SMCI Options History — February 2013 In February 2013, SMCI traded between $1.17 and $1.27. ATM implied volatility averaged 46.3%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 5.2% (HV 20d: 51.5%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2013-02-12 : Highest Volume — 250 contracts2013-02-21 : Largest IV drop — 29.2% change2013-02-11 : Highest IV Rank — 16.0%2013-02-11 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.23 $1.17 $1.27 $1.26 $1.17 ATM IV 46.3% 36.1% 51.2% 46.7% 40.1% Expected Move 13.3% 10.3% 14.7% 13.8% 11.5% HV 20d 51.5% 24.9% 65.6% 64.9% 24.9% HV 60d 72.9% 47.3% 107.1% 107.0% 48.2% IV Rank 13.2% 7.3% 16.0% 13.4% 9.6% IV Percentile 70.3% 39.7% 85.3% 73.8% 50.4% Term Structure -0.3% -3.9% 4.8% -1.5% -0.9% Skew 25d 4.5% -3.0% 10.1% 6.2% -2.7% Skew 10d 7.7% 0.7% 12.6% 7.8% 9.2% Call IV 25d 42.4% 33.1% 48.1% 41.1% 45.3% Put IV 25d 46.8% 40.6% 53.9% 47.3% 42.6% Bid-Ask Spread % 119.30 112.98 134.08 114.00 134.08 Gamma HHI 0.58 0.50 0.71 0.70 0.52 Net GEX 329 223 469 439 266 Net DEX -24.5K -39.7K -12.9K -38.9K -12.9K Net VEX -38 -55 -27 -54 -27 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 14.211 0 250 0 0 Total OI 277.368 160 420 420 160
Daily Data (19 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 2013-02-01 $1.26 $0.00 46.7% 13.8% 64.9% 13.4% 0.0% 6.2% -1.5% 439 -38.9K -54 0.00 114.00 0 0 370 50 2013-02-04 $1.23 $0.00 48.6% 14.4% 65.6% 14.5% 0.0% 4.5% -2.3% 446 -36.3K -55 0.00 114.16 0 0 360 50 2013-02-05 $1.24 $0.00 51.1% 14.1% 65.5% 16.0% 0.0% 3.8% -1.1% 437 -36.9K -55 0.00 114.78 10 0 360 50 2013-02-06 $1.27 $0.00 49.4% 14.1% 62.7% 15.0% 0.0% 9.5% -1.2% 458 -39.4K -50 0.00 114.55 0 0 370 50 2013-02-07 $1.27 $0.00 49.7% 14.2% 62.9% 15.2% 0.0% 10.1% -2.8% 439 -39.7K -50 0.00 114.60 10 0 370 50 2013-02-08 $1.27 $0.00 50.3% 14.4% 62.6% 15.5% 0.0% 7.2% -2.0% 434 -39.7K -49 0.00 112.98 0 0 370 50 2013-02-11 $1.27 $0.00 51.2% 14.7% 62.5% 16.0% 0.0% 6.2% -3.9% 448 -39.5K -48 0.00 115.35 0 0 370 50 2013-02-12 $1.24 $0.00 49.2% 14.1% 63.4% 14.9% 0.0% 6.6% -1.1% 469 -38.0K -51 0.00 115.46 250 0 370 50 2013-02-13 $1.25 $0.00 49.1% 14.1% 62.8% 14.8% 0.0% 4.2% -1.8% 225 -16.5K -29 0.00 116.39 0 0 170 50 2013-02-14 $1.24 $0.00 49.1% 14.1% 63.2% 14.8% 0.0% 3.3% -1.3% 229 -16.1K -29 0.00 116.39 0 0 170 50 2013-02-15 $1.25 $0.00 50.8% 14.6% 63.2% 15.8% 0.0% 7.9% -1.5% 231 -15.0K -29 0.00 116.44 0 0 160 50 2013-02-19 $1.25 $0.00 49.8% 14.3% 63.1% 15.3% 0.0% 5.8% -1.5% 223 -15.4K -27 0.00 119.23 0 0 160 0 2013-02-20 $1.24 $0.00 50.9% 14.6% 63.4% 15.9% 0.0% 3.7% -3.3% 232 -15.1K -27 0.00 119.46 0 0 160 0 2013-02-21 $1.18 $0.00 36.1% 10.3% 25.6% 7.3% 0.0% -3.0% 3.4% 262 -13.0K -29 0.00 133.74 0 0 160 0 2013-02-22 $1.19 $0.00 37.3% 10.7% 25.9% 8.0% 0.0% -0.4% 4.5% 254 -13.5K -28 0.00 120.14 0 0 160 0 2013-02-25 $1.18 $0.00 38.8% 11.1% 25.8% 8.8% 0.0% 7.8% 4.8% 252 -13.3K -28 0.00 120.37 0 0 160 0 2013-02-26 $1.19 $0.00 39.9% 11.5% 25.2% 9.5% 0.0% 5.6% 4.6% 254 -13.3K -28 0.00 133.70 0 0 160 0 2013-02-27 $1.19 $0.00 41.2% 11.8% 25.3% 10.3% 0.0% -1.8% 3.3% 254 -13.5K -27 0.00 120.97 0 0 160 0 2013-02-28 $1.17 $0.00 40.1% 11.5% 24.9% 9.6% 0.0% -2.7% -0.9% 266 -12.9K -27 0.00 134.08 0 0 160 0
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