ACMR Options History — May 2022

In May 2022, ACMR traded between $11.67 and $16.86. ATM implied volatility averaged 93.7%, placing in the 61.0% IV rank vs the trailing year. The 30-day expected move averaged 26.1%. IV traded above realized volatility by 12.2% (HV 20d: 81.6%). Max pain ranged from $12.50 to $23.33. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 4.05.

Notable Days

  • 2022-05-13: Highest Volume — 7,226 contracts
  • 2022-05-09: Largest IV spike — 45.9% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-12: Largest Expected Move — 32.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.04$11.67$16.86$15.75$15.23
Max Pain$19.88$12.50$23.33$23.33$22.50
ATM IV93.7%73.7%121.6%94.5%73.7%
Expected Move26.1%21.1%32.2%27.1%21.1%
HV 20d81.6%52.5%100.9%60.2%100.1%
HV 60d109.0%103.2%113.4%103.2%113.3%
IV Rank61.0%28.2%100.0%70.9%28.2%
IV Percentile90.8%59.9%100.0%98.0%59.9%
Term Structure-7.2%-51.3%9.2%-10.3%4.6%
VWIV95.8%73.7%116.3%90.8%95.2%
Skew 25d4.3%-21.8%19.8%0.8%-1.3%
Skew 10d8.3%-11.6%55.0%6.2%2.9%
Call IV 25d92.1%72.9%122.4%95.6%84.9%
Put IV 25d96.4%82.7%117.3%96.4%83.6%
Bid-Ask Spread %81.3665.9299.9981.1869.09
Gamma HHI0.270.120.550.330.17
Net GEX-71.3K-191.2K2.1K-150.0K2.1K
Net DEX13.8M6.6M24.0M23.6M6.7M
Net VEX-27.1K-46.7K-19.6K-39.0K-25.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.050.3810.890.425.42
Total Volume3,672.0489367,2261,2203,858
Total OI30,831.33310,86643,08242,60511,648

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$15.75$23.3394.5%27.1%60.2%70.9%90.8%0.8%-10.3%-150.0K23.6M-39.0K0.4281.18N/AN/A86036021,01121,594
2022-05-03$16.18$23.33110.3%31.6%54.4%99.1%95.4%6.0%-31.8%-157.4K23.6M-41.0K0.3878.32N/AN/A90634821,41921,598
2022-05-04$16.86$23.3395.4%27.4%52.5%72.5%91.0%19.8%-31.7%-191.2K22.4M-46.7K0.4179.68N/AN/A86935621,49121,591
2022-05-05$15.95$15.0088.4%25.9%54.9%59.9%86.1%-8.9%5.0%-136.8K21.4M-43.3K0.4170.99N/AN/A80032821,40521,592
2022-05-06$14.97$15.0083.3%23.9%56.3%50.9%93.1%9.8%-2.6%-103.7K24.0M-31.2K0.6575.04N/AN/A56836821,44421,599
2022-05-09$12.80$15.00121.6%26.8%73.6%100.0%100.6%13.4%7.4%-94.1K21.8M-24.5K0.8492.19N/AN/A58949521,48621,376
2022-05-10$12.37$15.00107.1%22.5%73.7%78.3%83.9%4.5%7.6%-81.0K19.4M-22.0K0.6099.18N/AN/A63638121,56619,474
2022-05-11$11.67$15.0082.8%23.7%75.1%41.8%85.3%13.6%4.2%-79.2K18.8M-19.6K0.5296.90N/AN/A68035321,69119,305
2022-05-12$12.38$12.50112.3%32.2%79.5%86.1%115.2%-17.1%-8.7%-79.1K13.4M-21.7K0.5093.65N/AN/A71235621,71414,639
2022-05-13$13.77$12.5075.3%21.6%90.1%30.6%115.3%-21.8%9.2%-62.4K9.9M-24.1K7.7899.99N/AN/A8236,40321,73011,798
2022-05-16$13.25$22.5091.9%26.3%90.6%55.5%103.5%8.9%-4.0%-89.9K10.5M-23.2K9.7376.97N/AN/A6646,46021,75712,303
2022-05-17$13.85$22.5099.6%28.6%91.5%67.1%94.8%-8.9%-0.5%-79.9K10.1M-24.4K10.8996.76N/AN/A5946,47021,78312,128
2022-05-18$13.34$22.5084.1%24.1%92.0%43.7%116.3%8.3%-3.3%-34.8K10.0M-21.7K8.3591.26N/AN/A7626,36421,81312,122
2022-05-19$13.79$22.5091.2%26.2%93.0%54.5%88.5%12.2%-6.1%-54.6K9.8M-23.3K9.3877.61N/AN/A6876,44521,95911,970
2022-05-20$13.72$22.5096.9%27.8%92.8%63.0%73.7%5.9%0.9%-26.5K9.9M-22.9K8.6173.57N/AN/A7396,36321,96712,057
2022-05-23$13.70$22.5092.9%26.6%92.7%56.9%89.2%11.2%-51.3%-25.8K7.1M-21.2K3.9265.92N/AN/A8233,2303,4897,377
2022-05-24$12.69$22.50104.8%30.0%94.3%74.8%91.9%8.8%-13.6%-19.8K6.7M-20.1K2.7466.25N/AN/A1,1773,2303,6477,388
2022-05-25$13.23$22.5097.9%28.1%95.9%64.5%113.8%6.0%-21.2%-11.7K6.7M-21.8K3.5266.90N/AN/A9263,2604,0017,388
2022-05-26$14.24$22.5080.0%22.9%98.9%37.7%81.0%4.5%2.7%-12.2K6.6M-25.0K4.5177.26N/AN/A7253,2674,1627,398
2022-05-27$15.04$22.5084.5%24.2%100.9%44.3%106.5%15.0%-8.7%-10.3K6.7M-26.3K5.3679.91N/AN/A6103,2684,1737,405
2022-05-31$15.23$22.5073.7%21.1%100.1%28.2%95.2%-1.3%4.6%2.1K6.7M-25.9K5.4269.09N/AN/A6013,2574,2427,406