ACMR Options History — June 2023

In June 2023, ACMR traded between $9.77 and $13.38. ATM implied volatility averaged 69.3%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 8.9% (HV 20d: 60.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.25.

Notable Days

  • 2023-06-28: Highest Volume — 786 contracts
  • 2023-06-09: Largest IV spike — 34.7% change
  • 2023-06-09: Highest IV Rank — 48.8%
  • 2023-06-01: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.43$9.77$13.38$10.05$13.18
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV69.3%62.5%93.0%72.3%62.5%
Expected Move19.2%17.9%20.7%20.7%17.9%
HV 20d60.5%50.0%91.5%91.5%50.9%
HV 60d67.8%66.3%69.3%67.9%66.3%
IV Rank13.3%3.0%48.8%17.8%3.0%
IV Percentile14.8%0.4%80.2%22.2%0.4%
Term Structure5.7%-3.3%10.1%-3.3%9.7%
VWIV67.9%62.8%72.9%72.4%63.7%
Skew 25d-4.1%-15.4%3.3%-11.0%-10.5%
Skew 10d-6.8%-30.3%33.8%-18.2%-30.2%
Call IV 25d71.2%64.4%78.6%76.5%67.4%
Put IV 25d67.1%56.9%73.2%65.5%56.9%
Bid-Ask Spread %37.3415.5369.5516.8126.76
Gamma HHI0.220.200.240.210.24
Net GEX127.7K91.6K193.0K100.0K189.1K
Net DEX-4.8M-8.1M-2.4M-3.2M-7.5M
Net VEX-22.8K-31.0K-16.3K-20.2K-30.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.010.930.130.12
Total Volume307.28612786108676
Total OI16,685.09515,74318,13216,18818,132

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$10.05$10.0072.3%20.7%91.5%17.8%72.4%-11.0%-3.3%100.0K-3.2M-20.2K0.1316.81N/AN/A961214,8181,370
2023-06-02$9.91$10.0069.0%19.8%90.1%12.7%70.3%-15.4%-2.0%94.2K-2.7M-17.7K0.1616.44N/AN/A671114,8211,371
2023-06-05$9.77$10.0072.0%19.2%62.3%17.3%70.7%3.3%5.8%91.6K-2.4M-16.3K0.0251.39N/AN/A178314,8351,382
2023-06-06$10.35$10.0071.4%18.9%63.5%16.3%68.8%1.9%7.3%108.7K-3.3M-19.0K0.0538.96N/AN/A62314,9411,384
2023-06-07$10.82$10.0070.2%18.7%65.1%14.5%65.1%-2.9%6.9%119.6K-4.0M-20.6K0.8836.84N/AN/A12310814,9841,387
2023-06-08$10.64$10.0069.0%19.5%62.9%12.8%72.9%-3.6%5.6%122.8K-4.0M-20.8K0.0136.65N/AN/A498315,0621,435
2023-06-09$10.69$10.0093.0%19.2%61.7%48.8%67.9%-1.1%7.1%116.8K-3.9M-20.7K0.0363.39N/AN/A198515,2471,437
2023-06-12$10.49$10.0081.4%19.0%56.5%31.4%68.8%-2.3%7.9%120.2K-3.7M-19.1K0.3054.81N/AN/A10315,4081,442
2023-06-13$10.96$10.0062.7%20.5%56.1%3.3%70.1%-6.3%1.1%113.2K-4.7M-22.0K0.3349.22N/AN/A1093615,4051,443
2023-06-14$11.41$10.0069.8%20.0%57.4%14.0%69.4%-5.8%4.3%104.4K-5.2M-22.6K0.1054.04N/AN/A1631615,4361,436
2023-06-15$11.42$10.0069.8%20.0%56.7%13.9%0.0%-4.6%2.6%106.6K-5.2M-22.1K0.7136.02N/AN/A7515,5111,437
2023-06-16$11.64$10.0065.1%18.7%55.8%7.0%65.5%-2.7%6.8%114.1K-5.5M-22.5K0.0841.53N/AN/A3332515,5091,442
2023-06-20$11.74$10.0064.2%18.4%55.5%5.6%64.5%-3.8%8.7%116.9K-4.1M-21.4K0.2215.53N/AN/A4239514,4241,319
2023-06-21$11.82$10.0064.0%18.3%55.5%5.2%66.7%-2.4%9.0%127.6K-4.6M-23.1K0.0139.21N/AN/A154114,7371,399
2023-06-22$12.46$10.0062.6%17.9%56.8%3.1%62.8%2.5%8.2%147.5K-5.5M-24.8K0.9337.80N/AN/A31129014,7701,400
2023-06-23$11.73$10.0068.6%19.7%59.5%12.1%69.2%-6.3%4.9%126.5K-4.7M-24.0K0.4023.72N/AN/A1064214,9891,612
2023-06-26$12.01$10.0066.9%19.2%57.2%9.6%67.4%1.6%10.1%132.6K-4.9M-23.8K0.2130.20N/AN/A2114515,0131,635
2023-06-27$12.80$10.0066.8%19.1%54.5%9.4%67.0%-13.0%7.2%164.3K-6.4M-27.4K0.1569.55N/AN/A6499615,1931,679
2023-06-28$12.86$10.0067.8%19.4%50.5%11.0%68.4%0.9%6.6%171.9K-6.9M-28.8K0.0822.82N/AN/A7295715,6471,745
2023-06-29$13.38$10.0067.0%19.2%50.0%9.8%66.0%-4.9%4.8%193.0K-8.1M-31.0K0.4022.49N/AN/A35414015,9591,791
2023-06-30$13.18$10.0062.5%17.9%50.9%3.0%63.7%-10.5%9.7%189.1K-7.5M-30.0K0.1226.76N/AN/A6057116,2031,929