ACMR Options History — November 2024 In November 2024, ACMR traded between $17.19 and $20.93. ATM implied volatility averaged 58.8%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded below realized volatility by 0.9% (HV 20d: 59.7%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.91.
Notable Days 2024-11-26 : Highest Volume — 7,719 contracts2024-11-07 : Largest IV drop — 29.9% change2024-11-01 : Highest IV Rank — 45.8%2024-11-01 : Largest Expected Move — 29.1%Monthly Statistics Metric Avg Min Max Open Close Price $18.60 $17.19 $20.93 $18.56 $17.31 Max Pain $19.25 $18.00 $20.00 $20.00 $18.00 ATM IV 58.8% 50.5% 79.5% 79.5% 54.0% Expected Move 17.1% 14.1% 29.1% 29.1% 16.5% HV 20d 59.7% 45.1% 67.0% 53.0% 61.7% HV 60d 66.5% 62.2% 68.1% 62.2% 67.3% IV Rank 11.9% 0.0% 45.8% 45.8% 5.8% IV Percentile 16.1% 0.0% 69.0% 69.0% 3.6% Term Structure -1.0% -8.5% 3.9% -3.2% 3.9% VWIV 60.4% 49.6% 101.8% 101.8% 60.5% Skew 25d -0.8% -3.4% 1.0% -3.0% -1.8% Skew 10d -0.9% -12.8% 9.2% -5.0% 4.1% Call IV 25d 60.0% 51.6% 83.1% 83.1% 57.3% Put IV 25d 59.2% 51.5% 80.1% 80.1% 55.5% Bid-Ask Spread % 52.35 29.55 66.81 58.75 66.23 Gamma HHI 0.17 0.11 0.26 0.13 0.22 Net GEX 137.5K -460.7K 524.7K 181.9K -460.7K Net DEX -4.3M -15.2M 1.2M -3.8M 846.2K Net VEX -88.1K -99.3K -81.5K -93.8K -85.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.10 3.88 0.69 3.05 Total Volume 2,492.25 1,005 7,719 1,022 3,868 Total OI 39,825.5 28,925 48,137 48,137 42,088
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 2024-11-01 $18.56 $20.00 79.5% 29.1% 53.0% 45.8% 101.8% -3.0% -3.2% 181.9K -3.8M -93.8K 0.69 58.75 N/A N/A 603 419 30,871 17,266 2024-11-04 $18.73 $19.00 77.7% 21.1% 47.5% 42.5% 73.8% -1.2% -3.0% 177.9K -4.6M -90.3K 0.26 30.16 N/A N/A 1,484 387 28,607 13,562 2024-11-05 $18.19 $19.00 78.3% 20.9% 45.1% 43.7% 73.7% -1.7% -3.7% 143.9K -2.4M -86.7K 0.65 29.55 N/A N/A 1,189 768 28,998 13,746 2024-11-06 $18.92 $19.00 77.4% 19.8% 48.1% 42.0% 70.5% -3.4% -8.5% 218.2K -6.3M -94.1K 0.60 36.18 N/A N/A 1,134 680 29,995 13,916 2024-11-07 $20.93 $19.00 54.2% 16.9% 60.1% 1.5% 59.1% 0.9% 1.2% 524.7K -15.2M -99.3K 0.43 46.93 N/A N/A 3,045 1,311 30,109 14,541 2024-11-08 $19.15 $19.00 54.9% 16.5% 66.9% 2.8% 57.4% 0.1% 1.8% 262.6K -4.5M -87.3K 0.66 45.38 N/A N/A 1,152 758 30,723 14,889 2024-11-11 $19.18 $19.00 56.9% 16.7% 67.0% 6.2% 58.3% -0.5% 2.1% 305.6K -4.3M -86.0K 1.01 45.81 N/A N/A 1,578 1,593 28,500 12,804 2024-11-12 $18.71 $20.00 56.2% 15.9% 61.8% 4.9% 56.0% 0.3% 0.3% 145.5K -2.0M -82.4K 0.44 49.50 N/A N/A 1,027 451 29,195 13,508 2024-11-13 $18.75 $20.00 53.2% 15.2% 61.8% 0.0% 54.9% -1.9% -0.4% 142.8K -3.9M -82.5K 0.24 50.91 N/A N/A 2,385 569 29,563 12,871 2024-11-14 $18.56 $20.00 52.2% 14.1% 61.1% 0.0% 49.6% 0.3% -3.4% 25.6K -3.7M -85.6K 0.63 59.17 N/A N/A 615 390 31,592 13,033 2024-11-15 $18.31 $20.00 50.5% 14.6% 61.1% 0.0% 51.1% 1.0% 0.5% 122.9K -1.8M -81.5K 0.32 64.17 N/A N/A 1,073 338 31,784 13,312 2024-11-18 $18.51 $20.00 50.8% 14.6% 61.2% 0.4% 51.4% 0.2% -1.0% 145.4K -4.6M -83.2K 0.49 51.45 N/A N/A 1,379 682 20,540 8,385 2024-11-19 $18.42 $19.00 51.0% 14.6% 60.7% 0.7% 51.5% -0.4% 0.4% 143.1K -4.4M -85.3K 0.10 51.42 N/A N/A 1,704 165 21,479 9,139 2024-11-20 $18.63 $19.00 52.0% 14.9% 60.4% 2.4% 51.8% -1.7% -0.9% 235.8K -5.7M -86.4K 1.11 60.70 N/A N/A 591 655 22,003 9,075 2024-11-21 $19.24 $19.00 51.8% 14.9% 61.5% 2.1% 52.6% -1.0% -1.2% 386.9K -8.3M -91.9K 0.12 57.45 N/A N/A 2,174 264 22,432 9,558 2024-11-22 $18.85 $19.00 54.1% 15.8% 61.2% 6.0% 54.6% -2.0% -2.1% 504.6K -7.2M -93.6K 0.25 55.11 N/A N/A 2,164 549 23,814 9,483 2024-11-25 $18.47 $19.00 56.0% 16.8% 61.5% 9.1% 59.1% 0.0% 1.6% 86.0K -5.4M -94.0K 0.43 59.38 N/A N/A 1,691 724 23,934 11,683 2024-11-26 $17.19 $19.00 60.3% 17.6% 65.7% 16.2% 61.6% -0.9% -5.0% -125.4K 445.2K -85.1K 3.88 66.81 N/A N/A 1,583 6,136 25,228 12,270 2024-11-27 $17.34 $19.00 54.6% 16.4% 65.8% 6.8% 58.7% 0.7% 0.4% -417.4K 1.2M -87.5K 2.91 61.87 N/A N/A 656 1,911 25,856 16,158 2024-11-29 $17.31 $18.00 54.0% 16.5% 61.7% 5.8% 60.5% -1.8% 3.9% -460.7K 846.2K -85.4K 3.05 66.23 N/A N/A 955 2,913 26,043 16,045
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