ACMR Options History — March 2022

In March 2022, ACMR traded between $15.31 and $27.49. ATM implied volatility averaged 77.8%, placing in the 49.2% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded below realized volatility by 42.7% (HV 20d: 120.5%). Max pain ranged from $23.33 to $55.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.83.

Notable Days

2022-03-14: Highest Volume — 18,837 contracts
2022-03-10: Largest IV spike — 33.1% change
2022-03-14: Highest IV Rank — 100.0%
2022-03-10: Largest Expected Move — 31.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.20	$15.31	$27.49	$27.11	$20.63
Max Pain	$26.30	$23.33	$55.00	$28.33	$23.33
ATM IV	77.8%	65.6%	105.8%	72.3%	67.7%
Expected Move	22.4%	18.8%	31.6%	20.7%	20.3%
HV 20d	120.5%	54.3%	161.9%	55.2%	161.6%
HV 60d	88.3%	59.7%	105.6%	60.3%	104.9%
IV Rank	49.2%	22.0%	100.0%	42.2%	25.0%
IV Percentile	69.5%	25.0%	100.0%	60.3%	38.9%
Term Structure	-2.7%	-25.3%	6.4%	1.7%	2.1%
VWIV	80.6%	66.6%	123.5%	72.5%	69.7%
Skew 25d	10.6%	-5.6%	42.6%	14.6%	5.3%
Skew 10d	16.5%	-16.2%	94.9%	4.3%	12.9%
Call IV 25d	77.1%	65.2%	103.1%	66.9%	67.7%
Put IV 25d	87.6%	69.9%	128.2%	81.5%	72.9%
Bid-Ask Spread %	79.63	62.48	92.72	74.64	81.51
Gamma HHI	0.30	0.25	0.59	0.26	0.34
Net GEX	-148.8K	-290.9K	-13.5K	-88.6K	-279.2K
Net DEX	10.8M	2.5M	23.4M	5.3M	14.7M
Net VEX	-112.0K	-144.1K	-3.2K	-138.3K	-102.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.13	2.10	1.00	0.45
Total Volume	4,271.696	403	18,837	2,970	1,406
Total OI	40,367.783	1,379	53,469	34,374	44,307

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-03-01	$27.11	$28.33	72.3%	20.7%	55.2%	42.2%	72.5%	14.6%	1.7%	-88.6K	5.3M	-138.3K	1.00	74.64	N/A	N/A	1,482	1,488	14,856	19,518
2022-03-02	$27.49	$26.67	71.5%	20.5%	54.3%	40.3%	71.8%	7.8%	2.3%	-58.8K	4.2M	-139.6K	1.32	80.85	N/A	N/A	1,122	1,476	15,030	19,596
2022-03-03	$26.26	$26.67	65.6%	18.8%	56.6%	25.9%	72.1%	8.7%	-1.4%	-96.1K	6.0M	-138.1K	1.23	76.74	N/A	N/A	1,095	1,344	15,066	19,626
2022-03-04	$25.26	$26.67	78.8%	22.6%	56.7%	58.5%	79.5%	6.1%	-1.7%	-185.2K	10.4M	-125.1K	1.12	82.63	N/A	N/A	1,212	1,359	15,063	19,641
2022-03-07	$25.69	$26.67	74.6%	21.4%	55.8%	48.4%	74.2%	9.6%	-2.6%	-161.6K	9.1M	-126.5K	1.12	89.36	N/A	N/A	1,209	1,356	15,222	19,551
2022-03-08	$26.83	$26.67	76.2%	21.3%	58.1%	52.2%	82.3%	9.4%	-2.2%	-42.4K	3.3M	-144.1K	0.87	92.20	N/A	N/A	1,608	1,392	15,798	19,551
2022-03-09	$27.46	$26.67	66.7%	20.0%	58.5%	28.9%	70.5%	5.5%	3.5%	-50.3K	4.5M	-129.3K	2.10	92.72	N/A	N/A	1,590	3,333	15,909	19,530
2022-03-10	$21.39	$26.67	88.7%	31.6%	103.7%	83.0%	119.0%	42.6%	-8.1%	-267.3K	17.3M	-108.5K	1.51	62.48	N/A	N/A	2,613	3,954	15,948	19,545
2022-03-11	$18.72	$26.67	85.9%	30.1%	111.9%	76.0%	123.5%	4.0%	0.8%	-290.9K	21.1M	-91.1K	0.27	74.99	N/A	N/A	7,497	2,001	16,839	21,813
2022-03-14	$15.31	$28.33	102.7%	26.2%	128.6%	100.0%	96.3%	26.3%	1.7%	-171.3K	23.4M	-56.9K	0.42	71.63	N/A	N/A	13,293	5,544	22,752	21,849
2022-03-15	$15.79	$23.33	105.8%	25.7%	129.8%	100.0%	92.2%	11.4%	-16.4%	-149.8K	22.2M	-76.3K	0.13	81.33	N/A	N/A	12,276	1,602	28,452	24,435
2022-03-16	$19.80	$23.33	89.2%	23.4%	155.5%	67.5%	83.9%	20.8%	-18.9%	-38.3K	13.1M	-121.1K	0.42	77.78	N/A	N/A	3,441	1,440	28,422	24,561
2022-03-17	$19.74	$23.33	83.2%	24.1%	155.3%	55.7%	85.0%	17.0%	-1.8%	-54.9K	13.7M	-124.0K	0.47	74.60	N/A	N/A	2,895	1,362	28,839	24,630
2022-03-18	$20.41	$23.33	72.6%	21.5%	156.1%	34.8%	72.3%	17.2%	6.4%	-204.3K	14.1M	-114.3K	0.68	77.19	N/A	N/A	1,920	1,302	28,605	24,600
2022-03-21	$19.77	$23.33	78.2%	21.8%	156.2%	45.8%	72.1%	11.1%	2.8%	-202.1K	14.6M	-109.8K	0.60	72.53	N/A	N/A	1,977	1,191	20,847	22,119
2022-03-22	$21.74	$23.33	69.4%	19.8%	160.6%	28.5%	67.4%	-0.8%	1.3%	-224.7K	9.7M	-113.9K	0.76	75.97	N/A	N/A	2,094	1,581	21,315	22,203
2022-03-23	$22.11	$23.33	73.6%	21.4%	160.6%	36.7%	77.7%	-5.6%	-0.4%	-173.9K	8.1M	-125.2K	0.92	76.97	N/A	N/A	1,770	1,629	21,186	22,608
2022-03-24	$21.75	$55.00	76.4%	21.4%	158.5%	42.3%	77.7%	4.9%	-4.8%	-13.5K	2.5M	-3.2K	1.46	78.65	N/A	N/A	164	239	66	1,313
2022-03-25	$21.53	$23.33	73.1%	21.3%	158.2%	35.7%	74.3%	4.4%	-4.8%	-156.8K	8.3M	-124.7K	0.63	82.34	N/A	N/A	276	175	21,484	22,816
2022-03-28	$21.48	$23.33	84.0%	20.4%	158.1%	57.3%	83.4%	21.0%	-25.3%	-147.5K	6.9M	-124.4K	0.62	87.80	N/A	N/A	504	311	21,545	22,815
2022-03-29	$22.97	$23.33	66.1%	20.1%	160.6%	22.0%	70.1%	2.6%	2.0%	-154.8K	5.2M	-124.4K	0.64	81.48	N/A	N/A	889	565	21,550	22,800
2022-03-30	$21.38	$23.33	67.3%	20.1%	161.9%	24.3%	66.6%	-0.6%	1.5%	-210.4K	10.3M	-113.7K	0.46	85.17	N/A	N/A	874	398	21,368	22,870
2022-03-31	$20.63	$23.33	67.7%	20.3%	161.6%	25.0%	69.7%	5.3%	2.1%	-279.2K	14.7M	-102.8K	0.45	81.51	N/A	N/A	969	437	21,386	22,921