SMCI Options History — June 2012 In June 2012, SMCI traded between $1.47 and $1.63. ATM implied volatility averaged 38.0%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 5.5% (HV 20d: 43.5%). Max pain ranged from $1.25 to $1.25. Net GEX was positive for 21 of 21 trading days.
Notable Days 2012-06-25 : Largest IV spike — 69.4% change2012-06-25 : Highest IV Rank — 18.8%2012-06-25 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.53 $1.47 $1.63 $1.48 $1.59 Max Pain $1.25 $1.25 $1.25 $1.25 $1.25 ATM IV 38.0% 26.8% 56.0% 43.0% 34.1% Expected Move 10.9% 7.7% 16.0% 12.3% 9.8% HV 20d 43.5% 36.3% 47.1% 36.4% 40.2% HV 60d 31.5% 27.1% 34.5% 27.1% 34.5% IV Rank 8.4% 1.8% 18.8% 11.3% 6.1% IV Percentile 42.6% 2.8% 87.7% 57.5% 35.3% Bid-Ask Spread % 119.07 117.07 120.80 120.07 119.63 Gamma HHI 0.60 0.48 0.82 0.48 0.82 Net GEX 1.3K 410 2.9K 910 2.1K Net DEX -11.4K -32.1K -4.1K -8.5K -14.7K Net VEX -67 -146 -32 -88 -47 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1,340 1,340 1,340 1,340 1,340
Daily Data (21 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 2012-06-01 $1.48 $1.25 43.0% 12.3% 36.4% 11.3% 0.0% 0.0% 0.0% 910 -8.5K -88 0.00 120.07 0 0 1,120 220 2012-06-04 $1.47 $1.25 36.6% 10.5% 36.3% 7.6% 0.0% 0.0% 0.0% 451 -4.2K -53 0.00 117.07 0 0 1,120 220 2012-06-05 $1.50 $1.25 43.6% 12.5% 37.6% 11.6% 0.0% 0.0% 0.0% 1.1K -9.6K -82 0.00 120.80 0 0 1,120 220 2012-06-06 $1.58 $1.25 26.8% 7.7% 42.7% 1.8% 0.0% 0.0% 0.0% 2.1K -16.6K -81 0.00 118.40 0 0 1,120 220 2012-06-07 $1.58 $1.25 27.2% 7.8% 40.6% 2.1% 0.0% 0.0% 0.0% 2.1K -17.0K -87 0.00 118.22 0 0 1,120 220 2012-06-08 $1.63 $1.25 28.8% 8.3% 42.1% 3.0% 0.0% 0.0% 0.0% 2.9K -32.1K -146 0.00 119.34 0 0 1,120 220 2012-06-11 $1.56 $1.25 29.4% 8.4% 43.9% 3.4% 0.0% 0.0% 0.0% 1.8K -14.6K -79 0.00 118.19 0 0 1,120 220 2012-06-12 $1.53 $1.25 31.8% 9.1% 44.2% 4.8% 0.0% 0.0% 0.0% 1.4K -11.8K -72 0.00 117.93 0 0 1,120 220 2012-06-13 $1.48 $1.25 48.5% 13.9% 45.2% 14.5% 0.0% 0.0% 0.0% 830 -7.5K -67 0.00 120.34 0 0 1,120 220 2012-06-14 $1.50 $1.25 48.0% 13.8% 45.5% 14.2% 0.0% 0.0% 0.0% 998 -9.1K -74 0.00 120.72 0 0 1,120 220 2012-06-15 $1.49 $1.25 48.9% 14.0% 45.5% 14.7% 0.0% 0.0% 0.0% 886 -7.8K -62 0.00 120.80 0 0 1,120 220 2012-06-18 $1.51 $1.25 43.0% 12.3% 45.7% 11.3% 0.0% 0.0% 0.0% 1.1K -10.4K -68 0.00 120.51 0 0 1,120 220 2012-06-19 $1.48 $1.25 40.0% 11.5% 45.2% 9.6% 0.0% 0.0% 0.0% 410 -4.1K -32 0.00 117.68 0 0 1,120 220 2012-06-20 $1.53 $1.25 29.9% 8.6% 47.1% 3.7% 0.0% 0.0% 0.0% 1.3K -9.7K -49 0.00 118.41 0 0 1,120 220 2012-06-21 $1.53 $1.25 35.0% 10.0% 45.5% 6.6% 0.0% 0.0% 0.0% 1.3K -10.6K -57 0.00 118.32 0 0 1,120 220 2012-06-22 $1.55 $1.25 33.0% 9.5% 44.7% 5.5% 0.0% 0.0% 0.0% 1.6K -12.4K -58 0.00 118.37 0 0 1,120 220 2012-06-25 $1.50 $1.25 56.0% 16.0% 46.2% 18.8% 0.0% 0.0% 0.0% 964 -8.7K -54 0.00 120.80 0 0 1,120 220 2012-06-26 $1.52 $1.25 37.2% 10.7% 46.6% 7.9% 0.0% 0.0% 0.0% 1.2K -9.8K -46 0.00 118.24 0 0 1,120 220 2012-06-27 $1.53 $1.25 38.2% 11.0% 46.4% 8.5% 0.0% 0.0% 0.0% 1.2K -10.4K -51 0.00 118.32 0 0 1,120 220 2012-06-28 $1.53 $1.25 39.0% 11.2% 46.4% 9.0% 0.0% 0.0% 0.0% 1.2K -10.4K -49 0.00 118.32 0 0 1,120 220 2012-06-29 $1.59 $1.25 34.1% 9.8% 40.2% 6.1% 0.0% 0.0% 0.0% 2.1K -14.7K -47 0.00 119.63 0 0 1,120 220
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