ACMR Options History — July 2023

In July 2023, ACMR traded between $12.32 and $14.86. ATM implied volatility averaged 71.5%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 3.4% (HV 20d: 68.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.55.

Notable Days

  • 2023-07-26: Highest Volume — 2,773 contracts
  • 2023-07-07: Largest IV drop — 7.1% change
  • 2023-07-03: Highest IV Rank — 22.3%
  • 2023-07-06: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.23$12.32$14.86$14.86$13.09
Max Pain$11.25$10.00$12.50$10.00$12.50
ATM IV71.5%65.7%75.4%75.4%72.4%
Expected Move20.7%18.8%22.5%21.6%20.7%
HV 20d68.1%62.3%72.8%62.3%63.6%
HV 60d70.7%69.6%72.1%69.9%70.1%
IV Rank16.5%7.8%22.3%22.3%17.8%
IV Percentile25.9%5.2%41.7%41.7%32.5%
Term Structure-2.1%-6.7%13.6%13.6%-5.1%
VWIV74.4%68.3%80.0%77.9%73.8%
Skew 25d-1.9%-6.1%1.9%-2.5%-2.3%
Skew 10d-4.7%-15.2%17.2%-7.3%1.6%
Call IV 25d78.3%73.6%84.7%79.2%78.8%
Put IV 25d76.4%70.7%81.0%76.7%76.5%
Bid-Ask Spread %46.9217.4864.9917.8951.31
Gamma HHI0.270.240.360.260.28
Net GEX182.8K100.2K223.4K221.5K188.8K
Net DEX-6.8M-11.8M-3.4M-11.8M-6.3M
Net VEX-26.1K-35.2K-19.2K-35.2K-23.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.013.000.370.09
Total Volume614792,773933316
Total OI20,511.518,21021,87418,21021,559

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$14.86$10.0075.4%21.6%62.3%22.3%77.9%-2.5%13.6%221.5K-11.8M-35.2K0.3717.89N/AN/A68025316,2851,925
2023-07-05$13.91$12.5072.8%20.9%68.5%18.5%78.8%-1.5%5.2%208.9K-9.1M-32.5K0.2027.95N/AN/A1,51330116,3872,120
2023-07-06$13.39$10.0074.4%22.5%69.5%20.9%78.8%-3.7%-1.5%191.4K-7.9M-31.2K0.5048.85N/AN/A36218017,6392,259
2023-07-07$13.46$10.0069.1%22.1%68.5%12.9%78.9%-3.1%-2.1%196.8K-8.2M-31.1K0.0639.23N/AN/A3822117,8652,313
2023-07-10$13.09$10.0073.6%21.5%69.2%19.6%80.0%-6.1%-2.7%191.3K-7.3M-28.6K0.6829.39N/AN/A43129118,1482,334
2023-07-11$13.06$10.0070.3%21.0%69.3%14.6%74.3%-0.2%-3.9%193.7K-6.7M-27.5K0.3338.92N/AN/A35311518,4242,592
2023-07-12$13.23$10.0070.2%20.1%68.5%14.6%72.3%-3.4%-2.2%203.2K-7.2M-28.1K0.2647.47N/AN/A1864818,4492,657
2023-07-13$13.98$10.0072.9%20.9%69.3%18.6%73.6%-1.6%-2.9%223.4K-8.8M-29.1K0.2133.15N/AN/A71714918,4202,688
2023-07-14$13.36$10.0071.2%20.4%71.4%16.0%73.5%-0.3%0.2%201.8K-6.9M-26.3K0.4858.01N/AN/A994818,5752,720
2023-07-17$13.54$10.0074.0%21.2%71.3%20.3%74.2%-5.3%-3.3%217.2K-7.9M-27.3K0.1246.74N/AN/A811018,5942,716
2023-07-18$13.49$10.0074.3%21.3%71.3%20.7%75.3%-2.1%-3.8%211.7K-7.7M-26.8K3.0059.81N/AN/A10330918,6172,726
2023-07-19$13.23$12.5074.3%21.3%72.0%20.8%79.3%0.3%-5.2%193.6K-6.6M-24.5K0.2053.65N/AN/A661318,6532,992
2023-07-20$12.90$12.5071.5%20.5%72.8%16.5%75.7%-1.4%0.6%197.3K-6.0M-23.3K0.1017.48N/AN/A3623718,6882,998
2023-07-21$13.00$12.5071.2%20.4%70.6%16.0%73.3%1.1%-2.9%142.5K-6.4M-23.1K0.0163.08N/AN/A299218,8892,985
2023-07-24$12.79$12.5069.3%19.9%67.0%13.2%70.6%-3.2%-4.4%132.5K-4.4M-21.0K0.6153.66N/AN/A19311716,1022,562
2023-07-25$12.71$12.5070.3%20.2%66.7%14.8%70.6%1.9%-6.7%123.9K-4.1M-20.4K1.2663.04N/AN/A19224116,1712,672
2023-07-26$12.37$12.5068.2%19.6%63.5%11.6%68.3%-1.8%-5.1%100.2K-3.4M-19.2K0.0264.99N/AN/A2,7116216,2062,905
2023-07-27$12.32$12.5065.7%18.8%63.4%7.8%69.4%-2.9%-4.0%148.9K-4.3M-20.8K1.0162.43N/AN/A17017118,1312,945
2023-07-28$12.73$12.5068.8%19.7%62.9%12.5%69.5%-0.8%-6.2%167.2K-5.2M-22.5K1.4961.26N/AN/A28041618,2133,106
2023-07-31$13.09$12.5072.4%20.7%63.6%17.8%73.8%-2.3%-5.1%188.8K-6.3M-23.8K0.0951.31N/AN/A2902618,3613,198