SMCI Options History — July 2012

In July 2012, SMCI traded between $1.30 and $1.64. ATM implied volatility averaged 70.7%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 34.6% (HV 20d: 36.1%). Max pain ranged from $1.25 to $1.25. Net GEX was positive for 8 of 14 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2012-07-06: Highest Volume — 30 contracts
  • 2012-07-10: Largest IV spike — 32.1% change
  • 2012-07-20: Highest IV Rank — 54.0%
  • 2012-07-20: Largest Expected Move — 33.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.49$1.30$1.64$1.61$1.30
Max Pain$1.25$1.25$1.25$1.25$1.25
ATM IV70.7%33.1%116.5%34.4%116.5%
Expected Move20.3%9.5%33.4%9.9%33.4%
HV 20d36.1%32.7%40.1%40.1%37.4%
HV 60d35.6%34.6%37.0%34.6%37.0%
IV Rank27.4%5.5%54.0%6.3%54.0%
IV Percentile80.4%33.3%99.2%36.5%99.2%
VWIV60.6%60.6%60.6%60.6%60.6%
Bid-Ask Spread %120.20116.70135.24120.58135.24
Gamma HHI0.750.501.000.861.00
Net GEX721-1.6K3.1K2.5K-1.6K
Net DEX-6.8K-19.8K4.2K-16.7K4.2K
Net VEX-20-550-47-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.14303000
Total OI1,3401,3401,3401,3401,340

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2012-07-02$1.61$1.2534.4%9.9%40.1%6.3%0.0%0.0%0.0%2.5K-16.7K-470.00120.58001,120220
2012-07-03$1.63$1.2533.1%9.5%39.8%5.5%0.0%0.0%0.0%3.0K-19.6K-550.00120.10001,120220
2012-07-05$1.64$1.2534.3%9.8%35.3%6.2%0.0%0.0%0.0%3.1K-19.8K-510.00122.23001,120220
2012-07-06$1.58$1.2540.0%11.5%37.3%9.6%60.6%0.0%0.0%2.0K-13.7K-380.00119.533001,120220
2012-07-09$1.53$1.2550.4%14.4%37.7%15.6%0.0%0.0%0.0%1.2K-10.0K-310.00118.59001,120220
2012-07-10$1.49$1.2566.6%19.1%36.2%25.0%0.0%0.0%0.0%389-4.1K-120.00118.02001,120220
2012-07-11$1.49$1.2568.2%19.5%35.7%25.9%0.0%0.0%0.0%350-4.0K-120.00118.14001,120220
2012-07-12$1.45$1.2568.4%19.6%34.7%26.1%0.0%0.0%0.0%-62-2.2K-70.00117.92001,120220
2012-07-13$1.46$1.2574.0%21.2%34.6%29.3%0.0%0.0%0.0%56-2.6K-80.00116.70001,120220
2012-07-16$1.45$1.2589.5%25.7%34.7%38.3%0.0%0.0%0.0%-71-2.1K-50.00118.01001,120220
2012-07-17$1.44$1.2598.9%28.4%34.6%43.8%0.0%0.0%0.0%-203-1.7K-40.00117.73001,120220
2012-07-18$1.42$1.25104.1%29.9%34.2%46.8%0.0%0.0%0.0%0-2.8K00.00119.07001,120220
2012-07-19$1.37$1.25111.1%31.9%32.7%50.9%0.0%0.0%0.0%-572-335-30.00120.97001,120220
2012-07-20$1.30$1.25116.5%33.4%37.4%54.0%0.0%0.0%0.0%-1.6K4.2K-50.00135.24001,120220