Super Micro Computer, Inc. (SMCI) Options History
Historical options analytics archive for SMCI with monthly max pain, implied volatility, gamma exposure, and put/call data.
184 months of complete options data available.
SMCI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SMCI. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-05 | 19 | 80.0% | 55.8% | $32.00 | $37.6M | -$3.70B | 0.31 |
| 2026-04 | 21 | 86.3% | 58.3% | $30.00 | $16.9M | -$211.8M | 0.45 |
| 2026-03 | 22 | 75.8% | 30.8% | $24.00 | $15.5M | $267.2M | 0.46 |
| 2026-02 | 19 | 72.5% | 19.4% | $30.00 | $39.5M | -$300.9M | 0.39 |
| 2026-01 | 20 | 78.4% | 24.5% | $34.00 | $2.3M | $153.2M | 0.40 |
| 2025-12 | 22 | 59.9% | 7.6% | $34.00 | -$1.7M | $526.9M | 0.35 |
This archive aggregates SMCI's daily end-of-day options snapshots into monthly summaries, spanning 2007-08 through 2026-05. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how SMCI option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-05) shows an average ATM implied volatility near 80.0%, a month-end max-pain strike around $32.00, an average put/call ratio of 0.31.
2026
2025
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2024
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2023
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2022
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2021
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2020
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
2008
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2007
Frequently asked SMCI history questions
- How much options history is available for SMCI?
- This archive holds 184 months of SMCI options analytics, spanning 2007-08 through 2026-05. Each entry is a monthly rollup of SMCI's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the SMCI archive.
- What data does each monthly SMCI aggregate contain?
- Every monthly row summarizes that month of SMCI option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-05 recorded an average ATM implied volatility near 80.0%, an average IV rank of 55.8%, a month-end max-pain strike around $32.00, an average put/call ratio of 0.31.
- How is the SMCI options-history archive built and how often does it update?
- The archive is derived from SMCI's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how SMCI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.