ACMR Options History — September 2024

In September 2024, ACMR traded between $15.63 and $20.16. ATM implied volatility averaged 60.4%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 6.3% (HV 20d: 54.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.44.

Notable Days

2024-09-26: Highest Volume — 7,184 contracts
2024-09-30: Largest IV spike — 13.9% change
2024-09-30: Highest IV Rank — 31.9%
2024-09-06: Largest Expected Move — 18.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.15	$15.63	$20.16	$16.65	$20.16
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	60.4%	54.2%	71.6%	63.1%	71.6%
Expected Move	17.2%	15.4%	18.7%	17.9%	18.7%
HV 20d	54.2%	43.1%	77.8%	77.8%	66.6%
HV 60d	71.1%	69.2%	74.2%	72.5%	74.2%
IV Rank	12.4%	1.5%	31.9%	17.0%	31.9%
IV Percentile	16.5%	0.8%	61.5%	26.2%	61.5%
Term Structure	1.6%	-2.8%	12.0%	2.7%	12.0%
VWIV	60.5%	55.2%	68.0%	63.5%	66.3%
Skew 25d	3.7%	-1.5%	7.1%	6.3%	-1.5%
Skew 10d	6.9%	-2.4%	18.2%	6.9%	4.7%
Call IV 25d	59.6%	54.5%	74.6%	59.8%	74.6%
Put IV 25d	63.3%	57.3%	73.2%	66.1%	73.2%
Bid-Ask Spread %	57.58	42.25	66.90	51.55	53.95
Gamma HHI	0.16	0.12	0.23	0.12	0.23
Net GEX	178.6K	36.9K	415.0K	66.9K	356.6K
Net DEX	-2.1M	-17.0M	5.0M	2.1M	-17.0M
Net VEX	-84.8K	-111.4K	-72.7K	-74.6K	-111.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.07	1.29	0.69	0.41
Total Volume	2,018.55	561	7,184	3,013	5,442
Total OI	37,380	33,634	41,259	33,634	38,256

Daily Data (20 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
2024-09-03	$16.65	$17.50	63.1%	17.9%	77.8%	17.0%	63.5%	6.3%	2.7%	66.9K	2.1M	-74.6K	0.69	51.55	N/A	N/A	1,780	1,233	21,806	11,828
2024-09-04	$16.48	$17.50	63.0%	18.5%	77.8%	16.8%	63.3%	7.1%	5.9%	54.3K	2.9M	-78.2K	0.55	56.54	N/A	N/A	820	452	22,827	12,695
2024-09-05	$16.56	$17.50	60.0%	16.9%	51.2%	11.7%	59.2%	5.0%	1.3%	63.3K	2.4M	-79.9K	0.71	59.59	N/A	N/A	935	665	23,402	12,971
2024-09-06	$15.70	$17.50	64.2%	18.7%	43.1%	19.0%	63.0%	6.2%	-0.1%	62.0K	5.0M	-73.4K	1.29	66.90	N/A	N/A	1,095	1,408	23,955	13,383
2024-09-09	$15.63	$17.50	63.4%	18.3%	43.1%	17.6%	63.7%	6.1%	-0.1%	36.9K	5.0M	-72.7K	0.59	56.92	N/A	N/A	969	567	22,932	13,646
2024-09-10	$15.89	$17.50	64.0%	18.6%	43.9%	18.6%	68.0%	5.8%	1.4%	59.5K	3.6M	-76.1K	0.77	59.13	N/A	N/A	317	244	23,499	13,620
2024-09-11	$16.63	$17.50	62.1%	17.4%	46.4%	15.4%	60.8%	5.8%	-1.8%	107.2K	1.2M	-82.4K	0.25	53.49	N/A	N/A	905	229	23,586	13,693
2024-09-12	$16.27	$17.50	61.3%	17.0%	45.3%	13.8%	59.5%	5.2%	-2.5%	97.5K	2.3M	-78.6K	0.69	60.17	N/A	N/A	684	475	24,086	13,785
2024-09-13	$16.92	$17.50	58.9%	17.0%	46.4%	9.7%	59.1%	4.7%	1.0%	163.9K	-114.2K	-85.0K	0.18	53.16	N/A	N/A	1,496	267	24,249	13,901
2024-09-16	$16.34	$17.50	60.0%	17.2%	47.3%	11.6%	59.4%	6.1%	1.8%	109.7K	1.5M	-79.4K	0.07	59.65	N/A	N/A	920	60	23,443	13,608
2024-09-17	$16.62	$17.50	58.2%	16.7%	47.9%	8.5%	59.4%	0.1%	2.3%	152.7K	340.7K	-81.5K	0.10	42.25	N/A	N/A	708	73	24,220	13,644
2024-09-18	$16.73	$17.50	56.4%	16.2%	48.2%	5.4%	59.4%	1.2%	1.9%	176.7K	169.2K	-80.4K	0.12	66.21	N/A	N/A	1,023	120	24,687	13,680
2024-09-19	$17.54	$17.50	55.6%	16.0%	52.2%	3.9%	56.0%	3.9%	-0.7%	296.1K	-3.5M	-87.0K	0.18	66.55	N/A	N/A	1,804	328	25,203	13,730
2024-09-20	$17.09	$17.50	54.2%	15.4%	51.6%	1.5%	55.2%	1.9%	1.4%	261.6K	-1.6M	-83.8K	0.99	66.54	N/A	N/A	878	868	26,428	13,818
2024-09-23	$17.04	$17.50	55.3%	15.9%	51.5%	3.4%	55.5%	2.2%	-2.8%	152.6K	-902.5K	-81.3K	0.07	57.59	N/A	N/A	1,778	129	22,691	11,957
2024-09-24	$18.21	$17.50	56.1%	16.1%	55.7%	4.9%	55.3%	1.9%	-0.7%	299.8K	-7.6M	-91.6K	0.08	54.83	N/A	N/A	1,892	159	24,007	12,044
2024-09-25	$17.71	$17.50	56.8%	16.1%	56.6%	6.0%	60.2%	1.4%	1.8%	327.1K	-6.1M	-89.3K	0.17	51.70	N/A	N/A	1,255	217	24,900	12,079
2024-09-26	$19.48	$17.50	61.3%	17.4%	65.1%	13.9%	63.1%	1.5%	3.8%	415.0K	-16.9M	-102.6K	0.23	57.59	N/A	N/A	5,856	1,328	25,835	12,247
2024-09-27	$19.31	$17.50	62.9%	17.4%	65.1%	16.7%	60.8%	2.9%	3.1%	312.4K	-15.3M	-106.9K	0.70	57.32	N/A	N/A	582	410	28,019	13,240
2024-09-30	$20.16	$17.50	71.6%	18.7%	66.6%	31.9%	66.3%	-1.5%	12.0%	356.6K	-17.0M	-111.4K	0.41	53.95	N/A	N/A	3,861	1,581	25,601	12,655