SMCI Options History — April 2012 In April 2012, SMCI traded between $1.67 and $1.83. ATM implied volatility averaged 32.7%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 14.1% (HV 20d: 18.6%). Max pain ranged from $1.25 to $1.75. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2012-04-25 : Highest Volume — 410 contracts2012-04-18 : Largest IV spike — 65.1% change2012-04-20 : Highest IV Rank — 14.2%2012-04-23 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.74 $1.67 $1.83 $1.76 $1.76 Max Pain $1.48 $1.25 $1.75 $1.75 $1.25 ATM IV 32.7% 26.0% 48.0% 31.9% 31.5% Expected Move 9.4% 8.0% 10.4% 9.2% 9.0% HV 20d 18.6% 15.2% 22.1% 20.5% 22.1% HV 60d 24.3% 23.5% 26.2% 26.2% 24.5% IV Rank 5.3% 1.4% 14.2% 4.9% 4.6% IV Percentile 18.0% 1.6% 70.2% 13.1% 15.9% Term Structure 5.5% 3.7% 10.8% 3.9% 10.8% VWIV 33.0% 29.9% 36.4% 31.5% 29.9% Bid-Ask Spread % 56.81 28.93 85.45 28.93 66.02 Gamma HHI 0.74 0.48 0.90 0.79 0.48 Net GEX 6.9K 2.0K 13.6K 6.8K 3.9K Net DEX -67.4K -111.0K -27.5K -111.0K -62.9K Net VEX -294 -396 -204 -396 -283 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 28 0 410 0 0 Total OI 1,735 830 2,050 2,050 1,250
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 2012-04-02 $1.76 $1.75 31.9% 9.2% 20.5% 4.9% 0.0% 0.0% 3.9% 6.8K -111.0K -396 0.00 28.93 0 0 1,430 620 2012-04-03 $1.75 $1.75 32.1% 9.2% 17.7% 4.9% 0.0% 0.0% 3.7% 7.0K -106.2K -388 0.00 32.47 30 0 1,430 620 2012-04-04 $1.74 $1.75 31.5% 9.0% 15.2% 4.6% 0.0% 0.0% 4.5% 7.0K -100.5K -385 0.00 34.49 0 0 1,430 620 2012-04-05 $1.75 $1.75 29.8% 8.6% 15.2% 3.6% 0.0% 0.0% 5.7% 7.6K -106.9K -377 0.00 38.79 0 0 1,430 620 2012-04-09 $1.72 $1.75 31.4% 9.0% 16.4% 4.6% 31.5% 0.0% 4.6% 7.8K -80.0K -348 0.00 38.32 10 0 1,430 620 2012-04-10 $1.71 $1.75 31.5% 9.0% 16.4% 4.6% 0.0% 0.0% 4.6% 7.8K -70.5K -331 0.00 40.32 0 0 1,430 620 2012-04-11 $1.72 $1.75 30.6% 8.8% 16.5% 4.1% 0.0% 0.0% 5.3% 8.4K -75.0K -326 0.00 42.30 0 0 1,430 620 2012-04-12 $1.72 $1.75 29.4% 8.4% 16.2% 3.4% 0.0% 0.0% 6.5% 9.0K -72.9K -321 0.00 51.16 0 0 1,430 620 2012-04-13 $1.67 $1.75 27.9% 8.0% 19.1% 2.5% 31.1% 0.0% 10.8% 6.2K -27.5K -266 0.00 64.36 0 50 1,430 620 2012-04-16 $1.68 $1.25 29.6% 10.3% 19.1% 3.5% 0.0% 0.0% 0.0% 7.6K -35.1K -245 0.00 70.17 0 0 1,430 570 2012-04-17 $1.70 $1.25 26.0% 10.3% 19.2% 1.4% 0.0% 0.0% 0.0% 10.0K -40.6K -244 0.00 72.54 0 0 1,430 570 2012-04-18 $1.70 $1.25 42.9% 10.3% 18.8% 11.2% 0.0% 0.0% 0.0% 9.1K -52.6K -249 0.00 85.45 0 0 1,430 570 2012-04-19 $1.71 $1.25 30.1% 10.2% 18.9% 3.8% 0.0% 0.0% 0.0% 12.0K -42.0K -231 0.00 71.36 0 0 1,430 570 2012-04-20 $1.72 $1.25 48.0% 10.3% 19.0% 14.2% 0.0% 0.0% 0.0% 13.6K -57.1K -231 0.00 72.52 0 0 1,430 570 2012-04-23 $1.73 $1.25 36.4% 10.4% 18.8% 7.5% 36.4% 0.0% 0.0% 2.0K -43.5K -205 0.00 70.87 50 0 610 220 2012-04-24 $1.78 $1.25 36.0% 10.3% 19.9% 7.2% 36.1% 0.0% 0.0% 2.1K -51.6K -204 0.00 62.59 0 10 610 220 2012-04-25 $1.82 $1.25 33.9% 9.7% 20.9% 6.0% 29.9% 0.0% 0.0% 2.2K -57.9K -208 0.00 70.81 410 0 610 230 2012-04-26 $1.83 $1.25 31.8% 9.1% 20.4% 4.8% 0.0% 0.0% 0.0% 4.3K -81.0K -324 0.00 59.38 0 0 1,020 230 2012-04-27 $1.80 $1.25 31.2% 8.9% 20.8% 4.4% 0.0% 0.0% 0.0% 4.2K -72.2K -312 0.00 63.39 0 0 1,020 230 2012-04-30 $1.76 $1.25 31.5% 9.0% 22.1% 4.6% 0.0% 0.0% 0.0% 3.9K -62.9K -283 0.00 66.02 0 0 1,020 230
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