SMCI Options History — May 2024 In May 2024, SMCI traded between $74.06 and $94.94. ATM implied volatility averaged 68.4%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded below realized volatility by 43.5% (HV 20d: 112.0%). Max pain ranged from $72.00 to $80.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.79.
Notable Days 2024-05-23 : Highest Volume — 3,396,750 contracts2024-05-15 : Largest IV spike — 11.8% change2024-05-01 : Highest IV Rank — 35.5%2024-05-01 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $83.79 $74.06 $94.94 $74.06 $78.21 Max Pain $75.25 $72.00 $80.50 $80.50 $79.00 ATM IV 68.4% 63.7% 76.9% 76.9% 66.9% Expected Move 19.2% 17.7% 20.8% 20.8% 19.4% HV 20d 112.0% 70.2% 137.9% 128.2% 73.0% HV 60d 118.5% 96.8% 134.8% 134.2% 96.8% IV Rank 22.3% 14.9% 35.5% 35.5% 19.8% IV Percentile 42.7% 31.0% 56.3% 56.3% 37.7% Term Structure -1.0% -2.3% 0.9% -1.2% -1.8% VWIV 68.3% 63.0% 74.2% 74.2% 68.6% Skew 25d -1.7% -5.3% 1.8% 1.1% -0.5% Skew 10d -2.9% -6.7% 0.1% -1.2% -0.8% Call IV 25d 70.2% 65.0% 76.7% 76.7% 69.0% Put IV 25d 68.5% 63.5% 77.8% 77.8% 68.6% Bid-Ask Spread % 29.60 22.07 43.17 39.94 32.41 Gamma HHI 0.07 0.02 0.31 0.03 0.10 Net GEX 9.4M -119.3M 137.6M -59.3M -119.3M Net DEX -2.06B -6.84B 1.12B 883.0M 1.12B Net VEX -20.0M -21.7M -18.1M -18.1M -20.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.55 1.19 0.77 1.19 Total Volume 1,694,727.727 695,610 3,396,750 3,113,210 2,407,410 Total OI 3,275,667.727 2,571,210 4,007,980 3,425,160 3,310,530
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 2024-05-01 $74.06 $80.50 76.9% 20.8% 128.2% 35.5% 74.2% 1.1% -1.2% -59.3M 883.0M -18.1M 0.77 39.94 1,755,720 1,357,490 1,640,900 1,784,260 2024-05-02 $75.41 $78.00 74.4% 19.6% 128.4% 31.6% 69.5% -0.6% -2.3% -7.3M -251.5M -19.4M 0.82 38.09 856,980 698,830 1,907,420 1,938,080 2024-05-03 $78.16 $78.00 69.3% 18.5% 129.3% 23.7% 65.9% 1.8% -0.3% 106.7M -1.79B -19.4M 0.67 43.17 1,255,630 837,000 1,993,620 2,014,360 2024-05-06 $83.09 $72.00 69.2% 19.2% 131.6% 23.5% 68.2% -1.5% 0.0% 47.0M -2.71B -19.7M 0.62 29.11 775,450 477,860 1,422,270 1,616,700 2024-05-07 $81.85 $72.00 67.4% 18.9% 131.3% 20.6% 66.8% -1.1% 0.0% 38.6M -2.32B -19.8M 0.82 29.22 445,790 363,430 1,531,670 1,714,780 2024-05-08 $82.34 $72.00 66.7% 18.4% 131.3% 19.6% 65.5% -1.0% 0.1% 47.6M -2.43B -19.3M 0.83 30.87 521,030 434,070 1,581,080 1,773,440 2024-05-09 $79.90 $72.00 65.6% 18.2% 131.0% 17.7% 64.2% -1.2% -1.0% -30.4M -1.26B -19.1M 0.90 30.31 554,260 498,790 1,654,210 1,837,820 2024-05-10 $79.89 $72.00 64.3% 17.9% 130.5% 15.8% 63.6% -0.9% -0.3% -112.6M -1.26B -18.9M 0.86 33.50 844,650 725,860 1,715,810 1,889,870 2024-05-13 $78.56 $72.00 63.9% 17.8% 130.5% 15.1% 63.0% -0.6% -1.0% -4.4M -996.1M -18.2M 0.77 34.33 394,120 301,490 1,352,520 1,569,490 2024-05-14 $82.58 $72.00 63.7% 17.7% 126.9% 14.9% 63.2% -1.6% -2.2% 52.5M -2.51B -18.9M 0.75 32.04 596,910 447,840 1,437,660 1,650,670 2024-05-15 $94.94 $73.00 71.2% 19.7% 137.3% 26.7% 70.0% -5.3% -2.2% 111.6M -6.84B -19.5M 0.61 25.09 1,940,600 1,177,480 1,500,600 1,719,100 2024-05-16 $90.73 $74.00 68.6% 19.1% 137.9% 22.6% 69.0% -3.4% -2.3% 64.0M -4.96B -20.6M 0.62 25.07 1,393,000 857,970 1,684,540 1,959,730 2024-05-17 $88.87 $75.00 69.5% 19.7% 95.6% 23.9% 69.9% -5.0% -1.0% -37.3M -3.68B -20.3M 0.87 28.18 1,222,330 1,061,310 1,813,830 2,031,840 2024-05-20 $90.00 $75.00 69.9% 19.8% 95.5% 24.5% 71.5% -3.2% -1.8% 37.0M -3.09B -20.6M 0.60 22.07 640,410 382,980 1,162,080 1,409,130 2024-05-21 $90.35 $75.00 69.7% 19.9% 93.3% 24.2% 71.1% -3.0% -1.1% 50.6M -3.32B -21.2M 0.55 22.59 791,400 436,290 1,298,280 1,490,300 2024-05-22 $87.61 $75.00 71.3% 20.5% 94.1% 26.9% 73.3% -3.4% -0.6% 27.9M -2.50B -21.1M 0.72 24.78 564,420 405,780 1,397,020 1,553,740 2024-05-23 $84.49 $77.00 67.7% 19.4% 94.5% 21.1% 69.9% -2.3% -0.2% -32.4M -1.23B -20.8M 0.78 23.52 1,910,750 1,486,000 1,482,280 1,662,340 2024-05-24 $88.55 $77.00 64.1% 18.3% 91.6% 15.5% 65.0% -1.8% 0.9% 137.6M -2.73B -21.7M 0.84 23.25 1,409,690 1,182,140 1,680,910 1,852,510 2024-05-28 $87.04 $78.00 69.2% 19.8% 90.6% 23.5% 70.4% -1.8% -1.0% -706.6K -1.99B -21.1M 0.80 25.73 758,460 608,710 1,226,500 1,540,570 2024-05-29 $84.21 $78.00 68.8% 19.7% 90.9% 22.9% 70.2% -1.3% -1.9% -40.6M -1.05B -21.5M 1.15 27.19 624,090 718,950 1,375,910 1,645,390 2024-05-30 $82.50 $79.00 67.4% 19.7% 70.2% 20.7% 69.5% -1.2% -1.5% -70.8M -521.5M -21.3M 0.94 30.62 599,710 560,930 1,479,960 1,760,970 2024-05-31 $78.21 $79.00 66.9% 19.4% 73.0% 19.8% 68.6% -0.5% -1.8% -119.3M 1.12B -20.3M 1.19 32.41 1,099,040 1,308,370 1,520,280 1,790,250
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