ACMR Options History — October 2024 In October 2024, ACMR traded between $18.80 and $23.26. ATM implied volatility averaged 85.8%, placing in the 56.9% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 6.1% (HV 20d: 79.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2024-10-04 : Highest Volume — 20,920 contracts2024-10-04 : Largest IV spike — 17.1% change2024-10-07 : Highest IV Rank — 87.5%2024-10-31 : Largest Expected Move — 30.0%Monthly Statistics Metric Avg Min Max Open Close Price $20.08 $18.80 $23.26 $19.06 $18.80 Max Pain $19.78 $17.50 $20.00 $17.50 $20.00 ATM IV 85.8% 76.0% 103.3% 76.0% 83.9% Expected Move 25.4% 18.7% 30.0% 19.0% 30.0% HV 20d 79.8% 63.1% 88.8% 63.3% 77.9% HV 60d 75.8% 64.4% 81.0% 75.0% 64.4% IV Rank 56.9% 39.6% 87.5% 39.6% 53.4% IV Percentile 82.0% 68.7% 99.6% 68.7% 81.7% Term Structure -0.9% -5.3% 19.3% 9.0% -1.3% VWIV 89.2% 64.2% 107.6% 66.7% 106.3% Skew 25d -1.4% -15.7% 6.8% 4.3% -1.5% Skew 10d -4.1% -23.0% 9.5% 9.5% -3.9% Call IV 25d 87.0% 72.4% 118.9% 74.2% 86.4% Put IV 25d 85.6% 78.5% 103.3% 78.5% 84.9% Bid-Ask Spread % 41.83 14.98 64.79 64.69 51.67 Gamma HHI 0.12 0.09 0.21 0.21 0.14 Net GEX 326.8K 99.3K 631.7K 373.3K 161.8K Net DEX -13.6M -33.8M -5.1M -12.2M -5.1M Net VEX -108.2K -125.6K -94.0K -107.3K -94.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.15 2.38 0.59 1.03 Total Volume 3,484.957 715 20,920 1,991 3,131 Total OI 47,673.652 40,755 54,013 40,755 46,274
Daily Data (23 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 2024-10-01 $19.06 $17.50 76.0% 19.0% 63.3% 39.6% 66.7% 4.3% 9.0% 373.3K -12.2M -107.3K 0.59 64.69 N/A N/A 1,252 739 27,950 12,805 2024-10-02 $19.07 $17.50 79.9% 18.7% 63.1% 46.5% 64.2% 6.8% 8.7% 390.6K -11.9M -106.6K 2.38 64.79 N/A N/A 624 1,486 28,325 13,240 2024-10-03 $18.84 $20.00 81.7% 24.2% 63.4% 49.5% 84.5% 3.0% 6.1% 338.1K -10.7M -105.2K 1.91 44.63 N/A N/A 510 976 28,511 14,507 2024-10-04 $21.95 $20.00 95.6% 27.7% 78.2% 74.0% 96.6% 1.9% 19.3% 367.3K -30.0M -123.4K 0.37 41.16 N/A N/A 15,316 5,604 28,741 15,628 2024-10-07 $23.26 $20.00 103.3% 29.3% 79.1% 87.5% 107.6% -15.7% -2.2% 631.7K -33.8M -125.6K 0.15 16.84 N/A N/A 15,287 2,356 29,518 14,104 2024-10-08 $22.02 $20.00 97.5% 27.3% 83.4% 77.3% 95.5% -2.7% -4.5% 612.0K -24.8M -124.7K 0.24 15.66 N/A N/A 3,376 796 35,716 15,324 2024-10-09 $21.55 $20.00 93.0% 25.7% 83.7% 69.3% 90.8% -4.8% -3.4% 585.0K -21.6M -120.0K 0.36 14.98 N/A N/A 1,533 552 36,577 15,700 2024-10-10 $20.80 $20.00 89.7% 25.2% 84.5% 63.5% 88.5% -1.4% -2.6% 507.4K -16.5M -113.9K 0.53 29.39 N/A N/A 1,369 722 37,007 16,015 2024-10-11 $21.37 $20.00 90.2% 25.3% 84.1% 64.4% 88.2% -1.8% -4.3% 502.2K -20.8M -118.1K 0.17 27.37 N/A N/A 2,246 384 37,674 16,339 2024-10-14 $21.23 $20.00 86.9% 24.6% 82.7% 58.7% 86.3% -1.6% -3.4% 535.4K -19.1M -113.4K 0.27 31.26 N/A N/A 651 177 34,353 14,709 2024-10-15 $19.64 $20.00 85.6% 24.4% 88.7% 56.4% 87.2% 1.5% -1.8% 318.6K -10.2M -102.1K 0.91 40.50 N/A N/A 1,465 1,340 34,707 14,825 2024-10-16 $19.57 $20.00 85.6% 24.5% 88.8% 56.4% 85.6% 0.4% -3.5% 264.7K -9.5M -105.4K 0.59 40.96 N/A N/A 1,039 609 35,475 15,746 2024-10-17 $19.02 $20.00 84.9% 24.5% 88.4% 55.1% 84.9% -1.6% -4.9% 146.0K -6.0M -100.2K 0.93 45.74 N/A N/A 1,137 1,063 35,722 16,099 2024-10-18 $19.23 $20.00 84.2% 24.6% 87.7% 53.9% 86.1% -3.1% -4.2% 116.2K -7.8M -102.7K 0.48 52.57 N/A N/A 1,582 763 36,282 16,269 2024-10-21 $19.13 $20.00 81.7% 24.5% 87.7% 49.6% 85.1% -1.8% -4.0% 148.2K -7.3M -103.0K 1.20 43.98 N/A N/A 910 1,094 30,347 15,603 2024-10-22 $19.53 $20.00 83.8% 25.5% 85.0% 53.3% 88.0% -1.6% -4.2% 192.6K -9.2M -105.5K 0.36 33.06 N/A N/A 790 285 30,813 16,312 2024-10-23 $19.07 $20.00 85.1% 25.4% 84.8% 55.5% 91.9% -0.5% -5.3% 101.0K -7.0M -103.4K 0.47 51.26 N/A N/A 485 230 31,147 16,496 2024-10-24 $19.21 $20.00 83.4% 25.8% 77.7% 52.5% 93.5% -3.3% -4.8% 99.3K -7.7M -102.6K 1.41 48.53 N/A N/A 510 720 31,157 16,603 2024-10-25 $19.66 $20.00 82.6% 25.6% 78.1% 51.2% 89.5% -1.8% -2.2% 225.5K -9.6M -103.6K 0.40 51.39 N/A N/A 968 387 31,330 17,244 2024-10-28 $19.76 $20.00 80.2% 26.8% 76.5% 46.9% 92.4% -1.4% 0.2% 248.9K -9.8M -101.6K 0.36 46.39 N/A N/A 1,015 366 28,428 15,647 2024-10-29 $20.02 $20.00 79.5% 26.8% 73.8% 45.7% 93.8% -0.4% -2.6% 296.8K -11.1M -103.0K 0.32 49.62 N/A N/A 1,217 387 29,099 16,015 2024-10-30 $20.14 $20.00 80.6% 28.4% 73.8% 47.7% 97.8% -4.7% -3.7% 352.9K -12.0M -103.9K 0.36 55.54 N/A N/A 1,992 713 29,841 16,270 2024-10-31 $18.80 $20.00 83.9% 30.0% 77.9% 53.4% 106.3% -1.5% -1.3% 161.8K -5.1M -94.0K 1.03 51.67 N/A N/A 1,540 1,591 29,973 16,301
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