IntraAlpha
Create free account Start free

Acm Research Inc ACMR

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-21T17:51:59.123Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:45.276513743Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:59.941730+00:00

Share price$55.20
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$0.25$1.81$3.36$4.92$6.47$49.99$52.61$55.23$57.84$60.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACMR spot · $55.20ACMR PRICE$0.42$0.55$0.70$0.86$1.04$1.23$1.43$1.65$1.90$2.30$3.63$3.26$6.02$0.46$0.61$0.77$0.94$1.14$1.36$1.62$1.88$2.18$2.50$2.86$3.23
PutsCheap0.94×
CallsExpensive1.12×
SkewBullish-7.71 pp
Implied moveBearish±$3.05
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.7494.9%7.2%52.0698.2%6.5%
25Δ57.9993.7%6.1%52.7396.6%5.6%
30Δ57.3993.0%5.3%53.3295.1%4.8%
35Δ56.8392.4%4.5%53.8893.6%4.1%
40Δ56.3192.3%3.9%54.3893.5%3.6%
45Δ55.8291.8%3.3%54.8693.8%3.1%
50Δ55.3490.9%2.9%55.3594.0%2.7%
55Δ54.8790.1%2.4%55.8394.2%2.3%
60Δ54.4089.7%2.0%56.3393.9%1.9%
65Δ53.8494.1%1.7%56.8493.3%1.6%
70Δ52.62130.7%1.9%57.3792.2%1.2%
75Δ52.59101.7%1.2%57.9190.8%1.0%
80Δ50.01168.3%1.5%

20Δ

Calls
Pseudo strike
58.74
IV
94.9%
B/E move
7.2%
Puts
Pseudo strike
52.06
IV
98.2%
B/E move
6.5%

25Δ

Calls
Pseudo strike
57.99
IV
93.7%
B/E move
6.1%
Puts
Pseudo strike
52.73
IV
96.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
57.39
IV
93.0%
B/E move
5.3%
Puts
Pseudo strike
53.32
IV
95.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
56.83
IV
92.4%
B/E move
4.5%
Puts
Pseudo strike
53.88
IV
93.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
56.31
IV
92.3%
B/E move
3.9%
Puts
Pseudo strike
54.38
IV
93.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
55.82
IV
91.8%
B/E move
3.3%
Puts
Pseudo strike
54.86
IV
93.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
55.34
IV
90.9%
B/E move
2.9%
Puts
Pseudo strike
55.35
IV
94.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
54.87
IV
90.1%
B/E move
2.4%
Puts
Pseudo strike
55.83
IV
94.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
54.40
IV
89.7%
B/E move
2.0%
Puts
Pseudo strike
56.33
IV
93.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
53.84
IV
94.1%
B/E move
1.7%
Puts
Pseudo strike
56.84
IV
93.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
52.62
IV
130.7%
B/E move
1.9%
Puts
Pseudo strike
57.37
IV
92.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
52.59
IV
101.7%
B/E move
1.2%
Puts
Pseudo strike
57.91
IV
90.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
50.01
IV
168.3%
B/E move
1.5%
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%