SMCI Options History — October 2022

In October 2022, SMCI traded between $5.28 and $7.00. ATM implied volatility averaged 65.9%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 9.5% (HV 20d: 56.5%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2022-10-20: Highest Volume — 44,920 contracts
  • 2022-10-10: Largest IV spike — 16.2% change
  • 2022-10-31: Highest IV Rank — 48.5%
  • 2022-10-31: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.03$5.28$7.00$5.74$7.00
Max Pain$5.29$5.00$6.00$6.00$5.50
ATM IV65.9%56.8%71.4%64.9%71.4%
Expected Move19.2%16.6%20.5%18.6%20.5%
HV 20d56.5%47.7%64.7%53.8%62.6%
HV 60d60.4%57.0%62.5%59.1%62.3%
IV Rank42.7%33.1%48.5%41.6%48.5%
IV Percentile86.4%66.3%94.0%85.7%94.0%
Term Structure-5.6%-10.8%6.5%2.3%-10.8%
VWIV66.4%59.2%70.0%63.0%69.5%
Skew 25d4.5%2.4%8.3%7.1%3.4%
Skew 10d7.9%-0.5%15.6%6.4%5.7%
Call IV 25d64.9%57.4%69.4%60.6%68.6%
Put IV 25d69.3%61.3%75.4%67.7%72.1%
Bid-Ask Spread %57.1636.8971.8964.0336.89
Gamma HHI0.280.230.370.350.27
Net GEX1.1M674.7K2.3M674.7K1.3M
Net DEX-35.8M-67.4M-17.3M-20.1M-67.4M
Net VEX-109.6K-127.8K-95.0K-113.5K-105.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.091.930.200.54
Total Volume18,876.6677,20044,92011,07025,020
Total OI164,573.333130,520195,180130,520183,890

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$5.74$6.0064.9%18.6%53.8%41.6%63.0%7.1%2.3%674.7K-20.1M-113.5K0.2064.039,2301,840115,99014,530
2022-10-04$5.99$6.0062.8%18.0%54.5%39.4%64.3%5.8%2.6%793.3K-25.2M-121.4K0.1563.7617,6102,670119,11014,630
2022-10-05$6.10$6.0057.9%16.6%53.9%34.2%59.2%3.9%6.5%932.0K-28.0M-127.8K0.1162.7529,7103,370127,74014,270
2022-10-06$6.14$5.0058.5%18.6%53.3%34.9%65.9%6.8%-5.5%976.8K-30.5M-125.6K0.0957.2326,7302,370132,14015,520
2022-10-07$5.88$5.0056.8%18.8%53.6%33.1%63.7%4.3%-5.5%940.2K-27.9M-118.8K0.3262.828,6302,750137,55015,800
2022-10-10$5.65$5.0066.0%19.1%54.9%42.8%66.2%4.6%-6.1%827.4K-22.1M-106.5K0.1363.2119,8702,490141,61016,180
2022-10-11$5.58$5.0061.3%19.0%51.6%37.9%65.3%5.0%-6.4%849.1K-21.7M-104.8K0.1064.2923,6702,370146,55016,010
2022-10-12$5.28$5.0065.1%18.7%53.0%41.9%65.4%4.5%-6.1%818.8K-17.3M-95.0K0.4865.215,4302,590154,41016,160
2022-10-13$5.50$5.0066.4%19.0%55.4%43.3%65.5%5.6%-6.8%895.9K-22.6M-102.4K0.3767.398,2303,030154,64016,410
2022-10-14$5.41$5.0066.7%19.1%52.8%43.5%65.6%3.8%-6.9%884.4K-20.7M-99.5K0.3965.805,4102,120154,45016,140
2022-10-17$5.59$5.0067.0%19.2%49.3%43.8%66.5%3.9%-5.9%990.4K-24.5M-101.3K0.1366.9616,4102,090154,60016,240
2022-10-18$5.50$5.0068.9%19.7%48.6%45.8%66.3%3.9%-9.4%1.0M-22.9M-97.2K0.4171.895,2602,140162,53016,240
2022-10-19$5.52$5.0066.2%19.0%47.7%43.0%65.8%4.3%-5.2%1.0M-22.9M-95.0K0.4165.255,1102,090162,26016,370
2022-10-20$6.15$5.0069.1%19.8%60.9%46.1%70.0%3.4%-6.1%1.6M-44.2M-111.6K0.4847.8830,30014,620162,52016,040
2022-10-21$6.48$5.0067.0%19.2%62.2%43.8%66.7%2.5%-5.2%2.3M-56.1M-113.1K0.2844.3229,0908,140171,31023,870
2022-10-24$6.31$5.5069.9%20.0%62.5%46.9%69.5%2.4%-6.9%1.2M-45.7M-111.4K1.5851.414,9507,840136,02019,250
2022-10-25$6.68$5.5069.8%20.0%64.7%46.8%69.3%8.3%-10.3%1.2M-56.0M-114.3K0.3945.7419,8707,770137,85025,770
2022-10-26$6.61$5.5070.5%20.2%64.2%47.5%69.0%2.9%-8.1%1.3M-55.0M-114.9K1.6645.664,6207,680143,37025,780
2022-10-27$6.70$5.5069.5%19.9%63.1%46.5%69.6%3.6%-7.3%1.3M-58.4M-112.5K1.8745.564,0607,580144,90025,990
2022-10-28$6.85$5.5068.9%19.7%63.3%45.8%67.2%3.6%-10.2%1.3M-62.8M-110.6K1.9342.223,9807,670144,89026,510
2022-10-31$7.00$5.5071.4%20.5%62.6%48.5%69.5%3.4%-10.8%1.3M-67.4M-105.2K0.5436.8916,2208,800157,02026,870