SMCI Options History — February 2008 In February 2008, SMCI traded between $0.88 and $0.96. ATM implied volatility averaged 49.1%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 10.8% (HV 20d: 59.9%). Max pain ranged from $0.75 to $0.75. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2008-02-04 : Highest Volume — 1,520 contracts2008-02-14 : Largest IV drop — 39.6% change2008-02-13 : Highest IV Rank — 68.6%2008-02-22 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $0.90 $0.88 $0.96 $0.96 $0.90 Max Pain $0.75 $0.75 $0.75 $0.75 $0.75 ATM IV 49.1% 30.6% 81.5% 48.9% 33.6% Expected Move 13.1% 8.8% 15.6% 14.0% 9.6% HV 20d 59.9% 26.5% 66.9% 64.3% 26.5% HV 60d 53.3% 50.3% 56.8% 55.4% 50.3% IV Rank 27.8% 4.4% 68.6% 27.5% 8.2% IV Percentile 36.6% 1.4% 97.1% 36.9% 3.4% Term Structure 3.5% -4.8% 20.2% -0.0% 16.0% VWIV 43.4% 36.7% 50.1% 50.1% 36.7% Bid-Ask Spread % 97.13 76.51 131.40 94.96 108.34 Gamma HHI 0.82 0.66 0.97 0.72 0.97 Net GEX 4.0K 2.2K 4.5K 2.3K 4.2K Net DEX -109.8K -124.8K -62.6K -82.2K -90.2K Net VEX -491 -551 -233 -253 -466 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 116.5 0 1,520 30 0 Total OI 3,327 1,880 3,640 1,880 3,420
Daily Data (20 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 2008-02-01 $0.96 $0.00 48.9% 14.0% 64.3% 27.5% 0.0% 0.0% -0.0% 2.3K -82.2K -253 0.00 94.96 30 0 1,670 210 2008-02-04 $0.90 $0.75 46.3% 14.3% 66.9% 24.2% 50.1% 0.0% 0.6% 2.2K -62.6K -233 0.00 96.73 1,520 0 1,680 210 2008-02-05 $0.88 $0.75 46.3% 14.2% 65.5% 24.1% 0.0% 0.0% 0.9% 3.8K -110.6K -526 0.00 76.51 0 0 3,180 210 2008-02-06 $0.90 $0.75 46.4% 14.0% 65.7% 24.3% 0.0% 0.0% 0.8% 3.9K -117.6K -547 0.00 77.95 0 0 3,180 210 2008-02-07 $0.90 $0.75 47.2% 14.2% 65.7% 25.3% 0.0% 0.0% -4.8% 4.0K -121.4K -548 0.00 108.72 390 0 3,230 210 2008-02-08 $0.88 $0.75 50.5% 14.0% 66.0% 29.6% 0.0% 0.0% 1.5% 4.0K -116.3K -542 0.00 81.14 0 0 3,300 210 2008-02-11 $0.91 $0.75 65.4% 14.2% 65.9% 48.3% 0.0% 0.0% -0.4% 4.2K -124.8K -550 0.00 91.37 0 0 3,300 210 2008-02-12 $0.90 $0.75 79.8% 14.7% 65.2% 66.5% 0.0% 0.0% -1.5% 4.1K -124.7K -551 0.00 91.61 0 0 3,300 210 2008-02-13 $0.90 $0.75 81.5% 14.3% 65.0% 68.6% 0.0% 0.0% -0.5% 4.2K -122.9K -548 0.00 87.87 0 0 3,300 210 2008-02-14 $0.90 $0.75 49.2% 14.1% 63.7% 27.9% 0.0% 0.0% 0.1% 4.3K -124.5K -543 0.00 88.48 0 0 3,300 210 2008-02-15 $0.89 $0.75 48.8% 14.0% 58.3% 27.4% 0.0% 0.0% -0.1% 4.2K -118.5K -532 0.00 92.64 0 0 3,300 210 2008-02-19 $0.90 $0.75 46.8% 13.4% 58.3% 24.8% 0.0% 0.0% 3.1% 4.3K -117.6K -510 0.00 97.80 100 0 3,300 210 2008-02-20 $0.90 $0.75 45.1% 12.9% 58.3% 22.7% 0.0% 0.0% 3.2% 4.4K -120.3K -520 0.00 98.08 20 0 3,370 210 2008-02-21 $0.90 $0.75 47.2% 13.5% 58.3% 25.3% 0.0% 0.0% 0.9% 4.5K -121.0K -523 0.00 98.49 0 0 3,380 210 2008-02-22 $0.90 $0.75 54.5% 15.6% 57.5% 34.5% 0.0% 0.0% -1.1% 4.5K -120.3K -519 0.00 131.40 0 0 3,430 210 2008-02-25 $0.89 $0.75 39.4% 11.3% 57.3% 15.5% 36.7% 0.0% 1.3% 4.5K -118.5K -505 0.00 95.35 220 0 3,380 210 2008-02-26 $0.90 $0.75 41.3% 11.8% 56.8% 17.8% 0.0% 0.0% 17.6% 4.3K -101.4K -492 0.00 108.18 0 0 3,160 210 2008-02-27 $0.90 $0.75 30.6% 8.8% 56.3% 4.4% 0.0% 0.0% 20.2% 4.1K -92.5K -460 0.00 108.83 0 50 3,160 210 2008-02-28 $0.89 $0.75 33.7% 9.7% 56.4% 8.3% 0.0% 0.0% 13.0% 4.0K -88.3K -448 0.00 108.22 0 0 3,160 260 2008-02-29 $0.90 $0.75 33.6% 9.6% 26.5% 8.2% 0.0% 0.0% 16.0% 4.2K -90.2K -466 0.00 108.34 0 0 3,160 260
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