ACMR Options History — November 2022

In November 2022, ACMR traded between $6.10 and $9.74. ATM implied volatility averaged 101.1%, placing in the 63.0% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded below realized volatility by 35.1% (HV 20d: 136.2%). Max pain ranged from $7.50 to $8.33. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2022-11-09: Highest Volume — 4,454 contracts
2022-11-25: Largest IV spike — 18.8% change
2022-11-02: Highest IV Rank — 100.0%
2022-11-02: Largest Expected Move — 36.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.35	$6.10	$9.74	$6.47	$9.04
Max Pain	$7.58	$7.50	$8.33	$8.33	$7.50
ATM IV	101.1%	84.1%	127.0%	115.9%	89.2%
Expected Move	28.4%	24.1%	36.4%	33.2%	25.6%
HV 20d	136.2%	116.1%	166.8%	163.4%	117.2%
HV 60d	122.5%	110.0%	127.1%	110.7%	127.1%
IV Rank	63.0%	38.0%	100.0%	91.0%	45.4%
IV Percentile	86.3%	69.0%	100.0%	98.4%	74.2%
Term Structure	-4.4%	-21.7%	7.7%	-15.9%	2.6%
VWIV	100.5%	84.1%	127.3%	119.9%	93.9%
Skew 25d	0.0%	-11.7%	13.0%	10.1%	-5.1%
Skew 10d	1.9%	-24.4%	44.6%	-1.6%	5.5%
Call IV 25d	101.6%	85.5%	125.3%	115.2%	97.5%
Put IV 25d	101.7%	87.5%	128.6%	125.3%	92.4%
Bid-Ask Spread %	47.45	24.92	62.88	24.92	39.16
Gamma HHI	0.31	0.16	0.47	0.18	0.36
Net GEX	54.2K	10.8K	162.6K	17.0K	33.6K
Net DEX	-786.3K	-3.1M	1.6M	1.4M	-736.9K
Net VEX	-12.2K	-17.7K	-7.1K	-8.9K	-11.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.19	3.50	0.24	1.16
Total Volume	2,631.286	18	4,454	3,315	188
Total OI	28,861.714	13,007	37,221	37,175	13,480

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-11-01	$6.47	$8.33	115.9%	33.2%	163.4%	91.0%	119.9%	10.1%	-15.9%	17.0K	1.4M	-8.9K	0.24	24.92	N/A	N/A	2,683	632	31,941	5,234
2022-11-02	$6.10	$8.33	127.0%	36.4%	163.3%	100.0%	127.3%	3.3%	-21.7%	10.8K	1.6M	-7.1K	0.23	50.00	N/A	N/A	2,698	621	31,976	5,245
2022-11-03	$6.26	$7.50	112.8%	29.4%	164.3%	79.5%	91.2%	0.4%	-0.8%	14.6K	1.1M	-7.9K	0.23	38.56	N/A	N/A	2,698	617	31,976	4,655
2022-11-04	$6.61	$7.50	113.3%	28.7%	166.8%	80.2%	102.6%	4.4%	-6.5%	18.2K	1.0M	-8.2K	0.23	52.81	N/A	N/A	2,809	646	32,002	4,657
2022-11-07	$8.44	$7.50	115.7%	30.7%	162.7%	83.7%	107.7%	-0.6%	-8.9%	81.8K	-1.7M	-16.6K	0.28	26.63	N/A	N/A	2,870	805	32,126	4,646
2022-11-08	$8.45	$7.50	112.5%	29.0%	153.7%	79.0%	102.1%	-1.9%	-5.7%	73.8K	-1.2M	-15.0K	0.28	49.19	N/A	N/A	2,361	658	32,186	4,581
2022-11-09	$8.52	$7.50	99.9%	28.7%	153.6%	60.9%	105.0%	-5.4%	-1.0%	72.5K	-1.3M	-14.9K	0.73	51.23	N/A	N/A	2,575	1,879	32,214	4,585
2022-11-10	$9.04	$7.50	91.7%	26.3%	144.5%	49.0%	94.8%	0.3%	7.7%	107.2K	-2.0M	-15.7K	0.30	44.37	N/A	N/A	2,468	752	32,083	3,891
2022-11-11	$9.53	$7.50	98.8%	28.3%	133.2%	59.3%	100.1%	3.7%	-5.3%	144.9K	-2.9M	-17.7K	0.31	44.86	N/A	N/A	2,434	754	32,452	3,904
2022-11-14	$8.99	$7.50	96.7%	27.7%	135.3%	56.2%	91.3%	-1.4%	-0.3%	80.6K	-1.7M	-14.2K	0.34	30.34	N/A	N/A	2,385	807	32,435	3,932
2022-11-15	$9.74	$7.50	99.2%	28.5%	132.5%	59.9%	104.7%	-1.5%	-5.3%	162.6K	-3.1M	-16.9K	0.25	42.42	N/A	N/A	2,622	647	32,496	3,978
2022-11-16	$8.67	$7.50	98.9%	28.4%	119.8%	59.4%	100.3%	-11.7%	-3.8%	54.4K	-1.1M	-12.8K	0.24	61.70	N/A	N/A	2,441	580	32,569	4,022
2022-11-17	$8.98	$7.50	95.9%	27.5%	119.9%	55.1%	106.9%	-8.2%	2.0%	52.8K	-1.5M	-13.1K	0.24	62.88	N/A	N/A	2,379	580	32,584	3,977
2022-11-18	$9.11	$7.50	87.6%	25.1%	119.7%	43.1%	99.0%	-0.9%	6.5%	32.7K	-1.5M	-13.1K	0.20	59.57	N/A	N/A	2,986	587	32,530	3,984
2022-11-21	$8.64	$7.50	95.4%	27.4%	120.2%	54.4%	95.8%	-0.4%	-3.9%	31.4K	-670.8K	-11.4K	0.19	52.22	N/A	N/A	2,174	417	10,618	2,389
2022-11-22	$8.71	$7.50	92.8%	26.6%	118.7%	50.6%	91.7%	-1.6%	-4.6%	31.2K	-548.8K	-11.2K	0.24	40.27	N/A	N/A	2,190	515	10,714	2,494
2022-11-23	$8.66	$7.50	84.1%	24.1%	118.2%	38.0%	84.1%	1.8%	6.2%	32.2K	-594.3K	-11.5K	0.20	52.83	N/A	N/A	2,181	438	10,733	2,594
2022-11-25	$8.66	$7.50	100.0%	28.7%	118.3%	60.9%	97.9%	13.0%	-15.3%	29.2K	-395.3K	-9.9K	3.50	60.36	N/A	N/A	4	14	10,755	2,619
2022-11-28	$8.19	$7.50	95.6%	27.4%	119.1%	54.7%	94.3%	-2.2%	-7.0%	26.6K	-250.8K	-9.4K	0.68	56.04	N/A	N/A	38	26	10,758	2,652
2022-11-29	$8.50	$7.50	101.0%	29.0%	116.1%	62.4%	99.8%	3.9%	-11.2%	29.1K	-445.5K	-10.2K	0.51	56.01	N/A	N/A	65	33	10,764	2,665
2022-11-30	$9.04	$7.50	89.2%	25.6%	117.2%	45.4%	93.9%	-5.1%	2.6%	33.6K	-736.9K	-11.0K	1.16	39.16	N/A	N/A	87	101	10,817	2,663