SMCI Options History — June 2013 In June 2013, SMCI traded between $1.04 and $1.13. ATM implied volatility averaged 39.6%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 3.7% (HV 20d: 35.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days.
Notable Days 2013-06-12 : Largest IV spike — 55.6% change2013-06-12 : Highest IV Rank — 28.2%2013-06-14 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.08 $1.04 $1.13 $1.06 $1.06 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 39.6% 24.9% 49.7% 39.9% 39.6% Expected Move 11.8% 10.6% 12.9% 11.4% 11.4% HV 20d 35.8% 32.1% 40.2% 32.8% 35.3% HV 60d 37.0% 35.1% 38.5% 35.2% 37.0% IV Rank 17.2% 1.4% 28.2% 17.5% 17.3% IV Percentile 40.8% 0.8% 72.2% 43.3% 39.3% Term Structure 8.2% 0.1% 15.3% 5.2% 8.8% Skew 25d 13.4% 4.0% 36.8% 10.5% 9.3% Skew 10d 26.9% 7.5% 105.6% 49.7% 19.4% Call IV 25d 33.8% 21.9% 43.1% 34.0% 31.2% Put IV 25d 47.2% 40.6% 63.3% 44.5% 40.6% Bid-Ask Spread % 51.61 37.44 62.82 56.70 50.36 Gamma HHI 0.63 0.59 0.69 0.61 0.61 Net GEX 869 687 1.2K 763 753 Net DEX -15.3K -24.9K -8.9K -13.7K -11.2K Net VEX -228 -247 -199 -237 -201 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1,230 1,230 1,230 1,230 1,230
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 2013-06-03 $1.06 $0.00 39.9% 11.4% 32.8% 17.5% 0.0% 10.5% 5.2% 763 -13.7K -237 0.00 56.70 0 0 780 450 2013-06-04 $1.07 $0.00 39.0% 11.2% 32.1% 16.6% 0.0% 16.5% 13.2% 837 -16.4K -247 0.00 54.63 0 0 780 450 2013-06-05 $1.05 $0.00 42.5% 12.2% 33.0% 20.4% 0.0% 5.4% 5.2% 726 -12.3K -233 0.00 61.89 0 0 780 450 2013-06-06 $1.08 $0.00 39.5% 11.3% 33.9% 17.2% 0.0% 36.3% 0.1% 831 -15.0K -243 0.00 53.83 0 0 780 450 2013-06-07 $1.09 $1.00 28.4% 11.2% 33.7% 5.1% 0.0% 4.4% 12.0% 916 -17.9K -240 0.00 54.07 0 0 780 450 2013-06-10 $1.10 $1.00 24.9% 12.1% 32.4% 1.4% 0.0% 6.2% 8.4% 963 -19.1K -246 0.00 53.41 0 0 780 450 2013-06-11 $1.08 $1.00 32.0% 11.8% 33.0% 9.0% 0.0% 20.0% 9.9% 928 -18.0K -241 0.00 60.60 0 0 780 450 2013-06-12 $1.04 $1.00 49.7% 12.7% 35.4% 28.2% 0.0% 11.6% 2.7% 693 -10.3K -227 0.00 39.91 0 0 780 450 2013-06-13 $1.07 $1.00 41.3% 11.8% 36.8% 19.1% 0.0% 4.7% 9.3% 856 -15.0K -237 0.00 62.82 0 0 780 450 2013-06-14 $1.06 $1.00 45.0% 12.9% 36.7% 23.0% 0.0% 16.1% 3.0% 799 -12.9K -224 0.00 37.44 0 0 780 450 2013-06-17 $1.11 $1.00 42.2% 12.1% 38.0% 20.0% 0.0% 5.0% 8.5% 1.0K -19.9K -237 0.00 54.87 0 0 780 450 2013-06-18 $1.13 $1.00 37.0% 10.6% 38.5% 14.4% 0.0% 4.6% 4.1% 1.2K -24.9K -241 0.00 58.61 0 0 780 450 2013-06-19 $1.12 $1.00 43.9% 12.6% 35.9% 21.9% 0.0% 4.0% 4.4% 1.2K -23.7K -233 0.00 56.73 0 0 780 450 2013-06-20 $1.09 $1.00 41.8% 12.0% 38.0% 19.6% 0.0% 18.6% 10.3% 938 -16.8K -224 0.00 44.32 0 0 780 450 2013-06-21 $1.10 $1.00 40.2% 11.5% 38.0% 17.8% 0.0% 16.3% 10.5% 981 -17.1K -222 0.00 47.97 0 0 780 450 2013-06-24 $1.06 $1.00 42.0% 12.0% 40.2% 19.8% 0.0% 20.8% 15.3% 795 -12.0K -212 0.00 44.15 0 0 780 450 2013-06-25 $1.06 $1.00 40.3% 11.6% 37.5% 18.0% 0.0% 36.8% 13.0% 750 -10.5K -208 0.00 45.44 0 0 780 450 2013-06-26 $1.05 $1.00 39.9% 11.5% 37.5% 17.6% 0.0% 6.5% 11.6% 687 -8.9K -199 0.00 48.84 0 0 780 450 2013-06-27 $1.06 $1.00 42.0% 12.1% 37.5% 19.9% 0.0% 15.0% 9.2% 769 -10.7K -207 0.00 45.71 0 0 780 450 2013-06-28 $1.06 $1.00 39.6% 11.4% 35.3% 17.3% 0.0% 9.3% 8.8% 753 -11.2K -201 0.00 50.36 0 0 780 450
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