SMCI Options History — November 2007

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

In November 2007, SMCI traded between $0.83 and $0.95. ATM implied volatility averaged 52.0%. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 0.9% (HV 20d: 52.9%). Max pain ranged from $0.75 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.14.

Notable Days

2007-11-01: Highest Volume — 770 contracts
2007-11-15: Largest IV drop — 47.3% change
2007-11-01: Largest Expected Move — 17.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.89	$0.83	$0.95	$0.93	$0.83
Max Pain	$0.98	$0.75	$1.00	$0.75	$1.00
ATM IV	52.0%	33.0%	86.0%	60.9%	49.2%
Expected Move	13.5%	9.5%	17.5%	17.5%	14.1%
HV 20d	52.9%	34.4%	60.6%	34.4%	56.6%
HV 60d	39.8%	32.3%	44.5%	32.5%	44.5%
Term Structure	3.2%	-10.7%	19.9%	-10.7%	-10.0%
VWIV	43.4%	32.4%	59.1%	59.1%	43.0%
Bid-Ask Spread %	92.88	76.00	109.30	95.65	108.42
Gamma HHI	0.73	0.58	0.89	0.82	0.61
Net GEX	1.9K	1.1K	4.1K	3.6K	1.1K
Net DEX	-67.0K	-125.9K	-31.2K	-124.9K	-31.2K
Net VEX	-466	-624	-396	-541	-396
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	1.00	0.15	0.00
Total Volume	90	0	770	770	0
Total OI	3,360.476	2,600	3,940	3,760	2,790

Daily Data (21 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
2007-11-01	$0.93	$0.75	60.9%	17.5%	34.4%	0.0%	59.1%	0.0%	-10.7%	3.6K	-124.9K	-541	0.15	95.65	670	100	3,040	720
2007-11-02	$0.95	$0.75	58.4%	16.8%	34.7%	0.0%	0.0%	0.0%	-8.7%	4.1K	-125.9K	-624	0.00	91.40	0	20	3,140	800
2007-11-05	$0.88	$1.00	50.3%	13.5%	43.9%	0.0%	0.0%	0.0%	2.8%	2.7K	-66.8K	-530	0.00	83.77	140	0	3,140	790
2007-11-06	$0.90	$1.00	61.1%	14.1%	45.2%	0.0%	0.0%	0.0%	1.3%	3.5K	-92.0K	-570	0.00	76.00	0	0	3,130	790
2007-11-07	$0.90	$1.00	49.0%	13.7%	45.0%	0.0%	0.0%	0.0%	2.1%	3.0K	-74.8K	-539	0.00	79.15	100	0	3,130	790
2007-11-08	$0.84	$1.00	55.2%	15.0%	48.8%	0.0%	32.4%	0.0%	1.3%	1.6K	-40.0K	-447	1.00	93.47	50	50	3,030	790
2007-11-09	$0.84	$1.00	56.7%	15.2%	48.4%	0.0%	0.0%	0.0%	1.2%	1.6K	-45.8K	-445	0.00	93.47	0	0	3,080	740
2007-11-12	$0.83	$1.00	67.0%	15.0%	48.4%	0.0%	0.0%	0.0%	1.8%	1.5K	-41.1K	-421	0.00	94.18	0	0	3,080	740
2007-11-13	$0.89	$1.00	76.7%	13.6%	55.9%	0.0%	0.0%	0.0%	2.1%	1.4K	-63.5K	-464	0.00	83.05	0	0	3,080	740
2007-11-14	$0.90	$1.00	86.0%	13.8%	56.0%	0.0%	39.0%	0.0%	1.0%	1.4K	-64.4K	-462	0.00	82.61	100	0	3,080	740
2007-11-15	$0.88	$1.00	45.3%	13.0%	56.3%	0.0%	0.0%	0.0%	19.9%	1.4K	-64.8K	-454	0.00	80.70	70	0	3,180	740
2007-11-16	$0.92	$1.00	48.4%	13.9%	59.1%	0.0%	0.0%	0.0%	-1.5%	1.6K	-73.9K	-466	0.00	80.91	320	0	3,110	740
2007-11-19	$0.93	$1.00	50.1%	14.4%	59.2%	0.0%	0.0%	0.0%	0.1%	1.6K	-80.8K	-457	0.00	86.54	0	0	1,990	610
2007-11-20	$0.93	$1.00	48.2%	13.8%	58.8%	0.0%	0.0%	0.0%	-0.1%	1.6K	-80.7K	-451	0.00	91.56	0	100	1,990	610
2007-11-21	$0.89	$1.00	42.6%	12.2%	60.4%	0.0%	0.0%	0.0%	-0.7%	1.3K	-58.7K	-440	0.00	100.39	0	0	1,990	710
2007-11-23	$0.88	$1.00	38.4%	11.0%	60.6%	0.0%	0.0%	0.0%	17.2%	1.3K	-53.1K	-417	0.00	108.54	0	0	1,990	710
2007-11-26	$0.89	$1.00	34.1%	9.8%	60.0%	0.0%	43.0%	0.0%	17.5%	1.4K	-56.8K	-413	0.00	109.30	0	40	1,990	710
2007-11-27	$0.89	$1.00	41.6%	11.9%	60.0%	0.0%	0.0%	0.0%	0.2%	1.4K	-61.3K	-421	0.00	96.58	30	0	1,990	670
2007-11-28	$0.89	$1.00	33.0%	9.5%	59.8%	0.0%	0.0%	0.0%	16.4%	1.5K	-61.2K	-412	0.00	107.18	0	100	2,020	670
2007-11-29	$0.87	$1.00	40.3%	11.6%	59.7%	0.0%	0.0%	0.0%	14.7%	1.3K	-44.9K	-413	0.00	107.57	0	0	2,020	770
2007-11-30	$0.83	$1.00	49.2%	14.1%	56.6%	0.0%	0.0%	0.0%	-10.0%	1.1K	-31.2K	-396	0.00	108.42	0	0	2,020	770