ACMR Options History — December 2024 In December 2024, ACMR traded between $14.00 and $16.69. ATM implied volatility averaged 62.7%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded below realized volatility by 22.8% (HV 20d: 85.5%). Max pain ranged from $16.00 to $19.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.97.
Notable Days 2024-12-05 : Highest Volume — 23,759 contracts2024-12-05 : Largest IV spike — 33.2% change2024-12-05 : Highest IV Rank — 46.7%2024-12-05 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $15.38 $14.00 $16.69 $15.61 $15.07 Max Pain $17.43 $16.00 $19.00 $18.00 $16.00 ATM IV 62.7% 57.6% 78.6% 59.3% 57.8% Expected Move 17.8% 16.3% 19.3% 18.7% 16.6% HV 20d 85.5% 71.0% 93.3% 71.0% 77.8% HV 60d 76.2% 67.1% 80.5% 69.7% 67.1% IV Rank 20.2% 11.9% 46.7% 14.5% 12.1% IV Percentile 30.3% 10.3% 68.7% 15.5% 11.1% Term Structure 0.6% -3.7% 2.7% 2.4% 0.8% VWIV 62.7% 52.7% 68.6% 67.8% 60.6% Skew 25d 0.7% -2.8% 4.3% -1.0% 0.0% Skew 10d -0.0% -21.0% 8.7% 4.0% 0.4% Call IV 25d 62.7% 57.4% 70.4% 62.4% 60.4% Put IV 25d 63.3% 58.7% 67.9% 61.4% 60.5% Bid-Ask Spread % 63.59 56.35 70.56 57.76 62.53 Gamma HHI 0.21 0.13 0.41 0.40 0.25 Net GEX -136.0K -570.2K 138.9K -280.8K -50.9K Net DEX -68.2K -4.4M 9.3M 6.1M -143.7K Net VEX -95.7K -105.1K -70.9K -73.4K -97.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.06 3.21 2.12 0.09 Total Volume 4,967.095 581 23,759 15,364 2,439 Total OI 55,980.571 39,212 64,883 39,212 61,217
Daily Data (21 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 2024-12-02 $15.61 $18.00 59.3% 18.7% 71.0% 14.5% 67.8% -1.0% 2.4% -280.8K 6.1M -73.4K 2.12 57.76 N/A N/A 4,929 10,435 24,957 14,255 2024-12-03 $16.12 $18.00 58.3% 18.1% 72.3% 12.9% 63.6% 1.7% -0.4% -570.2K 3.7M -88.5K 2.91 62.37 N/A N/A 1,380 4,015 27,034 21,495 2024-12-04 $16.69 $18.00 59.0% 18.2% 73.3% 14.1% 52.7% 0.1% 0.2% -160.9K -2.3M -89.8K 3.21 63.39 N/A N/A 887 2,845 27,940 18,873 2024-12-05 $14.00 $19.00 78.6% 19.3% 93.3% 46.7% 67.2% 2.5% 0.5% -187.1K 9.3M -70.9K 2.64 56.35 N/A N/A 6,521 17,238 28,060 18,820 2024-12-06 $14.95 $17.50 66.3% 18.1% 88.2% 26.3% 63.9% 3.2% 1.6% -159.8K 4.1M -91.3K 0.81 59.19 N/A N/A 2,665 2,168 32,151 25,647 2024-12-09 $16.02 $17.50 69.0% 18.7% 88.9% 30.8% 65.8% 0.6% 1.4% -83.9K -4.3M -100.5K 0.29 59.22 N/A N/A 4,593 1,330 31,117 20,522 2024-12-10 $15.77 $17.50 68.6% 17.9% 88.9% 30.1% 64.3% 1.0% 2.2% -105.4K -3.2M -100.0K 1.12 63.46 N/A N/A 1,146 1,282 32,935 21,381 2024-12-11 $15.61 $17.50 60.8% 17.4% 88.7% 17.0% 61.3% 1.8% 2.1% -144.3K -2.4M -97.0K 0.51 64.45 N/A N/A 584 298 33,225 21,529 2024-12-12 $15.38 $17.50 63.1% 18.1% 88.6% 20.9% 64.6% -0.4% 0.2% -249.7K -1.1M -95.0K 1.34 62.00 N/A N/A 3,277 4,391 33,371 21,515 2024-12-13 $15.55 $17.50 61.7% 17.7% 88.9% 18.7% 61.2% 0.2% 0.8% -44.3K -2.3M -101.6K 0.34 66.94 N/A N/A 2,011 686 35,503 24,911 2024-12-16 $15.36 $17.50 62.7% 18.0% 88.9% 20.3% 64.1% -1.8% 0.9% -57.7K -1.7M -100.2K 0.18 62.35 N/A N/A 2,541 454 35,115 22,029 2024-12-17 $15.23 $17.50 62.3% 17.9% 88.6% 19.5% 62.2% -0.7% 1.1% -56.5K -975.3K -99.0K 0.45 62.07 N/A N/A 401 180 36,067 22,268 2024-12-18 $14.98 $17.50 67.2% 19.3% 88.6% 27.7% 68.6% -2.5% -3.7% -104.8K 340.2K -97.4K 1.05 66.06 N/A N/A 3,990 4,172 36,309 22,254 2024-12-19 $15.19 $17.50 66.0% 18.9% 88.7% 25.8% 64.3% -2.8% -2.6% -80.4K -374.8K -105.1K 0.65 61.53 N/A N/A 403 262 39,041 25,842 2024-12-20 $14.96 $17.50 61.2% 17.5% 87.3% 17.7% 63.2% 2.1% 1.1% -388.6K 2.3M -100.0K 0.63 68.12 N/A N/A 2,396 1,520 39,020 25,747 2024-12-23 $15.24 $17.50 59.7% 17.1% 87.9% 15.3% 62.6% 4.3% 2.7% -22.9K -1.4M -101.8K 0.06 63.27 N/A N/A 1,667 97 36,562 20,461 2024-12-24 $15.35 $17.50 57.6% 16.5% 88.0% 11.9% 60.3% 2.1% 0.4% 21.6K -2.2M -101.4K 0.59 70.56 N/A N/A 521 305 37,603 20,294 2024-12-26 $15.67 $17.50 57.9% 16.3% 85.4% 12.3% 56.4% 1.0% 2.6% 138.9K -4.4M -100.9K 1.06 68.34 N/A N/A 2,410 2,552 37,791 20,451 2024-12-27 $15.19 $16.00 60.2% 17.3% 85.7% 16.1% 61.4% 2.5% -1.5% -217.3K -516.4K -100.9K 0.16 65.00 N/A N/A 3,108 508 39,299 22,531 2024-12-30 $15.06 $16.00 59.0% 16.9% 85.7% 14.0% 60.7% -0.1% -0.7% -49.8K -62.6K -97.6K 0.25 70.38 N/A N/A 1,359 343 38,741 21,709 2024-12-31 $15.07 $16.00 57.8% 16.6% 77.8% 12.1% 60.6% 0.0% 0.8% -50.9K -143.7K -97.9K 0.09 62.53 N/A N/A 2,243 196 39,333 21,884
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