ACMR Options History — April 2023

In April 2023, ACMR traded between $9.33 and $12.23. ATM implied volatility averaged 75.0%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 16.5% (HV 20d: 58.5%). Max pain ranged from $11.67 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.23.

Notable Days

  • 2023-04-06: Highest Volume — 4,092 contracts
  • 2023-04-12: Largest IV spike — 28.4% change
  • 2023-04-26: Highest IV Rank — 35.4%
  • 2023-04-10: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.50$9.33$12.23$12.23$9.34
Max Pain$11.80$11.67$12.50$12.50$11.67
ATM IV75.0%60.5%84.1%65.5%79.0%
Expected Move22.0%18.7%24.3%18.8%22.7%
HV 20d58.5%51.2%63.4%51.2%57.5%
HV 60d65.9%63.3%67.7%63.8%63.3%
IV Rank20.8%0.0%35.4%3.3%27.9%
IV Percentile28.2%0.0%59.1%0.8%40.9%
Term Structure3.1%-7.7%25.4%7.6%-3.2%
VWIV81.0%65.7%96.1%65.7%80.7%
Skew 25d-5.9%-14.9%2.8%2.8%-3.4%
Skew 10d-7.5%-48.0%58.2%9.0%58.2%
Call IV 25d85.4%70.7%100.5%70.7%85.8%
Put IV 25d79.5%70.6%85.6%73.5%82.4%
Bid-Ask Spread %65.7522.4386.5480.3067.10
Gamma HHI0.380.240.680.680.24
Net GEX104.0K17.0K245.8K245.8K24.0K
Net DEX-2.2M-5.7M471.2K-5.7M142.6K
Net VEX-31.4K-37.1K-18.3K-35.8K-23.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.001.350.180.05
Total Volume875.211324,092896622
Total OI34,765.05328,62640,07428,62632,399

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$12.23$12.5065.5%18.8%51.2%3.3%65.7%2.8%7.6%245.8K-5.7M-35.8K0.1880.30N/AN/A76113522,6126,014
2023-04-04$11.14$12.5065.2%18.7%60.9%2.8%68.6%-6.2%17.3%127.3K-2.8M-31.2K0.1856.91N/AN/A1,43625423,1836,149
2023-04-05$10.68$12.5074.1%21.2%59.4%16.7%78.2%-10.7%6.6%105.5K-1.8M-30.1K0.1163.11N/AN/A1,01311624,5176,315
2023-04-06$11.21$11.6772.9%22.8%62.1%14.8%93.7%-9.8%12.5%148.7K-3.7M-36.3K0.0266.31N/AN/A4,0217125,4246,425
2023-04-10$10.98$11.6780.2%24.3%61.2%26.3%96.1%-14.9%-5.4%158.7K-4.1M-37.1K0.0557.38N/AN/A117629,3796,491
2023-04-11$10.77$11.6760.5%23.0%61.0%0.0%82.8%-10.5%-1.2%124.0K-3.0M-34.4K0.0246.01N/AN/A6771629,4266,497
2023-04-12$10.62$11.6777.7%22.3%56.0%25.9%81.8%-4.7%2.5%128.6K-2.5M-34.1K0.0185.41N/AN/A1,265930,0606,506
2023-04-13$10.32$11.6775.1%21.5%55.7%21.9%84.6%-5.5%8.4%95.2K-1.8M-31.7K0.1053.89N/AN/A2482631,2986,506
2023-04-14$10.60$11.6778.6%22.5%56.8%27.2%86.3%-3.2%2.3%109.6K-2.5M-34.1K0.0084.91N/AN/A2,023731,4996,488
2023-04-17$10.59$11.6778.5%22.5%56.2%27.1%86.8%-8.4%-3.1%112.9K-2.8M-36.9K0.3280.87N/AN/A712333,3566,493
2023-04-18$10.39$11.6773.5%21.1%56.4%19.6%74.3%-7.3%3.3%84.4K-1.6M-33.0K0.2870.08N/AN/A2998333,3666,501
2023-04-19$10.48$11.6774.0%21.2%56.6%20.3%72.5%0.3%9.5%104.1K-2.7M-36.1K1.3585.56N/AN/A233133,6416,433
2023-04-20$10.93$11.6776.7%22.0%57.2%24.4%87.2%-9.5%-1.1%143.0K-3.7M-35.5K0.1674.06N/AN/A1752833,6655,905
2023-04-21$10.40$11.6775.0%21.5%59.6%21.7%76.6%-3.1%25.4%103.1K-2.7M-34.3K0.2386.54N/AN/A26633,6615,933
2023-04-24$10.30$11.6770.9%20.3%59.4%15.7%70.7%-2.7%-1.1%66.2K-1.3M-27.2K0.0574.98N/AN/A6193224,7945,235
2023-04-25$9.64$11.6781.3%23.3%63.4%31.3%81.6%-6.3%-6.3%39.5K310.5K-18.3K0.7767.02N/AN/A79761425,2945,222
2023-04-26$9.57$11.6784.1%24.1%63.2%35.4%88.5%-7.9%-7.0%39.1K-476.7K-25.5K0.0026.38N/AN/A615225,8535,809
2023-04-27$9.33$11.6782.7%23.7%57.6%33.4%82.4%-1.8%-7.7%17.0K471.2K-21.7K0.5222.43N/AN/A23812426,3765,811
2023-04-28$9.34$11.6779.0%22.7%57.5%27.9%80.7%-3.4%-3.2%24.0K142.6K-23.1K0.0567.10N/AN/A5952726,4755,924