SMCI Options History — August 2007

Name: SMCI Options Analytics - August 2007
Creator: Options Analysis Suite

In August 2007, SMCI traded between $0.83 and $0.92. ATM implied volatility averaged 60.5%. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 30.0% (HV 20d: 30.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.33.

Notable Days

2007-08-06: Highest Volume — 510 contracts
2007-08-16: Largest IV drop — 51.9% change
2007-08-22: Largest Expected Move — 17.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.86	$0.83	$0.92	$0.92	$0.83
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	60.5%	43.5%	106.4%	50.1%	50.7%
Expected Move	15.0%	12.4%	17.5%	14.4%	14.5%
HV 20d	30.6%	23.8%	37.0%	37.0%	23.8%
Term Structure	3.8%	-9.5%	17.7%	-9.5%	11.3%
Bid-Ask Spread %	89.67	75.55	122.50	97.37	98.58
Gamma HHI	0.84	0.38	1.00	1.00	0.38
Net GEX	147	0	419	66	274
Net DEX	-843	-15.2K	10.2K	-242	-10.8K
Net VEX	-30	-90	0	-1	-90
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	2.00	0.24	0.00
Total Volume	61.304	0	510	0	30
Total OI	470	30	890	30	570

Daily Data (23 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
2007-08-01	$0.92	$1.00	50.1%	14.4%	0.0%	0.0%	0.0%	0.0%	-9.5%	66	-242	-1	0.00	97.37	0	0	30	0
2007-08-02	$0.92	$1.00	44.2%	12.7%	0.0%	0.0%	0.0%	0.0%	-9.5%	60	-208	-1	0.00	100.93	0	0	30	0
2007-08-03	$0.89	$1.00	43.5%	12.5%	0.0%	0.0%	0.0%	0.0%	-4.4%	17	-69	0	0.00	115.88	0	0	30	0
2007-08-06	$0.86	$1.00	57.8%	12.4%	0.0%	0.0%	0.0%	0.0%	11.2%	0	0	0	0.24	80.73	410	100	30	0
2007-08-07	$0.86	$1.00	61.5%	13.2%	0.0%	0.0%	0.0%	0.0%	10.7%	82	1.5K	-24	0.40	83.55	250	100	440	100
2007-08-08	$0.88	$1.00	65.5%	17.0%	0.0%	0.0%	0.0%	0.0%	-7.1%	79	10.1K	-23	0.00	83.33	0	0	690	200
2007-08-09	$0.90	$1.00	52.9%	13.6%	0.0%	0.0%	0.0%	0.0%	0.2%	419	8.8K	-33	0.00	109.82	0	0	690	200
2007-08-10	$0.88	$1.00	69.6%	16.5%	0.0%	0.0%	0.0%	0.0%	-0.8%	82	10.2K	-23	0.00	82.65	100	0	690	200
2007-08-13	$0.87	$1.00	85.1%	14.9%	0.0%	0.0%	0.0%	0.0%	10.1%	82	10.2K	-23	0.00	81.32	0	0	590	200
2007-08-14	$0.87	$1.00	94.7%	14.6%	0.0%	0.0%	0.0%	0.0%	10.3%	81	10.2K	-23	0.00	80.95	0	0	590	200
2007-08-15	$0.87	$1.00	106.4%	14.8%	0.0%	0.0%	0.0%	0.0%	9.4%	81	10.2K	-24	0.00	79.47	0	0	590	200
2007-08-16	$0.84	$1.00	51.2%	14.7%	0.0%	0.0%	0.0%	0.0%	-5.1%	118	9.6K	-22	0.00	98.12	0	0	590	200
2007-08-17	$0.85	$1.00	57.5%	16.5%	37.0%	0.0%	0.0%	0.0%	-5.2%	112	9.6K	-21	0.00	122.50	100	0	590	200
2007-08-20	$0.85	$1.00	57.6%	16.5%	35.9%	0.0%	0.0%	0.0%	2.8%	84	-7.0K	-24	0.00	83.35	0	0	250	0
2007-08-21	$0.85	$1.00	59.9%	17.2%	34.8%	0.0%	0.0%	0.0%	0.5%	84	-6.8K	-24	0.00	85.25	0	0	250	0
2007-08-22	$0.84	$1.00	60.9%	17.5%	33.7%	0.0%	0.0%	0.0%	-1.3%	85	-6.7K	-23	0.00	83.92	0	0	250	0
2007-08-23	$0.84	$1.00	51.7%	14.8%	32.8%	0.0%	0.0%	0.0%	17.4%	85	-6.7K	-23	0.00	85.96	0	0	250	0
2007-08-24	$0.84	$1.00	58.3%	16.7%	32.0%	0.0%	0.0%	0.0%	1.1%	267	-8.6K	-31	0.00	78.35	110	0	250	0
2007-08-27	$0.84	$1.00	59.8%	17.2%	27.5%	0.0%	0.0%	0.0%	0.1%	352	-15.2K	-54	0.00	79.30	0	40	360	0
2007-08-28	$0.84	$1.00	51.4%	14.7%	27.3%	0.0%	0.0%	0.0%	14.5%	308	-14.1K	-59	0.00	77.16	0	0	360	40
2007-08-29	$0.84	$1.00	49.8%	14.3%	25.7%	0.0%	0.0%	0.0%	12.5%	299	-13.7K	-58	2.00	98.43	50	100	360	40
2007-08-30	$0.83	$1.00	52.0%	14.9%	25.6%	0.0%	0.0%	0.0%	17.7%	275	-9.9K	-88	0.00	75.55	20	0	410	140
2007-08-31	$0.83	$1.00	50.7%	14.5%	23.8%	0.0%	0.0%	0.0%	11.3%	274	-10.8K	-90	0.00	98.58	30	0	430	140