SMCI Options History — December 2008

In December 2008, SMCI traded between $0.46 and $0.71. ATM implied volatility averaged 75.7%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded below realized volatility by 55.0% (HV 20d: 130.8%). Max pain ranged from $0.75 to $0.75. Net GEX was positive for 10 of 15 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2008-12-08: Highest Volume — 100 contracts
  • 2008-12-18: Largest IV spike — 75.2% change
  • 2008-12-19: Highest IV Rank — 68.6%
  • 2008-12-19: Largest Expected Move — 40.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.60$0.46$0.71$0.46$0.66
Max Pain$0.75$0.75$0.75$0.75$0.75
ATM IV75.7%53.2%140.5%64.9%140.5%
Expected Move21.7%15.3%40.3%18.6%40.3%
HV 20d130.8%101.5%150.4%132.3%103.6%
HV 60d116.1%108.8%119.0%108.8%118.7%
IV Rank30.2%16.9%68.6%23.8%68.6%
IV Percentile90.9%72.9%99.6%90.8%99.6%
VWIV61.3%53.0%69.7%53.0%69.7%
Bid-Ask Spread %102.0066.62115.70113.8685.53
Gamma HHI0.880.551.000.961.00
Net GEX42601.2K5110
Net DEX4.9K-17.8K18.8K18.8K5.9K
Net VEX-15-360-230
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume100100030
Total OI2,099.3332,0902,1102,1102,090

Daily Data (15 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2008-12-01$0.46$0.7564.9%18.6%132.3%23.8%0.0%0.0%0.0%51118.8K-230.00113.86001,500610
2008-12-02$0.51$0.7574.4%21.3%139.3%29.4%0.0%0.0%0.0%68414.4K-270.0095.16001,500610
2008-12-03$0.50$0.7575.3%21.6%139.3%30.0%0.0%0.0%0.0%67815.2K-250.0066.62001,500610
2008-12-04$0.49$0.7572.1%20.7%138.8%28.1%0.0%0.0%0.0%70516.5K-230.0095.36001,500610
2008-12-05$0.57$0.7557.8%16.6%146.1%19.6%0.0%0.0%0.0%5136.8K-120.00114.05001,500610
2008-12-08$0.61$0.7568.1%19.5%148.1%25.7%53.0%0.0%0.0%3023.4K-120.00110.6910001,500610
2008-12-09$0.59$0.7574.6%21.4%148.8%29.6%69.7%0.0%0.0%4075.2K-120.00112.662001,500610
2008-12-10$0.65$0.7567.5%19.3%150.4%25.3%0.0%0.0%0.0%527-6.0K-360.00114.52001,480610
2008-12-11$0.63$0.7576.8%22.0%130.5%30.8%0.0%0.0%0.0%05.7K00.00113.89001,480610
2008-12-12$0.65$0.7572.6%20.8%122.8%28.4%0.0%0.0%0.0%05.9K00.00112.14001,480610
2008-12-15$0.65$0.7567.6%19.4%122.9%25.4%0.0%0.0%0.0%05.8K00.0084.95001,480610
2008-12-16$0.70$0.7577.1%22.1%118.5%31.0%0.0%0.0%0.0%845-17.8K-330.00115.70001,480610
2008-12-17$0.71$0.7553.2%15.3%118.4%16.9%0.0%0.0%0.0%1.2K-12.7K-270.0098.77001,480610
2008-12-18$0.68$0.7593.2%26.7%101.5%40.6%0.0%0.0%0.0%06.1K00.0096.13001,480610
2008-12-19$0.66$0.75140.5%40.3%103.6%68.6%0.0%0.0%0.0%05.9K00.0085.533001,480610