SMCI Options History — November 2008 In November 2008, SMCI traded between $0.39 and $0.62. ATM implied volatility averaged 80.2%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded below realized volatility by 40.0% (HV 20d: 120.1%). Max pain ranged from $0.75 to $0.75. Net GEX was positive for 19 of 19 trading days. Put/call ratio averaged 0.00.
Notable Days 2008-11-20 : Highest Volume — 100 contracts2008-11-13 : Largest IV spike — 75.3% change2008-11-13 : Highest IV Rank — 50.5%2008-11-13 : Largest Expected Move — 31.5%Monthly Statistics Metric Avg Min Max Open Close Price $0.49 $0.39 $0.62 $0.62 $0.52 Max Pain $0.75 $0.75 $0.75 $0.75 $0.75 ATM IV 80.2% 50.6% 109.9% 50.6% 75.1% Expected Move 23.0% 14.5% 31.5% 14.5% 21.5% HV 20d 120.1% 100.3% 137.6% 114.6% 126.7% HV 60d 94.4% 82.5% 106.4% 82.5% 106.4% IV Rank 32.9% 15.4% 50.5% 15.4% 29.9% IV Percentile 93.9% 61.4% 98.8% 61.4% 93.6% VWIV 89.2% 71.6% 98.9% 97.0% 71.6% Bid-Ask Spread % 94.99 72.57 183.78 114.77 90.99 Gamma HHI 0.73 0.50 1.00 0.50 0.85 Net GEX 512 241 1.2K 588 640 Net DEX 9.3K -13.8K 22.5K -6.1K 12.4K Net VEX -62 -144 -17 -97 -36 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 7.368 0 100 0 0 Total OI 2,123.158 2,110 2,130 2,120 2,110
Daily Data (19 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 2008-11-03 $0.62 $0.75 50.6% 14.5% 114.6% 15.4% 0.0% 0.0% 0.0% 588 -6.1K -97 0.00 114.77 0 0 1,500 620 2008-11-04 $0.62 $0.75 74.4% 21.3% 113.8% 29.4% 0.0% 0.0% 0.0% 611 -13.8K -144 0.00 76.24 0 0 1,500 620 2008-11-05 $0.59 $0.75 59.1% 16.9% 111.6% 20.4% 0.0% 0.0% 0.0% 624 -4.6K -115 0.00 102.47 0 0 1,500 620 2008-11-06 $0.54 $0.75 73.1% 20.9% 114.8% 28.6% 0.0% 0.0% 0.0% 571 3.5K -94 0.00 83.37 0 0 1,500 620 2008-11-07 $0.54 $0.75 74.1% 21.2% 111.4% 29.3% 0.0% 0.0% 0.0% 567 4.5K -87 0.00 82.72 0 0 1,500 620 2008-11-10 $0.54 $0.75 75.3% 21.6% 100.3% 30.0% 0.0% 0.0% 0.0% 572 5.7K -82 0.00 82.06 0 0 1,500 620 2008-11-11 $0.52 $0.75 76.8% 22.0% 100.7% 30.9% 0.0% 0.0% 0.0% 533 9.8K -69 0.00 80.97 0 0 1,500 620 2008-11-12 $0.42 $0.75 62.7% 18.0% 114.6% 22.5% 0.0% 0.0% 0.0% 337 18.2K -35 0.00 109.79 0 0 1,500 620 2008-11-13 $0.39 $0.75 109.9% 31.5% 109.1% 50.5% 0.0% 0.0% 0.0% 241 13.6K -46 0.00 72.57 0 0 1,500 620 2008-11-14 $0.41 $0.75 96.7% 27.7% 112.8% 42.7% 97.0% 0.0% 0.0% 287 14.6K -43 0.00 85.18 20 0 1,500 610 2008-11-17 $0.46 $0.75 98.9% 28.3% 125.2% 43.9% 0.0% 0.0% 0.0% 400 10.9K -60 0.00 80.26 0 0 1,520 610 2008-11-18 $0.47 $0.75 96.7% 27.7% 126.6% 42.7% 0.0% 0.0% 0.0% 435 10.3K -61 0.00 79.14 0 0 1,520 610 2008-11-19 $0.41 $0.75 61.4% 17.6% 131.3% 21.7% 0.0% 0.0% 0.0% 288 21.0K -17 0.00 110.08 0 0 1,520 610 2008-11-20 $0.41 $0.75 98.4% 28.2% 130.9% 43.7% 98.9% 0.0% 0.0% 305 15.9K -36 0.00 96.26 0 100 1,520 610 2008-11-21 $0.44 $0.75 107.3% 30.8% 130.3% 48.9% 0.0% 0.0% 0.0% 326 15.0K -44 0.00 103.58 0 0 1,520 610 2008-11-24 $0.48 $0.75 64.0% 18.4% 135.3% 23.3% 0.0% 0.0% 0.0% 1.2K 22.5K -22 0.00 183.78 0 0 1,520 610 2008-11-25 $0.49 $0.75 96.9% 27.8% 134.9% 42.8% 0.0% 0.0% 0.0% 496 11.5K -51 0.00 79.09 0 0 1,520 610 2008-11-26 $0.52 $0.75 71.7% 20.6% 137.6% 27.8% 71.6% 0.0% 0.0% 669 12.1K -38 0.00 91.57 20 0 1,520 610 2008-11-28 $0.52 $0.75 75.1% 21.5% 126.7% 29.9% 0.0% 0.0% 0.0% 640 12.4K -36 0.00 90.99 0 0 1,500 610
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