ACMR Options History — August 2024 In August 2024, ACMR traded between $14.91 and $20.29. ATM implied volatility averaged 69.0%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded below realized volatility by 19.7% (HV 20d: 88.7%). Max pain ranged from $15.00 to $22.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2024-08-07 : Highest Volume — 9,739 contracts2024-08-07 : Largest IV drop — 16.3% change2024-08-05 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 34.5%Monthly Statistics Metric Avg Min Max Open Close Price $18.44 $14.91 $20.29 $16.03 $18.00 Max Pain $17.73 $15.00 $22.50 $22.50 $17.50 ATM IV 69.0% 53.4% 110.5% 91.7% 53.4% Expected Move 19.9% 15.4% 34.5% 30.5% 15.4% HV 20d 88.7% 74.2% 103.0% 76.7% 74.2% HV 60d 74.2% 68.5% 76.2% 69.0% 70.9% IV Rank 25.4% 0.0% 100.0% 79.7% 0.0% IV Percentile 35.1% 0.0% 100.0% 94.8% 0.0% Term Structure 1.9% -9.1% 16.7% -7.5% 7.1% VWIV 70.3% 53.3% 118.5% 106.1% 53.3% Skew 25d 5.2% -0.2% 36.7% 1.7% 2.0% Skew 10d 10.0% -6.2% 38.2% 10.2% 6.0% Call IV 25d 68.1% 54.3% 118.1% 94.2% 54.3% Put IV 25d 73.3% 56.3% 126.6% 95.9% 56.3% Bid-Ask Spread % 43.45 26.16 59.57 40.36 59.57 Gamma HHI 0.16 0.08 0.24 0.09 0.13 Net GEX 183.8K -9.7K 443.1K -9.7K 142.5K Net DEX -3.0M -13.2M 9.4M 9.4M -2.0M Net VEX -80.2K -91.6K -53.5K -56.9K -87.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.11 1.42 0.79 0.38 Total Volume 2,845.409 708 9,739 3,241 1,097 Total OI 38,216.364 27,758 47,209 39,373 35,688
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 2024-08-01 $16.03 $22.50 91.7% 30.5% 76.7% 79.7% 106.1% 1.7% -7.5% -9.7K 9.4M -56.9K 0.79 40.36 N/A N/A 1,811 1,430 25,884 13,489 2024-08-02 $15.64 $22.50 99.9% 34.5% 76.3% 98.5% 118.5% 7.4% -9.1% 20.1K 9.3M -58.4K 0.60 40.05 N/A N/A 1,516 913 26,922 13,916 2024-08-05 $14.91 $17.50 110.5% 29.3% 76.7% 100.0% 99.0% 36.7% -2.0% 19.1K 8.5M -53.5K 0.46 34.39 N/A N/A 1,688 768 25,254 12,833 2024-08-06 $15.23 $17.50 99.3% 26.8% 77.6% 79.1% 97.0% 6.2% 16.7% 40.8K 6.3M -54.5K 0.32 30.62 N/A N/A 6,152 1,953 26,302 11,813 2024-08-07 $17.89 $15.00 83.1% 23.4% 97.4% 48.9% 80.4% 6.3% 10.2% 299.1K -3.1M -81.1K 0.44 26.16 N/A N/A 6,757 2,982 31,470 13,511 2024-08-08 $19.41 $15.00 74.8% 20.9% 103.0% 33.5% 72.9% 5.8% -0.4% 443.1K -10.6M -91.6K 0.13 39.25 N/A N/A 4,251 538 32,764 13,917 2024-08-09 $19.18 $17.50 69.6% 19.3% 102.2% 23.8% 69.1% 4.8% -0.4% 379.1K -8.8M -88.2K 0.26 43.06 N/A N/A 2,156 565 33,146 14,063 2024-08-12 $18.76 $17.50 68.1% 19.2% 100.0% 20.9% 68.4% 4.9% -1.0% 270.9K -4.6M -84.0K 0.28 30.66 N/A N/A 1,119 314 30,557 13,234 2024-08-13 $19.25 $17.50 66.5% 18.5% 97.6% 18.0% 65.2% 5.2% -2.3% 279.0K -7.0M -84.3K 0.38 52.83 N/A N/A 1,420 534 30,961 13,232 2024-08-14 $19.68 $17.50 67.7% 18.1% 97.2% 20.3% 63.8% 4.3% -1.1% 207.8K -9.8M -85.7K 0.11 53.49 N/A N/A 1,975 225 31,599 13,298 2024-08-15 $20.29 $17.50 59.4% 17.2% 96.0% 4.8% 60.8% 1.0% -0.0% 242.1K -13.2M -86.7K 0.30 45.46 N/A N/A 1,143 340 32,241 13,407 2024-08-16 $19.98 $17.50 57.8% 17.0% 94.7% 1.7% 59.8% 3.4% 3.5% 27.7K -11.7M -85.4K 1.16 51.87 N/A N/A 954 1,104 32,743 13,387 2024-08-19 $20.11 $17.50 57.7% 16.6% 92.3% 1.6% 57.7% 3.1% 5.0% 228.7K -6.0M -84.0K 0.53 52.58 N/A N/A 1,219 649 17,717 10,041 2024-08-20 $20.01 $17.50 57.9% 16.6% 92.2% 1.9% 60.7% -0.2% 6.9% 230.3K -6.2M -85.3K 1.42 30.47 N/A N/A 955 1,358 18,721 10,583 2024-08-21 $19.91 $17.50 55.8% 16.0% 87.7% 0.0% 59.5% 1.5% 1.7% 275.7K -5.7M -85.0K 1.15 47.86 N/A N/A 329 379 19,366 11,062 2024-08-22 $19.22 $17.50 58.3% 16.6% 87.6% 4.5% 58.3% 3.5% 5.4% 182.5K -2.5M -81.8K 0.24 47.85 N/A N/A 1,405 335 19,453 11,283 2024-08-23 $19.32 $17.50 56.5% 16.1% 87.6% 1.2% 56.3% 2.0% 1.6% 190.1K -3.9M -85.3K 0.62 40.09 N/A N/A 1,993 1,237 20,965 11,712 2024-08-26 $18.53 $17.50 58.2% 16.7% 88.8% 4.3% 59.4% 1.9% 0.7% 176.6K -2.0M -86.3K 0.76 43.00 N/A N/A 1,586 1,208 20,211 11,462 2024-08-27 $18.54 $17.50 53.9% 16.4% 85.1% 0.0% 59.0% 4.0% 3.4% 159.3K -1.9M -87.9K 0.45 48.84 N/A N/A 1,245 562 21,146 12,401 2024-08-28 $17.96 $17.50 60.1% 17.5% 85.2% 11.1% 61.8% 5.2% 2.3% 135.9K -933.7K -85.1K 1.36 50.49 N/A N/A 1,265 1,723 21,505 12,097 2024-08-29 $17.84 $17.50 57.2% 16.3% 75.0% 5.8% 58.5% 3.2% 0.9% 102.5K 146.4K -86.0K 0.32 47.05 N/A N/A 1,099 347 22,320 13,084 2024-08-30 $18.00 $17.50 53.4% 15.4% 74.2% 0.0% 53.3% 2.0% 7.1% 142.5K -2.0M -87.1K 0.38 59.57 N/A N/A 796 301 23,087 12,601
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