ACMR Options History — October 2021

In October 2021, ACMR traded between $33.37 and $39.36. ATM implied volatility averaged 71.7%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded below realized volatility by 0.6% (HV 20d: 72.2%). Max pain ranged from $30.00 to $33.33. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.06.

Notable Days

  • 2021-10-20: Highest Volume — 9,249 contracts
  • 2021-10-11: Largest IV spike — 15.7% change
  • 2021-10-12: Highest IV Rank — 52.3%
  • 2021-10-11: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.82$33.37$39.36$36.01$35.26
Max Pain$30.16$30.00$33.33$33.33$30.00
ATM IV71.7%66.3%84.1%67.5%66.5%
Expected Move20.1%19.0%21.3%19.3%19.1%
HV 20d72.2%66.0%78.0%66.0%70.9%
HV 60d61.2%58.3%67.2%66.0%60.1%
IV Rank30.0%20.4%52.3%22.5%20.8%
IV Percentile35.9%17.5%74.6%20.6%17.9%
Term Structure-3.0%-5.3%3.1%3.1%-3.3%
VWIV70.5%63.8%76.2%68.9%67.6%
Skew 25d-1.0%-2.7%1.1%-2.6%-1.2%
Skew 10d-3.5%-21.4%3.8%-21.4%-1.3%
Call IV 25d71.9%67.5%77.2%72.4%68.0%
Put IV 25d70.9%66.8%75.4%69.9%66.8%
Bid-Ask Spread %50.4532.1467.7266.8967.47
Gamma HHI0.280.160.440.290.33
Net GEX-81.9K-533.9K558.2K-95.8K-311.8K
Net DEX-9.1M-27.7M3.9M-11.3M-4.6M
Net VEX-109.8K-140.1K-90.8K-106.5K-101.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.014.560.330.48
Total Volume2,756.5712199,2491,0173,648
Total OI45,201.28631,02056,73344,36138,841

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$36.01$33.3367.5%19.3%66.0%22.5%68.9%-2.6%3.1%-95.8K-11.3M-106.5K0.3366.89N/AN/A76525218,63925,722
2021-10-04$34.78$30.0076.8%20.6%67.6%39.1%73.9%-1.3%-2.5%-418.8K-2.5M-140.1K0.0640.87N/AN/A4683021,47730,696
2021-10-05$39.36$30.0076.3%20.8%69.2%38.4%73.1%-1.7%-4.5%460.9K-27.7M-130.8K0.1241.58N/AN/A2,90435121,43830,939
2021-10-06$38.25$30.0079.1%20.5%70.1%43.4%74.1%-2.7%-2.4%220.7K-20.0M-136.6K0.1436.24N/AN/A1,25418021,49530,939
2021-10-07$38.14$30.0076.6%21.1%70.1%38.8%73.4%-2.6%-4.0%558.2K-25.4M-124.9K0.0536.97N/AN/A6423323,29231,107
2021-10-08$37.66$30.0070.9%20.8%70.3%28.6%73.0%-2.0%-3.2%449.0K-22.9M-122.0K0.1035.83N/AN/A5225123,46031,149
2021-10-11$34.89$30.0082.0%21.3%74.8%48.5%75.8%-0.6%-4.3%-275.5K-7.2M-112.3K3.1836.56N/AN/A1,0473,33023,54731,155
2021-10-12$34.53$30.0084.1%21.3%74.8%52.3%76.2%-1.7%-5.2%-375.2K-4.9M-110.3K0.9132.14N/AN/A41437823,86231,137
2021-10-13$34.72$30.0073.0%20.9%74.6%32.5%73.1%1.1%-5.3%-20.9K-6.6M-107.3K0.0145.52N/AN/A216323,79332,691
2021-10-14$34.65$30.0070.8%20.3%74.6%28.5%71.2%-1.6%-2.4%45.5K-6.2M-103.1K0.3441.34N/AN/A44415023,72732,961
2021-10-15$35.26$30.0068.7%19.7%74.7%24.7%70.3%0.3%-0.5%72.2K-8.4M-99.4K0.2648.16N/AN/A3699623,77232,961
2021-10-18$35.15$30.0071.2%20.4%72.4%29.2%71.3%0.8%-2.6%-113.9K-5.1M-95.1K0.5049.95N/AN/A66633013,97717,043
2021-10-19$37.48$30.0068.3%19.6%75.5%24.0%69.0%0.2%-2.0%80.0K-13.3M-90.8K0.3755.44N/AN/A44116214,28317,022
2021-10-20$35.50$30.0067.8%19.4%78.0%23.1%68.2%-2.1%-2.3%-84.7K-7.7M-93.4K3.6949.23N/AN/A1,9747,27514,90417,418
2021-10-21$35.29$30.0067.2%19.3%77.7%21.9%63.8%-0.6%-3.3%-282.8K-3.7M-109.4K4.5661.42N/AN/A1,6087,32614,96421,819
2021-10-22$35.36$30.0066.3%19.0%75.8%20.4%67.5%-0.3%-2.3%-299.0K-3.6M-109.0K4.2858.49N/AN/A1,4406,16215,04822,020
2021-10-25$35.80$30.0068.4%19.6%69.5%24.1%65.9%-1.5%-3.8%-238.2K-5.5M-102.3K0.7860.48N/AN/A2,2171,74015,06922,047
2021-10-26$35.41$30.0068.3%19.6%68.1%24.0%68.6%-1.3%-4.7%-255.5K-4.6M-104.4K0.4764.35N/AN/A2,2501,05915,81622,107
2021-10-27$33.37$30.0067.6%19.4%71.3%22.7%68.0%0.6%-3.9%-533.9K3.9M-103.7K0.8767.72N/AN/A1,6561,43715,92422,182
2021-10-28$35.32$30.0067.6%19.4%71.1%22.7%67.1%-0.1%-3.7%-300.7K-4.7M-102.8K0.7062.74N/AN/A1,5301,06816,00222,782
2021-10-29$35.26$30.0066.5%19.1%70.9%20.8%67.6%-1.2%-3.3%-311.8K-4.6M-101.1K0.4867.47N/AN/A2,4631,18516,06222,779