ACMR Options History — June 2024

In June 2024, ACMR traded between $20.39 and $25.33. ATM implied volatility averaged 62.3%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded below realized volatility by 5.9% (HV 20d: 68.2%). Max pain ranged from $22.50 to $24.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.77.

Notable Days

  • 2024-06-25: Highest Volume — 7,794 contracts
  • 2024-06-27: Largest IV spike — 11.9% change
  • 2024-06-27: Highest IV Rank — 25.4%
  • 2024-06-20: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.84$20.39$25.33$21.27$22.79
Max Pain$22.63$22.50$24.00$24.00$22.50
ATM IV62.3%58.1%68.0%62.8%62.3%
Expected Move17.7%17.0%18.7%18.3%17.0%
HV 20d68.2%54.9%73.3%55.5%72.0%
HV 60d65.0%61.2%65.9%61.2%65.2%
IV Rank12.4%2.9%25.4%13.6%12.5%
IV Percentile21.0%1.6%51.6%21.0%22.6%
Term Structure1.9%-4.1%11.7%-3.1%8.7%
VWIV62.0%59.4%65.3%64.3%59.4%
Skew 25d0.9%-2.8%11.5%2.1%1.6%
Skew 10d3.0%-4.6%10.8%5.8%0.4%
Call IV 25d62.5%58.5%67.3%61.7%59.6%
Put IV 25d63.3%60.4%73.9%63.8%61.1%
Bid-Ask Spread %41.6225.2056.4252.9944.01
Gamma HHI0.150.090.620.090.13
Net GEX79.1K-611.5K391.5K13.8K57.4K
Net DEX-3.6M-15.2M4.4M1.9M-1.8M
Net VEX-98.1K-114.0K-80.9K-87.1K-98.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.371.980.390.84
Total Volume1,794.2114247,7941,9941,580
Total OI34,639.63229,20237,86532,05637,865

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$21.27$24.0062.8%18.3%55.5%13.6%64.3%2.1%-3.1%13.8K1.9M-87.1K0.3952.99N/AN/A1,43056420,64311,413
2024-06-04$20.39$23.5066.0%18.3%54.9%20.9%62.8%1.1%4.4%-17.3K4.4M-80.9K0.4956.42N/AN/A64531921,35211,774
2024-06-05$22.91$22.5061.9%17.5%72.2%11.4%61.1%2.6%3.4%147.1K-4.5M-96.4K0.6453.12N/AN/A1,6241,03221,66711,859
2024-06-06$22.81$22.5059.9%17.3%68.8%6.9%60.2%2.2%1.1%173.6K-4.2M-102.0K0.7943.45N/AN/A62649622,25512,489
2024-06-07$22.38$22.5059.6%17.2%69.0%6.1%60.3%2.9%-4.1%205.1K-2.3M-99.1K1.4443.50N/AN/A53877722,36912,785
2024-06-10$23.32$22.5058.1%17.4%60.1%2.9%60.6%0.3%-0.4%126.2K-4.9M-102.6K0.5444.22N/AN/A1,19864821,36812,263
2024-06-11$22.71$22.5061.5%17.2%60.9%10.5%61.3%3.8%-2.9%98.8K-3.1M-98.4K0.5046.01N/AN/A55727922,00012,597
2024-06-12$24.46$22.5059.9%17.6%66.2%6.9%61.6%-0.7%3.7%303.4K-10.8M-107.2K0.3744.94N/AN/A1,75565222,43612,726
2024-06-13$25.33$22.5062.9%17.8%66.7%13.7%62.6%-0.3%-1.6%391.5K-15.2M-114.0K0.4140.13N/AN/A1,29653422,79212,948
2024-06-14$23.41$22.5060.6%18.1%71.8%8.5%63.3%-1.3%1.6%174.2K-5.8M-101.6K1.0630.53N/AN/A78383022,76713,185
2024-06-17$23.69$22.5063.3%18.0%71.3%14.8%62.9%-0.7%-0.8%117.0K-6.1M-101.8K0.4625.20N/AN/A64029621,79312,492
2024-06-18$24.02$22.5063.6%18.2%71.0%15.3%63.6%-0.6%11.7%180.9K-8.2M-103.4K0.4743.09N/AN/A1,36864822,10512,693
2024-06-20$22.94$22.5064.6%18.7%73.0%17.8%65.3%-1.8%-1.3%6.8K-3.6M-97.7K1.0534.40N/AN/A62265522,90913,327
2024-06-21$22.63$22.5061.0%17.9%72.2%9.3%63.0%-2.8%-1.6%-611.5K-2.6M-94.1K0.4540.31N/AN/A72432622,95013,521
2024-06-24$22.75$22.5064.5%17.5%72.0%17.4%61.8%11.5%3.8%135.5K-3.5M-94.4K1.2335.68N/AN/A72088618,14311,059
2024-06-25$21.82$22.5062.3%17.7%73.3%12.3%63.8%-0.9%3.0%52.3K147.4K-90.3K1.9830.58N/AN/A2,6135,18118,76211,899
2024-06-26$21.86$22.5060.8%17.4%72.0%8.9%60.7%-2.7%5.5%-70.2K2.5M-95.4K0.8639.50N/AN/A44438021,15816,090
2024-06-27$22.44$22.5068.0%17.2%72.0%25.4%60.1%0.2%4.9%18.2K-333.0K-98.7K0.5942.79N/AN/A26715721,40016,299
2024-06-28$22.79$22.5062.3%17.0%72.0%12.5%59.4%1.6%8.7%57.4K-1.8M-98.2K0.8444.01N/AN/A85872221,51316,352