ACMR Options History — March 2023 In March 2023, ACMR traded between $10.25 and $12.63. ATM implied volatility averaged 77.9%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 6.2% (HV 20d: 71.7%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.67.
Notable Days 2023-03-09 : Highest Volume — 5,522 contracts2023-03-13 : Largest IV spike — 41.7% change2023-03-13 : Highest IV Rank — 80.0%2023-03-13 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $11.63 $10.25 $12.63 $10.53 $11.66 Max Pain $12.17 $10.00 $12.50 $10.00 $12.50 ATM IV 77.9% 67.4% 114.3% 68.2% 69.0% Expected Move 21.4% 19.3% 24.6% 19.6% 19.8% HV 20d 71.7% 57.5% 82.4% 69.6% 60.0% HV 60d 84.8% 63.2% 92.0% 90.0% 63.2% IV Rank 22.7% 6.3% 80.0% 7.5% 8.8% IV Percentile 32.0% 5.6% 96.0% 6.7% 7.1% Term Structure 2.1% -3.9% 8.6% 4.8% 4.8% VWIV 75.9% 68.9% 94.1% 71.2% 72.0% Skew 25d -0.9% -10.5% 6.9% -10.5% 1.3% Skew 10d -7.3% -33.1% 25.7% -8.8% 1.7% Call IV 25d 78.2% 71.4% 92.8% 79.0% 71.8% Put IV 25d 77.3% 68.5% 86.8% 68.5% 73.1% Bid-Ask Spread % 55.47 23.43 84.79 64.94 68.81 Gamma HHI 0.51 0.20 0.65 0.20 0.62 Net GEX 112.3K -3.5K 196.2K -3.3K 189.5K Net DEX -3.3M -6.5M -256.8K -442.0K -4.2M Net VEX -28.8K -37.1K -11.3K -11.9K -34.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.01 3.73 0.43 1.25 Total Volume 1,250.087 43 5,522 255 54 Total OI 20,209 7,499 28,644 7,499 28,644
Daily Data (23 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 2023-03-01 $10.53 $10.00 68.2% 19.6% 69.6% 7.5% 71.2% -10.5% 4.8% -3.3K -442.0K -11.9K 0.43 64.94 N/A N/A 178 77 4,749 2,750 2023-03-02 $10.25 $10.00 67.4% 19.3% 69.8% 6.3% 68.9% 6.9% 2.2% -3.5K -256.8K -11.4K 1.26 72.04 N/A N/A 19 24 4,848 2,782 2023-03-03 $10.63 $10.00 70.6% 20.2% 71.4% 11.2% 71.1% 1.9% 4.4% -2.4K -348.9K -11.3K 0.37 84.79 N/A N/A 2,547 930 4,854 2,805 2023-03-06 $11.75 $12.50 75.5% 20.3% 80.8% 19.0% 71.3% -0.7% 4.1% 21.4K -1.7M -18.0K 0.38 65.12 N/A N/A 2,609 980 6,858 3,573 2023-03-07 $11.96 $12.50 77.8% 19.9% 81.0% 22.6% 70.1% 0.7% 5.2% 52.2K -2.5M -23.9K 0.85 54.76 N/A N/A 475 402 9,111 4,496 2023-03-08 $12.52 $12.50 80.0% 21.0% 82.4% 26.0% 75.1% 2.3% -1.2% 69.2K -3.6M -26.1K 2.91 67.02 N/A N/A 96 279 9,440 4,529 2023-03-09 $12.16 $12.50 88.0% 22.8% 81.8% 38.7% 81.1% 1.0% -0.8% 56.0K -3.0M -25.2K 0.01 23.43 N/A N/A 5,474 48 9,467 4,714 2023-03-10 $11.71 $12.50 80.7% 24.5% 80.0% 27.0% 94.1% -9.5% 1.1% 105.8K -3.9M -30.5K 0.04 50.48 N/A N/A 3,794 162 14,503 4,715 2023-03-13 $11.90 $12.50 114.3% 24.6% 80.3% 80.0% 86.4% -2.0% -3.9% 141.5K -5.2M -34.4K 3.73 62.08 N/A N/A 88 328 17,345 4,874 2023-03-14 $12.63 $12.50 103.4% 23.8% 80.4% 62.9% 80.2% 0.4% -3.8% 183.2K -6.5M -37.1K 0.08 52.51 N/A N/A 452 38 17,403 5,170 2023-03-15 $12.19 $12.50 84.7% 24.3% 78.3% 33.4% 83.7% -5.0% -2.9% 154.5K -5.5M -35.3K 1.13 52.58 N/A N/A 579 652 17,465 5,176 2023-03-16 $12.29 $12.50 76.6% 22.0% 77.6% 20.7% 77.8% -2.7% 1.6% 166.3K -5.4M -36.0K 0.15 68.12 N/A N/A 1,085 162 17,940 5,828 2023-03-17 $11.93 $12.50 72.6% 20.8% 71.6% 14.4% 73.6% 0.9% 4.2% 158.0K -4.1M -33.0K 0.81 71.91 N/A N/A 373 303 18,488 5,934 2023-03-20 $11.88 $12.50 73.2% 21.0% 70.3% 15.3% 78.9% 0.7% 3.0% 155.6K -3.9M -33.0K 0.07 32.31 N/A N/A 91 6 17,370 5,215 2023-03-21 $11.87 $12.50 68.6% 19.7% 69.6% 8.2% 68.9% -1.6% 1.5% 152.3K -3.5M -31.6K 0.01 45.01 N/A N/A 198 2 17,399 5,221 2023-03-22 $11.36 $12.50 71.0% 20.4% 68.8% 11.9% 72.5% -5.0% 3.6% 118.4K -2.7M -29.7K 0.48 48.14 N/A N/A 1,042 501 17,578 5,221 2023-03-23 $11.41 $12.50 74.5% 21.4% 68.6% 17.4% 73.9% -1.5% 1.9% 129.2K -3.0M -32.5K 0.43 41.04 N/A N/A 274 118 18,590 5,713 2023-03-24 $11.21 $12.50 75.3% 21.6% 68.7% 18.6% 77.0% -1.3% 8.6% 117.8K -2.7M -31.0K 0.19 57.74 N/A N/A 1,019 190 18,840 5,698 2023-03-27 $11.18 $12.50 81.4% 23.3% 57.5% 28.2% 80.7% 2.3% -2.1% 124.8K -3.0M -32.2K 0.02 59.77 N/A N/A 1,624 28 19,837 5,788 2023-03-28 $10.97 $12.50 75.0% 21.5% 58.0% 18.2% 73.2% -0.1% 2.9% 122.1K -2.7M -32.0K 0.03 38.45 N/A N/A 750 25 21,438 5,813 2023-03-29 $11.70 $12.50 70.8% 20.3% 62.0% 11.5% 70.8% 3.9% 6.6% 177.2K -4.1M -35.0K 0.71 36.63 N/A N/A 311 220 22,234 5,829 2023-03-30 $11.74 $12.50 72.9% 20.9% 60.9% 14.9% 73.0% -3.3% 3.3% 196.2K -4.6M -36.6K 0.07 58.05 N/A N/A 135 10 22,536 6,026 2023-03-31 $11.66 $12.50 69.0% 19.8% 60.0% 8.8% 72.0% 1.3% 4.8% 189.5K -4.2M -34.9K 1.25 68.81 N/A N/A 24 30 22,609 6,035
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