ACMR Options History — February 2024

In February 2024, ACMR traded between $15.86 and $30.79. ATM implied volatility averaged 76.8%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 0.1% (HV 20d: 76.7%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.20.

Notable Days

  • 2024-02-28: Highest Volume — 25,038 contracts
  • 2024-02-29: Largest IV drop — 25.5% change
  • 2024-02-28: Highest IV Rank — 55.7%
  • 2024-02-28: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.84$15.86$30.79$16.99$30.79
Max Pain$16.88$15.00$20.00$20.00$20.00
ATM IV76.8%63.4%88.9%64.1%66.2%
Expected Move22.2%19.0%25.5%19.7%19.0%
HV 20d76.7%58.4%133.7%77.9%131.7%
HV 60d67.4%60.2%94.6%65.6%94.6%
IV Rank34.7%11.3%55.7%12.6%16.2%
IV Percentile69.3%19.0%94.0%21.8%34.1%
Term Structure-6.3%-23.1%-0.0%-1.4%-0.0%
VWIV78.6%67.7%92.3%69.3%68.0%
Skew 25d-0.9%-5.6%3.4%3.4%-1.0%
Skew 10d-3.1%-12.7%17.0%4.8%-5.2%
Call IV 25d79.8%68.5%94.7%68.5%69.3%
Put IV 25d78.9%68.2%89.4%71.9%68.2%
Bid-Ask Spread %29.368.4055.8639.3637.81
Gamma HHI0.280.220.340.230.30
Net GEX300.1K105.6K575.0K161.6K575.0K
Net DEX-14.4M-55.1M-60.1K-2.4M-53.4M
Net VEX-62.8K-107.3K-40.9K-47.0K-107.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.030.790.370.24
Total Volume3,737.3574625,0381,4978,169
Total OI26,501.923,00834,75923,42634,759

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$16.99$20.0064.1%19.7%77.9%12.6%69.3%3.4%-1.4%161.6K-2.4M-47.0K0.3739.36N/AN/A1,09440317,5085,918
2024-02-02$16.19$20.0063.4%19.9%79.1%11.3%71.1%0.7%-1.0%125.5K-1.0M-43.7K0.7940.12N/AN/A54342718,0156,078
2024-02-05$15.86$20.0065.1%19.8%79.3%14.4%71.1%-0.2%-1.2%105.6K-60.1K-40.9K0.1724.10N/AN/A87215018,2176,380
2024-02-06$16.38$20.0070.3%19.7%80.2%23.3%67.7%0.9%-1.3%126.1K-1.7M-44.1K0.1919.61N/AN/A1,16321818,0576,134
2024-02-07$16.37$17.5068.3%19.6%63.4%19.9%69.7%-1.0%-0.7%126.1K-2.0M-43.9K0.0334.94N/AN/A7512218,4736,234
2024-02-08$17.02$15.0073.3%21.0%58.4%28.5%75.5%-2.8%-3.8%174.8K-4.7M-48.4K0.2913.56N/AN/A2,14862219,0185,902
2024-02-09$18.17$15.0072.7%20.8%64.1%27.5%73.9%1.7%-2.5%247.6K-8.2M-57.0K0.2624.06N/AN/A1,34435419,9946,437
2024-02-12$19.27$15.0080.3%23.0%64.1%40.8%80.8%1.3%-5.4%354.5K-12.5M-62.0K0.1618.98N/AN/A3,00047320,5106,643
2024-02-13$18.30$15.0081.6%23.4%63.9%43.0%83.9%-2.1%-4.7%249.9K-9.1M-59.8K0.1425.46N/AN/A2,77337821,2856,829
2024-02-14$19.67$15.0080.0%22.9%68.7%40.3%81.3%-0.8%-4.9%467.2K-14.6M-67.8K0.0626.14N/AN/A3,47421022,6996,812
2024-02-15$19.84$15.0079.4%22.8%68.8%39.2%81.6%-0.2%-23.1%477.0K-15.2M-67.7K0.0421.66N/AN/A2,41610522,8396,788
2024-02-16$19.51$15.0079.5%22.8%68.4%39.4%80.7%-2.2%-6.6%280.6K-12.7M-67.5K0.0725.50N/AN/A6984823,2306,807
2024-02-20$18.34$15.0082.4%23.6%66.9%44.5%80.7%3.4%-8.2%239.6K-8.5M-59.4K0.2922.56N/AN/A1,39040518,4204,588
2024-02-21$18.97$17.5081.1%23.2%67.8%42.2%84.7%3.4%-8.1%277.4K-10.3M-63.8K0.1049.50N/AN/A8658819,0194,829
2024-02-22$20.77$15.0082.9%23.8%75.7%45.4%84.7%-4.0%-8.6%356.8K-17.0M-71.5K0.2237.23N/AN/A3,77183819,6264,876
2024-02-23$20.44$15.0081.5%23.4%75.4%42.9%76.9%-2.6%-8.3%361.3K-17.1M-76.6K0.0655.86N/AN/A1,6789821,0355,189
2024-02-26$21.61$17.5086.1%24.7%73.3%51.0%86.5%-4.3%-11.1%408.5K-20.4M-78.0K0.2020.68N/AN/A2,61652020,8015,229
2024-02-27$21.89$17.5088.4%25.4%73.2%55.0%92.3%-5.3%-13.2%443.5K-21.9M-79.1K0.168.40N/AN/A4,81277321,4525,185
2024-02-28$30.46$17.5088.9%25.5%133.7%55.7%91.1%-5.6%-12.2%442.8K-55.1M-71.6K0.2541.65N/AN/A19,9855,05322,6755,548
2024-02-29$30.79$20.0066.2%19.0%131.7%16.2%68.0%-1.0%-0.0%575.0K-53.4M-107.3K0.2437.81N/AN/A6,5811,58825,6689,091