.5M-42.9K0.3269.43N/AN/A123398,4696,042
2021-09-03$31.50$28.3354.9%18.4%40.1%0.0%63.0%-0.8%0.9%161.3K-7.8M-45.4K0.3068.16N/AN/A1,3143999,0096,063
2021-09-07$35.38$28.3369.6%19.8%55.9%22.2%67.7%-0.9%2.7%188.5K-14.7M-47.7K0.2252.81N/AN/A1,8514059,0906,066
2021-09-08$35.06$28.3368.5%19.6%55.2%20.5%65.6%1.0%1.3%223.3K-15.3M-50.6K0.5948.49N/AN/A46527310,1946,432
2021-09-09$35.36$31.6767.5%19.3%51.6%22.5%65.3%-2.0%3.2%293.3K-16.9M-56.1K13.6349.88N/AN/A4865411,3016,576
2021-09-10$35.73$31.6763.1%18.1%51.1%14.6%63.9%-4.4%6.1%296.8K-17.8M-55.7K21.3746.94N/AN/A63613,59011,3106,732
2021-09-13$34.59$31.6766.9%19.2%51.9%21.4%64.8%-3.2%5.4%220.3K-14.8M-53.3K0.7652.31N/AN/A1,7281,31111,3077,326
2021-09-14$34.21$33.3365.8%18.9%52.4%19.4%69.1%-3.6%2.6%-470.9K-4.4M-92.6K1.2150.33N/AN/A1,1281,36811,50220,520
2021-09-15$33.75$33.3364.6%18.5%51.6%17.3%69.2%-1.5%7.4%-564.9K-1.7M-95.1K0.3145.57N/AN/A2,11866612,45021,714
2021-09-16$33.81$33.3362.9%18.0%51.0%14.4%75.4%-3.0%8.5%-647.7K-1.1M-103.6K0.7248.76N/AN/A84961213,23322,791
2021-09-17$34.33$33.3363.2%18.1%51.1%14.8%64.6%-1.6%7.9%-513.8K-3.0M-103.9K0.2857.69N/AN/A98127314,76323,100
2021-09-20$32.72$33.3368.3%19.6%54.3%24.1%80.8%-2.2%2.3%-692.5K6.7M-102.0K0.2958.43N/AN/A57616513,24220,724
2021-09-21$33.20$31.6769.6%19.9%54.1%26.2%78.7%-4.2%5.5%-556.7K3.9M-105.7K0.0067.14N/AN/A3,5341513,63220,727
2021-09-22$34.12$31.6767.4%19.3%52.6%22.4%73.9%-0.7%4.1%-494.8K116.1K-99.1K0.0657.91N/AN/A2701514,15420,811
2021-09-23$34.84$31.6765.5%18.8%52.7%19.0%67.4%-4.3%5.8%-197.5K-6.6M-105.9K0.4055.20N/AN/A1656617,38220,814
2021-09-24$33.31$31.6764.3%18.4%55.9%16.9%71.5%-5.0%6.7%-498.7K-249.7K-102.8K0.2553.70N/AN/A86421317,38820,811
2021-09-27$36.27$31.6769.0%19.8%61.0%25.2%69.3%2.5%5.7%54.7K-13.0M-93.0K0.1554.81N/AN/A1,04415317,50220,814
2021-09-28$34.84$31.6772.0%20.6%63.6%30.6%73.0%-3.2%-1.4%-205.5K-8.4M-95.2K2.4261.03N/AN/A4171,01118,07820,883
2021-09-29$34.54$33.3372.7%20.8%63.9%31.8%85.5%-4.1%-4.0%-230.0K-7.7M-94.0K0.6360.82N/AN/A6,8584,32618,45920,961
2021-09-30$36.62$33.3377.9%22.3%66.3%41.2%75.1%-1.9%-9.6%151.5K-17.3M-96.4K1.2671.58N/AN/A4,0445,11218,61521,807