SMCI Options History — May 2021 In May 2021, SMCI traded between $3.37 and $3.74. ATM implied volatility averaged 41.7%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 14.8% (HV 20d: 26.9%). Max pain ranged from $3.00 to $3.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.81.
Notable Days 2021-05-21 : Highest Volume — 280 contracts2021-05-14 : Largest IV spike — 54.0% change2021-05-04 : Highest IV Rank — 35.0%2021-05-04 : Largest Expected Move — 21.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.57 $3.37 $3.74 $3.74 $3.47 Max Pain $3.42 $3.00 $3.50 $3.00 $3.50 ATM IV 41.7% 27.8% 74.0% 61.1% 36.6% Expected Move 11.6% 7.3% 21.2% 17.5% 10.5% HV 20d 26.9% 20.2% 32.4% 20.2% 32.4% HV 60d 30.9% 29.3% 33.9% 33.9% 29.3% IV Rank 15.3% 1.6% 35.0% 25.6% 12.6% IV Percentile 25.4% 0.4% 86.5% 72.6% 7.9% Term Structure -1.6% -24.3% 18.1% -8.9% -9.5% VWIV 51.0% 23.9% 136.6% 136.6% 28.6% Skew 25d 6.4% -7.9% 32.0% 1.6% 20.8% Skew 10d 9.8% -17.0% 57.2% 30.7% 29.9% Call IV 25d 40.1% 27.1% 66.5% 62.2% 43.4% Put IV 25d 46.5% 27.7% 71.5% 63.8% 64.2% Bid-Ask Spread % 113.23 94.60 127.78 99.30 114.13 Gamma HHI 0.49 0.41 0.65 0.65 0.42 Net GEX 22.6K 11.0K 39.2K 39.2K 11.0K Net DEX -861.3K -1.4M -410.4K -1.4M -410.4K Net VEX -2.7K -3.9K -2.1K -3.9K -2.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.00 7.00 1.17 0.00 Total Volume 107 0 280 20 60 Total OI 7,809 4,170 9,070 9,010 4,450
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 2021-05-03 $3.74 $3.00 61.1% 17.5% 20.2% 25.6% 136.6% 1.6% -8.9% 39.2K -1.4M -3.9K 0.00 99.30 0 20 7,120 1,890 2021-05-04 $3.67 $3.00 74.0% 21.2% 21.0% 35.0% 74.1% 5.0% -24.3% 33.2K -1.2M -3.8K 1.17 96.09 120 140 7,120 1,910 2021-05-05 $3.64 $3.00 34.2% 9.8% 21.0% 5.8% 29.5% 9.9% 14.3% 30.3K -1.0M -3.2K 0.04 111.97 250 10 7,080 1,990 2021-05-06 $3.59 $3.50 48.1% 10.5% 20.9% 16.0% 0.0% -7.9% 3.5% 36.1K -1.0M -3.4K 0.00 109.67 80 0 7,020 2,000 2021-05-07 $3.63 $3.50 35.4% 10.6% 21.5% 6.7% 0.0% -2.1% -2.5% 26.6K -956.9K -2.8K 0.00 113.28 0 70 6,990 2,000 2021-05-10 $3.54 $3.50 28.5% 7.3% 21.8% 1.6% 0.0% 19.0% 18.1% 18.3K -856.9K -2.7K 0.09 107.73 110 10 6,990 2,030 2021-05-11 $3.42 $3.50 38.9% 8.2% 24.2% 9.3% 23.9% 11.9% 6.5% 15.9K -734.2K -2.7K 7.00 110.66 10 70 6,990 2,020 2021-05-12 $3.37 $3.50 35.3% 10.1% 24.3% 6.6% 0.0% 1.5% 2.8% 22.1K -747.4K -2.7K 0.00 112.67 0 20 7,000 2,020 2021-05-13 $3.47 $3.50 28.4% 8.2% 27.8% 2.6% 0.0% 14.0% 13.6% 23.7K -797.9K -2.8K 0.00 114.54 0 200 7,000 2,020 2021-05-14 $3.61 $3.50 43.8% 12.6% 32.0% 21.5% 0.0% 3.4% 5.9% 33.8K -1.0M -2.9K 0.15 123.21 130 20 7,000 1,910 2021-05-17 $3.60 $3.50 50.7% 14.5% 31.5% 29.9% 0.0% 5.8% -18.7% 33.1K -1.0M -2.7K 0.00 127.78 0 0 7,000 1,910 2021-05-18 $3.60 $3.50 33.8% 9.7% 31.1% 9.1% 0.0% 32.0% 1.9% 29.8K -1.0M -2.6K 0.00 122.51 0 0 7,000 1,910 2021-05-19 $3.57 $3.50 44.0% 12.6% 30.3% 21.7% 0.0% 1.3% -13.7% 20.2K -930.2K -2.4K 0.00 122.63 0 0 6,990 1,910 2021-05-20 $3.59 $3.50 39.6% 11.4% 30.0% 16.4% 0.0% 6.9% -9.4% 18.5K -1.0M -2.4K 0.00 121.35 250 0 6,990 1,910 2021-05-21 $3.57 $3.50 27.8% 8.0% 29.4% 1.8% 37.6% -7.2% 15.6% 11.1K -929.9K -2.1K 0.04 114.28 270 10 6,880 1,910 2021-05-24 $3.59 $3.50 38.5% 11.0% 29.2% 15.0% 36.1% 3.4% -3.8% 12.0K -473.7K -2.1K 0.08 119.40 120 10 3,260 910 2021-05-25 $3.56 $3.50 46.1% 13.2% 29.3% 24.3% 57.9% 1.8% -4.5% 12.3K -511.7K -2.3K 1.00 94.60 20 20 3,380 920 2021-05-26 $3.57 $3.50 44.4% 12.7% 29.3% 22.2% 34.2% 3.1% -11.1% 12.3K -511.0K -2.3K 1.00 111.74 40 40 3,400 940 2021-05-27 $3.63 $3.50 44.5% 12.8% 30.3% 22.3% 28.6% 4.6% -8.3% 12.3K -555.0K -2.4K 0.00 117.04 40 0 3,440 970 2021-05-28 $3.47 $3.50 36.6% 10.5% 32.4% 12.6% 0.0% 20.8% -9.5% 11.0K -410.4K -2.1K 0.00 114.13 60 0 3,480 970
« Apr 2021 | All History | Jun 2021 » Home SMCI History May 2021