ACMR Options History — September 2022

In September 2022, ACMR traded between $11.77 and $16.84. ATM implied volatility averaged 74.3%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 11.1% (HV 20d: 63.2%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2022-09-26: Highest Volume — 5,040 contracts
  • 2022-09-12: Largest IV spike — 20.2% change
  • 2022-09-13: Highest IV Rank — 50.3%
  • 2022-09-26: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.79$11.77$16.84$15.81$12.51
Max Pain$14.29$12.50$17.50$17.50$12.50
ATM IV74.3%64.3%89.9%69.9%78.5%
Expected Move20.9%18.7%22.7%20.1%22.5%
HV 20d63.2%47.4%77.9%67.5%75.3%
HV 60d63.3%60.7%66.2%65.8%65.1%
IV Rank26.3%10.2%50.3%22.5%32.4%
IV Percentile49.5%8.7%88.9%38.1%62.7%
Term Structure3.9%-1.8%8.3%1.0%2.9%
VWIV77.8%59.1%97.2%73.7%97.2%
Skew 25d-0.2%-18.1%5.3%4.2%-1.4%
Skew 10d0.7%-37.1%34.6%0.1%-16.6%
Call IV 25d77.6%66.5%100.0%69.3%85.4%
Put IV 25d77.4%66.4%87.1%73.6%84.0%
Bid-Ask Spread %65.5349.7888.2783.3666.51
Gamma HHI0.140.090.240.160.09
Net GEX71.4K43.9K92.4K62.9K69.2K
Net DEX37.1K-739.2K1.0M-7.8K533.0K
Net VEX-29.1K-32.8K-21.8K-32.7K-24.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.003.713.710.07
Total Volume1,706.429325,040334,029
Total OI17,054.76213,52621,94813,52621,948

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$15.81$17.5069.9%20.1%67.5%22.5%73.7%4.2%1.0%62.9K-7.8K-32.7K3.7183.36N/AN/A7269,6973,829
2022-09-02$15.96$17.5074.7%21.4%62.4%29.6%59.1%-0.1%-1.8%61.6K-77.9K-32.3K0.1088.27N/AN/A4149,6973,865
2022-09-06$15.42$15.0076.7%20.1%63.1%32.7%72.6%2.4%5.1%53.5K527.7K-29.1K0.5852.50N/AN/A5403119,7183,843
2022-09-07$15.52$15.0073.3%20.3%62.9%24.4%71.8%5.3%5.0%51.2K412.0K-29.1K0.5155.74N/AN/A5742909,7723,806
2022-09-08$15.75$15.0064.3%20.6%57.3%10.2%79.9%4.5%0.9%55.9K330.5K-29.4K0.7865.39N/AN/A18149,7713,810
2022-09-09$16.77$15.0066.3%18.7%62.7%13.3%68.0%1.1%8.3%63.9K-180.2K-29.5K0.0273.09N/AN/A10529,7713,824
2022-09-12$16.84$15.0079.7%19.1%62.3%34.4%0.0%4.5%6.6%80.7K-389.5K-30.5K0.0062.28N/AN/A30819,8123,824
2022-09-13$15.96$15.0089.9%21.2%64.1%50.3%79.1%2.9%1.6%62.3K-18.0K-30.1K0.1154.82N/AN/A2,55527510,1103,816
2022-09-14$15.59$15.0075.1%21.5%63.2%27.1%72.0%-18.1%7.7%86.0K-282.4K-29.6K0.0487.84N/AN/A94411,9433,810
2022-09-15$15.85$15.0069.5%19.9%60.0%18.3%69.2%4.8%2.0%82.7K-152.3K-30.6K0.0184.80N/AN/A1,9201511,9703,806
2022-09-16$15.24$15.0070.7%20.3%60.9%20.3%80.2%-3.6%7.8%77.3K-264.9K-31.6K0.0762.04N/AN/A3,54024713,7883,807
2022-09-19$15.18$15.0067.2%19.3%56.0%14.7%74.2%2.0%7.3%84.2K-362.6K-31.2K0.0551.42N/AN/A1,6697713,3733,568
2022-09-20$15.09$15.0073.7%21.1%54.8%24.9%76.2%-0.1%4.7%92.0K-739.2K-32.8K0.0056.30N/AN/A993014,5193,590
2022-09-21$14.83$12.5069.6%19.9%53.9%18.5%76.1%-5.8%3.0%92.4K-480.4K-31.2K0.0176.53N/AN/A9441415,4413,590
2022-09-22$14.30$12.5071.0%20.4%53.6%20.7%81.5%0.4%6.2%90.0K-341.8K-30.3K0.0049.78N/AN/A251116,3693,604
2022-09-23$13.78$12.5076.4%21.9%47.4%29.1%81.1%-5.7%1.2%79.6K92.0K-28.3K0.0374.00N/AN/A39116,4783,605
2022-09-26$11.77$12.5079.1%22.7%69.6%33.4%85.7%-6.4%1.5%43.9K1.0M-21.8K0.0652.69N/AN/A4,74329716,4823,606
2022-09-27$12.54$12.5079.1%22.7%75.2%33.4%85.2%1.8%2.3%58.3K754.9K-23.5K0.0757.61N/AN/A3,91126917,3883,598
2022-09-28$13.09$12.5076.6%22.0%77.9%29.5%85.0%-1.5%4.5%78.6K127.3K-26.8K0.0861.38N/AN/A3,38226117,8123,597
2022-09-29$12.84$12.5079.0%22.7%77.7%33.3%88.9%4.9%4.8%73.0K270.8K-25.8K0.0759.83N/AN/A3,79127217,8953,598
2022-09-30$12.51$12.5078.5%22.5%75.3%32.4%97.2%-1.4%2.9%69.2K533.0K-24.3K0.0766.51N/AN/A3,75627318,3293,619