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ACM Research, Inc. Class A Common Stock ACMR

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-10T22:20:14.363Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:40:41.366866001Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:20:13.808068+00:00

Share price$49.47
1D+2.9%
AH$46.65$47.55$48.45$49.35$50.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACMR
Sold putSold callAH

ACM Research, Inc. Class A Common Stock options

Live interpolated ACMR call and put midpoint premiums by absolute delta.ACM Research, Inc. Class A Common Stock$0.18$2.57$4.97$7.36$9.76$41.60$45.24$48.88$52.52$56.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACMR spot · $49.47ACMR PRICE$0.44$0.59$0.77$1.02$1.23$1.29$1.48$1.91$2.12$2.26$2.62$3.04$3.08$0.68$0.93$1.13$1.35$1.67$1.96$2.24$3.57$4.24$5.17$9.07
Puts——
CallsCheap0.76×
Skew——
Implied moveBearish±$3.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.2491.1%8.5%45.23126.6%9.9%
25Δ52.4990.6%7.3%46.01130.5%8.9%
30Δ51.9193.4%6.5%46.92125.1%7.4%
35Δ51.4299.1%6.0%47.72120.4%6.3%
40Δ50.89102.0%5.4%48.41122.6%5.5%
45Δ50.1889.1%4.0%49.10120.4%4.7%
50Δ49.6486.8%3.3%49.75117.0%3.9%
55Δ49.1296.7%3.2%
60Δ48.6293.0%2.6%51.43135.3%3.2%
65Δ48.1785.9%2.0%52.36138.2%2.7%
70Δ47.6386.4%1.6%53.49145.2%2.3%
75Δ47.0587.4%1.3%
80Δ46.8477.1%0.9%57.70184.9%1.7%

20Δ

Calls
Pseudo strike
53.24
IV
91.1%
B/E move
8.5%
Puts
Pseudo strike
45.23
IV
126.6%
B/E move
9.9%

25Δ

Calls
Pseudo strike
52.49
IV
90.6%
B/E move
7.3%
Puts
Pseudo strike
46.01
IV
130.5%
B/E move
8.9%

30Δ

Calls
Pseudo strike
51.91
IV
93.4%
B/E move
6.5%
Puts
Pseudo strike
46.92
IV
125.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
51.42
IV
99.1%
B/E move
6.0%
Puts
Pseudo strike
47.72
IV
120.4%
B/E move
6.3%

40Δ

Calls
Pseudo strike
50.89
IV
102.0%
B/E move
5.4%
Puts
Pseudo strike
48.41
IV
122.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
50.18
IV
89.1%
B/E move
4.0%
Puts
Pseudo strike
49.10
IV
120.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
49.64
IV
86.8%
B/E move
3.3%
Puts
Pseudo strike
49.75
IV
117.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
49.12
IV
96.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
48.62
IV
93.0%
B/E move
2.6%
Puts
Pseudo strike
51.43
IV
135.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
48.17
IV
85.9%
B/E move
2.0%
Puts
Pseudo strike
52.36
IV
138.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
47.63
IV
86.4%
B/E move
1.6%
Puts
Pseudo strike
53.49
IV
145.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
47.05
IV
87.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.84
IV
77.1%
B/E move
0.9%
Puts
Pseudo strike
57.70
IV
184.9%
B/E move
1.7%

Options history

IV · four-Friday blend105.61%
Daily close
ACMR67.5%89.3%111.2%2026-08-12: 93.01%2026-08-13: 90.82%2026-08-14: 80.90%2026-08-17: 82.16%2026-08-18: 81.70%2026-08-19: 83.42%2026-08-20: 80.98%2026-08-21: 79.29%2026-08-24: 81.87%2026-08-25: 81.48%2026-08-26: 81.65%2026-08-27: 81.13%2026-08-28: 72.58%2026-08-31: 75.50%2026-09-01: 79.91%2026-09-02: 72.16%2026-09-03: 70.51%2026-09-04: 71.90%2026-09-08: 81.23%2026-09-09: 80.21%2026-09-10: 82.95%2026-09-11: 74.99%2026-09-14: 76.48%2026-09-15: 81.75%2026-09-16: 77.08%2026-09-17: 76.73%2026-09-18: 73.21%2026-09-21: 75.72%2026-09-22: 73.51%2026-09-23: 88.33%2026-09-24: 86.23%2026-09-25: 77.26%2026-09-28: 82.48%2026-09-29: 85.35%2026-09-30: 81.63%2026-10-01: 88.11%2026-10-02: 74.69%2026-10-05: 77.12%2026-10-06: 76.86%2026-10-07: 84.22%2026-10-08: 90.90%2026-10-09: 78.45%2026-10-12: 83.41%2026-10-13: 85.58%2026-10-14: 87.94%2026-10-15: 92.79%2026-10-16: 88.13%2026-10-19: 96.33%2026-10-20: 91.55%2026-10-21: 99.86%2026-10-22: 103.94%2026-10-23: 95.83%2026-10-26: 102.07%2026-10-27: 105.44%2026-10-28: 108.16%2026-10-29: 107.58%2026-10-30: 105.61%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
93.01%
90.82%
80.90%
82.16%
81.70%
83.42%
80.98%
79.29%
81.87%
81.48%
81.65%
81.13%
72.58%
75.50%
79.91%
72.16%
70.51%
71.90%
81.23%
80.21%
82.95%
74.99%
76.48%
81.75%
77.08%
76.73%
73.21%
75.72%
73.51%
88.33%
86.23%
77.26%
82.48%
85.35%
81.63%
88.11%
74.69%
77.12%
76.86%
84.22%
90.90%
78.45%
83.41%
85.58%
87.94%
92.79%
88.13%
96.33%
91.55%
99.86%
103.94%
95.83%
102.07%
105.44%
108.16%
107.58%
105.61%