ACMR Options History — August 2023

In August 2023, ACMR traded between $11.93 and $17.73. ATM implied volatility averaged 62.9%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded above realized volatility by 6.3% (HV 20d: 56.6%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.47.

Notable Days

  • 2023-08-24: Highest Volume — 2,588 contracts
  • 2023-08-04: Largest IV drop — 20.5% change
  • 2023-08-03: Highest IV Rank — 24.5%
  • 2023-08-02: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.16$11.93$17.73$12.75$17.73
Max Pain$12.72$12.50$15.00$12.50$15.00
ATM IV62.9%56.9%76.8%71.8%58.2%
Expected Move18.0%16.3%21.5%20.6%16.7%
HV 20d56.6%42.8%74.0%45.5%70.2%
HV 60d61.2%59.1%69.7%69.7%63.5%
IV Rank5.4%0.0%24.5%16.9%1.9%
IV Percentile7.4%0.0%53.2%29.8%0.8%
Term Structure1.3%-7.6%7.9%-7.0%3.3%
VWIV63.9%57.2%90.4%75.6%58.3%
Skew 25d0.1%-13.6%8.2%-2.8%-13.6%
Skew 10d0.6%-30.0%24.7%-8.3%-12.3%
Call IV 25d64.0%50.5%85.6%78.7%61.4%
Put IV 25d64.1%47.7%81.5%75.9%47.7%
Bid-Ask Spread %40.8613.8166.3454.5826.26
Gamma HHI0.410.290.580.290.46
Net GEX141.9K54.1K198.4K169.9K198.4K
Net DEX-6.8M-12.2M-3.3M-5.3M-12.2M
Net VEX-22.2K-31.3K-18.4K-22.1K-31.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.024.000.380.23
Total Volume763.783652,588109842
Total OI18,3298,55223,65421,72514,491

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$12.75$12.5071.8%20.6%45.5%16.9%75.6%-2.8%-7.0%169.9K-5.3M-22.1K0.3854.58N/AN/A793018,5143,211
2023-08-02$12.02$12.5075.0%21.5%44.3%21.8%90.4%-4.1%-7.6%133.0K-3.6M-19.5K0.0553.99N/AN/A4242118,5443,219
2023-08-03$11.93$12.5076.8%19.3%42.8%24.5%67.2%0.1%0.7%125.2K-3.3M-18.5K0.0566.10N/AN/A3662018,5963,230
2023-08-04$12.58$12.5061.1%18.2%47.5%0.8%64.5%-0.7%3.9%153.8K-4.5M-19.5K0.2443.34N/AN/A51712418,6393,252
2023-08-07$13.48$12.5062.1%18.2%53.0%2.4%63.9%1.5%3.9%190.2K-6.9M-19.7K0.2449.84N/AN/A70717318,7723,325
2023-08-08$13.63$12.5061.4%19.4%53.1%1.4%71.4%-0.3%-2.6%195.5K-7.2M-20.3K1.4430.38N/AN/A31545518,8463,348
2023-08-09$13.34$12.5065.1%18.7%53.6%6.9%65.2%4.9%0.8%180.1K-6.2M-20.9K0.3145.96N/AN/A752318,7953,713
2023-08-10$13.89$12.5061.6%17.6%51.8%1.6%64.5%1.4%5.5%194.8K-7.6M-20.4K0.0251.61N/AN/A8061918,8043,722
2023-08-11$13.55$12.5063.4%18.2%49.9%4.4%63.1%-6.3%2.7%187.0K-7.1M-21.5K0.5434.72N/AN/A1528219,4233,737
2023-08-14$13.73$12.5064.7%18.6%49.9%6.4%62.1%4.3%-0.7%189.8K-7.5M-20.5K0.1719.80N/AN/A2704719,4213,786
2023-08-15$13.48$12.5060.2%17.3%50.4%0.0%60.1%2.3%6.4%77.0K-7.2M-18.4K0.0723.85N/AN/A6514819,4443,791
2023-08-16$13.05$12.5059.1%16.9%51.2%0.0%58.2%5.9%7.9%178.9K-6.1M-19.6K0.0323.36N/AN/A8582319,8673,787
2023-08-17$13.13$12.5062.2%17.8%50.5%4.7%62.6%3.7%0.3%93.4K-7.5M-19.1K4.0025.77N/AN/A135219,9783,555
2023-08-18$13.05$12.5060.3%17.3%50.4%1.8%61.6%3.0%3.8%54.1K-7.5M-19.0K0.1157.01N/AN/A2853020,0003,562
2023-08-21$13.75$12.5064.7%18.5%53.3%8.2%62.6%-0.3%-5.7%60.4K-4.1M-19.5K0.6666.34N/AN/A1751156,6241,928
2023-08-22$14.71$12.5061.4%17.6%57.7%3.4%60.2%-2.5%0.5%70.0K-5.1M-20.6K0.7638.79N/AN/A7916006,7712,029
2023-08-23$16.38$12.5065.2%18.7%66.2%9.0%64.5%-0.9%-1.8%74.2K-7.1M-22.4K0.1244.11N/AN/A1,6781967,1052,574
2023-08-24$15.32$12.5059.5%17.1%72.0%0.7%62.9%-13.5%2.7%85.6K-6.2M-23.6K0.0462.28N/AN/A2,4881007,8562,640
2023-08-25$15.59$12.5056.9%16.3%71.6%0.0%58.0%1.9%5.4%143.7K-7.3M-27.1K0.2240.69N/AN/A7971759,6862,676
2023-08-28$15.21$12.5057.4%16.5%72.3%0.8%57.6%5.5%2.9%140.0K-6.7M-27.0K0.5345.95N/AN/A77640910,0162,821
2023-08-29$16.25$12.5058.8%16.9%74.0%2.7%57.2%8.2%1.7%175.9K-8.7M-29.1K0.2413.81N/AN/A47611310,3923,194
2023-08-30$17.24$15.0059.1%16.9%70.7%3.2%59.3%3.7%2.0%192.3K-10.9M-30.4K0.2621.32N/AN/A92824310,6253,258
2023-08-31$17.73$15.0058.2%16.7%70.2%1.9%58.3%-13.6%3.3%198.4K-12.2M-31.3K0.2326.26N/AN/A68515711,0443,447