ACMR Options History — May 2023

In May 2023, ACMR traded between $8.80 and $10.71. ATM implied volatility averaged 73.3%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 5.2% (HV 20d: 78.5%). Max pain ranged from $10.00 to $11.67. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.43.

Notable Days

  • 2023-05-11: Highest Volume — 1,026 contracts
  • 2023-05-05: Largest IV drop — 11.2% change
  • 2023-05-03: Highest IV Rank — 41.3%
  • 2023-05-03: Largest Expected Move — 25.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.74$8.80$10.71$9.34$10.02
Max Pain$10.23$10.00$11.67$11.67$10.00
ATM IV73.3%62.6%88.0%85.2%74.7%
Expected Move21.0%17.9%25.2%24.4%21.4%
HV 20d78.5%44.4%91.5%57.6%91.5%
HV 60d69.5%63.1%73.6%63.1%68.0%
IV Rank19.2%3.1%41.3%37.2%21.4%
IV Percentile24.1%0.4%69.4%64.7%32.1%
Term Structure-1.5%-12.4%6.9%-8.8%-7.7%
VWIV73.7%64.1%101.0%64.1%74.7%
Skew 25d-3.7%-15.4%5.1%-7.7%-14.2%
Skew 10d2.2%-23.9%41.8%8.6%-23.4%
Call IV 25d79.0%70.4%95.1%89.0%79.8%
Put IV 25d75.3%55.0%89.0%81.3%65.5%
Bid-Ask Spread %55.0616.3578.7135.6351.68
Gamma HHI0.320.200.610.250.21
Net GEX5.4K-142.2K101.5K11.3K95.8K
Net DEX-774.6K-4.0M1.6M385.9K-3.0M
Net VEX-20.1K-28.0K-16.1K-22.4K-19.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.002.170.290.08
Total Volume245.04551,02622198
Total OI27,866.09114,64334,67632,93716,083

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$9.34$11.6785.2%24.4%57.6%37.2%64.1%-7.7%-8.8%11.3K385.9K-22.4K0.2935.63N/AN/A17526,9865,951
2023-05-02$9.21$11.6786.3%24.8%53.3%38.8%97.1%-3.2%-7.2%8.4K570.3K-20.7K0.0053.69N/AN/A5026,9885,951
2023-05-03$9.19$11.6788.0%25.2%44.4%41.3%101.0%-10.6%-12.4%12.6K528.0K-21.0K0.1165.86N/AN/A53626,9925,951
2023-05-04$8.80$10.0083.3%22.7%44.5%34.2%81.6%-1.9%-0.7%-7.4K1.6M-16.1K0.1477.48N/AN/A3384726,9905,951
2023-05-05$10.54$10.0074.0%21.4%78.8%20.2%75.0%2.2%-3.9%41.9K-1.9M-28.0K0.2763.41N/AN/A1323527,2985,978
2023-05-08$10.04$10.0072.0%20.6%80.3%17.2%72.0%4.9%5.8%-28.2K17.0K-20.4K2.1771.33N/AN/A8718927,3005,980
2023-05-09$9.93$10.0070.2%20.7%80.1%14.5%73.5%-2.9%-1.0%-41.2K-40.0K-21.7K0.7859.21N/AN/A181427,3376,167
2023-05-10$9.48$10.0072.3%20.7%81.4%17.7%64.8%-0.1%0.8%-52.8K1.0M-18.9K1.6460.74N/AN/A111827,3386,165
2023-05-11$9.84$10.0067.5%19.3%82.3%10.5%67.8%2.8%5.7%-65.7K123.4K-20.7K0.0251.66N/AN/A1,0091727,3436,002
2023-05-12$9.20$10.0070.2%20.1%84.7%14.6%0.0%-5.2%3.3%-28.1K924.1K-18.5K0.5466.93N/AN/A13728,2715,996
2023-05-15$9.65$10.0070.4%20.2%86.9%14.9%70.2%-0.6%4.7%-56.2K72.4K-19.9K0.7862.19N/AN/A413228,2736,002
2023-05-16$9.71$10.0071.5%20.5%86.8%16.6%71.5%0.2%6.9%-75.0K70.2K-19.7K0.0273.13N/AN/A6721328,2966,014
2023-05-17$10.03$10.0068.8%19.7%87.6%12.4%78.4%-1.0%6.1%-139.3K-566.2K-19.8K0.5778.71N/AN/A512928,7095,955
2023-05-18$9.80$10.0069.5%19.9%86.3%13.5%68.0%-1.2%-0.8%-142.2K-149.7K-20.6K1.2724.38N/AN/A16020428,7195,957
2023-05-19$9.74$10.0067.2%19.3%84.7%10.0%66.9%-3.1%-1.3%73.4K476.1K-19.2K0.3834.87N/AN/A24928,7415,328
2023-05-22$9.86$10.0062.6%17.9%84.8%3.1%65.4%-15.4%-0.8%77.5K-2.4M-18.3K0.0119.26N/AN/A558413,3101,333
2023-05-23$9.71$10.0066.2%19.0%81.6%8.6%66.3%5.1%-2.6%80.6K-2.6M-19.1K0.0267.10N/AN/A185313,7651,337
2023-05-24$9.32$10.0071.0%20.4%82.9%15.8%71.0%4.1%-5.3%70.7K-2.2M-16.8K0.1474.05N/AN/A1692413,9471,336
2023-05-25$9.87$10.0070.6%20.2%84.9%15.1%67.3%-13.5%-2.4%80.2K-2.4M-16.9K0.0516.35N/AN/A22114,1191,356
2023-05-26$10.71$10.0074.2%21.3%89.4%20.6%74.8%-5.3%-3.9%100.6K-4.0M-23.3K0.0144.97N/AN/A849614,1271,356
2023-05-30$10.22$10.0076.7%22.0%91.4%24.4%75.9%-15.0%-8.2%101.5K-3.6M-21.6K0.2258.60N/AN/A952114,7001,356
2023-05-31$10.02$10.0074.7%21.4%91.5%21.4%74.7%-14.2%-7.7%95.8K-3.0M-19.4K0.0851.68N/AN/A1831514,7211,362