ACMR Options History — February 2023

In February 2023, ACMR traded between $10.41 and $14.29. ATM implied volatility averaged 78.0%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 13.5% (HV 20d: 64.6%). Max pain ranged from $5.00 to $15.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.53.

Notable Days

  • 2023-02-17: Highest Volume — 1,576 contracts
  • 2023-02-24: Largest IV drop — 13.5% change
  • 2023-02-22: Highest IV Rank — 30.8%
  • 2023-02-22: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.25$10.41$14.29$12.55$10.43
Max Pain$6.58$5.00$15.00$15.00$10.00
ATM IV78.0%70.7%83.0%72.8%70.7%
Expected Move22.6%20.3%23.8%20.9%20.3%
HV 20d64.6%55.9%74.4%55.9%72.1%
HV 60d90.9%86.2%103.3%103.3%90.2%
IV Rank22.9%11.4%30.8%14.7%11.4%
IV Percentile37.0%12.3%54.4%21.0%12.3%
Term Structure-5.5%-23.2%4.6%2.4%4.6%
VWIV80.5%71.9%90.4%78.2%73.6%
Skew 25d3.4%-5.8%10.7%4.4%-5.8%
Skew 10d5.3%-23.2%37.6%17.3%-4.1%
Call IV 25d78.8%71.5%86.2%75.1%76.2%
Put IV 25d82.3%70.4%90.0%79.4%70.4%
Bid-Ask Spread %46.4919.6576.0875.8858.87
Gamma HHI0.390.170.740.470.20
Net GEX45.0K-2.1K133.8K55.0K-2.1K
Net DEX-1.8M-4.1M-378.5K-2.1M-378.5K
Net VEX-13.7K-16.1K-11.4K-15.3K-11.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.530.075.902.651.06
Total Volume348.526611,576405329
Total OI10,780.3686,15613,32412,3327,261

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$12.55$15.0072.8%20.9%55.9%14.7%78.2%4.4%2.4%55.0K-2.1M-15.3K2.6575.88N/AN/A1112948,7993,533
2023-02-02$12.25$5.0077.0%23.3%56.9%21.3%81.7%-1.8%-6.4%48.9K-1.8M-14.6K0.2662.00N/AN/A70188,8453,424
2023-02-03$12.03$5.0073.2%22.6%57.2%15.4%78.5%4.6%-2.2%42.3K-1.5M-13.9K0.1756.66N/AN/A5398,8643,446
2023-02-06$12.04$5.0079.6%23.2%57.2%25.3%80.8%1.2%-5.0%40.7K-1.5M-13.4K2.4250.36N/AN/A571388,8683,450
2023-02-07$12.30$5.0078.8%23.2%56.6%24.2%81.0%4.8%-5.0%47.7K-1.7M-13.7K0.1731.34N/AN/A78138,9073,432
2023-02-08$11.83$5.0079.0%22.6%58.6%24.4%84.9%5.8%-5.0%35.8K-1.2M-12.6K2.0333.75N/AN/A34698,9043,435
2023-02-09$12.54$5.0080.1%23.0%60.6%26.2%81.3%4.1%-7.4%51.9K-1.8M-13.5K0.0719.65N/AN/A866638,9353,483
2023-02-10$12.43$5.0079.8%22.9%59.9%25.7%79.6%1.2%-3.4%51.2K-1.7M-13.4K1.0328.68N/AN/A30319,1303,526
2023-02-13$13.18$5.0082.1%23.5%62.5%29.3%81.1%4.7%-7.5%72.1K-2.4M-14.0K0.5739.83N/AN/A104599,1603,557
2023-02-14$13.91$5.0079.1%22.7%63.9%24.7%84.8%6.9%-3.1%112.0K-3.4M-15.2K0.2438.05N/AN/A5771419,1873,617
2023-02-15$14.29$5.0078.5%22.5%64.1%23.7%79.2%4.8%-5.8%133.8K-4.1M-16.1K0.2034.29N/AN/A125259,5793,702
2023-02-16$13.04$5.0083.0%23.8%72.6%30.7%83.4%2.7%-23.2%45.4K-2.3M-14.1K0.6545.16N/AN/A107709,5613,704
2023-02-17$12.53$5.0078.9%22.6%74.1%24.2%79.4%5.4%-7.2%60.0K-1.7M-13.4K0.2034.35N/AN/A1,3152619,5593,765
2023-02-21$12.16$5.0081.9%23.5%69.4%29.0%82.0%4.0%-8.5%21.9K-1.9M-13.6K5.6060.80N/AN/A482694,5391,617
2023-02-22$11.54$7.5083.0%23.8%71.9%30.8%86.0%3.9%-10.4%14.6K-1.5M-13.3K3.3142.35N/AN/A481594,5611,884
2023-02-23$11.71$7.5082.0%23.5%72.0%29.2%90.4%10.7%-8.8%13.4K-1.4M-13.4K5.9028.96N/AN/A613604,5602,039
2023-02-24$11.53$10.0071.0%20.3%66.4%11.8%72.2%3.2%0.2%6.9K-1.2M-13.6K0.2666.24N/AN/A69184,6132,360
2023-02-27$10.41$10.0072.1%20.7%74.4%13.6%71.9%-0.2%-2.8%3.9K-490.0K-11.4K2.3376.08N/AN/A1633804,6502,371
2023-02-28$10.43$10.0070.7%20.3%72.1%11.4%73.6%-5.8%4.6%-2.1K-378.5K-11.4K1.0658.87N/AN/A1601694,6342,627