ACMR Options History — January 2022

In January 2022, ACMR traded between $23.72 and $30.04. ATM implied volatility averaged 66.2%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 1.4% (HV 20d: 64.8%). Max pain ranged from $26.67 to $35.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.96.

Notable Days

  • 2022-01-10: Highest Volume — 19,941 contracts
  • 2022-01-24: Largest IV spike — 16.5% change
  • 2022-01-24: Highest IV Rank — 43.7%
  • 2022-01-24: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.75$23.72$30.04$30.04$26.45
Max Pain$30.75$26.67$35.00$26.67$30.00
ATM IV66.2%57.8%79.3%64.2%69.3%
Expected Move19.1%16.6%22.7%18.4%19.9%
HV 20d64.8%51.9%73.9%51.9%73.9%
HV 60d56.9%54.5%60.1%54.5%60.1%
IV Rank20.3%5.2%43.7%16.7%25.7%
IV Percentile27.5%1.6%74.2%14.7%43.7%
Term Structure1.1%-4.1%5.6%-4.1%3.8%
VWIV66.4%56.7%76.8%64.2%68.5%
Skew 25d3.9%-1.0%10.9%2.6%6.8%
Skew 10d8.5%0.2%23.4%11.6%1.5%
Call IV 25d65.6%59.6%74.8%62.6%67.9%
Put IV 25d69.6%60.3%84.6%65.2%74.7%
Bid-Ask Spread %74.1059.0686.0575.6786.05
Gamma HHI0.260.070.370.070.32
Net GEX-367.9K-794.3K1.7K1.7K-654.7K
Net DEX11.7M525.8K25.9M525.8K14.8M
Net VEX-144.2K-188.1K-42.3K-42.3K-168.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.231.651.651.16
Total Volume7,970.553,03019,9413,0303,408
Total OI39,427.210,46750,77210,46749,668

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$30.04$26.6764.2%18.4%51.9%16.7%64.2%2.6%-4.1%1.7K525.8K-42.3K1.6575.67N/AN/A1,1431,8874,5845,883
2022-01-04$28.00$26.6761.6%17.7%58.0%12.0%59.9%1.1%1.3%-21.5K2.7M-43.6K1.1677.18N/AN/A2,1842,5384,7856,492
2022-01-05$26.67$26.6763.5%18.2%60.6%15.3%67.0%-1.0%3.2%-40.4K3.8M-52.6K1.2482.93N/AN/A5,6827,0415,7157,434
2022-01-06$28.01$35.0064.5%19.1%62.6%17.3%67.0%4.3%-2.4%-42.2K3.4M-98.9K1.0959.06N/AN/A6,9427,5969,60612,150
2022-01-07$27.35$33.3362.3%18.1%62.1%13.3%64.3%1.9%2.3%-50.7K4.4M-98.4K0.9763.87N/AN/A9,1898,88010,59612,798
2022-01-10$27.53$31.6764.4%19.0%62.1%16.9%68.0%2.9%-2.4%-46.1K4.9M-166.5K1.2864.04N/AN/A8,75711,18418,03619,998
2022-01-11$27.90$31.6763.7%18.9%60.0%15.7%65.9%3.9%-0.8%-84.4K4.7M-172.9K0.9760.70N/AN/A8,8088,55618,27322,599
2022-01-12$28.36$31.6760.7%17.4%59.0%10.4%60.3%-0.4%3.6%-67.7K3.6M-171.3K0.2375.88N/AN/A8,5651,99218,37522,719
2022-01-13$27.77$31.6762.4%17.9%59.9%13.3%63.5%-0.4%0.7%-117.8K5.4M-170.7K0.8664.13N/AN/A8,3887,21518,44122,785
2022-01-14$29.64$31.6757.8%16.6%61.4%5.2%56.7%0.9%5.6%-170.9K1.7M-188.1K0.7369.51N/AN/A2,5771,87218,44731,758
2022-01-18$27.03$31.6764.4%18.5%70.9%17.0%63.5%2.5%-0.8%-490.5K13.4M-180.2K0.8171.79N/AN/A2,6672,15118,90631,866
2022-01-19$27.35$31.6761.9%17.8%68.5%12.6%61.7%4.2%2.9%-502.4K11.2M-175.6K0.7275.28N/AN/A2,2921,65018,79231,836
2022-01-20$26.29$31.6761.9%17.8%67.5%12.5%61.1%0.8%0.8%-636.4K16.7M-172.2K0.7571.20N/AN/A2,1151,57818,83131,860
2022-01-21$24.86$31.6768.1%19.5%70.5%23.6%68.0%1.7%0.6%-690.3K23.2M-169.2K0.8177.20N/AN/A2,0971,70718,82831,854
2022-01-24$24.65$31.6779.3%22.7%69.8%43.7%76.8%10.6%-2.1%-672.4K22.7M-166.4K0.8777.74N/AN/A1,8511,60217,04631,236
2022-01-25$24.27$30.0073.6%21.1%69.3%33.4%72.5%5.0%4.0%-753.6K24.4M-160.9K1.1178.71N/AN/A1,8482,05217,07631,353
2022-01-26$24.80$30.0073.9%21.2%69.9%33.9%73.5%10.9%-1.4%-732.4K22.2M-166.2K0.7883.41N/AN/A2,3071,79417,12731,803
2022-01-27$23.72$30.0074.5%21.4%71.2%35.1%73.2%9.1%3.0%-790.3K25.9M-159.3K1.0382.29N/AN/A1,8361,88417,54131,845
2022-01-28$24.39$30.0072.7%20.8%66.8%31.8%72.1%10.8%3.8%-794.3K24.5M-160.4K1.0785.41N/AN/A1,7311,84517,67031,932
2022-01-31$26.45$30.0069.3%19.9%73.9%25.7%68.5%6.8%3.8%-654.7K14.8M-168.0K1.1686.05N/AN/A1,5811,82717,73331,935