ACMR Options History — September 2023

In September 2023, ACMR traded between $15.48 and $19.63. ATM implied volatility averaged 65.3%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 4.4% (HV 20d: 69.7%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.40.

Notable Days

  • 2023-09-05: Highest Volume — 5,614 contracts
  • 2023-09-13: Largest IV drop — 17.8% change
  • 2023-09-11: Highest IV Rank — 22.7%
  • 2023-09-27: Largest Expected Move — 19.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.35$15.48$19.63$18.39$18.09
Max Pain$16.50$15.00$17.50$15.00$17.50
ATM IV65.3%58.8%72.8%59.1%65.5%
Expected Move18.4%16.9%19.6%17.0%18.8%
HV 20d69.7%59.1%81.3%69.4%59.1%
HV 60d64.7%60.0%68.4%63.3%60.0%
IV Rank12.0%2.7%22.7%3.2%12.3%
IV Percentile14.6%1.2%37.7%2.4%15.9%
Term Structure6.6%2.5%9.3%2.5%7.0%
VWIV64.8%59.2%72.8%59.2%66.2%
Skew 25d2.1%-2.5%5.1%-0.9%3.5%
Skew 10d3.6%-23.3%20.4%-23.3%2.4%
Call IV 25d64.2%56.2%71.2%56.2%64.8%
Put IV 25d66.3%55.3%74.5%55.3%68.3%
Bid-Ask Spread %34.3310.2057.1838.6747.50
Gamma HHI0.260.190.430.430.22
Net GEX218.0K146.2K336.2K200.1K256.2K
Net DEX-12.0M-17.3M-6.9M-13.8M-14.9M
Net VEX-45.1K-52.6K-30.3K-31.0K-52.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.021.710.170.27
Total Volume1,391.32475,614681887
Total OI19,927.4514,84222,15914,84221,809

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$18.39$15.0059.1%17.0%69.4%3.2%59.2%-0.9%2.5%200.1K-13.8M-31.0K0.1738.67N/AN/A5839811,2803,562
2023-09-05$19.63$15.0067.7%19.0%69.0%15.4%67.0%0.5%6.2%177.8K-16.5M-30.3K0.3512.72N/AN/A4,1441,47011,5403,608
2023-09-06$19.26$15.0065.0%18.8%70.3%11.6%67.4%2.6%6.8%220.1K-17.3M-47.5K0.8510.20N/AN/A35129714,5114,862
2023-09-07$18.77$15.0068.1%19.3%70.6%16.0%67.6%3.0%6.4%225.5K-16.0M-47.5K0.3821.82N/AN/A68625814,6474,971
2023-09-08$18.66$17.5064.1%19.0%70.5%10.4%65.7%0.7%6.5%251.4K-16.0M-48.4K0.3811.43N/AN/A79230215,1315,147
2023-09-11$18.66$17.5072.8%18.2%69.2%22.7%64.1%1.3%7.7%273.3K-16.4M-50.0K0.3244.98N/AN/A61819715,7715,370
2023-09-12$17.75$17.5072.7%17.3%73.0%22.6%61.7%3.4%9.1%282.4K-13.6M-50.4K0.5221.25N/AN/A93948416,0515,425
2023-09-13$17.66$17.5059.8%17.1%72.4%4.1%60.0%3.9%9.2%336.2K-13.7M-49.9K0.3740.57N/AN/A37714116,2725,305
2023-09-14$16.77$17.5058.8%16.9%74.4%2.7%59.8%3.5%8.0%289.7K-10.2M-48.1K0.3555.67N/AN/A1,86664916,3445,374
2023-09-15$15.48$17.5064.0%18.4%81.3%10.2%64.1%0.8%6.0%146.2K-6.9M-44.3K0.5310.35N/AN/A3,5141,87116,5065,653
2023-09-18$15.81$17.5063.1%18.1%81.2%8.8%62.3%0.6%4.4%155.3K-7.3M-41.2K0.0821.69N/AN/A8036713,6785,217
2023-09-19$15.91$15.0063.1%18.1%79.7%8.9%63.8%5.1%5.6%171.8K-7.8M-43.0K0.3833.22N/AN/A2439214,2335,226
2023-09-20$15.81$15.0063.5%18.2%76.5%9.4%63.8%2.8%4.2%173.4K-7.7M-42.4K1.7146.20N/AN/A34258614,3565,305
2023-09-21$15.54$15.0065.6%18.8%66.1%12.4%67.0%1.2%5.7%161.4K-7.1M-41.4K0.2157.16N/AN/A3297014,3445,285
2023-09-22$15.61$15.0063.9%18.3%61.6%10.0%62.6%4.2%6.0%167.5K-7.1M-41.3K0.5239.48N/AN/A1628514,3495,310
2023-09-25$16.51$17.5065.0%18.6%64.5%11.6%65.9%-2.5%5.7%199.7K-9.5M-43.1K0.0350.81N/AN/A6471914,4625,384
2023-09-26$16.81$17.5068.3%19.6%63.8%16.3%67.9%-0.5%9.3%206.7K-10.7M-46.1K0.0257.18N/AN/A2,2554814,9255,401
2023-09-27$17.52$17.5068.4%19.6%61.2%16.5%72.8%4.2%9.2%220.8K-12.9M-50.4K0.4339.08N/AN/A38416415,3725,406
2023-09-28$18.30$17.5067.2%19.3%59.6%14.7%67.4%4.4%6.4%243.8K-15.2M-52.3K0.1426.71N/AN/A88512115,6315,526
2023-09-29$18.09$17.5065.5%18.8%59.1%12.3%66.2%3.5%7.0%256.2K-14.9M-52.6K0.2747.50N/AN/A69619116,2025,607