SMCI Options History — May 2012

Name: SMCI Options Analytics - May 2012
Creator: Options Analysis Suite

In May 2012, SMCI traded between $1.59 and $1.78. ATM implied volatility averaged 30.4%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 3.8% (HV 20d: 26.6%). Max pain ranged from $1.25 to $1.25. Net GEX was positive for 22 of 22 trading days. Put/call ratio averaged 0.03.

Notable Days

2012-05-18: Highest Volume — 110 contracts
2012-05-15: Largest IV spike — 19.5% change
2012-05-16: Highest IV Rank — 5.1%
2012-05-16: Largest Expected Move — 9.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.65	$1.59	$1.78	$1.78	$1.59
Max Pain	$1.25	$1.25	$1.25	$1.25	$1.25
ATM IV	30.4%	25.6%	32.3%	31.1%	25.6%
Expected Move	8.7%	7.3%	9.3%	8.9%	7.3%
HV 20d	26.6%	22.0%	28.7%	22.0%	27.8%
HV 60d	24.2%	23.1%	25.2%	24.3%	23.6%
IV Rank	3.9%	1.2%	5.1%	4.4%	1.2%
IV Percentile	14.2%	1.2%	25.4%	14.7%	1.2%
VWIV	31.0%	28.7%	32.4%	32.0%	32.4%
Bid-Ask Spread %	80.19	27.58	118.44	64.66	118.44
Gamma HHI	0.51	0.45	0.70	0.49	0.70
Net GEX	2.9K	2.3K	4.1K	4.1K	2.3K
Net DEX	-34.3K	-64.5K	-19.1K	-64.5K	-19.1K
Net VEX	-185	-291	-97	-291	-97
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.10	0.10	0.00
Total Volume	10.455	0	110	0	0
Total OI	1,282.727	1,250	1,340	1,250	1,340

Daily Data (22 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
2012-05-01	$1.78	$1.25	31.1%	8.9%	22.0%	4.4%	0.0%	0.0%	0.0%	4.1K	-64.5K	-291	0.00	64.66	0	0	1,020	230
2012-05-02	$1.74	$1.25	31.0%	8.9%	23.4%	4.3%	0.0%	0.0%	0.0%	3.7K	-53.6K	-263	0.00	70.74	0	0	1,020	230
2012-05-03	$1.70	$1.25	30.7%	8.8%	24.8%	4.1%	0.0%	0.0%	0.0%	3.3K	-45.5K	-238	0.00	84.79	0	0	1,020	230
2012-05-04	$1.67	$1.25	31.5%	9.0%	24.9%	4.6%	0.0%	0.0%	0.0%	3.0K	-39.9K	-231	0.00	86.10	0	0	1,020	230
2012-05-07	$1.65	$1.25	31.7%	9.1%	24.5%	4.7%	0.0%	0.0%	0.0%	2.7K	-34.8K	-216	0.00	84.10	0	0	1,020	230
2012-05-08	$1.63	$1.25	27.6%	7.9%	24.7%	2.3%	0.0%	0.0%	0.0%	2.5K	-26.5K	-169	0.00	100.50	0	0	1,020	230
2012-05-09	$1.69	$1.25	32.1%	9.2%	27.9%	5.0%	0.0%	0.0%	0.0%	3.2K	-42.9K	-225	0.00	84.01	0	0	1,020	230
2012-05-10	$1.69	$1.25	31.7%	9.1%	27.9%	4.7%	0.0%	0.0%	0.0%	3.1K	-40.7K	-222	0.00	87.27	0	0	1,020	230
2012-05-11	$1.65	$1.25	31.4%	9.0%	27.0%	4.5%	0.0%	0.0%	0.0%	2.7K	-32.9K	-191	0.00	89.21	0	0	1,020	230
2012-05-14	$1.63	$1.25	26.5%	7.6%	27.0%	1.7%	0.0%	0.0%	0.0%	2.5K	-24.3K	-151	0.00	103.24	0	0	1,020	230
2012-05-15	$1.65	$1.25	31.7%	9.1%	26.9%	4.7%	0.0%	0.0%	0.0%	2.7K	-31.8K	-184	0.00	88.10	0	0	1,020	230
2012-05-16	$1.64	$1.25	32.3%	9.3%	26.9%	5.1%	0.0%	0.0%	0.0%	2.6K	-31.6K	-186	0.00	87.54	0	0	1,020	230
2012-05-17	$1.64	$1.25	31.2%	9.0%	26.7%	4.4%	0.0%	0.0%	0.0%	2.6K	-29.4K	-172	0.00	89.13	0	0	1,020	230
2012-05-18	$1.62	$1.25	32.0%	9.2%	26.9%	4.9%	32.0%	0.0%	0.0%	2.3K	-26.1K	-167	0.10	90.22	100	10	1,020	230
2012-05-21	$1.65	$1.25	29.9%	8.6%	27.9%	3.7%	0.0%	0.0%	0.0%	3.3K	-35.6K	-178	0.00	27.58	0	0	1,120	220
2012-05-22	$1.62	$1.25	30.7%	8.8%	25.9%	4.1%	0.0%	0.0%	0.0%	2.7K	-28.4K	-157	0.00	31.51	0	0	1,120	220
2012-05-23	$1.66	$1.25	29.6%	8.5%	27.4%	3.5%	0.0%	0.0%	0.0%	3.5K	-37.8K	-181	0.00	30.67	0	0	1,120	220
2012-05-24	$1.61	$1.25	28.6%	8.2%	28.7%	2.9%	28.7%	0.0%	0.0%	2.7K	-25.6K	-136	0.00	36.50	110	0	1,120	220
2012-05-25	$1.61	$1.25	32.0%	9.2%	28.5%	4.9%	32.4%	0.0%	0.0%	2.6K	-27.9K	-155	0.00	95.00	10	0	1,120	220
2012-05-29	$1.62	$1.25	29.8%	8.5%	28.5%	3.6%	0.0%	0.0%	0.0%	2.8K	-29.9K	-138	0.00	102.29	0	0	1,120	220
2012-05-30	$1.60	$1.25	29.3%	8.4%	28.5%	3.3%	0.0%	0.0%	0.0%	2.4K	-24.5K	-115	0.00	112.51	0	0	1,120	220
2012-05-31	$1.59	$1.25	25.6%	7.3%	27.8%	1.2%	0.0%	0.0%	0.0%	2.3K	-19.1K	-97	0.00	118.44	0	0	1,120	220