ACMR Options History — May 2024 In May 2024, ACMR traded between $21.26 and $27.66. ATM implied volatility averaged 66.4%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 0.8% (HV 20d: 65.6%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2024-05-10 : Highest Volume — 6,505 contracts2024-05-08 : Largest IV drop — 17.5% change2024-05-07 : Highest IV Rank — 61.1%2024-05-03 : Largest Expected Move — 26.3%Monthly Statistics Metric Avg Min Max Open Close Price $24.07 $21.26 $27.66 $25.24 $21.26 Max Pain $24.61 $22.50 $25.00 $22.50 $24.00 ATM IV 66.4% 57.8% 83.6% 79.7% 62.9% Expected Move 18.9% 16.4% 26.3% 24.4% 17.8% HV 20d 65.6% 56.6% 75.1% 67.1% 57.1% HV 60d 89.2% 61.2% 99.5% 98.6% 61.2% IV Rank 21.8% 2.2% 61.1% 52.3% 13.9% IV Percentile 31.5% 0.8% 87.3% 77.8% 21.8% Term Structure -0.1% -11.7% 7.9% -1.9% -0.6% VWIV 66.5% 57.6% 91.2% 85.4% 61.7% Skew 25d 0.9% -1.8% 5.8% -0.8% 2.0% Skew 10d 0.9% -29.7% 23.6% 1.8% 1.4% Call IV 25d 66.3% 57.1% 85.1% 81.2% 62.3% Put IV 25d 67.1% 59.2% 84.2% 80.4% 64.3% Bid-Ask Spread % 36.20 21.10 51.09 34.55 51.09 Gamma HHI 0.17 0.09 0.25 0.20 0.09 Net GEX 266.8K 11.7K 539.8K 398.3K 11.7K Net DEX -9.6M -27.9M 2.5M -14.9M 2.5M Net VEX -107.8K -131.1K -88.9K -122.8K -88.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.10 1.14 0.31 0.77 Total Volume 2,232.364 617 6,505 2,427 1,559 Total OI 38,175.636 29,269 45,509 40,415 33,074
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 2024-05-01 $25.24 $22.50 79.7% 24.4% 67.1% 52.3% 85.4% -0.8% -1.9% 398.3K -14.9M -122.8K 0.31 34.55 N/A N/A 1,855 572 27,650 12,765 2024-05-02 $26.33 $22.50 79.1% 24.8% 69.6% 50.8% 86.7% 0.6% -11.7% 448.6K -21.4M -128.1K 0.50 35.42 N/A N/A 1,072 536 28,325 13,096 2024-05-03 $27.05 $22.50 81.6% 26.3% 68.9% 56.5% 91.2% -0.5% -2.0% 435.9K -24.6M -131.1K 0.53 36.67 N/A N/A 977 521 28,529 13,547 2024-05-06 $27.66 $25.00 82.3% 22.4% 69.6% 58.0% 78.3% 2.1% -1.8% 476.6K -27.9M -131.0K 0.41 25.28 N/A N/A 1,028 422 26,616 13,348 2024-05-07 $27.36 $25.00 83.6% 23.2% 67.8% 61.1% 80.8% -0.9% -0.6% 451.6K -26.3M -130.8K 0.94 21.10 N/A N/A 1,425 1,344 26,918 13,637 2024-05-08 $25.59 $25.00 69.0% 19.5% 70.4% 27.7% 68.5% 0.9% 5.9% 382.8K -15.0M -115.5K 1.02 21.91 N/A N/A 2,183 2,216 26,914 14,491 2024-05-09 $25.38 $25.00 62.9% 17.9% 67.6% 13.8% 63.1% -1.8% 3.1% 399.2K -15.8M -111.1K 0.39 27.30 N/A N/A 2,258 877 27,452 15,275 2024-05-10 $22.84 $25.00 61.8% 17.7% 74.9% 11.2% 62.6% -1.6% -1.4% 147.8K -604.3K -93.7K 0.48 23.63 N/A N/A 4,384 2,121 28,691 15,528 2024-05-13 $22.82 $25.00 70.2% 18.1% 74.9% 30.5% 62.3% -0.2% -1.8% 258.9K -3.7M -102.1K 0.17 36.31 N/A N/A 3,024 500 29,910 14,281 2024-05-14 $23.20 $25.00 68.8% 17.7% 73.5% 27.3% 61.5% 5.8% 1.2% 306.1K -6.6M -107.2K 0.10 41.76 N/A N/A 2,574 253 30,506 14,251 2024-05-15 $23.80 $25.00 62.9% 17.5% 73.9% 13.7% 61.5% 5.0% 1.8% 349.3K -10.3M -108.0K 0.53 43.86 N/A N/A 2,349 1,244 30,105 14,345 2024-05-16 $24.55 $25.00 60.7% 17.2% 75.1% 8.7% 60.2% -0.5% -1.4% 539.8K -17.3M -111.9K 0.31 47.85 N/A N/A 1,293 397 31,086 14,224 2024-05-17 $23.83 $25.00 57.8% 16.4% 65.0% 2.2% 57.9% -0.7% -2.0% 389.5K -11.0M -105.2K 1.14 48.31 N/A N/A 743 849 31,026 14,483 2024-05-20 $23.35 $25.00 58.6% 16.7% 62.5% 3.9% 58.8% 2.2% 1.7% 158.4K -4.1M -100.2K 0.56 31.78 N/A N/A 1,097 619 19,372 9,897 2024-05-21 $23.35 $25.00 59.0% 16.8% 58.6% 4.8% 59.6% 0.3% 7.9% 158.2K -3.9M -101.5K 0.27 31.97 N/A N/A 486 131 20,036 10,450 2024-05-22 $22.61 $25.00 59.5% 17.1% 58.0% 6.0% 61.0% 0.3% 5.6% 73.6K -1.4M -96.4K 0.71 31.33 N/A N/A 707 499 20,274 10,756 2024-05-23 $22.23 $25.00 60.0% 17.0% 57.6% 7.1% 61.6% 1.4% 3.1% 45.3K 386.8K -95.0K 0.53 37.74 N/A N/A 765 408 20,641 11,131 2024-05-24 $22.56 $25.00 58.1% 16.4% 56.6% 2.8% 57.6% 2.2% 2.9% 73.0K -556.1K -94.4K 0.79 41.02 N/A N/A 782 617 20,885 11,319 2024-05-28 $23.38 $25.00 60.6% 16.9% 58.7% 8.5% 61.0% 1.3% -0.5% 187.0K -5.3M -102.0K 0.35 42.95 N/A N/A 1,558 553 19,904 10,737 2024-05-29 $22.67 $25.00 61.2% 17.4% 58.0% 9.9% 61.2% 2.0% -1.1% 111.9K -2.5M -98.6K 0.84 44.22 N/A N/A 618 518 20,753 11,166 2024-05-30 $22.40 $25.00 60.7% 17.6% 57.8% 8.8% 61.1% -0.5% -9.2% 65.6K -1.4M -95.8K 0.53 40.44 N/A N/A 770 408 21,000 11,470 2024-05-31 $21.26 $24.00 62.9% 17.8% 57.1% 13.9% 61.7% 2.0% -0.6% 11.7K 2.5M -88.9K 0.77 51.09 N/A N/A 881 678 21,388 11,686
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