ACMR Options History — April 2024 In April 2024, ACMR traded between $24.74 and $31.84. ATM implied volatility averaged 81.3%, placing in the 55.7% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 18.8% (HV 20d: 62.4%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2024-04-24 : Highest Volume — 5,013 contracts2024-04-10 : Largest IV spike — 11.0% change2024-04-25 : Highest IV Rank — 80.6%2024-04-25 : Largest Expected Move — 28.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.61 $24.74 $31.84 $30.31 $25.80 Max Pain $23.30 $22.50 $30.00 $25.00 $22.50 ATM IV 81.3% 70.7% 92.1% 71.8% 84.5% Expected Move 24.0% 20.3% 28.3% 20.6% 26.4% HV 20d 62.4% 51.3% 72.5% 72.5% 68.6% HV 60d 98.5% 96.8% 100.8% 100.8% 98.6% IV Rank 55.7% 31.5% 80.6% 34.1% 63.1% IV Percentile 83.0% 59.9% 96.0% 63.9% 87.3% Term Structure -3.4% -8.0% 8.9% 6.4% -2.1% VWIV 84.4% 72.0% 99.5% 72.0% 92.7% Skew 25d 0.0% -2.2% 3.3% -2.2% 0.3% Skew 10d 1.3% -5.9% 7.2% -5.9% -1.2% Call IV 25d 83.6% 73.6% 94.9% 73.6% 84.2% Put IV 25d 83.6% 71.4% 93.1% 71.4% 84.5% Bid-Ask Spread % 49.96 23.12 69.05 69.05 28.69 Gamma HHI 0.21 0.16 0.25 0.21 0.20 Net GEX 373.4K 149.1K 488.7K 435.1K 422.2K Net DEX -28.4M -43.8M -9.1M -36.0M -18.4M Net VEX -139.1K -155.9K -118.8K -151.5K -128.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.05 1.12 0.41 0.51 Total Volume 1,780.045 547 5,013 1,403 547 Total OI 39,350.5 31,752 42,700 37,952 40,225
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-04-01 $30.31 $25.00 71.8% 20.6% 72.5% 34.1% 72.0% -2.2% 6.4% 435.1K -36.0M -151.5K 0.41 69.05 N/A N/A 998 405 25,369 12,583 2024-04-02 $30.28 $30.00 70.7% 20.3% 69.8% 31.5% 72.2% -1.8% 8.9% 411.2K -35.0M -152.1K 0.98 65.19 N/A N/A 440 431 25,401 12,798 2024-04-03 $31.25 $30.00 72.5% 20.8% 60.0% 35.7% 73.2% 0.7% 7.4% 453.9K -40.2M -153.0K 0.27 63.19 N/A N/A 1,165 316 25,561 12,926 2024-04-04 $30.71 $22.50 78.1% 23.8% 57.9% 48.5% 83.7% -1.5% -4.7% 432.7K -37.5M -154.7K 0.52 47.15 N/A N/A 2,610 1,347 25,716 13,079 2024-04-05 $31.84 $22.50 74.2% 23.3% 59.3% 39.6% 83.1% -1.5% -2.4% 488.7K -43.8M -155.9K 0.05 49.88 N/A N/A 3,048 159 26,417 14,040 2024-04-08 $31.21 $22.50 74.5% 23.5% 59.6% 40.3% 82.9% -0.7% -4.5% 460.1K -40.5M -152.0K 0.21 55.67 N/A N/A 868 181 27,874 14,071 2024-04-09 $29.72 $22.50 74.0% 23.6% 57.3% 39.1% 82.3% 0.3% -4.7% 398.1K -33.5M -149.3K 0.27 54.23 N/A N/A 1,335 362 27,972 14,176 2024-04-10 $28.63 $22.50 82.1% 23.5% 57.5% 57.7% 82.7% -0.6% -4.2% 364.7K -28.3M -144.1K 0.12 55.04 N/A N/A 1,526 180 28,198 14,234 2024-04-11 $30.02 $22.50 81.4% 23.3% 59.0% 56.0% 82.8% 0.1% -5.4% 404.0K -34.5M -147.7K 0.20 54.29 N/A N/A 494 101 27,816 14,293 2024-04-12 $28.69 $22.50 82.7% 23.7% 58.8% 59.0% 84.0% 1.5% -5.1% 348.0K -28.0M -142.8K 1.01 46.00 N/A N/A 378 380 27,826 14,556 2024-04-15 $28.05 $22.50 85.2% 24.4% 59.5% 64.7% 85.3% 0.5% -7.0% 321.4K -26.0M -138.4K 0.18 58.04 N/A N/A 596 107 28,006 14,588 2024-04-16 $29.12 $22.50 84.9% 24.3% 57.6% 64.0% 86.8% 0.6% -7.1% 372.0K -29.8M -136.7K 1.12 54.37 N/A N/A 514 576 27,921 14,581 2024-04-17 $28.04 $22.50 84.8% 24.3% 56.4% 63.9% 85.5% 0.6% -7.6% 324.5K -24.9M -134.7K 0.32 57.28 N/A N/A 542 171 27,993 14,707 2024-04-18 $27.63 $22.50 82.7% 23.7% 51.3% 59.1% 83.6% 0.7% -3.9% 301.9K -22.6M -128.8K 0.51 60.47 N/A N/A 396 203 27,953 14,665 2024-04-19 $24.74 $22.50 85.2% 24.4% 61.7% 64.9% 86.1% 3.3% -7.9% 149.1K -9.1M -118.8K 0.66 52.74 N/A N/A 1,576 1,047 27,899 14,684 2024-04-22 $25.97 $22.50 84.8% 24.3% 64.8% 63.8% 84.3% 2.3% -7.4% 280.7K -16.6M -120.3K 0.42 41.36 N/A N/A 619 263 20,595 11,157 2024-04-23 $27.39 $22.50 84.8% 24.3% 68.4% 63.8% 83.7% 2.0% -8.0% 305.8K -21.7M -124.5K 0.30 57.08 N/A N/A 879 261 20,758 11,242 2024-04-24 $28.02 $22.50 88.7% 25.4% 68.9% 72.8% 89.2% -1.4% -7.4% 307.3K -24.6M -124.7K 0.14 54.80 N/A N/A 4,393 620 20,904 11,342 2024-04-25 $28.27 $22.50 92.1% 28.3% 67.7% 80.6% 99.5% -1.8% -2.6% 355.3K -27.8M -135.9K 0.24 25.36 N/A N/A 2,971 724 22,900 11,740 2024-04-26 $26.91 $22.50 84.2% 25.3% 69.5% 62.5% 88.9% -0.5% -2.1% 411.1K -22.5M -133.5K 0.13 26.03 N/A N/A 3,585 467 25,051 12,347 2024-04-29 $26.88 $22.50 83.8% 26.2% 67.5% 61.7% 91.5% -0.1% -2.5% 467.2K -23.3M -133.8K 0.15 23.12 N/A N/A 1,203 177 27,036 12,511 2024-04-30 $25.80 $22.50 84.5% 26.4% 68.6% 63.1% 92.7% 0.3% -2.1% 422.2K -18.4M -128.1K 0.51 28.69 N/A N/A 362 185 27,570 12,655
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