ACMR Options History — December 2023

In December 2023, ACMR traded between $15.89 and $19.98. ATM implied volatility averaged 63.9%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 13.2% (HV 20d: 50.7%). Max pain ranged from $13.33 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 0.30.

Notable Days

  • 2023-12-11: Highest Volume — 1,782 contracts
  • 2023-12-13: Largest IV drop — 16.4% change
  • 2023-12-11: Highest IV Rank — 30.3%
  • 2023-12-26: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.81$15.89$19.98$16.90$19.66
Max Pain$15.04$13.33$17.50$17.50$15.00
ATM IV63.9%58.3%74.3%61.8%58.3%
Expected Move17.5%16.7%18.1%17.7%16.7%
HV 20d50.7%43.4%66.8%66.0%45.3%
HV 60d83.1%81.1%84.4%84.2%81.1%
IV Rank12.3%2.5%30.3%8.6%2.5%
IV Percentile17.0%1.2%57.5%7.1%1.2%
Term Structure2.7%0.0%5.0%0.3%4.2%
VWIV61.7%58.2%63.7%62.4%58.2%
Skew 25d2.8%0.4%4.7%2.7%2.0%
Skew 10d5.0%-2.5%9.0%0.2%-2.5%
Call IV 25d61.1%58.5%62.9%62.7%58.5%
Put IV 25d63.9%60.4%65.8%65.4%60.4%
Bid-Ask Spread %55.5012.2385.0938.1377.25
Gamma HHI0.270.210.320.270.32
Net GEX280.0K174.5K427.9K221.4K427.9K
Net DEX-10.9M-17.4M-5.3M-8.4M-16.4M
Net VEX-45.4K-50.6K-40.1K-50.6K-48.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.020.910.910.48
Total Volume675.25711,782949739
Total OI25,705.922,73427,60126,96525,175

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$16.90$17.5061.8%17.7%66.0%8.6%62.4%2.7%0.3%221.4K-8.4M-50.6K0.9138.13N/AN/A49645319,1307,835
2023-12-04$16.63$15.0066.6%18.0%65.7%16.9%63.7%4.7%0.0%206.4K-7.5M-45.4K0.2978.42N/AN/A47213518,9127,613
2023-12-05$16.14$15.0064.2%17.7%66.8%12.7%63.4%3.3%1.0%188.5K-6.2M-43.2K0.3076.81N/AN/A41912519,1527,620
2023-12-06$15.89$13.3368.6%17.6%62.9%20.4%62.5%2.9%4.4%174.5K-5.3M-40.3K0.3080.34N/AN/A2096319,0257,612
2023-12-07$16.09$15.0071.7%17.3%51.1%25.8%60.8%4.3%5.0%185.8K-5.6M-40.2K0.1233.70N/AN/A4955719,0727,625
2023-12-08$16.03$15.0065.2%17.1%44.2%14.4%61.7%3.1%3.2%188.4K-5.6M-40.1K0.2968.64N/AN/A551619,2727,630
2023-12-11$17.20$15.0074.3%17.5%48.8%30.3%62.1%0.4%1.6%253.8K-9.6M-45.3K0.3861.32N/AN/A1,29448819,2707,646
2023-12-12$17.01$15.0073.0%17.8%48.8%28.1%61.4%1.9%2.2%243.6K-8.5M-43.8K0.0982.37N/AN/A2982819,6137,988
2023-12-13$17.66$15.0061.1%17.5%49.3%7.3%61.2%4.0%2.3%284.6K-11.0M-45.5K0.1185.09N/AN/A5415719,5987,987
2023-12-14$17.91$15.0062.6%17.9%49.2%9.9%62.8%1.9%2.0%305.9K-12.4M-46.3K0.3729.44N/AN/A44116419,5167,974
2023-12-15$17.84$15.0061.2%17.5%48.6%7.4%60.7%3.6%2.3%252.2K-13.0M-44.3K0.2584.30N/AN/A3919619,4678,046
2023-12-18$18.16$15.0060.3%17.3%49.0%6.0%61.0%3.1%3.0%276.9K-10.7M-44.2K0.1037.72N/AN/A4174017,1125,622
2023-12-19$18.67$15.0061.2%17.5%46.2%7.4%61.1%2.5%3.9%307.5K-12.7M-46.2K0.5561.97N/AN/A78843417,2535,648
2023-12-20$17.89$15.0062.4%17.9%43.4%9.6%63.7%4.5%2.9%262.5K-10.1M-44.2K0.8284.48N/AN/A31926317,6966,025
2023-12-21$18.43$15.0061.7%17.7%44.6%8.4%62.0%1.6%3.2%298.8K-11.8M-46.8K0.1039.43N/AN/A1761717,8936,165
2023-12-22$18.52$15.0060.6%17.4%44.2%6.4%60.3%2.0%4.2%311.0K-12.1M-47.4K0.0238.63N/AN/A7661917,9636,164
2023-12-26$19.73$15.0063.2%18.1%48.9%11.1%63.1%1.7%1.4%388.2K-16.8M-48.9K0.2620.22N/AN/A84421618,1996,158
2023-12-27$19.77$15.0061.4%17.6%47.0%7.9%61.5%3.9%2.8%401.1K-16.6M-49.1K0.1019.55N/AN/A5515718,4436,272
2023-12-28$19.98$15.0059.4%17.0%44.6%4.4%59.6%2.5%4.9%420.4K-17.4M-48.4K0.2312.23N/AN/A86620018,4306,297
2023-12-29$19.66$15.0058.3%16.7%45.3%2.5%58.2%2.0%4.2%427.9K-16.4M-48.4K0.4877.25N/AN/A49824118,8106,365