ACMR Options History — November 2021

In November 2021, ACMR traded between $28.74 and $36.94. ATM implied volatility averaged 68.7%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 12.5% (HV 20d: 56.2%). Max pain ranged from $30.00 to $38.33. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2021-11-23: Highest Volume — 8,445 contracts
  • 2021-11-29: Largest IV spike — 15.8% change
  • 2021-11-03: Highest IV Rank — 34.5%
  • 2021-11-03: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.44$28.74$36.94$36.94$29.13
Max Pain$35.24$30.00$38.33$30.00$33.33
ATM IV68.7%59.8%74.2%72.6%69.6%
Expected Move19.5%17.1%21.3%20.8%20.0%
HV 20d56.2%50.3%71.7%71.7%50.3%
HV 60d61.7%59.2%64.5%60.4%63.9%
IV Rank24.7%8.7%34.5%31.8%26.3%
IV Percentile30.2%3.2%54.8%44.0%34.5%
Term Structure-2.4%-8.9%1.5%-7.0%-0.9%
VWIV67.1%55.9%73.7%72.3%61.1%
Skew 25d-0.2%-8.3%11.4%-2.2%-2.2%
Skew 10d-0.9%-12.2%23.6%-5.4%9.1%
Call IV 25d68.3%46.1%76.6%74.2%73.8%
Put IV 25d68.2%57.5%74.0%72.1%71.7%
Bid-Ask Spread %53.0231.6693.2665.8772.94
Gamma HHI0.310.180.500.220.41
Net GEX-376.1K-1.2M194.2K42.3K-1.1M
Net DEX1.1M-13.4M22.6M-13.4M20.0M
Net VEX-83.7K-101.5K-65.7K-95.2K-82.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.222.680.291.73
Total Volume4,959.7143,0188,4453,8914,518
Total OI40,18019,46148,61239,92133,273

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$36.94$30.0072.6%20.8%71.7%31.8%72.3%-2.2%-7.0%42.3K-13.4M-95.2K0.2965.87N/AN/A3,02187017,03122,890
2021-11-02$36.28$30.0074.0%21.2%55.9%34.2%71.6%-2.9%-7.7%-12.8K-11.4M-101.5K0.2963.03N/AN/A3,13591518,36022,938
2021-11-03$36.07$30.0074.2%21.3%55.2%34.5%73.7%-1.8%-8.2%-50.9K-10.2M-98.5K0.2667.66N/AN/A3,82899018,40522,977
2021-11-04$36.13$35.0072.5%19.0%55.2%31.5%67.2%-0.6%-1.0%12.3K-11.8M-96.5K0.2236.86N/AN/A4,6201,01719,02623,064
2021-11-05$34.33$35.0071.2%19.4%57.8%29.1%72.2%-8.3%-2.1%-288.6K-3.6M-98.8K0.2850.76N/AN/A3,6541,03820,88023,208
2021-11-08$35.53$35.0073.8%19.8%52.7%33.8%70.6%-3.4%-1.9%-29.9K-10.2M-89.0K0.3637.75N/AN/A2,21780120,31323,367
2021-11-09$35.38$35.0070.8%19.5%52.6%28.4%67.6%0.6%-1.7%-51.7K-10.1M-82.2K0.4631.66N/AN/A2,4871,15520,16623,361
2021-11-10$33.78$36.6772.7%20.8%55.1%31.8%70.7%-5.5%-8.9%-499.6K1.4M-88.6K0.9739.52N/AN/A2,5652,48420,42723,781
2021-11-11$34.97$38.3368.0%19.5%56.6%23.4%68.5%1.8%1.5%-234.5K-4.0M-87.3K0.7434.79N/AN/A2,2621,67120,44524,795
2021-11-12$35.41$38.3368.7%19.7%56.4%24.7%69.5%-0.3%-0.8%-169.0K-6.1M-81.7K1.1335.60N/AN/A1,9682,22920,53825,263
2021-11-15$36.70$38.3369.2%19.8%57.8%25.5%71.4%2.1%-3.1%194.2K-11.4M-78.0K0.5635.64N/AN/A2,5951,44320,56224,600
2021-11-16$35.57$38.3367.1%19.2%54.0%21.8%66.6%1.3%-2.4%-70.6K-5.8M-72.7K0.3540.68N/AN/A4,3861,53020,39124,588
2021-11-17$34.02$36.6764.0%18.3%52.9%16.2%66.8%1.0%0.4%-383.4K125.5K-73.9K1.2540.49N/AN/A2,3012,88322,66524,321
2021-11-18$32.17$36.6768.7%19.7%56.2%24.7%66.7%-1.0%-4.7%-756.1K5.9M-67.1K0.4047.49N/AN/A5,2532,08522,83623,349
2021-11-19$32.02$36.6766.0%18.9%56.2%19.8%70.2%3.4%-1.1%-269.4K5.2M-70.2K0.4754.89N/AN/A3,2521,54225,02923,583
2021-11-22$31.41$36.6766.0%18.9%56.0%19.9%61.9%0.5%1.1%-162.0K7.2M-65.7K1.7762.68N/AN/A2,0523,6339,07510,386
2021-11-23$29.12$35.0059.8%17.1%61.1%8.8%60.7%0.2%0.1%-860.7K18.3M-80.8K2.6870.39N/AN/A2,2926,1539,39019,887
2021-11-24$29.54$35.0065.5%18.8%58.8%19.1%64.6%-0.8%-2.6%-958.7K18.4M-87.6K1.2563.82N/AN/A2,4093,0189,62423,064
2021-11-26$29.09$35.0059.8%17.1%53.9%8.7%55.9%11.4%1.5%-1.2M22.6M-79.4K1.2593.26N/AN/A2,2592,8269,77423,124
2021-11-29$28.74$35.0069.2%19.8%53.8%25.6%59.8%2.7%-1.8%-1.1M22.2M-81.2K1.5867.66N/AN/A1,8572,9409,79823,226
2021-11-30$29.13$33.3369.6%20.0%50.3%26.3%61.1%-2.2%-0.9%-1.1M20.0M-82.3K1.7372.94N/AN/A1,6532,8659,96623,307