ACMR Options History — April 2022

In April 2022, ACMR traded between $14.86 and $22.13. ATM implied volatility averaged 82.5%, placing in the 50.4% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded below realized volatility by 14.5% (HV 20d: 97.0%). Max pain ranged from $23.33 to $23.33. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.03.

Notable Days

  • 2022-04-01: Highest Volume — 2,256 contracts
  • 2022-04-11: Largest IV spike — 47.5% change
  • 2022-04-11: Highest IV Rank — 100.0%
  • 2022-04-27: Largest Expected Move — 28.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.43$14.86$22.13$20.68$15.18
Max Pain$23.33$23.33$23.33$23.33$23.33
ATM IV82.5%67.0%110.8%67.0%84.7%
Expected Move22.9%20.0%28.8%20.0%24.3%
HV 20d97.0%57.5%164.2%161.4%57.6%
HV 60d104.9%102.8%107.1%104.5%103.0%
IV Rank50.4%23.9%100.0%23.9%53.3%
IV Percentile82.7%32.9%100.0%32.9%91.7%
Term Structure-7.7%-27.3%2.6%-0.8%-9.0%
VWIV82.8%65.4%97.0%65.4%85.8%
Skew 25d5.3%-14.9%77.9%77.9%8.0%
Skew 10d-1.7%-40.0%22.0%-10.2%22.0%
Call IV 25d82.2%70.3%94.4%70.3%83.3%
Put IV 25d87.6%61.3%148.1%148.1%91.3%
Bid-Ask Spread %78.9671.9790.1684.2776.96
Gamma HHI0.330.280.370.310.31
Net GEX-197.2K-286.5K-134.4K-235.3K-150.1K
Net DEX20.3M7.4M24.2M12.0M21.5M
Net VEX-65.2K-117.0K-36.3K-106.1K-43.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.207.000.200.66
Total Volume1,048.71522,2562,256921
Total OI43,964.2542,26345,79344,37942,726

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$20.68$23.3367.0%20.0%161.4%23.9%65.4%77.9%-0.8%-235.3K12.0M-106.1K0.2084.27N/AN/A1,88237421,39622,983
2022-04-04$22.13$23.3372.4%20.8%163.5%34.4%75.9%4.7%-2.9%-183.4K7.4M-117.0K0.6073.14N/AN/A68841521,97122,989
2022-04-05$20.45$23.3378.3%21.2%164.2%45.9%75.9%-14.9%-5.9%-273.3K14.7M-97.0K0.4880.40N/AN/A1,03049722,00023,027
2022-04-06$20.29$23.3369.7%20.1%163.7%29.2%76.5%4.2%-3.3%-286.5K15.1M-97.7K0.5582.69N/AN/A88148822,31023,054
2022-04-07$19.28$23.3382.7%21.1%139.3%54.6%79.6%0.5%-6.8%-277.0K18.6M-86.9K0.5877.02N/AN/A89751922,30523,183
2022-04-08$17.97$23.3375.1%21.0%133.2%39.7%84.5%4.4%-2.4%-235.3K20.9M-78.0K0.7279.60N/AN/A91966422,35523,220
2022-04-11$17.39$23.33110.8%24.9%111.5%100.0%86.5%-7.0%-27.3%-221.6K22.2M-68.2K0.6690.16N/AN/A95763222,42623,344
2022-04-12$17.14$23.3394.2%21.8%111.3%70.3%78.3%1.4%-5.6%-202.2K23.5M-63.4K0.8082.66N/AN/A76060722,45223,341
2022-04-13$17.34$23.3375.4%21.6%74.4%36.7%86.5%1.1%-7.0%-210.1K23.2M-64.6K0.8981.02N/AN/A54548422,44223,296
2022-04-14$16.66$23.3378.0%22.4%75.3%41.4%81.5%1.1%-12.8%-175.6K23.9M-57.2K0.9978.20N/AN/A57256822,44223,128
2022-04-18$16.59$23.3379.7%22.8%73.7%44.3%84.1%-1.5%-6.5%-182.6K22.0M-55.2K0.9075.73N/AN/A37934020,74121,522
2022-04-19$17.12$23.3379.1%22.7%74.6%43.3%83.8%-1.7%-4.5%-195.2K21.1M-59.2K1.1175.92N/AN/A34938620,83921,626
2022-04-20$16.79$23.3381.7%23.4%64.2%48.0%83.6%0.8%-15.0%-191.8K22.2M-53.8K1.1077.25N/AN/A35138620,85321,621
2022-04-21$16.28$23.3379.3%22.7%63.5%43.7%73.3%-2.0%-7.7%-175.5K22.2M-52.6K0.8077.60N/AN/A35128220,88621,627
2022-04-22$15.88$23.3383.3%23.9%63.6%50.9%82.4%8.9%2.6%-162.4K24.2M-41.6K0.5476.62N/AN/A37920320,89021,632
2022-04-25$15.99$23.3384.1%24.1%64.1%52.3%94.5%1.6%-9.7%-167.3K22.2M-47.8K0.4173.82N/AN/A49220020,95421,630
2022-04-26$15.10$23.3383.6%24.0%65.6%51.3%93.8%21.1%-9.4%-140.1K22.7M-38.7K0.5985.35N/AN/A35220921,02721,632
2022-04-27$14.86$23.33100.4%28.8%57.5%81.5%97.0%-1.5%-3.8%-134.4K23.2M-36.3K7.0078.80N/AN/A1913321,08221,633
2022-04-28$15.43$23.3390.9%26.1%58.0%64.4%86.8%-0.2%-16.0%-145.0K23.4M-39.4K1.0571.97N/AN/A42044321,08121,619
2022-04-29$15.18$23.3384.7%24.3%57.6%53.3%85.8%8.0%-9.0%-150.1K21.5M-43.2K0.6676.96N/AN/A55436721,08921,637