ACMR Options History — March 2024

In March 2024, ACMR traded between $27.23 and $33.92. ATM implied volatility averaged 73.8%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded below realized volatility by 61.5% (HV 20d: 135.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.35.

Notable Days

  • 2024-03-04: Highest Volume — 11,505 contracts
  • 2024-03-11: Largest IV spike — 30.2% change
  • 2024-03-11: Highest IV Rank — 76.2%
  • 2024-03-04: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.55$27.23$33.92$33.92$29.11
Max Pain$24.88$22.50$25.00$22.50$25.00
ATM IV73.8%65.3%100.6%73.9%65.6%
Expected Move20.0%18.7%21.9%21.2%18.8%
HV 20d135.3%79.6%144.8%132.7%79.7%
HV 60d100.4%96.1%102.3%96.1%101.3%
IV Rank32.4%19.2%76.2%29.6%19.9%
IV Percentile58.5%31.0%99.2%69.4%32.5%
Term Structure6.9%-2.6%11.3%-2.6%11.3%
VWIV71.0%66.1%79.9%74.8%66.1%
Skew 25d-2.2%-7.3%-0.2%-7.3%-2.1%
Skew 10d-3.1%-7.4%1.2%-7.4%-5.1%
Call IV 25d72.4%67.4%82.1%78.3%68.3%
Put IV 25d70.2%66.1%76.3%70.9%66.2%
Bid-Ask Spread %55.9940.1967.7840.1967.78
Gamma HHI0.220.180.280.280.20
Net GEX418.5K317.0K549.7K354.6K397.9K
Net DEX-38.7M-60.6M-24.2M-60.6M-31.0M
Net VEX-144.9K-156.7K-104.1K-104.1K-152.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.091.050.310.34
Total Volume3,246.9545811,5057,738458
Total OI40,378.8532,83447,43833,52237,928

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$33.92$22.5073.9%21.2%132.7%29.6%74.8%-7.3%-2.6%354.6K-60.6M-104.1K0.3140.19N/AN/A5,8881,85023,11310,409
2024-03-04$32.00$25.0082.5%21.9%133.6%44.7%79.9%-5.8%3.2%382.6K-53.8M-126.3K0.1451.34N/AN/A10,1091,39625,65211,703
2024-03-05$28.89$25.0082.0%21.6%140.9%43.8%78.7%-2.9%4.6%511.3K-41.8M-143.4K0.2552.81N/AN/A8,2942,11231,55312,738
2024-03-06$30.36$25.0082.5%21.0%141.1%44.6%74.1%-3.2%4.7%549.7K-49.7M-145.3K0.5057.86N/AN/A1,72686430,56613,120
2024-03-07$30.55$25.0081.5%21.1%140.9%42.9%75.8%-3.8%4.8%518.1K-49.5M-146.1K0.3956.34N/AN/A3,4231,33030,51013,767
2024-03-08$30.27$25.0077.3%20.8%141.6%35.5%73.6%-1.4%5.9%520.5K-48.3M-156.7K0.7443.03N/AN/A1,6821,24631,69414,528
2024-03-11$28.33$25.00100.6%21.0%144.8%76.2%74.3%-1.6%4.9%385.6K-36.8M-147.0K0.3055.05N/AN/A3,31598531,71015,359
2024-03-12$29.39$25.0088.7%20.0%144.2%55.5%72.0%-0.2%5.7%542.1K-42.7M-146.4K0.0947.36N/AN/A2,20419131,95014,940
2024-03-13$28.56$25.0070.4%20.2%142.9%23.5%71.7%-1.6%5.6%476.2K-39.4M-149.8K0.1557.68N/AN/A80812432,45514,983
2024-03-14$27.25$25.0068.4%19.6%143.7%24.7%68.3%-2.0%8.2%329.7K-33.1M-141.9K0.3358.33N/AN/A79225832,67614,642
2024-03-15$27.23$25.0067.2%19.3%143.8%23.6%67.3%-2.0%7.9%317.0K-32.3M-142.0K0.3347.18N/AN/A1,57651332,49014,748
2024-03-18$28.79$25.0067.7%19.4%143.9%24.8%68.0%-0.3%7.8%339.6K-28.7M-141.9K0.1156.35N/AN/A1,94821922,46610,368
2024-03-19$27.40$25.0066.0%18.9%143.0%20.7%66.3%-1.1%9.6%341.4K-24.2M-139.0K0.8543.74N/AN/A1,4131,20323,38410,492
2024-03-20$29.23$25.0065.3%18.7%143.8%19.2%66.1%-1.5%10.2%372.5K-31.0M-146.4K1.0567.01N/AN/A62465323,46211,261
2024-03-21$30.37$25.0065.6%18.8%141.7%20.1%66.1%-1.3%9.8%426.9K-35.8M-152.8K0.2061.71N/AN/A1,31925824,11511,782
2024-03-22$30.65$25.0065.9%18.9%141.1%20.5%68.6%-2.0%9.1%427.1K-37.0M-155.5K0.1365.03N/AN/A1,46119624,33911,923
2024-03-25$30.34$25.0069.2%19.8%140.9%28.2%70.5%-0.8%7.3%408.7K-35.4M-154.0K0.2065.33N/AN/A1,84436324,28312,051
2024-03-26$29.80$25.0068.6%19.7%141.4%26.9%70.0%-2.3%9.9%396.9K-33.6M-154.4K0.3358.51N/AN/A71323824,79512,249
2024-03-27$28.66$25.0066.8%19.2%79.6%22.7%67.7%-1.4%10.2%371.8K-28.8M-151.4K0.2567.11N/AN/A1,07227125,03212,341
2024-03-28$29.11$25.0065.6%18.8%79.7%19.9%66.1%-2.1%11.3%397.9K-31.0M-152.7K0.3467.78N/AN/A34311525,43112,497