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Acm Research Inc ACMR

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-21T16:59:46.995Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:41.618423742Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:46.556768+00:00

Share price$55.18
1D-2.3%
$54.83$55.38$55.94$56.50$57.055:30 AM6:30 AM9:00 AM1:00 PMACMR
Sold putSold call

Acm Research Inc options

Live interpolated ACMR call and put midpoint premiums by absolute delta.Acm Research Inc$0.26$1.87$3.47$5.08$6.68$49.93$52.66$55.38$58.11$60.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACMR spot · $55.17ACMR PRICE$0.44$0.59$0.74$0.89$1.08$1.28$1.52$1.77$2.07$2.67$3.79$3.91$6.22$0.47$0.60$0.76$0.93$1.12$1.31$1.56$1.83$2.14$2.47$2.80$3.14
PutsCheap0.93×
CallsExpensive1.19×
SkewBullish-16.91 pp
Implied moveBalanced±$3.08
TiltBullish17.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.8498.3%7.4%51.99100.1%6.6%
25Δ58.1799.5%6.5%52.7395.4%5.5%
30Δ57.5098.1%5.6%53.3393.4%4.7%
35Δ56.8796.3%4.7%53.8692.8%4.1%
40Δ56.3496.0%4.1%54.3691.8%3.5%
45Δ55.8296.1%3.5%54.8490.6%3.0%
50Δ55.3396.7%3.0%55.3290.7%2.6%
55Δ54.8397.4%2.6%55.7991.6%2.2%
60Δ54.3298.0%2.2%56.2992.0%1.9%
65Δ53.59109.1%2.0%56.8092.1%1.5%
70Δ52.49137.4%2.0%57.3090.6%1.2%
75Δ52.04122.7%1.4%57.8088.2%0.9%
80Δ49.83175.9%1.6%

20Δ

Calls
Pseudo strike
58.84
IV
98.3%
B/E move
7.4%
Puts
Pseudo strike
51.99
IV
100.1%
B/E move
6.6%

25Δ

Calls
Pseudo strike
58.17
IV
99.5%
B/E move
6.5%
Puts
Pseudo strike
52.73
IV
95.4%
B/E move
5.5%

30Δ

Calls
Pseudo strike
57.50
IV
98.1%
B/E move
5.6%
Puts
Pseudo strike
53.33
IV
93.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
56.87
IV
96.3%
B/E move
4.7%
Puts
Pseudo strike
53.86
IV
92.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
56.34
IV
96.0%
B/E move
4.1%
Puts
Pseudo strike
54.36
IV
91.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
55.82
IV
96.1%
B/E move
3.5%
Puts
Pseudo strike
54.84
IV
90.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
55.33
IV
96.7%
B/E move
3.0%
Puts
Pseudo strike
55.32
IV
90.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
54.83
IV
97.4%
B/E move
2.6%
Puts
Pseudo strike
55.79
IV
91.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
54.32
IV
98.0%
B/E move
2.2%
Puts
Pseudo strike
56.29
IV
92.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
53.59
IV
109.1%
B/E move
2.0%
Puts
Pseudo strike
56.80
IV
92.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
52.49
IV
137.4%
B/E move
2.0%
Puts
Pseudo strike
57.30
IV
90.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
52.04
IV
122.7%
B/E move
1.4%
Puts
Pseudo strike
57.80
IV
88.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
49.83
IV
175.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

ACMR63.08117.61172.142026-07-23: 127.22%2026-07-24: 119.87%2026-07-27: 131.87%2026-07-28: 138.43%2026-07-29: 149.98%2026-07-30: 137.36%2026-07-31: 130.90%2026-08-03: 140.37%2026-08-04: 145.73%2026-08-05: 157.89%2026-08-06: 164.61%2026-08-07: 102.05%2026-08-10: 99.81%2026-08-11: 91.09%2026-08-12: 92.38%2026-08-13: 92.57%2026-08-14: 80.69%2026-08-17: 82.05%2026-08-18: 81.76%2026-08-19: 83.07%2026-08-20: 80.97%2026-08-21: 79.31%2026-08-24: 81.98%2026-08-25: 81.51%2026-08-26: 81.55%2026-08-27: 81.15%2026-08-28: 72.46%2026-08-31: 75.91%2026-09-01: 79.84%2026-09-02: 72.75%2026-09-03: 70.60%2026-09-04: 71.82%2026-09-08: 79.88%2026-09-09: 80.94%2026-09-10: 82.72%2026-09-11: 74.77%2026-09-14: 76.39%2026-09-15: 81.55%2026-09-16: 76.43%2026-09-17: 76.87%2026-09-18: 73.16%2026-09-21: 74.97%2026-09-22: 72.78%2026-09-23: 87.76%2026-09-24: 86.33%2026-09-25: 77.14%2026-09-28: 82.70%2026-09-29: 85.24%2026-09-30: 81.66%2026-10-01: 88.02%2026-10-02: 74.35%2026-10-05: 77.30%2026-10-06: 77.09%2026-10-07: 84.40%2026-10-08: 88.90%2026-10-09: 78.41%2026-10-12: 83.51%2026-10-13: 85.16%2026-10-14: 87.89%2026-10-15: 92.61%2026-10-16: 88.16%2026-10-19: 94.93%2026-10-20: 91.56%Jul 23Oct 20
Table
DateIV
127.22%
119.87%
131.87%
138.43%
149.98%
137.36%
130.90%
140.37%
145.73%
157.89%
164.61%
102.05%
99.81%
91.09%
92.38%
92.57%
80.69%
82.05%
81.76%
83.07%
80.97%
79.31%
81.98%
81.51%
81.55%
81.15%
72.46%
75.91%
79.84%
72.75%
70.60%
71.82%
79.88%
80.94%
82.72%
74.77%
76.39%
81.55%
76.43%
76.87%
73.16%
74.97%
72.78%
87.76%
86.33%
77.14%
82.70%
85.24%
81.66%
88.02%
74.35%
77.30%
77.09%
84.40%
88.90%
78.41%
83.51%
85.16%
87.89%
92.61%
88.16%
94.93%
91.56%