SMCI Options History — October 2010

Name: SMCI Options Analytics - October 2010
Creator: Options Analysis Suite

In October 2010, SMCI traded between $1.11 and $1.11. ATM implied volatility averaged 46.6%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 160.5% (HV 20d: 207.1%). Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 2 of 2 days. Put/call ratio averaged 0.83.

Notable Days

2010-10-29: Highest Volume — 440 contracts
2010-10-29: Largest IV spike — 8.8% change
2010-10-29: Highest IV Rank — 14.1%
2010-10-29: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.11	$1.11	$1.11	$1.11	$1.11
ATM IV	46.6%	44.6%	48.5%	44.6%	48.5%
Expected Move	13.4%	12.8%	13.9%	12.8%	13.9%
HV 20d	207.1%	207.0%	207.2%	207.0%	207.2%
HV 60d	160.7%	159.9%	161.4%	161.4%	159.9%
IV Rank	12.9%	11.8%	14.1%	11.8%	14.1%
IV Percentile	34.7%	25.1%	44.2%	25.1%	44.2%
Term Structure	12.4%	10.5%	14.4%	14.4%	10.5%
Bid-Ask Spread %	124.18	123.83	124.53	124.53	123.83
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.83	0.83	0.83	0.83
Total Volume	220	0	440	0	440
Total OI	0	0	0	0	0

Daily Data (2 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
2010-10-28	$1.11	$0.00	44.6%	12.8%	207.0%	11.8%	0.0%	0.0%	14.4%	0	0	0	0.00	124.53	0	0	0	0
2010-10-29	$1.11	$0.00	48.5%	13.9%	207.2%	14.1%	0.0%	0.0%	10.5%	0	0	0	0.83	123.83	240	200	0	0