SMCI Options History — October 2007

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

In October 2007, SMCI traded between $0.97 and $1.01. ATM implied volatility averaged 51.0%. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 20.3% (HV 20d: 30.7%). Max pain ranged from $0.75 to $1.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.22.

Notable Days

2007-10-31: Highest Volume — 990 contracts
2007-10-11: Largest IV spike — 19.8% change
2007-10-31: Largest Expected Move — 17.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.99	$0.97	$1.01	$0.98	$1.00
Max Pain	$0.98	$0.75	$1.00	$1.00	$0.75
ATM IV	51.0%	42.9%	62.1%	47.5%	62.1%
Expected Move	14.8%	12.5%	17.8%	13.6%	17.8%
HV 20d	30.7%	23.6%	38.9%	35.1%	25.2%
HV 60d	31.3%	28.4%	33.4%	32.9%	28.5%
Term Structure	-2.0%	-12.7%	7.8%	4.5%	-12.7%
VWIV	54.1%	43.7%	62.2%	43.7%	62.2%
Bid-Ask Spread %	82.59	70.52	94.23	76.78	70.52
Gamma HHI	0.80	0.63	0.89	0.81	0.81
Net GEX	1.7K	671	3.2K	1.4K	2.2K
Net DEX	-71.5K	-115.6K	-52.3K	-58.7K	-115.6K
Net VEX	-407	-496	-358	-363	-496
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	2.00	2.00	0.05
Total Volume	121.739	0	990	0	990
Total OI	2,188.261	1,900	2,770	1,900	2,770

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
2007-10-01	$0.98	$1.00	47.5%	13.6%	35.1%	0.0%	0.0%	0.0%	4.5%	1.4K	-58.7K	-363	0.00	76.78	0	0	1,320	580
2007-10-02	$0.99	$1.00	43.7%	12.5%	35.1%	0.0%	43.7%	0.0%	7.8%	1.5K	-62.5K	-358	2.00	89.34	50	100	1,320	580
2007-10-03	$1.01	$1.00	47.2%	13.5%	34.9%	0.0%	0.0%	0.0%	4.2%	1.3K	-65.1K	-375	0.00	91.71	100	0	1,320	680
2007-10-04	$0.97	$1.00	48.0%	13.8%	38.8%	0.0%	0.0%	0.0%	2.9%	1.2K	-52.3K	-370	0.00	94.23	200	0	1,320	680
2007-10-05	$0.98	$0.00	46.8%	14.0%	38.9%	0.0%	0.0%	0.0%	-0.9%	1.4K	-60.4K	-394	0.00	75.48	0	0	1,410	680
2007-10-08	$1.00	$0.00	48.1%	14.3%	38.3%	0.0%	50.1%	0.0%	-1.4%	1.5K	-67.6K	-387	0.00	81.67	310	0	1,410	680
2007-10-09	$0.99	$1.00	46.7%	14.9%	35.1%	0.0%	0.0%	0.0%	-4.5%	1.7K	-67.0K	-394	0.00	82.90	0	0	1,460	680
2007-10-10	$1.00	$1.00	42.9%	13.7%	34.7%	0.0%	0.0%	0.0%	1.1%	2.0K	-66.3K	-395	0.00	76.48	0	0	1,460	680
2007-10-11	$0.99	$1.00	51.4%	14.7%	34.5%	0.0%	0.0%	0.0%	-3.3%	2.0K	-62.8K	-391	0.00	83.08	100	0	1,460	680
2007-10-12	$1.00	$1.00	50.0%	14.3%	34.5%	0.0%	0.0%	0.0%	-1.3%	2.1K	-75.4K	-403	0.00	83.24	0	0	1,560	680
2007-10-15	$0.99	$1.00	51.4%	14.7%	34.0%	0.0%	0.0%	0.0%	-2.4%	2.5K	-68.4K	-400	0.00	82.18	0	0	1,560	680
2007-10-16	$1.00	$1.00	52.1%	14.9%	30.1%	0.0%	0.0%	0.0%	-1.7%	2.6K	-74.2K	-394	0.00	82.16	0	0	1,560	680
2007-10-17	$0.99	$1.00	52.9%	15.2%	26.6%	0.0%	0.0%	0.0%	-3.0%	3.0K	-71.4K	-391	0.00	82.31	20	0	1,560	680
2007-10-18	$1.00	$1.00	51.6%	14.8%	26.7%	0.0%	0.0%	0.0%	-1.6%	3.2K	-75.1K	-388	0.00	82.74	0	0	1,560	680
2007-10-19	$0.98	$1.00	51.2%	14.7%	27.8%	0.0%	0.0%	0.0%	-2.3%	2.8K	-61.5K	-382	1.00	84.93	20	20	1,560	680
2007-10-22	$0.97	$1.00	51.2%	14.7%	26.2%	0.0%	0.0%	0.0%	-1.7%	671	-54.0K	-378	0.00	83.46	0	0	1,300	670
2007-10-23	$0.98	$1.00	51.6%	14.8%	26.2%	0.0%	0.0%	0.0%	-1.2%	672	-60.1K	-375	0.00	84.30	250	0	1,300	670
2007-10-24	$0.98	$1.00	48.7%	14.0%	24.3%	0.0%	0.0%	0.0%	0.9%	916	-72.4K	-452	0.00	84.16	30	0	1,550	670
2007-10-25	$0.98	$1.00	55.1%	15.8%	23.6%	0.0%	55.1%	0.0%	-5.9%	880	-72.4K	-449	0.00	78.87	160	0	1,540	670
2007-10-26	$1.00	$1.00	56.0%	16.1%	24.8%	0.0%	56.0%	0.0%	-6.1%	1.2K	-85.0K	-459	0.00	82.26	160	0	1,650	670
2007-10-29	$1.01	$1.00	55.4%	15.9%	24.9%	0.0%	51.1%	0.0%	-6.8%	1.5K	-98.3K	-483	0.00	85.70	70	0	1,810	670
2007-10-30	$0.99	$0.75	60.8%	17.4%	25.7%	0.0%	60.8%	0.0%	-11.2%	1.5K	-98.2K	-482	0.00	81.13	220	0	1,880	670
2007-10-31	$1.00	$0.75	62.1%	17.8%	25.2%	0.0%	62.2%	0.0%	-12.7%	2.2K	-115.6K	-496	0.05	70.52	940	50	2,100	670