ACMR Options History — July 2022

In July 2022, ACMR traded between $15.20 and $16.87. ATM implied volatility averaged 81.1%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 9.4% (HV 20d: 71.7%). Max pain ranged from $15.00 to $25.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.89.

Notable Days

  • 2022-07-29: Highest Volume — 5,110 contracts
  • 2022-07-18: Largest IV drop — 17.7% change
  • 2022-07-29: Highest IV Rank — 60.8%
  • 2022-07-29: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.04$15.20$16.87$15.57$16.87
Max Pain$22.92$15.00$25.00$15.00$20.00
ATM IV81.1%65.9%95.5%72.5%95.5%
Expected Move23.1%18.9%27.4%20.8%27.4%
HV 20d71.7%56.5%82.6%79.5%56.5%
HV 60d78.1%77.1%78.6%78.5%78.4%
IV Rank39.3%16.5%60.8%26.3%60.8%
IV Percentile69.9%16.3%93.7%47.2%93.7%
Term Structure-7.0%-42.3%10.8%1.8%-1.6%
VWIV87.0%76.0%97.3%93.9%93.6%
Skew 25d8.5%-2.1%40.6%-1.9%23.4%
Skew 10d6.5%-26.0%33.7%-10.8%21.6%
Call IV 25d81.1%76.3%87.5%78.2%76.3%
Put IV 25d89.6%76.3%127.2%76.3%99.7%
Bid-Ask Spread %80.5467.5291.1484.3091.14
Gamma HHI0.150.120.360.140.16
Net GEX4.9K-14.4K36.2K12.7K34.1K
Net DEX2.2M798.1K3.1M2.1M1.3M
Net VEX-26.4K-38.8K-22.1K-25.3K-35.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.161.740.830.16
Total Volume1,6216555,1106595,110
Total OI9,764.258,45314,0339,17114,033

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$15.57$15.0072.5%20.8%79.5%26.3%93.9%-1.9%1.8%12.7K2.1M-25.3K0.8384.30N/AN/A3602994,5654,606
2022-07-05$15.67$25.0080.5%23.4%78.8%38.4%93.0%2.7%-7.2%16.2K1.9M-26.1K0.7878.84N/AN/A3692864,5734,617
2022-07-06$16.31$25.0080.9%23.4%78.5%39.0%97.3%10.1%-7.9%17.7K1.7M-27.2K1.1476.90N/AN/A3714234,5764,621
2022-07-07$16.41$25.0081.4%23.0%78.3%39.8%89.7%6.1%-2.7%16.3K1.7M-26.5K1.0972.27N/AN/A3824184,6084,692
2022-07-08$16.85$25.0070.0%22.6%78.7%22.6%88.9%9.7%-5.1%23.8K1.5M-27.3K1.0686.11N/AN/A3954184,6364,693
2022-07-11$16.03$25.0081.4%22.9%81.0%39.7%93.5%4.2%-3.6%-14.4K1.8M-25.8K0.8676.92N/AN/A4563904,6224,693
2022-07-12$15.31$25.0095.0%22.3%82.6%60.2%91.4%9.0%10.8%22.5K2.4M-22.1K0.8677.50N/AN/A4613954,6844,734
2022-07-13$15.58$25.0082.9%23.8%73.2%41.9%93.0%7.2%-5.6%-13.3K2.1M-23.0K0.8876.85N/AN/A4684144,6834,741
2022-07-14$15.20$25.0083.3%23.9%74.0%42.5%90.1%2.2%-42.3%36.2K2.7M-22.3K0.7682.44N/AN/A5424144,6884,755
2022-07-15$15.61$25.0080.1%23.0%71.1%37.7%81.5%2.1%-21.5%-12.6K2.2M-22.9K0.7678.88N/AN/A5223954,6914,755
2022-07-18$16.11$25.0065.9%18.9%66.7%16.5%79.6%0.4%-12.7%-12.6K2.5M-24.5K0.4884.62N/AN/A5212493,9244,529
2022-07-19$16.64$23.3376.3%21.9%67.1%32.1%76.0%7.7%-1.4%-8.3K2.4M-24.8K1.0775.63N/AN/A6266684,0624,540
2022-07-20$16.52$23.3381.1%23.3%65.2%39.3%84.2%18.5%-6.0%-9.5K2.7M-26.1K1.4981.83N/AN/A4486684,2344,963
2022-07-21$16.80$23.3381.0%23.2%65.3%39.1%78.0%7.2%-4.1%-7.7K2.4M-27.9K1.5367.52N/AN/A4396734,2644,987
2022-07-22$15.86$21.6779.6%22.8%67.1%37.1%81.7%4.2%-3.4%-11.3K2.9M-25.3K1.5178.72N/AN/A4476734,3225,004
2022-07-25$15.37$21.6779.8%22.9%67.7%37.2%78.0%5.3%-7.7%-10.4K3.1M-24.2K1.7482.73N/AN/A4437694,3415,012
2022-07-26$15.32$20.0089.4%25.6%67.0%51.8%89.4%40.6%-15.5%-14.2K2.9M-24.3K0.4283.34N/AN/A1,6156784,3385,014
2022-07-27$15.99$20.0079.8%22.9%67.6%37.3%83.4%-2.1%-3.0%-3.1K2.4M-28.7K0.1688.41N/AN/A4,4106995,4775,019
2022-07-28$16.74$20.0086.6%24.8%68.0%47.5%83.6%13.4%-1.9%36.0K798.1K-38.8K0.1685.88N/AN/A4,4166908,9475,042
2022-07-29$16.87$20.0095.5%27.4%56.5%60.8%93.6%23.4%-1.6%34.1K1.3M-35.7K0.1691.14N/AN/A4,4097018,9905,043