SMCI Options History — June 2024

In June 2024, SMCI traded between $76.53 and $92.34. ATM implied volatility averaged 70.1%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 0.3% (HV 20d: 69.8%). Max pain ranged from $77.00 to $84.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.69.

Notable Days

  • 2024-06-20: Highest Volume — 4,443,840 contracts
  • 2024-06-13: Largest IV spike — 14.5% change
  • 2024-06-20: Highest IV Rank — 43.7%
  • 2024-06-20: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.15$76.53$92.34$76.53$84.56
Max Pain$81.79$77.00$84.00$78.00$84.00
ATM IV70.1%60.3%82.0%66.6%75.6%
Expected Move20.3%18.2%23.4%19.6%20.9%
HV 20d69.8%63.6%76.3%72.3%76.3%
HV 60d94.3%92.0%96.7%96.7%94.7%
IV Rank24.9%9.5%43.7%19.3%33.6%
IV Percentile40.1%12.3%66.3%37.3%50.8%
Term Structure1.1%-2.0%4.5%-0.2%-1.3%
VWIV73.2%64.9%84.6%70.1%76.7%
Skew 25d-4.2%-8.1%-0.7%-1.2%-6.7%
Skew 10d-9.9%-17.9%-1.4%-1.4%-17.7%
Call IV 25d73.5%61.2%88.2%67.1%80.8%
Put IV 25d69.3%59.8%80.1%65.9%74.1%
Bid-Ask Spread %12.815.1636.7232.6510.09
Gamma HHI0.040.020.150.020.04
Net GEX14.9M-101.5M155.9M-41.3M-57.4M
Net DEX-1.99B-5.69B123.6M123.6M-1.08B
Net VEX-23.0M-25.9M-20.5M-20.5M-25.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.460.930.930.81
Total Volume2,136,600596,7004,443,8401,392,8203,500,130
Total OI3,429,2602,803,0004,350,0902,803,0003,882,350

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$76.53$78.0066.6%19.6%72.3%19.3%70.1%-1.2%-0.2%-41.3M123.6M-20.5M0.9332.65722,450670,3701,235,0401,567,960
2024-06-04$77.09$77.0064.5%19.0%68.6%16.1%67.9%-1.9%-0.0%-26.2M-168.0M-21.1M0.8036.72494,110397,2601,428,5801,726,840
2024-06-05$79.81$77.0061.8%18.3%69.8%11.9%66.0%-1.8%0.1%18.9M-1.22B-21.4M0.5233.581,054,080551,3301,487,3201,777,750
2024-06-06$77.58$82.0062.4%19.0%70.3%12.8%67.7%-1.4%0.5%-39.6M-186.3M-21.0M0.809.43676,420543,9901,588,8701,831,400
2024-06-07$77.16$82.0061.5%18.5%69.6%11.4%65.7%-1.7%0.3%-101.5M-124.5M-20.8M0.9210.45633,310580,4101,658,6201,893,550
2024-06-10$79.06$81.0061.3%18.7%70.2%11.1%66.4%-0.7%3.6%-5.0M-1.08B-20.8M0.6710.29708,910477,0501,274,3401,620,080
2024-06-11$76.77$81.0060.4%18.5%70.8%9.7%65.6%-1.0%4.0%-32.0M-286.8M-20.5M0.8111.27329,090267,6101,407,6601,713,840
2024-06-12$76.83$81.0060.3%18.2%68.2%9.5%64.9%-1.5%3.5%-32.1M-381.3M-20.7M0.606.33679,750409,3801,455,8401,762,990
2024-06-13$87.11$80.0069.1%20.7%64.4%23.3%73.9%-7.0%3.6%155.9M-5.14B-22.8M0.478.252,986,8101,394,9201,589,0801,826,800
2024-06-14$84.11$82.0068.6%20.4%63.6%22.5%73.2%-4.0%4.5%22.0M-3.07B-23.1M0.589.141,771,6201,020,8501,873,7802,032,870
2024-06-17$89.80$82.0075.8%22.0%67.8%33.9%80.0%-5.8%1.5%92.4M-4.50B-23.4M0.465.161,939,920888,2901,460,7501,684,510
2024-06-18$91.88$83.0075.2%21.7%68.1%32.9%77.5%-6.0%1.5%135.5M-5.52B-24.8M0.476.251,688,280794,1001,695,7301,869,890
2024-06-20$92.34$84.0082.0%23.4%68.1%43.7%84.6%-8.1%1.9%134.1M-5.69B-25.1M0.627.202,742,3301,701,5101,833,0202,008,200
2024-06-21$90.38$84.0078.5%22.2%67.6%38.2%81.4%-7.4%3.3%14.1M-3.54B-25.6M0.828.002,001,0401,646,5802,086,4002,263,690
2024-06-24$83.15$84.0078.2%21.7%73.0%37.7%79.7%-5.5%-1.5%-28.7M-504.9M-24.2M0.867.631,151,920995,8201,406,9001,507,590
2024-06-25$84.39$84.0077.5%21.3%71.0%36.6%76.8%-6.2%-0.7%-1.2M-1.25B-25.5M0.607.99819,090487,7201,689,1501,712,920
2024-06-26$82.69$84.0076.0%20.9%71.1%34.3%75.7%-5.0%-2.0%-28.3M-553.2M-25.2M0.768.74733,510554,1201,789,3601,782,650
2024-06-27$88.67$84.0075.9%20.7%74.6%34.1%77.1%-6.6%-1.6%103.2M-3.68B-25.9M0.5714.191,647,660933,6601,868,2701,861,350
2024-06-28$84.56$84.0075.6%20.9%76.3%33.6%76.7%-6.7%-1.3%-57.4M-1.08B-25.2M0.8110.091,931,4601,568,6701,933,7301,948,620