SMCI Options History — July 2007

In July 2007, SMCI traded between $0.89 and $0.93. ATM implied volatility averaged 40.2%. The 30-day expected move averaged 11.5%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 1 of 3 days. Put/call ratio averaged 0.00.

Notable Days

2007-07-31: Highest Volume — 30 contracts
2007-07-30: Largest IV spike — 69.2% change
2007-07-31: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.91	$0.89	$0.93	$0.93	$0.90
ATM IV	40.2%	27.1%	47.6%	27.1%	47.6%
Expected Move	11.5%	7.8%	13.7%	7.8%	13.7%
Term Structure	-3.8%	-12.3%	13.0%	13.0%	-12.3%
VWIV	52.9%	52.9%	52.9%	52.9%	52.9%
Bid-Ask Spread %	102.80	97.45	111.06	111.06	99.89
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	10	0	30	0	30
Total OI	0	0	0	0	0

Daily Data (3 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 Vol	Put Vol	Call OI	Put OI
2007-07-27	$0.93	$0.00	27.1%	7.8%	0.0%	0.0%	0.0%	0.0%	13.0%	0	0	0	0.00	111.06	0	0	0	0
2007-07-30	$0.89	$0.00	45.9%	13.2%	0.0%	0.0%	0.0%	0.0%	-12.2%	0	0	0	0.00	97.45	0	0	0	0
2007-07-31	$0.90	$0.00	47.6%	13.7%	0.0%	0.0%	52.9%	0.0%	-12.3%	0	0	0	0.00	99.89	30	0	0	0