SMCI Options History — July 2024 In July 2024, SMCI traded between $66.27 and $90.95. ATM implied volatility averaged 80.9%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 14.2% (HV 20d: 66.7%). Max pain ranged from $80.00 to $86.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2024-07-08 : Highest Volume — 2,759,070 contracts2024-07-08 : Largest IV spike — 9.8% change2024-07-15 : Highest IV Rank — 51.6%2024-07-30 : Largest Expected Move — 25.6%Monthly Statistics Metric Avg Min Max Open Close Price $80.85 $66.27 $90.95 $80.83 $70.24 Max Pain $84.09 $80.00 $86.00 $84.00 $80.00 ATM IV 80.9% 72.4% 87.1% 75.7% 79.9% Expected Move 23.7% 20.3% 25.6% 21.3% 25.3% HV 20d 66.7% 54.1% 78.1% 75.5% 59.4% HV 60d 83.9% 67.3% 95.8% 94.8% 68.8% IV Rank 41.9% 28.5% 51.6% 33.7% 40.4% IV Percentile 63.6% 46.8% 77.0% 50.8% 60.7% Term Structure -0.5% -4.1% 6.9% 6.4% -3.9% VWIV 84.7% 73.3% 90.8% 78.3% 90.4% Skew 25d -5.2% -7.2% -1.6% -6.2% -1.7% Skew 10d -11.7% -16.3% -4.6% -16.3% -5.1% Call IV 25d 84.8% 76.5% 91.3% 79.9% 81.6% Put IV 25d 79.6% 70.1% 85.0% 73.7% 80.0% Bid-Ask Spread % 11.69 8.10 19.14 9.09 18.13 Gamma HHI 0.04 0.02 0.09 0.02 0.03 Net GEX -15.3M -205.8M 178.1M -23.0M -22.7M Net DEX -500.6M -4.28B 3.33B -436.8M 1.18B Net VEX -25.6M -27.3M -23.4M -24.8M -25.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.55 1.04 0.73 0.62 Total Volume 1,758,522.727 1,026,030 2,759,070 1,920,900 1,195,090 Total OI 3,673,185.455 3,098,700 4,536,030 3,098,700 3,739,920
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 2024-07-01 $80.83 $84.00 75.7% 21.3% 75.5% 33.7% 78.3% -6.2% 6.4% -23.0M -436.8M -24.8M 0.73 9.09 1,111,650 809,250 1,500,280 1,598,420 2024-07-02 $83.19 $84.00 73.3% 20.7% 75.6% 29.9% 75.3% -6.5% 6.9% 36.2M -1.69B -25.9M 0.56 9.24 1,009,280 560,630 1,718,110 1,788,330 2024-07-03 $84.35 $84.00 72.4% 20.3% 75.6% 28.5% 73.3% -6.4% 6.8% 79.8M -2.34B -25.8M 0.55 11.40 803,960 443,750 1,803,950 1,832,140 2024-07-05 $84.56 $84.00 75.7% 23.0% 74.8% 33.7% 83.5% -7.1% 6.1% 178.1M -2.45B -25.1M 0.62 10.28 1,536,500 949,650 1,909,690 1,870,980 2024-07-08 $90.95 $84.00 83.1% 23.9% 77.8% 45.4% 84.9% -6.7% -0.9% 102.4M -4.28B -25.8M 0.57 12.13 1,762,110 996,960 1,506,260 1,612,030 2024-07-09 $89.46 $85.00 84.3% 23.8% 78.1% 47.2% 85.0% -6.3% -1.7% 65.3M -3.35B -26.4M 0.58 10.85 1,082,030 625,920 1,690,500 1,781,070 2024-07-10 $89.56 $85.00 85.7% 23.8% 77.9% 49.5% 83.8% -6.8% -3.2% 53.8M -3.29B -26.6M 0.66 10.03 890,120 586,550 1,760,510 1,889,570 2024-07-11 $89.14 $85.00 86.1% 24.1% 76.9% 50.1% 84.9% -6.8% -2.8% 45.8M -3.06B -26.5M 0.79 8.10 960,940 756,660 1,839,170 1,973,800 2024-07-12 $90.91 $85.00 84.0% 23.8% 76.9% 46.8% 83.7% -6.6% -1.4% 130.5M -4.26B -26.0M 0.69 8.44 1,489,140 1,020,040 1,898,340 2,065,950 2024-07-15 $89.01 $85.00 87.1% 24.7% 63.8% 51.6% 87.6% -7.1% -3.8% 26.4M -2.68B -26.0M 0.59 11.31 1,350,840 802,880 1,488,140 1,746,440 2024-07-16 $87.81 $86.00 85.3% 24.4% 62.6% 48.9% 86.3% -7.2% -3.0% -5.9M -2.07B -27.3M 0.66 9.07 656,080 435,970 1,754,670 2,025,890 2024-07-17 $82.69 $86.00 85.9% 24.6% 61.7% 49.9% 88.2% -6.2% -3.3% -106.8M 464.1M -26.6M 0.89 9.49 1,002,420 895,820 1,840,900 2,126,400 2024-07-18 $80.13 $85.00 85.8% 24.8% 61.5% 49.7% 88.1% -5.7% -4.1% -153.6M 1.62B -26.8M 1.04 10.53 984,730 1,026,820 1,953,360 2,311,080 2024-07-19 $79.21 $85.00 83.6% 24.2% 61.4% 46.1% 87.5% -5.2% -2.4% -205.8M 2.47B -26.3M 0.91 10.77 987,960 903,290 2,109,830 2,426,200 2024-07-22 $78.56 $85.00 80.2% 24.1% 61.2% 40.8% 86.3% -4.9% 0.0% -52.1M 437.2M -25.2M 0.92 9.44 666,190 610,990 1,370,880 1,764,030 2024-07-23 $78.78 $85.00 76.8% 23.4% 54.1% 35.5% 83.5% -4.9% 0.4% -50.8M 290.1M -25.5M 0.67 10.24 617,540 415,710 1,541,230 1,932,500 2024-07-24 $71.64 $85.00 80.6% 24.5% 62.8% 41.4% 87.9% -2.9% -0.5% -110.5M 2.83B -24.0M 0.97 14.04 1,087,070 1,052,650 1,642,460 1,999,070 2024-07-25 $70.18 $83.00 78.5% 23.7% 62.8% 38.2% 84.1% -2.3% 0.2% -135.4M 3.33B -24.2M 0.81 15.84 1,389,530 1,119,700 1,865,880 2,151,570 2024-07-26 $71.21 $82.00 76.9% 23.3% 56.4% 35.6% 83.3% -2.4% -0.5% -67.4M 1.89B -24.9M 0.76 14.07 1,065,200 808,990 2,041,620 2,114,500 2024-07-29 $70.07 $82.00 78.7% 24.4% 54.8% 38.5% 87.1% -2.7% -3.4% -50.1M 1.65B -24.1M 0.80 15.64 570,830 455,200 1,496,560 1,803,300 2024-07-30 $66.27 $81.00 80.5% 25.6% 55.8% 41.3% 90.8% -1.6% -3.7% -70.6M 2.73B -23.4M 0.99 19.14 598,310 592,550 1,618,400 1,906,150 2024-07-31 $70.24 $80.00 79.9% 25.3% 59.4% 40.4% 90.4% -1.7% -3.9% -22.7M 1.18B -25.3M 0.62 18.13 736,440 458,650 1,759,910 1,980,010
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