ACMR Options History — October 2023 In October 2023, ACMR traded between $12.82 and $20.11. ATM implied volatility averaged 83.1%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 8.2% (HV 20d: 74.9%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.39.
Notable Days 2023-10-27 : Highest Volume — 5,632 contracts2023-10-11 : Largest IV spike — 11.8% change2023-10-31 : Highest IV Rank — 57.9%2023-10-31 : Largest Expected Move — 28.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.82 $12.82 $20.11 $18.46 $13.61 Max Pain $14.32 $12.50 $17.50 $17.50 $15.00 ATM IV 83.1% 68.2% 97.5% 68.2% 97.5% Expected Move 24.2% 19.6% 28.0% 19.6% 28.0% HV 20d 74.9% 58.0% 114.1% 58.0% 114.1% HV 60d 68.5% 60.1% 85.7% 60.1% 85.4% IV Rank 37.4% 16.2% 57.9% 16.2% 57.9% IV Percentile 64.7% 21.8% 90.9% 21.8% 90.9% Term Structure -5.4% -9.9% 7.4% 4.8% -9.9% VWIV 84.3% 69.1% 98.0% 69.1% 95.8% Skew 25d 3.8% 0.5% 6.7% 3.7% 2.9% Skew 10d 7.0% 0.8% 14.5% 11.1% 0.8% Call IV 25d 83.6% 67.3% 98.4% 67.3% 96.1% Put IV 25d 87.4% 71.0% 100.7% 71.0% 99.1% Bid-Ask Spread % 29.62 11.64 63.65 56.11 14.09 Gamma HHI 0.22 0.17 0.30 0.22 0.19 Net GEX 273.3K 94.5K 433.0K 275.1K 116.7K Net DEX -15.4M -23.0M -1.7M -16.5M -3.1M Net VEX -55.9K -64.7K -38.2K -54.6K -43.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.03 1.67 1.14 1.67 Total Volume 1,840.773 259 5,632 549 1,539 Total OI 25,162.636 22,478 28,538 22,511 28,538
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-10-02 $18.46 $17.50 68.2% 19.6% 58.0% 16.2% 69.1% 3.7% 4.8% 275.1K -16.5M -54.6K 1.14 56.11 N/A N/A 256 293 16,777 5,734 2023-10-03 $17.09 $17.50 69.8% 20.0% 58.9% 18.4% 70.6% 6.1% 4.1% 249.1K -12.3M -52.4K 0.85 63.65 N/A N/A 411 350 16,959 5,850 2023-10-04 $17.94 $17.50 68.7% 19.7% 61.8% 16.8% 69.3% 2.4% 7.4% 277.2K -15.1M -54.0K 0.44 26.67 N/A N/A 185 82 17,044 5,800 2023-10-05 $17.32 $12.50 68.3% 21.4% 62.4% 16.2% 74.9% 1.8% -3.2% 263.5K -12.8M -52.6K 0.19 37.09 N/A N/A 218 41 17,038 5,827 2023-10-06 $18.66 $12.50 70.1% 22.1% 68.3% 18.8% 76.9% 3.0% -6.2% 292.4K -17.3M -54.0K 0.64 34.69 N/A N/A 563 358 17,106 5,838 2023-10-09 $18.21 $12.50 74.8% 22.9% 68.8% 25.6% 80.0% 3.4% -6.6% 292.4K -16.1M -53.5K 0.42 24.82 N/A N/A 1,497 627 17,339 5,961 2023-10-10 $19.73 $12.50 72.0% 22.6% 72.0% 21.6% 79.2% 3.1% -7.1% 303.0K -21.1M -57.6K 0.16 23.86 N/A N/A 1,905 306 17,659 6,262 2023-10-11 $20.11 $12.50 80.6% 23.1% 72.1% 33.8% 80.7% 0.5% -8.6% 311.4K -23.0M -59.4K 0.36 37.85 N/A N/A 1,033 374 18,394 6,421 2023-10-12 $19.73 $12.50 78.5% 22.5% 69.5% 30.8% 79.5% 3.2% -5.7% 329.9K -21.9M -61.0K 0.20 27.69 N/A N/A 592 121 18,833 6,591 2023-10-13 $18.98 $12.50 80.8% 23.2% 63.8% 34.1% 81.3% 4.4% -6.8% 331.3K -19.0M -59.5K 0.14 35.16 N/A N/A 437 63 18,795 6,653 2023-10-16 $18.68 $12.50 81.9% 23.5% 64.4% 35.7% 82.4% 4.3% -7.5% 348.2K -18.2M -57.8K 0.29 34.97 N/A N/A 335 98 18,909 6,654 2023-10-17 $19.68 $12.50 90.6% 26.0% 66.2% 48.1% 91.0% 2.2% -8.9% 329.2K -22.0M -59.5K 0.15 30.74 N/A N/A 3,718 563 18,962 6,703 2023-10-18 $19.16 $15.00 87.9% 25.2% 67.3% 44.3% 89.6% 3.3% -7.4% 383.6K -21.1M -64.0K 0.16 15.36 N/A N/A 460 74 21,112 7,137 2023-10-19 $17.39 $15.00 88.1% 25.3% 76.8% 44.5% 87.7% 6.1% 2.3% 433.0K -13.4M -58.3K 0.09 35.47 N/A N/A 3,098 292 21,252 7,177 2023-10-20 $17.98 $15.00 89.4% 25.6% 77.4% 46.4% 87.3% 3.2% -7.6% 200.7K -17.3M -58.2K 0.18 11.64 N/A N/A 750 138 20,517 7,292 2023-10-23 $18.21 $15.00 92.5% 26.5% 75.3% 50.8% 91.1% 5.1% -9.1% 210.3K -14.0M -58.0K 0.04 22.97 N/A N/A 1,841 79 17,163 5,315 2023-10-24 $18.70 $15.00 93.3% 26.8% 75.5% 51.9% 91.2% 6.7% -8.7% 263.1K -16.6M -60.9K 0.03 19.60 N/A N/A 3,698 98 18,604 5,343 2023-10-25 $18.27 $15.00 91.8% 26.3% 74.9% 49.8% 89.8% 6.0% -8.2% 282.2K -16.5M -64.7K 0.22 42.04 N/A N/A 1,552 339 20,031 5,406 2023-10-26 $17.52 $15.00 91.9% 26.4% 74.8% 50.0% 91.6% 4.8% -8.3% 278.0K -14.7M -64.2K 0.17 13.43 N/A N/A 1,380 239 20,808 5,618 2023-10-27 $13.84 $15.00 96.4% 27.6% 111.7% 56.3% 97.9% 4.2% -9.4% 147.0K -4.3M -44.3K 0.25 21.61 N/A N/A 4,493 1,139 20,989 5,836 2023-10-30 $12.82 $15.00 95.1% 27.3% 113.1% 54.5% 98.0% 2.3% -8.8% 94.5K -1.7M -38.2K 0.76 22.10 N/A N/A 2,760 2,102 20,904 6,427 2023-10-31 $13.61 $15.00 97.5% 28.0% 114.1% 57.9% 95.8% 2.9% -9.9% 116.7K -3.1M -43.5K 1.67 14.09 N/A N/A 576 963 20,907 7,631
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