SMCI Options History — October 2008 In October 2008, SMCI traded between $0.57 and $0.91. ATM implied volatility averaged 61.7%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded below realized volatility by 34.6% (HV 20d: 96.2%). Max pain ranged from $0.50 to $0.75. Net GEX was positive for 20 of 23 trading days. Put/call ratio averaged 0.03.
Notable Days 2008-10-29 : Highest Volume — 390 contracts2008-10-09 : Largest IV spike — 315.5% change2008-10-09 : Highest IV Rank — 100.0%2008-10-09 : Largest Expected Move — 55.5%Monthly Statistics Metric Avg Min Max Open Close Price $0.72 $0.57 $0.91 $0.91 $0.63 Max Pain $0.65 $0.50 $0.75 $0.50 $0.75 ATM IV 61.7% 46.0% 193.4% 49.7% 63.3% Expected Move 17.7% 13.2% 55.5% 14.2% 18.1% HV 20d 96.2% 62.5% 123.5% 62.5% 123.5% HV 60d 69.0% 49.7% 86.3% 49.7% 82.5% IV Rank 24.5% 12.6% 100.0% 23.9% 22.8% IV Percentile 78.8% 34.7% 100.0% 57.9% 94.4% VWIV 55.3% 38.9% 90.4% 52.8% 90.4% Bid-Ask Spread % 96.17 72.51 200.00 84.27 78.84 Gamma HHI 0.69 0.50 1.00 0.87 0.50 Net GEX 339 -143 1.0K 277 613 Net DEX -35.8K -77.1K 8.6K -77.1K -16.5K Net VEX -124 -176 -73 -73 -147 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.11 0.00 0.11 Total Volume 57.826 0 390 0 0 Total OI 1,586.957 1,170 2,120 1,170 2,120
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 2008-10-01 $0.91 $0.50 49.7% 14.2% 62.5% 23.9% 0.0% 0.0% 0.0% 277 -77.1K -73 0.00 84.27 0 0 960 210 2008-10-02 $0.89 $0.50 50.6% 14.5% 62.8% 24.9% 0.0% 0.0% 0.0% 310 -73.0K -80 0.00 79.84 0 0 960 210 2008-10-03 $0.88 $0.50 52.8% 15.1% 62.8% 27.0% 52.8% 0.0% 0.0% 310 -71.9K -85 0.00 81.49 200 0 960 210 2008-10-06 $0.77 $0.50 51.7% 14.8% 77.6% 25.9% 0.0% 0.0% 0.0% 560 -56.0K -116 0.00 86.69 0 0 1,060 210 2008-10-07 $0.73 $0.50 51.6% 14.8% 78.2% 25.8% 0.0% 0.0% 0.0% 615 -47.0K -123 0.00 76.92 0 0 1,060 210 2008-10-08 $0.68 $0.50 46.6% 13.3% 80.1% 20.9% 39.9% 0.0% 0.0% 577 -39.3K -111 0.00 105.48 0 10 1,060 210 2008-10-09 $0.67 $0.50 193.4% 55.5% 79.4% 100.0% 0.0% 0.0% 0.0% 692 -28.4K -86 0.00 200.00 0 0 1,060 210 2008-10-10 $0.71 $0.50 0.0% 0.0% 85.6% 0.0% 0.0% 0.0% 0.0% 1.0K -36.3K -96 0.00 200.00 0 0 1,060 210 2008-10-13 $0.80 $0.50 56.0% 16.1% 96.9% 18.5% 56.2% 0.0% 0.0% 471 -61.6K -100 0.00 85.09 0 300 1,060 210 2008-10-14 $0.79 $0.75 51.4% 14.7% 95.7% 15.8% 0.0% 0.0% 0.0% 110 -52.4K -137 0.00 112.95 0 0 1,060 510 2008-10-15 $0.71 $0.75 55.6% 15.9% 100.5% 18.3% 55.6% 0.0% 0.0% 225 -33.8K -146 0.00 75.79 20 0 1,060 510 2008-10-16 $0.78 $0.75 53.6% 15.4% 106.6% 17.1% 53.6% 0.0% 0.0% 167 -49.2K -146 0.00 75.09 0 210 1,060 510 2008-10-17 $0.78 $0.75 54.1% 15.5% 103.8% 17.4% 0.0% 0.0% 0.0% -113 -42.8K -170 0.00 75.91 0 0 1,060 720 2008-10-20 $0.79 $0.75 53.1% 15.2% 104.4% 16.8% 0.0% 0.0% 0.0% -143 -48.7K -160 0.00 89.01 0 0 1,060 720 2008-10-21 $0.76 $0.75 55.4% 15.9% 105.1% 18.2% 55.4% 0.0% 0.0% -99 -37.1K -166 0.00 79.45 100 0 1,060 720 2008-10-22 $0.67 $0.75 54.2% 15.5% 110.9% 17.5% 0.0% 0.0% 0.0% 176 -13.2K -150 0.00 89.05 0 0 1,160 720 2008-10-23 $0.69 $0.75 53.4% 15.3% 111.0% 17.0% 0.0% 0.0% 0.0% 116 -18.6K -159 0.00 82.38 0 0 1,160 720 2008-10-24 $0.61 $0.75 54.9% 15.8% 115.4% 17.9% 0.0% 0.0% 0.0% 267 -1.8K -133 0.00 87.70 0 0 1,160 720 2008-10-27 $0.60 $0.75 46.0% 13.2% 111.3% 12.6% 38.9% 0.0% 0.0% 312 8.6K -79 0.00 113.90 0 100 1,160 720 2008-10-28 $0.57 $0.75 63.4% 18.2% 108.4% 22.9% 0.0% 0.0% 0.0% 406 3.7K -100 0.00 95.19 0 0 1,160 620 2008-10-29 $0.57 $0.75 76.5% 21.9% 108.5% 30.7% 90.4% 0.0% 0.0% 344 -1.4K -122 0.11 72.51 350 40 1,160 620 2008-10-30 $0.66 $0.75 69.8% 20.0% 122.8% 26.7% 0.0% 0.0% 0.0% 585 -29.9K -176 0.00 84.46 0 0 1,500 620 2008-10-31 $0.63 $0.75 63.3% 18.1% 123.5% 22.8% 0.0% 0.0% 0.0% 613 -16.5K -147 0.00 78.84 0 0 1,500 620
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