ACMR Options History — December 2021

In December 2021, ACMR traded between $23.40 and $28.65. ATM implied volatility averaged 70.3%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 21.9% (HV 20d: 48.4%). Max pain ranged from $25.00 to $33.33. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.21.

Notable Days

  • 2021-12-06: Highest Volume — 5,805 contracts
  • 2021-12-03: Largest IV spike — 19.0% change
  • 2021-12-14: Highest IV Rank — 56.9%
  • 2021-12-03: Largest Expected Move — 22.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.85$23.40$28.65$28.27$28.57
Max Pain$27.95$25.00$33.33$33.33$25.00
ATM IV70.3%59.3%86.7%74.4%59.3%
Expected Move19.8%17.0%22.9%21.3%17.0%
HV 20d48.4%41.7%54.4%50.7%52.3%
HV 60d59.2%53.3%60.9%59.3%53.3%
IV Rank27.5%7.8%56.9%34.8%7.8%
IV Percentile37.4%2.4%84.5%57.9%2.4%
Term Structure0.6%-6.6%4.8%-6.6%4.8%
VWIV68.8%60.8%79.1%65.7%60.8%
Skew 25d6.0%-5.7%20.3%1.9%7.7%
Skew 10d12.1%-15.1%44.7%-1.9%4.2%
Call IV 25d68.8%58.4%78.5%71.6%66.1%
Put IV 25d74.7%63.6%92.4%73.5%73.8%
Bid-Ask Spread %73.0960.6087.3880.9778.99
Gamma HHI0.370.090.760.450.09
Net GEX-623.9K-1.6M-2.4K-1.2M-6.8K
Net DEX24.2M906.0K50.2M24.0M1.2M
Net VEX-44.0K-77.2K-28.4K-77.2K-35.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.641.801.471.19
Total Volume3,799.3641,8485,8054,7672,610
Total OI24,014.4558,51135,24433,3579,822

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$28.27$33.3374.4%21.3%50.7%34.8%65.7%1.9%-6.6%-1.2M24.0M-77.2K1.4780.97N/AN/A1,9322,8359,97523,382
2021-12-02$27.19$33.3367.2%19.3%51.5%21.9%71.8%1.3%-3.1%-1.2M29.7M-69.7K1.4287.38N/AN/A1,9742,8089,86123,412
2021-12-03$26.02$33.3379.9%22.9%52.2%44.8%75.8%12.6%0.2%-1.1M34.3M-66.9K1.2283.25N/AN/A2,3372,8539,86723,433
2021-12-06$25.46$30.0078.6%22.4%50.6%42.4%79.1%20.3%-5.8%-1.1M35.5M-58.7K1.4766.01N/AN/A2,3493,45610,23923,442
2021-12-07$26.04$30.0075.0%22.5%49.2%35.9%75.7%5.9%-4.4%-1.3M35.3M-63.2K1.8060.60N/AN/A2,0253,63610,20924,156
2021-12-08$26.57$30.0065.7%20.0%50.7%19.3%67.4%3.0%-3.6%-1.6M33.7M-61.7K1.6563.94N/AN/A2,1303,51610,22424,168
2021-12-09$25.75$28.3372.4%20.0%49.7%31.3%69.8%0.4%1.7%-1.5M38.5M-55.5K1.7765.56N/AN/A2,0463,63010,33524,150
2021-12-10$25.75$28.3368.1%18.7%46.7%23.5%68.6%-5.7%4.4%-1.6M39.1M-54.9K1.6468.94N/AN/A2,0793,41710,34124,198
2021-12-13$24.73$28.3380.3%20.1%46.3%45.6%68.9%2.4%-1.4%-1.2M45.1M-40.9K1.3364.24N/AN/A2,0942,78410,35324,279
2021-12-14$24.16$28.3386.7%19.8%41.7%56.9%67.0%7.0%1.5%-815.3K47.2M-34.7K1.2966.84N/AN/A2,2892,94910,51824,114
2021-12-15$24.46$28.3374.2%21.3%43.2%34.6%71.2%-4.1%0.7%-896.1K45.9M-35.3K1.0878.05N/AN/A1,8932,04910,96224,120
2021-12-16$23.65$26.6766.7%19.1%42.5%21.0%65.6%18.2%4.3%-93.0K49.8M-28.4K1.1079.84N/AN/A1,8512,03711,04924,195
2021-12-17$24.46$26.6768.7%19.7%43.8%24.8%69.4%9.2%3.2%-33.1K50.2M-32.1K1.2275.54N/AN/A1,6682,03411,08524,024
2021-12-20$23.40$26.6772.5%20.8%44.9%31.5%72.6%6.7%1.4%-40.8K4.2M-28.4K1.2369.05N/AN/A8401,0353,6964,815
2021-12-21$24.84$26.6767.3%19.3%52.3%22.2%67.8%8.7%3.3%-37.4K3.6M-31.3K0.9973.37N/AN/A1,0441,0293,7474,881
2021-12-22$25.17$26.6765.9%18.9%47.1%19.7%68.7%1.5%1.7%-31.7K3.5M-31.2K0.9277.05N/AN/A9638853,9484,971
2021-12-23$25.87$25.0063.9%18.3%48.1%16.1%66.8%8.9%3.1%-26.7K3.0M-32.3K0.8678.78N/AN/A1,0298824,0534,986
2021-12-27$26.44$25.0069.7%20.0%49.1%26.5%67.8%6.2%-3.0%-22.5K2.7M-32.2K0.8272.87N/AN/A1,1649543,9994,986
2021-12-28$26.47$25.0065.0%18.6%49.0%18.0%65.7%5.9%3.2%-17.5K2.6M-32.7K0.6470.68N/AN/A1,3328584,2545,094
2021-12-29$26.74$25.0063.3%18.1%48.9%15.0%62.9%9.9%2.6%-15.2K2.4M-32.6K0.6477.14N/AN/A1,3118344,3175,106
2021-12-30$28.65$25.0061.0%17.5%54.4%10.9%63.9%3.5%4.5%-2.4K906.0K-34.1K0.7769.00N/AN/A1,2159304,4135,139
2021-12-31$28.57$25.0059.3%17.0%52.3%7.8%60.8%7.7%4.8%-6.8K1.2M-35.0K1.1978.99N/AN/A1,1911,4194,4885,334