ACMR Options History — January 2023

In January 2023, ACMR traded between $9.62 and $12.66. ATM implied volatility averaged 80.9%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded below realized volatility by 33.1% (HV 20d: 114.0%). Max pain ranged from $8.33 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.94.

Notable Days

  • 2023-01-11: Highest Volume — 1,513 contracts
  • 2023-01-09: Largest IV spike — 10.9% change
  • 2023-01-03: Highest IV Rank — 58.1%
  • 2023-01-03: Largest Expected Move — 28.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.87$9.62$12.66$9.84$12.50
Max Pain$14.21$8.33$15.00$8.33$15.00
ATM IV80.9%73.6%98.0%98.0%76.7%
Expected Move23.1%21.1%28.1%28.1%22.0%
HV 20d114.0%98.1%128.7%128.7%101.6%
HV 60d112.4%103.1%140.4%140.4%103.3%
IV Rank30.6%16.4%58.1%58.1%20.8%
IV Percentile45.3%24.2%81.7%81.7%34.1%
Term Structure2.1%-4.7%6.8%-4.7%1.8%
VWIV82.8%72.5%100.8%100.8%83.8%
Skew 25d5.5%-3.3%18.0%18.0%5.9%
Skew 10d14.1%-13.3%41.5%41.5%21.4%
Call IV 25d80.8%69.5%95.1%93.2%77.8%
Put IV 25d86.3%74.2%111.3%111.3%83.7%
Bid-Ask Spread %63.6528.6182.4481.4628.61
Gamma HHI0.320.250.450.320.42
Net GEX30.4K4.3K47.2K32.1K45.8K
Net DEX-813.3K-1.9M-296.8K-584.1K-1.6M
Net VEX-10.1K-13.1K-8.3K-10.6K-12.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.0210.050.260.24
Total Volume523.65611,5131,4361,114
Total OI14,199.1510,49416,74414,66411,543

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$9.84$8.3398.0%28.1%128.7%58.1%100.8%18.0%-4.7%32.1K-584.1K-10.6K0.2681.46N/AN/A1,13729911,2003,464
2023-01-04$9.75$8.3390.3%25.9%128.6%46.9%94.3%0.4%4.9%31.9K-726.2K-10.3K0.1482.44N/AN/A5617711,6713,609
2023-01-05$9.62$15.0084.7%25.3%127.0%38.8%88.9%3.0%2.1%29.0K-306.0K-9.8K0.3553.78N/AN/A602111,6673,632
2023-01-06$9.63$15.0088.0%24.5%126.9%43.7%85.8%4.4%3.6%29.4K-315.8K-9.6K0.3256.73N/AN/A1875911,6723,641
2023-01-09$9.99$15.0097.7%26.0%126.3%57.6%90.7%10.2%-2.9%33.0K-440.3K-9.5K1.1180.97N/AN/A12714111,7373,663
2023-01-10$9.84$15.0087.3%24.5%125.9%42.7%87.9%2.3%1.5%30.4K-296.8K-8.8K0.4259.09N/AN/A431811,7843,692
2023-01-11$10.17$15.0087.2%25.0%126.1%42.5%91.5%9.9%-0.9%33.0K-452.9K-9.1K0.1265.78N/AN/A1,35615711,7823,708
2023-01-12$10.59$15.0082.1%23.5%115.7%35.1%83.8%4.0%2.0%43.6K-912.8K-10.0K0.1560.90N/AN/A3014412,1823,842
2023-01-13$10.79$15.0074.6%21.4%113.7%24.3%75.0%-0.6%6.8%45.7K-1.0M-9.9K10.0561.91N/AN/A6060312,2443,881
2023-01-17$10.70$15.0074.5%21.4%112.3%24.2%75.3%4.5%4.0%8.4K-813.4K-9.1K0.1474.15N/AN/A1201712,2404,427
2023-01-18$10.76$15.0074.3%21.3%112.2%23.9%72.5%4.0%4.5%28.5K-669.6K-8.8K2.0171.44N/AN/A8116312,2034,430
2023-01-19$10.41$15.0074.8%21.4%110.7%19.7%75.9%-0.6%6.5%24.1K-400.7K-8.6K0.3269.01N/AN/A902912,1884,526
2023-01-20$10.79$15.0073.6%21.1%110.2%17.9%74.4%8.2%5.3%4.3K-479.1K-8.3K0.0276.89N/AN/A1,2662712,1944,550
2023-01-23$11.74$15.0076.0%21.8%113.0%21.7%76.5%-3.3%1.5%19.6K-822.9K-10.2K0.1164.65N/AN/A508587,0423,452
2023-01-24$11.66$12.5077.4%22.2%100.3%21.9%79.3%4.9%-1.8%27.1K-1.1M-10.8K0.9975.57N/AN/A3493467,6403,471
2023-01-25$11.52$15.0074.6%21.4%100.9%17.5%80.5%4.9%3.2%24.6K-870.0K-10.5K0.2170.97N/AN/A331687,6393,456
2023-01-26$12.43$15.0073.9%21.2%99.8%16.4%72.5%8.0%2.0%37.1K-1.5M-12.2K0.0530.34N/AN/A303147,5823,511
2023-01-27$12.66$15.0075.5%21.6%98.1%18.9%85.1%10.9%2.6%47.2K-1.9M-13.1K1.5448.90N/AN/A63977,8553,531
2023-01-30$11.93$15.0075.9%21.8%101.5%19.6%80.5%10.7%-0.1%32.3K-1.1M-11.5K0.2859.46N/AN/A139397,8923,540
2023-01-31$12.50$15.0076.7%22.0%101.6%20.8%83.8%5.9%1.8%45.8K-1.6M-12.3K0.2428.61N/AN/A9002147,9713,572