ACMR Options History — November 2023

In November 2023, ACMR traded between $13.55 and $18.64. ATM implied volatility averaged 71.5%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded below realized volatility by 36.1% (HV 20d: 107.7%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.39.

Notable Days

  • 2023-11-08: Highest Volume — 4,765 contracts
  • 2023-11-07: Largest IV drop — 12.6% change
  • 2023-11-06: Highest IV Rank — 65.1%
  • 2023-11-01: Largest Expected Move — 26.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.81$13.55$18.64$13.55$16.53
Max Pain$15.48$15.00$17.50$15.00$17.50
ATM IV71.5%60.2%95.2%92.7%62.3%
Expected Move19.9%17.2%26.6%26.6%17.8%
HV 20d107.7%69.8%120.6%112.0%69.8%
HV 60d87.1%84.2%90.8%85.4%84.2%
IV Rank23.8%5.7%65.1%51.0%9.4%
IV Percentile33.4%4.0%90.1%86.5%9.1%
Term Structure-1.9%-8.8%1.3%-8.8%-0.9%
VWIV69.7%60.4%92.3%92.3%67.6%
Skew 25d3.3%-1.8%5.1%2.1%1.1%
Skew 10d6.0%-11.4%32.7%3.1%-11.4%
Call IV 25d69.4%60.9%92.6%92.6%66.3%
Put IV 25d72.7%63.9%94.7%94.7%67.4%
Bid-Ask Spread %41.4821.9975.5537.4733.37
Gamma HHI0.220.190.250.190.25
Net GEX257.6K116.0K365.5K116.0K201.6K
Net DEX-11.5M-18.9M-2.9M-2.9M-7.2M
Net VEX-54.0K-60.5K-41.8K-41.8K-48.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.041.040.810.29
Total Volume1,278.0482764,765421367
Total OI29,244.28623,44433,24628,75926,850

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$13.55$15.0092.7%26.6%112.0%51.0%92.3%2.1%-8.8%116.0K-2.9M-41.8K0.8137.47N/AN/A23318820,9127,847
2023-11-02$14.57$15.0087.8%22.8%115.7%44.1%79.3%5.1%-1.3%157.0K-5.3M-48.1K0.0553.41N/AN/A2,78913120,9198,000
2023-11-03$15.07$15.0093.4%23.1%112.7%52.1%81.1%4.9%-2.9%209.0K-7.7M-52.9K0.0437.10N/AN/A1,2795222,6938,040
2023-11-06$14.95$15.0095.2%22.5%112.6%65.1%78.5%4.5%-3.9%209.3K-6.9M-50.7K0.2746.07N/AN/A69018822,8928,065
2023-11-07$15.96$15.0083.2%21.1%111.1%44.7%74.5%4.9%-1.2%264.3K-9.7M-52.2K0.3721.99N/AN/A1,86768722,6858,128
2023-11-08$17.63$15.0073.4%21.0%117.5%28.1%71.8%3.3%-2.7%337.7K-16.5M-59.7K0.5922.67N/AN/A2,9901,77523,2628,211
2023-11-09$16.38$15.0073.1%20.9%119.8%28.2%73.8%4.4%1.3%280.7K-12.0M-55.7K0.3634.38N/AN/A69925023,6338,273
2023-11-10$17.07$15.0068.3%19.6%120.6%19.9%69.0%3.2%0.2%312.6K-14.3M-56.2K0.2030.90N/AN/A4138123,7558,257
2023-11-13$17.27$15.0068.2%19.5%120.6%19.7%69.2%4.5%-0.4%325.4K-14.9M-54.5K0.2354.46N/AN/A86719623,8848,272
2023-11-14$17.84$15.0067.1%19.2%119.6%17.9%67.2%3.2%-3.5%356.0K-17.4M-55.6K0.1049.71N/AN/A2,64825424,1038,396
2023-11-15$18.13$15.0067.5%19.4%119.6%18.6%65.8%2.0%-2.7%365.5K-18.9M-60.5K0.1725.31N/AN/A67511624,8388,408
2023-11-16$17.75$15.0065.9%18.9%114.6%15.8%67.0%3.1%-0.7%332.7K-17.0M-57.6K0.1367.83N/AN/A81911024,7248,422
2023-11-17$17.68$15.0065.7%18.8%113.9%15.3%65.4%4.0%-3.3%241.6K-17.0M-55.9K0.5531.12N/AN/A29015924,4218,476
2023-11-20$18.64$15.0064.5%18.5%115.4%13.3%63.3%4.5%-1.7%271.8K-14.1M-57.8K0.4539.95N/AN/A1,87884617,1866,258
2023-11-21$17.54$15.0062.0%17.8%117.1%9.0%62.3%0.9%-0.8%242.0K-10.8M-56.2K0.3175.55N/AN/A53316417,9277,052
2023-11-22$17.63$15.0060.2%17.2%116.8%5.7%60.4%4.3%0.8%251.5K-11.2M-57.2K0.7438.09N/AN/A15911718,2697,244
2023-11-24$17.38$15.0061.9%17.7%116.0%8.7%64.2%2.3%0.3%239.2K-10.5M-56.0K0.3545.55N/AN/A2739518,3147,307
2023-11-27$17.68$17.5063.1%18.1%75.7%10.8%64.3%4.0%-2.7%257.6K-11.1M-55.1K0.7336.14N/AN/A38328018,4277,373
2023-11-28$17.14$17.5062.2%17.8%70.1%9.3%62.9%4.7%-0.9%227.3K-9.1M-51.9K0.3749.18N/AN/A54920318,4357,487
2023-11-29$16.59$17.5064.3%18.4%69.8%13.0%64.8%-1.8%-4.2%211.6K-7.7M-49.0K1.0440.73N/AN/A26827818,8477,638
2023-11-30$16.53$17.5062.3%17.8%69.8%9.4%67.6%1.1%-0.9%201.6K-7.2M-48.6K0.2933.37N/AN/A2858219,0317,819