ACMR Options History — October 2022

In October 2022, ACMR traded between $6.00 and $13.35. ATM implied volatility averaged 102.6%, placing in the 70.2% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded below realized volatility by 34.1% (HV 20d: 136.7%). Max pain ranged from $8.33 to $13.33. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.18.

Notable Days

  • 2022-10-11: Highest Volume — 10,001 contracts
  • 2022-10-10: Largest IV spike — 41.0% change
  • 2022-10-24: Highest IV Rank — 96.3%
  • 2022-10-24: Largest Expected Move — 34.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.58$6.00$13.35$13.01$6.43
Max Pain$10.20$8.33$13.33$12.50$8.33
ATM IV102.6%79.0%119.2%80.9%109.3%
Expected Move29.3%22.7%34.2%23.2%31.4%
HV 20d136.7%75.7%168.4%77.2%164.2%
HV 60d95.3%64.3%111.4%65.4%110.6%
IV Rank70.2%33.3%96.3%36.2%80.8%
IV Percentile90.0%65.1%99.6%72.2%94.8%
Term Structure-12.5%-62.3%2.6%1.3%-14.4%
VWIV115.0%80.9%130.1%95.9%125.3%
Skew 25d-2.6%-16.8%11.9%1.5%6.6%
Skew 10d-12.0%-57.5%34.6%3.8%19.3%
Call IV 25d112.8%82.0%134.1%88.0%119.9%
Put IV 25d110.2%83.6%131.1%89.5%126.5%
Bid-Ask Spread %35.6914.0759.1452.2323.24
Gamma HHI0.230.090.430.090.24
Net GEX45.5K12.2K100.5K84.1K27.9K
Net DEX672.7K-1.5M1.9M33.2K1.1M
Net VEX-17.0K-30.3K-8.0K-26.6K-10.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.060.420.060.22
Total Volume5,835.1433,21010,0014,5033,296
Total OI32,206.95222,00939,77222,00937,127

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$13.01$12.5080.9%23.2%77.2%36.2%95.9%1.5%1.3%84.1K33.2K-26.6K0.0652.23N/AN/A4,24725618,3873,622
2022-10-04$13.35$12.5079.0%22.7%77.6%33.3%80.9%-3.1%2.6%100.5K-733.2K-30.3K0.0857.89N/AN/A4,45535418,8613,624
2022-10-05$13.20$12.5079.3%22.7%77.5%33.7%82.0%1.9%1.6%74.5K298.3K-25.6K0.0857.91N/AN/A4,51435318,9183,724
2022-10-06$13.23$13.3381.5%24.1%77.1%37.1%101.5%1.7%-6.4%79.4K167.2K-25.6K0.0633.43N/AN/A4,49825818,9683,720
2022-10-07$12.27$13.3380.9%24.4%75.7%36.2%107.8%-3.9%-8.2%58.3K700.4K-22.6K0.0938.01N/AN/A4,35138118,9683,720
2022-10-10$9.11$13.33114.1%31.2%125.0%88.2%122.1%1.1%-62.3%22.8K1.0M-15.4K0.2253.65N/AN/A4,6321,03718,9543,742
2022-10-11$7.87$11.67117.7%30.7%131.4%93.9%130.1%-14.8%-41.8%12.2K1.2M-11.7K0.1949.21N/AN/A8,4101,59120,5154,012
2022-10-12$8.03$10.00115.8%33.2%132.9%90.9%128.1%-13.2%-27.7%39.1K667.8K-16.3K0.2259.14N/AN/A6,8861,50826,1364,757
2022-10-13$9.38$10.00104.8%30.0%148.0%73.6%110.0%-9.1%-13.5%97.7K-1.5M-25.5K0.4239.62N/AN/A3,9281,65529,0134,769
2022-10-14$8.01$10.00112.8%32.3%155.2%86.1%124.9%-14.5%-16.7%63.7K-88.8K-20.2K0.2737.56N/AN/A6,6521,77829,7875,022
2022-10-17$8.13$10.00100.4%28.8%155.8%66.8%115.5%-16.8%-8.2%80.0K-774.1K-24.9K0.2030.33N/AN/A6,5621,30933,1995,894
2022-10-18$7.40$10.0098.3%28.2%157.1%63.5%126.0%-9.9%-3.0%41.7K578.8K-19.5K0.1419.56N/AN/A6,18388933,6485,999
2022-10-19$6.13$8.33114.6%32.9%165.9%89.0%123.6%1.6%-13.8%25.1K1.9M-11.4K0.2014.07N/AN/A6,3201,27433,7506,022
2022-10-20$6.29$8.33114.8%32.9%167.8%89.4%122.0%-8.4%-12.0%25.5K1.5M-11.2K0.2223.00N/AN/A6,3391,37333,9355,747
2022-10-21$6.29$8.33101.8%29.2%168.4%69.0%113.0%6.0%-1.2%23.1K1.6M-10.5K0.1622.66N/AN/A5,81492234,0835,666
2022-10-24$6.00$8.33119.2%34.2%162.5%96.3%124.3%-1.4%-18.4%13.7K1.6M-8.0K0.1327.25N/AN/A5,49772831,2735,052
2022-10-25$6.43$8.33106.8%30.6%163.0%76.8%117.3%11.9%-5.6%14.6K1.5M-9.2K0.2225.54N/AN/A2,96464631,2735,080
2022-10-26$6.30$8.33101.9%29.2%160.6%69.2%125.5%0.8%-0.1%26.0K1.1M-10.7K0.2224.09N/AN/A3,03065831,3305,073
2022-10-27$6.41$8.33106.1%30.4%161.7%75.7%123.5%-2.6%-2.1%27.7K1.0M-10.9K0.1418.04N/AN/A2,80740331,4425,014
2022-10-28$6.87$8.33114.0%32.7%165.8%88.1%115.2%9.0%-12.1%17.5K1.2M-11.1K0.1943.03N/AN/A3,16761331,4935,027
2022-10-31$6.43$8.33109.3%31.4%164.2%80.8%125.3%6.6%-14.4%27.9K1.1M-10.0K0.2223.24N/AN/A2,70359331,8955,232