SMCI Options History — April 2024 In April 2024, SMCI traded between $71.46 and $103.85. ATM implied volatility averaged 95.6%, placing in the 65.1% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 3.2% (HV 20d: 92.4%). Max pain ranged from $80.00 to $93.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2024-04-19 : Highest Volume — 4,727,640 contracts2024-04-19 : Largest IV spike — 18.0% change2024-04-19 : Highest IV Rank — 88.7%2024-04-19 : Largest Expected Move — 32.0%Monthly Statistics Metric Avg Min Max Open Close Price $89.32 $71.46 $103.85 $103.85 $86.77 Max Pain $84.02 $80.00 $93.00 $92.00 $80.50 ATM IV 95.6% 88.2% 110.6% 94.4% 101.9% Expected Move 26.8% 23.5% 32.0% 24.3% 31.8% HV 20d 92.4% 67.9% 117.0% 109.0% 116.8% HV 60d 130.4% 118.8% 133.4% 131.9% 132.3% IV Rank 65.1% 53.4% 88.7% 63.2% 75.0% IV Percentile 90.4% 80.6% 98.0% 92.1% 95.6% Term Structure -2.7% -5.8% 2.7% -0.2% -4.4% VWIV 94.9% 82.9% 115.5% 85.4% 115.5% Skew 25d -1.9% -4.8% 2.0% -4.8% -1.3% Skew 10d -2.5% -5.9% 6.0% -5.0% -4.3% Call IV 25d 97.9% 89.6% 112.0% 100.6% 103.1% Put IV 25d 95.9% 88.3% 114.0% 95.9% 101.8% Bid-Ask Spread % 21.21 15.00 25.62 18.04 16.25 Gamma HHI 0.05 0.02 0.34 0.02 0.03 Net GEX 1.2M -171.8M 164.2M 34.3M 38.1M Net DEX -1.93B -4.47B 4.11B -4.47B -3.29B Net VEX -20.3M -22.4M -16.8M -20.9M -22.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.58 0.99 0.70 0.71 Total Volume 1,480,869.545 898,360 4,727,640 1,157,240 1,125,260 Total OI 3,325,271.818 2,819,400 3,845,950 2,929,900 3,059,360
Daily Data (22 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 2024-04-01 $103.85 $92.00 94.4% 24.3% 109.0% 63.2% 85.4% -4.8% -0.2% 34.3M -4.47B -20.9M 0.70 18.04 678,830 478,410 1,216,550 1,713,350 2024-04-02 $100.59 $92.00 93.8% 23.5% 85.0% 62.2% 82.9% -3.7% -0.9% 17.5M -3.47B -21.2M 0.65 20.83 599,660 390,880 1,408,150 1,826,100 2024-04-03 $101.60 $93.00 95.2% 23.9% 84.9% 64.4% 83.8% -4.5% -1.3% 89.7M -4.22B -21.3M 0.65 20.75 905,660 587,670 1,549,810 1,890,660 2024-04-04 $97.60 $80.00 97.1% 26.5% 83.8% 67.4% 93.7% -4.2% -3.2% -31.7M -2.36B -21.0M 0.72 20.97 1,054,240 759,390 1,632,180 1,961,550 2024-04-05 $94.49 $81.00 94.1% 25.7% 83.3% 62.7% 90.7% -3.1% -2.3% -138.7M -437.3M -20.6M 0.89 20.87 1,145,030 1,019,920 1,754,760 2,091,190 2024-04-08 $92.84 $83.00 92.4% 25.2% 83.3% 60.1% 89.6% -2.1% -3.9% -35.0M -1.54B -19.9M 0.75 21.35 579,830 437,690 1,240,040 1,762,950 2024-04-09 $89.96 $83.00 91.2% 24.9% 81.5% 58.1% 88.2% -1.6% -3.9% -49.0M -821.8M -19.7M 0.80 23.97 518,550 417,270 1,359,520 1,866,500 2024-04-10 $90.82 $83.00 90.1% 24.8% 75.8% 56.4% 87.4% -1.5% -4.2% -33.3M -1.20B -19.8M 0.77 24.82 583,320 450,230 1,441,350 1,919,080 2024-04-11 $93.33 $83.00 88.2% 24.4% 76.1% 53.4% 85.8% -2.2% -3.7% 32.5M -2.39B -19.8M 0.78 22.87 694,930 542,090 1,527,250 1,972,550 2024-04-12 $89.74 $85.00 88.6% 24.6% 75.6% 54.1% 87.1% -1.0% -4.1% -171.8M -481.6M -19.1M 0.92 23.42 681,980 625,430 1,613,390 2,055,400 2024-04-15 $88.67 $85.00 90.2% 25.5% 75.3% 56.6% 89.2% -1.1% 2.3% -29.2M -1.22B -18.7M 0.86 25.62 481,780 416,580 1,240,350 1,755,940 2024-04-16 $97.44 $85.00 93.1% 26.5% 76.4% 61.1% 93.1% -2.4% 0.1% 54.4M -4.24B -20.1M 0.73 22.70 677,990 491,840 1,375,190 1,835,660 2024-04-17 $95.94 $86.00 93.9% 26.9% 67.9% 62.4% 96.5% -2.6% 2.7% 44.5M -3.84B -21.0M 0.64 23.58 903,100 575,490 1,507,820 1,956,150 2024-04-18 $93.57 $87.00 93.7% 26.8% 68.2% 62.1% 96.1% -2.4% 0.8% -3.2M -2.68B -20.4M 0.66 23.13 599,270 393,330 1,620,530 2,021,140 2024-04-19 $71.46 $87.00 110.6% 32.0% 112.0% 88.7% 112.6% 2.0% -2.5% -55.1M 4.11B -16.8M 0.99 23.10 2,370,180 2,357,460 1,721,450 2,059,900 2024-04-22 $71.62 $83.00 101.8% 29.2% 112.1% 74.8% 103.2% 0.2% -4.7% -23.4M 897.7M -18.2M 0.87 22.68 827,400 721,410 1,336,040 1,483,360 2024-04-23 $76.54 $80.00 99.4% 28.1% 109.9% 71.0% 100.6% -0.6% -5.8% 17.6M -760.7M -20.4M 0.58 19.51 1,000,470 578,110 1,556,740 1,607,200 2024-04-24 $75.58 $80.00 98.9% 28.2% 109.9% 70.3% 100.0% -0.3% -5.5% 14.3M -509.1M -20.5M 0.84 19.75 766,380 646,080 1,668,450 1,671,550 2024-04-25 $78.65 $80.00 98.7% 28.3% 111.7% 70.0% 100.6% -0.3% -5.5% 46.2M -1.59B -21.2M 0.68 22.15 704,320 477,570 1,767,960 1,725,180 2024-04-26 $85.20 $80.00 96.0% 27.7% 116.4% 65.7% 98.1% -1.5% -4.6% 164.2M -4.28B -21.5M 0.67 15.00 1,420,660 950,830 1,800,140 1,763,230 2024-04-29 $88.87 $80.00 99.9% 30.3% 117.0% 71.8% 108.2% -3.5% -4.3% 44.2M -3.76B -22.0M 0.71 15.29 550,060 392,550 1,334,900 1,485,410 2024-04-30 $86.77 $80.50 101.9% 31.8% 116.8% 75.0% 115.5% -1.3% -4.4% 38.1M -3.29B -22.4M 0.71 16.25 659,780 465,480 1,454,930 1,604,430
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