ACMR Options History — June 2022

In June 2022, ACMR traded between $13.43 and $16.69. ATM implied volatility averaged 85.3%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 8.2% (HV 20d: 77.0%). Max pain ranged from $12.50 to $22.50. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 4.18.

Notable Days

  • 2022-06-03: Highest Volume — 4,110 contracts
  • 2022-06-08: Largest IV spike — 40.5% change
  • 2022-06-08: Highest IV Rank — 95.2%
  • 2022-06-08: Largest Expected Move — 33.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.87$13.43$16.69$14.66$16.69
Max Pain$13.81$12.50$22.50$22.50$15.00
ATM IV85.3%71.0%118.4%84.2%71.0%
Expected Move24.0%19.3%33.9%24.1%20.3%
HV 20d77.0%65.7%100.3%100.3%75.2%
HV 60d85.9%75.4%113.4%113.4%78.9%
IV Rank45.5%24.1%95.2%43.9%24.1%
IV Percentile76.2%42.5%99.6%84.9%42.5%
Term Structure-2.6%-27.8%14.8%-8.8%8.0%
VWIV83.2%70.5%100.6%86.7%74.7%
Skew 25d14.8%2.5%45.1%9.9%7.4%
Skew 10d19.3%-18.8%47.4%41.0%31.7%
Call IV 25d79.0%66.9%105.5%84.9%74.3%
Put IV 25d93.9%75.8%129.8%94.8%81.6%
Bid-Ask Spread %89.9978.94111.9383.1180.29
Gamma HHI0.170.130.450.160.14
Net GEX4.4K-13.9K50.9K-53314.2K
Net DEX4.3M1.4M7.2M6.5M1.4M
Net VEX-24.6K-28.6K-20.8K-26.2K-28.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.180.356.876.170.70
Total Volume2,727.0486924,1103,992714
Total OI10,416.8578,23312,38011,6629,102

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$14.66$22.5084.2%24.1%100.3%43.9%86.7%9.9%-8.8%-5336.5M-26.2K6.1783.11N/AN/A5573,4354,2547,408
2022-06-02$15.01$12.5082.5%20.3%99.4%41.3%75.2%4.7%-1.8%8776.8M-25.9K6.32100.51N/AN/A5523,4884,2607,587
2022-06-03$14.59$12.5078.6%19.3%98.0%35.6%79.8%14.5%14.8%4.5K7.2M-23.0K6.45111.93N/AN/A5523,5584,3017,643
2022-06-06$15.25$12.5090.0%26.8%96.9%52.6%85.7%12.9%6.0%1.9K6.6M-27.4K5.5798.37N/AN/A6163,4334,3017,769
2022-06-07$15.07$12.5084.3%20.8%77.3%44.0%73.6%2.5%-1.4%9.8K7.0M-24.5K6.3896.66N/AN/A5203,3184,4687,757
2022-06-08$15.17$12.50118.4%33.9%75.7%95.2%86.8%18.4%-27.8%8.0K7.0M-23.5K6.5099.10N/AN/A5083,3034,5127,825
2022-06-09$15.12$12.5093.1%26.7%71.5%57.3%83.4%5.7%-4.6%15.8K7.2M-22.4K6.4587.93N/AN/A5133,3074,5377,825
2022-06-10$14.87$12.5091.8%26.3%70.1%55.3%93.4%29.9%-14.4%8.9K6.7M-25.1K6.4990.44N/AN/A5083,2964,5467,834
2022-06-13$13.43$12.50103.2%29.6%70.7%72.5%100.6%24.3%-16.5%-2.6K4.8M-20.8K6.5591.13N/AN/A5143,3654,5706,354
2022-06-14$13.58$12.5097.5%28.0%69.5%63.9%97.9%27.2%-6.2%-2.1K4.9M-22.3K6.0197.78N/AN/A5573,3474,5826,453
2022-06-15$14.50$12.5082.5%23.7%71.6%41.4%99.6%45.1%-22.0%50.9K3.1M-25.2K6.8692.17N/AN/A4873,3424,6115,545
2022-06-16$13.58$12.5099.4%28.5%74.3%66.8%94.1%20.3%-0.9%-12.3K2.7M-23.1K6.8788.58N/AN/A4873,3484,6295,021
2022-06-17$13.87$12.5079.3%22.7%73.7%36.5%85.1%12.9%3.6%-13.9K2.9M-21.9K6.6580.65N/AN/A5003,3244,6294,952
2022-06-21$14.64$12.5078.7%22.6%76.1%35.7%79.0%12.7%1.2%-13.8K2.7M-23.9K0.3579.07N/AN/A8012843,6774,556
2022-06-22$14.65$15.0071.2%20.4%76.1%24.5%70.5%5.4%12.0%-2.8K2.5M-23.8K0.54102.27N/AN/A5302884,0294,581
2022-06-23$15.38$15.0078.3%22.5%71.5%35.1%76.2%11.7%1.0%-1.1K2.5M-24.7K0.4778.94N/AN/A6112884,1244,591
2022-06-24$15.69$15.0076.9%22.0%70.6%32.9%75.5%9.9%-1.4%2.6K2.1M-26.1K0.5288.76N/AN/A5512884,2254,602
2022-06-27$16.09$15.0078.7%22.6%66.7%35.7%76.9%15.2%-5.0%6.6K2.0M-26.6K0.6183.59N/AN/A4612834,3854,598
2022-06-28$15.51$15.0077.1%22.1%65.7%33.3%79.3%8.3%3.0%9.5K2.1M-25.9K0.6879.42N/AN/A4132794,4554,600
2022-06-29$15.00$15.0073.9%21.2%66.7%28.5%73.4%12.9%5.9%8.1K2.3M-25.1K0.6179.09N/AN/A4622804,4564,600
2022-06-30$16.69$15.0071.0%20.3%75.2%24.1%74.7%7.4%8.0%14.2K1.4M-28.6K0.7080.29N/AN/A4212934,5034,599