ACMR Options History — August 2022

In August 2022, ACMR traded between $15.94 and $19.64. ATM implied volatility averaged 72.5%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 15.4% (HV 20d: 57.1%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-08-04: Highest Volume — 5,311 contracts
  • 2022-08-09: Largest IV drop — 15.6% change
  • 2022-08-02: Highest IV Rank — 47.6%
  • 2022-08-02: Largest Expected Move — 24.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.79$15.94$19.64$16.75$16.89
Max Pain$17.75$17.50$20.00$20.00$17.50
ATM IV72.5%63.5%86.7%85.4%67.6%
Expected Move20.7%18.2%24.8%24.5%19.4%
HV 20d57.1%48.9%66.0%50.3%65.0%
HV 60d67.3%63.9%78.0%78.0%64.4%
IV Rank26.4%12.8%47.6%45.7%19.0%
IV Percentile43.9%8.3%85.3%84.1%25.0%
Term Structure0.0%-13.8%16.4%-13.4%1.6%
VWIV73.3%62.8%90.6%84.9%75.5%
Skew 25d3.1%-12.8%10.5%7.0%-9.3%
Skew 10d15.9%-10.4%48.9%16.9%5.0%
Call IV 25d73.6%67.5%85.2%83.8%83.2%
Put IV 25d76.7%59.1%91.1%90.8%73.9%
Bid-Ask Spread %73.6061.6782.4379.5781.73
Gamma HHI0.180.140.240.170.17
Net GEX71.5K27.5K115.5K36.6K78.3K
Net DEX-145.8K-1.7M1.7M1.1M-315.5K
Net VEX-38.0K-43.4K-31.4K-36.9K-35.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.002.400.160.42
Total Volume1,399.696195,3115,090869
Total OI14,119.65211,72015,30314,04813,842

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$16.75$20.0085.4%24.5%50.3%45.7%84.9%7.0%-13.4%36.6K1.1M-36.9K0.1679.57N/AN/A4,3847068,9935,055
2022-08-02$16.80$20.0086.7%24.8%50.3%47.6%90.6%5.9%-13.8%36.8K1.2M-36.7K0.1782.43N/AN/A4,3997649,0465,060
2022-08-03$17.33$18.3384.4%24.2%49.5%44.3%89.1%5.9%-8.6%46.5K715.3K-38.5K0.1779.66N/AN/A4,5227759,1295,094
2022-08-04$17.93$17.5082.9%21.7%50.7%41.9%76.1%1.0%-1.0%56.1K260.4K-39.0K0.1772.36N/AN/A4,5427699,2015,089
2022-08-05$19.13$17.5072.3%19.9%54.6%26.1%62.8%-12.8%4.3%81.9K-1.4M-43.4K0.1074.85N/AN/A4,5664359,3105,093
2022-08-08$18.97$17.5082.9%23.5%50.8%42.0%78.6%0.8%-8.5%82.6K-1.2M-43.4K0.8475.40N/AN/A5054229,4885,168
2022-08-09$18.40$17.5070.0%20.7%48.9%22.7%75.9%7.3%1.9%84.0K-271.7K-40.2K0.3361.67N/AN/A83279,5165,228
2022-08-10$19.64$17.5063.5%18.2%52.7%12.8%64.0%1.5%9.4%95.2K-1.7M-43.3K0.3169.23N/AN/A155489,5375,245
2022-08-11$19.14$17.5069.9%20.0%52.8%22.5%70.6%4.6%1.3%96.7K-1.2M-42.3K0.0569.56N/AN/A2119,6195,290
2022-08-12$19.44$17.5074.1%21.2%52.5%28.7%69.7%-0.8%-1.0%104.4K-1.5M-43.0K2.4066.50N/AN/A581399,6235,291
2022-08-15$19.61$17.5065.6%18.8%52.0%16.1%75.7%8.1%4.1%109.7K-1.3M-40.8K0.3764.65N/AN/A252939,6205,383
2022-08-16$18.82$17.5066.2%19.0%54.2%16.9%64.7%1.9%6.8%115.5K-703.8K-40.7K1.6271.76N/AN/A711159,8365,467
2022-08-17$17.60$17.5070.3%20.2%60.0%23.2%76.5%6.0%2.8%100.5K556.9K-36.0K1.2082.23N/AN/A80969,8635,417
2022-08-18$17.75$17.5066.0%18.9%59.9%16.6%69.5%6.0%2.5%85.0K231.6K-37.0K0.2468.04N/AN/A309749,8675,253
2022-08-19$16.52$17.5069.1%19.8%61.9%21.3%69.8%2.1%16.4%30.7K1.7M-31.9K0.2879.69N/AN/A43129,7835,260
2022-08-22$15.94$17.5074.9%21.5%62.3%30.0%78.6%1.2%-1.1%27.5K1.0M-31.4K0.0963.11N/AN/A545507,6724,048
2022-08-23$16.36$17.5071.1%20.4%62.8%24.3%71.1%4.3%4.5%33.7K743.0K-33.3K0.1669.92N/AN/A120198,1884,078
2022-08-24$16.81$17.5066.7%19.1%61.8%17.7%68.4%5.0%1.4%39.7K685.6K-33.3K0.0071.43N/AN/A30508,2994,095
2022-08-25$17.91$17.5067.8%19.4%63.7%19.3%67.3%4.4%1.5%63.1K-229.2K-36.5K0.0176.03N/AN/A1,328178,4654,095
2022-08-26$17.24$17.5072.1%20.7%65.3%25.8%69.6%9.8%-5.4%75.4K-621.0K-37.0K0.0776.94N/AN/A340249,3994,112
2022-08-29$17.28$17.5068.8%19.7%65.2%20.8%67.3%10.5%-3.4%85.9K-771.2K-37.2K0.6977.54N/AN/A54379,6444,133
2022-08-30$16.82$17.5069.5%19.9%66.0%21.8%68.7%0.9%-1.9%79.0K-393.9K-36.5K0.0078.60N/AN/A0199,6904,168
2022-08-31$16.89$17.5067.6%19.4%65.0%19.0%75.5%-9.3%1.6%78.3K-315.5K-35.5K0.4281.73N/AN/A6132569,6894,153