ACMR Options History — July 2024 In July 2024, ACMR traded between $17.30 and $25.59. ATM implied volatility averaged 79.8%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 16.9% (HV 20d: 62.9%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.48.
Notable Days 2024-07-17 : Highest Volume — 5,899 contracts2024-07-11 : Largest IV spike — 17.1% change2024-07-31 : Highest IV Rank — 85.2%2024-07-31 : Largest Expected Move — 29.2%Monthly Statistics Metric Avg Min Max Open Close Price $21.73 $17.30 $25.59 $23.11 $17.87 Max Pain $22.50 $22.50 $22.50 $22.50 $22.50 ATM IV 79.8% 63.4% 94.1% 71.4% 94.1% Expected Move 23.1% 16.5% 29.2% 17.3% 29.2% HV 20d 62.9% 53.3% 72.1% 69.4% 72.1% HV 60d 65.0% 63.4% 66.9% 65.3% 66.1% IV Rank 52.3% 14.9% 85.2% 33.2% 85.2% IV Percentile 77.3% 28.6% 98.0% 64.3% 98.0% Term Structure -4.0% -20.5% 23.2% -6.3% -20.1% VWIV 81.5% 60.9% 102.1% 60.9% 100.7% Skew 25d 0.8% -12.1% 9.1% 2.3% 9.1% Skew 10d 4.8% -12.8% 21.8% 14.4% 18.5% Call IV 25d 79.2% 62.2% 91.5% 64.9% 88.2% Put IV 25d 80.0% 61.1% 97.3% 67.2% 97.3% Bid-Ask Spread % 45.12 26.34 57.76 45.69 40.05 Gamma HHI 0.13 0.08 0.25 0.13 0.09 Net GEX 45.8K -324.6K 330.9K 53.2K 31.0K Net DEX -511.4K -13.9M 10.5M -3.1M 5.9M Net VEX -88.9K -100.9K -62.9K -100.9K -70.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.48 0.21 0.93 0.32 0.92 Total Volume 2,384.136 615 5,899 615 3,728 Total OI 38,674.955 34,641 45,486 36,808 38,020
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 2024-07-01 $23.11 $22.50 71.4% 17.3% 69.4% 33.2% 60.9% 2.3% -6.3% 53.2K -3.1M -100.9K 0.32 45.69 N/A N/A 467 148 20,572 16,236 2024-07-02 $22.82 $22.50 67.9% 16.5% 69.6% 25.3% 63.0% 2.3% -2.1% 29.2K -1.6M -96.6K 0.93 45.04 N/A N/A 498 465 20,839 16,236 2024-07-03 $23.82 $22.50 63.4% 17.1% 68.7% 14.9% 61.1% -0.2% 6.6% 176.5K -6.3M -100.7K 0.38 47.81 N/A N/A 741 285 21,198 16,652 2024-07-05 $23.81 $22.50 70.4% 19.7% 55.4% 31.0% 70.0% -1.6% 23.2% 305.0K -6.1M -99.1K 0.54 57.55 N/A N/A 950 515 21,726 16,792 2024-07-08 $23.63 $22.50 75.6% 20.2% 55.5% 42.8% 71.9% 7.6% -11.7% 67.4K -4.5M -94.0K 0.32 56.91 N/A N/A 1,846 596 20,894 16,127 2024-07-09 $22.47 $22.50 72.5% 20.2% 58.1% 35.6% 71.0% -12.1% -5.6% -47.8K 62.8K -92.1K 0.43 55.27 N/A N/A 1,116 475 22,044 16,568 2024-07-10 $23.80 $22.50 68.6% 19.8% 59.9% 26.9% 70.8% -1.6% -6.5% 144.0K -6.2M -98.1K 0.49 57.76 N/A N/A 1,233 602 22,501 16,946 2024-07-11 $23.88 $22.50 80.4% 20.4% 59.0% 53.8% 72.5% -3.2% -20.5% 162.4K -6.2M -97.1K 0.48 53.03 N/A N/A 768 367 22,950 17,444 2024-07-12 $24.45 $22.50 70.8% 20.2% 53.3% 31.8% 71.1% 3.2% 0.9% 330.9K -9.8M -96.4K 0.27 51.64 N/A N/A 1,053 279 23,166 17,547 2024-07-15 $25.59 $22.50 76.6% 21.8% 54.4% 45.0% 76.3% -3.3% -3.5% 298.0K -13.9M -99.1K 0.31 49.79 N/A N/A 1,890 591 21,815 16,793 2024-07-16 $23.54 $22.50 78.8% 22.5% 55.3% 50.2% 78.9% 0.0% -3.0% 29.3K -5.9M -94.5K 0.82 56.80 N/A N/A 1,128 920 22,525 17,114 2024-07-17 $22.46 $22.50 85.8% 24.6% 57.5% 66.1% 86.8% -0.9% -4.0% -225.2K -111.5K -92.7K 0.27 51.28 N/A N/A 4,659 1,240 23,047 17,943 2024-07-18 $21.18 $22.50 86.9% 25.1% 60.5% 68.6% 87.8% 1.3% -4.8% -324.6K 6.2M -89.9K 0.61 53.31 N/A N/A 2,679 1,624 24,863 18,564 2024-07-19 $20.21 $22.50 87.8% 25.5% 60.5% 70.6% 89.4% -0.6% -4.9% -31.7K 10.5M -86.4K 0.35 41.98 N/A N/A 2,076 733 26,288 19,198 2024-07-22 $21.40 $22.50 86.2% 25.7% 64.5% 67.1% 90.5% 4.7% -1.6% 24.8K -1.4M -93.0K 0.21 32.81 N/A N/A 3,385 697 21,729 12,912 2024-07-23 $21.14 $22.50 84.7% 25.1% 64.5% 63.5% 87.3% -0.3% -5.8% 50.4K -845.2K -91.0K 0.48 33.38 N/A N/A 1,014 482 23,650 13,418 2024-07-24 $19.53 $22.50 89.1% 26.4% 68.7% 73.6% 93.1% -5.0% -4.1% -37.1K 5.0M -79.6K 0.80 26.34 N/A N/A 2,188 1,753 23,747 13,459 2024-07-25 $18.80 $22.50 89.8% 27.3% 69.6% 75.2% 96.4% 4.0% -2.6% -55.7K 7.1M -74.8K 0.41 31.34 N/A N/A 2,387 983 24,408 13,927 2024-07-26 $18.75 $22.50 86.7% 27.0% 68.5% 68.1% 96.4% 5.1% -3.2% 15.0K 6.2M -74.4K 0.64 34.46 N/A N/A 829 533 25,118 13,555 2024-07-29 $18.52 $22.50 85.4% 27.0% 67.9% 65.2% 95.7% 2.0% -3.2% 10.0K 5.7M -72.3K 0.27 36.79 N/A N/A 1,344 358 22,828 12,811 2024-07-30 $17.30 $22.50 82.2% 29.2% 70.2% 57.9% 102.1% 4.0% -4.3% 3.7K 8.1M -62.9K 0.41 33.58 N/A N/A 2,001 825 23,627 13,052 2024-07-31 $17.87 $22.50 94.1% 29.2% 72.1% 85.2% 100.7% 9.1% -20.1% 31.0K 5.9M -70.5K 0.92 40.05 N/A N/A 1,937 1,791 24,950 13,070
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