ACMR Options History — December 2022

In December 2022, ACMR traded between $7.08 and $10.06. ATM implied volatility averaged 90.7%, placing in the 47.5% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded above realized volatility by 2.3% (HV 20d: 88.4%). Max pain ranged from $7.50 to $11.67. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 6.05.

Notable Days

  • 2022-12-28: Highest Volume — 1,014 contracts
  • 2022-12-14: Largest IV drop — 27.5% change
  • 2022-12-13: Highest IV Rank — 79.9%
  • 2022-12-01: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.49$7.08$10.06$8.79$7.65
Max Pain$9.60$7.50$11.67$7.50$8.33
ATM IV90.7%77.7%113.1%94.7%86.3%
Expected Move25.1%22.3%27.2%27.2%24.7%
HV 20d88.4%76.2%115.1%115.1%90.1%
HV 60d128.7%126.4%131.5%127.2%129.8%
IV Rank47.5%28.8%79.9%53.4%41.1%
IV Percentile72.1%41.3%94.8%79.8%67.5%
Term Structure0.9%-4.5%7.4%-4.5%1.0%
VWIV87.6%59.7%102.2%92.3%86.9%
Skew 25d-0.7%-24.1%37.0%-1.1%37.0%
Skew 10d-5.6%-45.4%47.2%38.7%47.2%
Call IV 25d90.8%81.8%96.7%93.2%89.8%
Put IV 25d90.1%67.6%126.8%92.0%126.8%
Bid-Ask Spread %83.3061.6893.4861.6893.48
Gamma HHI0.300.190.410.330.19
Net GEX25.4K8.0K45.3K33.1K10.6K
Net DEX-291.7K-1.5M794.6K-632.2K771.6K
Net VEX-8.9K-12.8K-4.8K-10.4K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.050.0083.500.5212.08
Total Volume214.95251,014238157
Total OI13,966.23813,44514,62513,61714,538

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$8.79$7.5094.7%27.2%115.1%53.4%92.3%-1.1%-4.5%33.1K-632.2K-10.4K0.5261.68N/AN/A1578110,9512,666
2022-12-02$8.91$7.5088.5%25.4%115.0%44.4%87.1%7.7%-3.5%32.9K-597.5K-10.2K1.2871.77N/AN/A293710,9032,687
2022-12-05$9.13$11.6798.9%26.0%114.3%59.4%83.0%-5.9%-0.2%35.2K-780.6K-10.9K11.8386.15N/AN/A67110,9212,709
2022-12-06$8.65$11.67106.8%26.4%78.8%70.8%91.8%-4.4%3.0%30.5K-484.7K-9.6K0.1584.00N/AN/A3865610,9232,711
2022-12-07$8.57$11.6798.9%25.7%78.9%59.3%90.2%-1.7%2.7%29.7K-396.9K-9.8K0.0487.88N/AN/A26111,2032,763
2022-12-08$9.02$11.67102.7%25.7%80.9%64.8%90.8%-11.3%-0.1%34.2K-713.4K-10.9K0.6880.03N/AN/A684611,2092,764
2022-12-09$8.75$10.0085.6%26.7%78.8%40.2%92.7%-0.1%-1.2%32.2K-541.0K-10.3K0.6886.16N/AN/A16611311,2582,772
2022-12-12$8.68$10.0094.1%25.6%76.2%52.5%93.8%14.2%4.0%31.2K-421.6K-9.9K0.8684.04N/AN/A141211,4062,834
2022-12-13$10.06$10.00113.1%24.8%90.6%79.9%98.0%2.3%-0.3%45.3K-1.5M-12.8K1.3283.66N/AN/A31040811,4022,826
2022-12-14$9.52$10.0082.0%23.5%88.6%34.9%91.8%-3.1%3.6%35.1K-917.6K-11.5K0.8381.31N/AN/A584811,6072,992
2022-12-15$9.11$10.0086.7%24.8%79.3%41.7%85.8%-5.4%-0.6%32.1K-635.9K-10.7K0.6386.60N/AN/A412611,6243,000
2022-12-16$9.04$10.0084.3%24.2%78.4%38.3%84.4%-5.6%3.4%28.5K-455.4K-9.6K0.0182.15N/AN/A642511,6143,011
2022-12-19$8.54$10.0085.0%24.4%80.8%39.3%84.6%-2.6%2.8%24.7K-125.8K-8.6K0.9380.95N/AN/A272511,1042,762
2022-12-20$8.32$10.0084.2%24.1%79.1%38.1%82.8%0.5%1.1%21.7K10.2K-8.1K0.0084.55N/AN/A02211,1112,754
2022-12-21$8.50$10.0077.7%22.3%79.5%28.8%79.5%20.7%7.4%21.6K8.0K-7.6K0.0084.08N/AN/A5011,1112,722
2022-12-22$7.49$8.3385.4%24.5%91.1%39.9%86.2%-23.4%2.6%13.9K50.3K-6.2K2.5685.83N/AN/A5915111,1242,321
2022-12-23$7.56$8.3384.5%24.2%91.3%38.5%59.7%-24.1%1.1%12.9K40.1K-6.6K2.3689.21N/AN/A143311,1282,422
2022-12-27$7.25$8.3389.9%25.8%90.4%46.4%89.8%-16.7%-4.1%9.1K148.8K-5.7K0.5178.07N/AN/A371911,1402,340
2022-12-28$7.08$8.3389.4%25.6%89.1%45.7%102.2%-21.4%-2.3%8.0K277.1K-4.8K83.5085.35N/AN/A121,00211,1592,329
2022-12-29$7.61$8.3385.6%24.5%90.3%40.2%85.3%30.5%3.8%10.3K794.6K-6.0K0.1692.37N/AN/A1242011,1603,310
2022-12-30$7.65$8.3386.3%24.7%90.1%41.1%86.9%37.0%1.0%10.6K771.6K-6.1K12.0893.48N/AN/A1214511,2193,319