SMCI Options History — March 2024 In March 2024, SMCI traded between $88.74 and $118.99. ATM implied volatility averaged 95.0%, placing in the 64.1% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded below realized volatility by 57.8% (HV 20d: 152.8%). Max pain ranged from $74.00 to $91.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.71.
Notable Days 2024-03-08 : Highest Volume — 4,002,800 contracts2024-03-04 : Largest IV spike — 28.6% change2024-03-05 : Highest IV Rank — 94.1%2024-03-06 : Largest Expected Move — 31.0%Monthly Statistics Metric Avg Min Max Open Close Price $105.04 $88.74 $118.99 $90.22 $100.60 Max Pain $84.85 $74.00 $91.00 $74.00 $91.00 ATM IV 95.0% 80.2% 114.0% 86.4% 83.4% Expected Move 26.9% 22.8% 31.0% 25.1% 22.8% HV 20d 152.8% 107.4% 176.9% 166.1% 109.5% HV 60d 128.3% 121.6% 132.1% 121.6% 132.0% IV Rank 64.1% 40.8% 94.1% 50.6% 45.8% IV Percentile 88.6% 69.0% 99.2% 86.5% 73.0% Term Structure 1.1% -5.7% 10.4% -2.6% 10.4% VWIV 95.5% 81.3% 109.4% 91.5% 81.3% Skew 25d -9.1% -19.1% -4.1% -7.0% -4.1% Skew 10d -15.0% -27.1% -7.3% -13.6% -9.1% Call IV 25d 102.0% 84.1% 129.3% 93.2% 85.1% Put IV 25d 92.9% 80.0% 110.6% 86.2% 80.9% Bid-Ask Spread % 15.73 12.01 18.79 18.15 18.35 Gamma HHI 0.06 0.02 0.24 0.24 0.02 Net GEX 78.4M -34.6M 202.0M 202.0M 10.9M Net DEX -6.89B -12.66B -475.7M -6.37B -3.34B Net VEX -21.3M -22.6M -18.4M -18.4M -21.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.55 0.90 0.64 0.73 Total Volume 2,095,459 1,288,680 4,002,800 2,969,280 1,422,590 Total OI 3,982,367 2,845,070 4,854,820 4,558,480 3,874,330
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 2024-03-01 $90.22 $74.00 86.4% 25.1% 166.1% 50.6% 91.5% -7.0% -2.6% 202.0M -6.37B -18.4M 0.64 18.15 1,810,340 1,158,940 2,024,630 2,533,850 2024-03-04 $109.25 $76.00 111.1% 29.6% 176.2% 89.6% 105.1% -12.9% -3.2% 100.5M -10.02B -19.1M 0.68 13.85 2,337,480 1,587,490 1,473,720 1,989,250 2024-03-05 $107.01 $80.00 114.0% 30.8% 173.4% 94.1% 109.4% -16.1% -5.7% 72.1M -9.00B -22.5M 0.65 12.01 1,544,720 1,009,000 1,774,320 2,436,610 2024-03-06 $112.22 $80.00 113.5% 31.0% 173.6% 93.2% 109.2% -19.1% -4.8% 152.2M -12.66B -22.5M 0.62 13.78 1,500,580 936,020 2,082,740 2,523,020 2024-03-07 $115.15 $80.00 107.2% 29.5% 173.6% 83.4% 104.1% -15.2% -3.0% 159.5M -12.49B -21.9M 0.55 13.43 1,183,180 645,020 2,055,350 2,686,070 2024-03-08 $114.92 $81.00 105.9% 29.6% 173.8% 81.3% 103.8% -16.0% -3.2% 165.0M -12.08B -21.2M 0.82 15.90 2,203,980 1,798,820 2,089,870 2,764,950 2024-03-11 $108.10 $85.00 99.4% 28.7% 175.9% 71.0% 101.5% -9.6% 0.7% 48.1M -7.09B -21.8M 0.72 15.34 797,520 572,360 1,499,210 2,162,170 2024-03-12 $116.46 $85.00 96.5% 27.7% 176.9% 66.5% 97.7% -9.3% 0.4% 120.2M -10.16B -21.3M 0.73 14.40 835,470 614,100 1,667,930 2,273,550 2024-03-13 $118.99 $85.00 94.8% 27.8% 176.9% 63.8% 97.9% -8.5% 2.7% 170.0M -11.41B -21.2M 0.71 17.93 751,540 537,140 1,794,530 2,400,900 2024-03-14 $113.37 $85.00 91.4% 26.4% 175.9% 58.5% 93.8% -7.0% 1.0% 123.3M -9.01B -21.4M 0.83 16.06 850,550 705,020 1,903,820 2,500,860 2024-03-15 $110.06 $87.00 91.6% 26.9% 170.5% 58.7% 94.9% -5.9% 4.7% 50.4M -6.77B -20.9M 0.65 17.79 1,249,620 807,040 1,958,080 2,623,090 2024-03-18 $99.61 $88.00 97.1% 27.8% 156.1% 67.5% 100.3% -5.4% -0.7% -3.2M -2.83B -20.8M 0.70 14.99 1,199,130 836,930 1,181,480 1,663,590 2024-03-19 $90.42 $88.00 87.7% 25.3% 160.2% 52.7% 91.0% -4.7% -0.8% -34.6M -700.4M -20.4M 0.75 15.15 1,069,180 801,790 1,541,890 1,856,900 2024-03-20 $88.74 $87.00 80.2% 23.0% 157.9% 40.8% 82.9% -4.2% 0.9% -33.8M -475.7M -20.1M 0.79 17.75 917,520 725,330 1,773,840 1,984,410 2024-03-21 $97.27 $87.00 86.7% 24.9% 119.7% 51.0% 89.7% -8.3% -0.3% 123.8M -4.62B -22.1M 0.59 15.51 1,757,490 1,036,550 1,941,540 2,105,270 2024-03-22 $97.22 $89.00 86.3% 24.7% 107.4% 50.4% 88.6% -6.0% 0.2% 3.2M -3.99B -21.9M 0.67 13.85 1,341,990 898,000 2,020,630 2,281,500 2024-03-25 $105.95 $89.00 91.2% 26.1% 111.1% 58.2% 91.8% -8.6% 8.8% 76.3M -5.87B -22.2M 0.65 14.37 962,240 624,450 1,352,420 1,762,340 2024-03-26 $103.26 $90.00 90.0% 25.5% 111.1% 56.2% 90.5% -7.7% 8.2% 64.0M -5.00B -22.6M 0.90 17.14 736,790 659,880 1,496,720 1,909,710 2024-03-27 $102.04 $90.00 85.6% 24.1% 110.1% 49.4% 84.9% -5.9% 8.8% -2.6M -3.88B -22.4M 0.77 18.79 839,830 643,560 1,599,010 2,083,240 2024-03-28 $100.60 $91.00 83.4% 22.8% 109.5% 45.8% 81.3% -4.1% 10.4% 10.9M -3.34B -21.7M 0.73 18.35 821,380 601,210 1,725,180 2,149,150
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