ACMR Options History — February 2022

In February 2022, ACMR traded between $25.00 and $28.68. ATM implied volatility averaged 73.5%, placing in the 33.9% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 8.6% (HV 20d: 64.9%). Max pain ranged from $26.67 to $30.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.07.

Notable Days

  • 2022-02-18: Highest Volume — 4,689 contracts
  • 2022-02-25: Largest IV drop — 25.7% change
  • 2022-02-24: Highest IV Rank — 55.2%
  • 2022-02-24: Largest Expected Move — 24.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.05$25.00$28.68$27.27$27.11
Max Pain$28.07$26.67$30.00$30.00$28.33
ATM IV73.5%63.7%85.7%69.4%71.5%
Expected Move21.2%18.3%24.6%19.9%20.5%
HV 20d64.9%58.7%72.3%72.3%62.1%
HV 60d60.1%59.0%61.2%60.6%60.9%
IV Rank33.9%18.5%55.2%26.0%39.5%
IV Percentile58.9%15.9%92.5%44.0%57.9%
Term Structure-3.1%-12.5%7.6%4.5%1.5%
VWIV71.5%63.3%82.3%65.9%71.7%
Skew 25d9.3%0.0%16.8%14.1%7.0%
Skew 10d18.5%-22.0%36.2%-22.0%10.6%
Call IV 25d68.9%58.2%76.4%58.2%71.8%
Put IV 25d78.2%67.6%88.8%72.3%78.8%
Bid-Ask Spread %71.8852.1189.3388.4877.32
Gamma HHI0.260.200.330.280.26
Net GEX-320.2K-686.7K61.2K-555.3K-113.3K
Net DEX8.5M343.2K16.8M11.3M6.6M
Net VEX-145.5K-166.4K-126.8K-166.4K-134.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.731.361.221.30
Total Volume3,405.6322,7094,6893,3453,012
Total OI46,566.47433,06052,56949,74334,191

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$27.27$30.0069.4%19.9%72.3%26.0%65.9%14.1%4.5%-555.3K11.3M-166.4K1.2288.48N/AN/A1,5061,83917,79931,944
2022-02-02$26.91$30.0067.8%19.4%68.2%23.0%64.3%9.9%7.6%-571.5K12.1M-161.1K1.0089.33N/AN/A1,5241,52418,04231,920
2022-02-03$25.91$26.6771.0%20.7%67.3%28.9%71.2%6.1%-2.2%-686.7K16.8M-158.5K1.0768.00N/AN/A1,4731,58118,16531,932
2022-02-04$26.73$26.6766.3%20.8%65.8%20.3%67.0%5.0%-1.9%-617.4K12.2M-157.5K0.9152.11N/AN/A1,7521,58718,26731,995
2022-02-07$26.80$26.6770.9%20.5%65.3%28.7%69.7%6.6%-3.1%-570.9K13.0M-159.4K0.7372.63N/AN/A2,1751,58718,57632,238
2022-02-08$27.15$26.6767.4%20.5%65.5%22.3%69.8%5.1%-1.3%-526.0K9.5M-156.4K0.8166.30N/AN/A2,0101,63219,01732,238
2022-02-09$28.66$26.6766.8%19.2%68.2%21.3%68.4%7.9%-1.3%-236.6K4.5M-146.2K0.9980.33N/AN/A1,7641,75519,20932,361
2022-02-10$28.20$28.3370.7%20.3%68.2%28.3%75.3%10.3%-3.4%-364.9K6.6M-153.8K0.9759.19N/AN/A1,6621,61719,22732,505
2022-02-11$26.65$28.3373.6%21.1%70.8%33.5%72.5%12.1%-3.0%-597.9K11.9M-144.8K1.0178.18N/AN/A1,5931,60219,26632,475
2022-02-14$26.79$28.3375.9%21.7%66.3%37.5%69.6%16.8%-5.8%-321.7K6.9M-140.1K0.8478.09N/AN/A1,7701,49419,28432,487
2022-02-15$28.41$28.3372.4%20.8%61.4%31.4%72.3%8.9%-1.4%-85.0K2.5M-139.7K0.7760.52N/AN/A2,0881,60819,33232,109
2022-02-16$28.68$28.3375.4%21.6%61.3%36.6%74.9%9.8%-7.3%61.2K343.2K-144.7K1.1358.51N/AN/A2,0492,32519,60832,157
2022-02-17$27.53$28.3378.5%22.5%61.5%42.3%73.6%7.6%-8.7%-118.6K6.3M-137.6K1.1572.10N/AN/A2,0132,31019,62932,940
2022-02-18$26.76$28.3383.0%23.8%58.7%50.2%74.0%14.9%-12.5%-137.6K7.8M-137.6K1.2072.32N/AN/A2,1272,56219,60832,772
2022-02-22$25.69$28.3381.6%23.4%60.7%47.8%74.7%11.7%-6.3%-162.8K8.9M-132.9K1.3685.76N/AN/A1,1491,56014,08518,975
2022-02-23$25.00$28.3384.4%24.2%61.3%52.9%78.5%9.7%-7.3%-205.1K10.9M-126.8K1.3361.45N/AN/A1,1611,54814,14819,080
2022-02-24$26.67$28.3385.7%24.6%64.9%55.2%82.3%13.6%-11.1%-130.5K7.1M-135.9K1.2560.19N/AN/A1,2031,50614,24419,113
2022-02-25$27.11$28.3363.7%18.3%62.5%18.5%63.3%0.0%3.6%-142.4K6.6M-131.5K1.2184.98N/AN/A1,3771,66214,32519,500
2022-02-28$27.11$28.3371.5%20.5%62.1%39.5%71.7%7.0%1.5%-113.3K6.6M-134.8K1.3077.32N/AN/A1,3081,70414,63119,560