ACMR Options History — January 2024

In January 2024, ACMR traded between $16.91 and $21.72. ATM implied volatility averaged 64.9%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded below realized volatility by 5.9% (HV 20d: 70.8%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2024-01-22: Highest Volume — 4,706 contracts
  • 2024-01-09: Largest IV spike — 9.6% change
  • 2024-01-22: Highest IV Rank — 20.9%
  • 2024-01-22: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.36$16.91$21.72$18.54$17.26
Max Pain$17.86$15.00$20.00$15.00$20.00
ATM IV64.9%59.7%68.9%63.7%68.7%
Expected Move18.7%17.4%19.8%18.3%19.7%
HV 20d70.8%50.8%81.1%50.8%79.6%
HV 60d78.9%65.8%85.3%81.7%65.8%
IV Rank13.9%4.9%20.9%11.9%20.5%
IV Percentile25.7%4.4%45.2%18.3%45.2%
Term Structure3.6%1.3%6.5%1.7%1.3%
VWIV66.0%62.5%71.1%63.0%70.6%
Skew 25d0.4%-4.2%4.8%4.8%-4.2%
Skew 10d-1.4%-21.6%14.9%4.5%-1.0%
Call IV 25d66.0%61.9%71.9%62.2%71.1%
Put IV 25d66.4%63.3%69.7%67.0%66.9%
Bid-Ask Spread %60.8920.7293.2192.0763.58
Gamma HHI0.320.240.600.340.26
Net GEX346.5K159.8K767.1K337.1K159.8K
Net DEX-12.4M-26.7M-2.8M-11.5M-2.8M
Net VEX-46.6K-58.2K-32.6K-42.2K-46.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.041.700.400.20
Total Volume1,847.7146074,7061,2531,809
Total OI24,732.09515,45830,27525,48321,981

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$18.54$15.0063.7%18.3%50.8%11.9%63.0%4.8%1.7%337.1K-11.5M-42.2K0.4092.07N/AN/A89635718,9456,538
2024-01-03$17.65$15.0064.2%18.4%53.9%12.8%64.6%2.1%2.2%257.1K-8.4M-38.3K0.2793.21N/AN/A1,56141619,0526,674
2024-01-04$17.17$17.5064.0%18.7%53.7%12.4%66.4%1.1%5.1%214.9K-6.9M-36.4K0.5020.72N/AN/A48124219,1966,800
2024-01-05$16.91$17.5061.3%18.5%53.7%7.7%65.0%4.6%6.0%179.0K-5.9M-34.5K0.8830.41N/AN/A35330919,3267,026
2024-01-08$16.98$15.0059.7%18.1%53.6%4.9%63.6%0.8%5.8%164.4K-5.9M-32.6K0.5441.70N/AN/A39521219,4647,159
2024-01-09$19.34$15.0065.5%18.2%70.0%15.0%64.3%0.7%4.6%448.0K-15.6M-42.9K0.3736.94N/AN/A2,43890119,6887,240
2024-01-10$20.82$17.5064.5%18.5%70.4%13.2%64.7%1.1%3.7%557.5K-22.6M-46.1K0.1956.41N/AN/A2,80452220,0167,738
2024-01-11$20.48$17.5062.5%17.9%70.6%9.7%66.1%1.4%4.7%569.1K-20.1M-45.5K0.2069.15N/AN/A1,32225820,0057,941
2024-01-12$21.72$17.5060.6%17.4%72.1%6.5%62.5%1.3%6.5%582.9K-26.7M-47.3K0.3062.79N/AN/A2,34369520,4508,131
2024-01-16$20.58$17.5064.4%18.5%75.6%13.2%64.5%1.8%4.4%584.2K-19.6M-45.6K0.4567.88N/AN/A2,3591,05120,3648,678
2024-01-17$19.90$17.5066.3%19.0%76.9%16.5%65.2%4.2%1.8%558.3K-15.8M-48.9K0.3173.13N/AN/A1,27539820,8179,458
2024-01-18$19.87$17.5065.8%18.9%76.8%15.6%66.0%1.4%2.1%767.1K-16.2M-47.4K0.0468.05N/AN/A1,8597020,9929,091
2024-01-19$20.35$17.5065.2%18.7%76.7%14.6%65.7%0.0%3.9%210.3K-21.5M-47.5K0.0553.71N/AN/A8944820,7309,110
2024-01-22$21.68$17.5068.9%19.8%77.3%20.9%71.1%-2.3%2.9%238.6K-11.9M-49.4K0.1274.74N/AN/A4,20050611,4953,963
2024-01-23$20.95$20.0066.3%19.0%78.4%16.4%66.6%-1.4%3.6%289.2K-11.6M-53.8K0.4566.57N/AN/A1,34660913,9344,234
2024-01-24$20.66$20.0064.8%18.6%78.7%13.7%64.9%-2.6%3.0%288.5K-11.1M-58.2K1.7068.25N/AN/A40168314,8344,759
2024-01-25$20.18$20.0064.6%18.5%76.3%13.4%67.1%-3.1%3.0%256.4K-9.5M-57.5K0.2547.25N/AN/A1,07427114,8325,130
2024-01-26$18.87$20.0066.7%19.1%80.0%17.1%67.9%-1.0%3.0%212.5K-6.2M-54.6K0.3151.53N/AN/A86527015,4965,314
2024-01-29$18.73$20.0067.1%19.2%79.9%17.9%67.3%-2.8%3.2%215.1K-6.0M-53.6K0.3170.27N/AN/A77024115,7635,399
2024-01-30$17.93$20.0067.5%19.4%81.1%18.5%69.6%0.4%3.8%185.6K-4.1M-49.7K0.1570.29N/AN/A1,12717116,0795,532
2024-01-31$17.26$20.0068.7%19.7%79.6%20.5%70.6%-4.2%1.3%159.8K-2.8M-46.2K0.2063.58N/AN/A1,50630316,3145,667