SMCI Options History — October 2024

In October 2024, SMCI traded between $29.01 and $49.53. ATM implied volatility averaged 94.5%, placing in the 60.5% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 7.4% (HV 20d: 87.0%). Max pain ranged from $46.50 to $52.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.68.

Notable Days

2024-10-30: Highest Volume — 1,770,363 contracts
2024-10-30: Largest IV spike — 43.3% change
2024-10-30: Highest IV Rank — 100.0%
2024-10-31: Largest Expected Move — 50.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.77	$29.01	$49.53	$40.61	$29.01
Max Pain	$49.07	$46.50	$52.00	$47.00	$46.50
ATM IV	94.5%	75.8%	148.8%	77.0%	148.8%
Expected Move	28.0%	19.8%	50.0%	20.6%	50.0%
HV 20d	87.0%	66.5%	167.3%	71.9%	167.3%
HV 60d	98.1%	90.7%	125.0%	90.7%	118.5%
IV Rank	60.5%	33.8%	100.0%	35.8%	100.0%
IV Percentile	80.0%	46.0%	100.0%	52.8%	100.0%
Term Structure	-1.6%	-5.9%	8.2%	7.5%	-5.8%
VWIV	98.6%	71.0%	177.1%	73.2%	177.1%
Skew 25d	5.9%	1.3%	32.3%	7.0%	32.3%
Skew 10d	12.1%	4.2%	62.9%	12.8%	62.9%
Call IV 25d	92.4%	72.2%	132.9%	74.2%	132.9%
Put IV 25d	98.3%	80.0%	165.2%	81.2%	165.2%
Bid-Ask Spread %	7.39	4.27	10.42	5.30	7.11
Gamma HHI	0.06	0.02	0.30	0.30	0.04
Net GEX	-2.9M	-34.6M	33.3M	-270.7K	-17.4M
Net DEX	449.3M	-481.8M	2.62B	69.1M	2.62B
Net VEX	-19.8M	-22.7M	-124.9K	-124.9K	-13.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.40	1.55	0.83	1.55
Total Volume	548,958.87	192,334	1,770,363	440,461	1,205,176
Total OI	3,918,699.957	21,041	4,904,124	21,041	4,019,740

Daily Data (23 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
2024-10-01	$40.61	$0.00	77.0%	20.6%	71.9%	35.8%	73.2%	7.0%	7.5%	-270.7K	69.1M	-124.9K	0.83	5.30	240,721	199,740	1,452	19,589
2024-10-02	$41.66	$47.00	75.8%	19.8%	70.1%	33.8%	71.0%	7.8%	8.2%	-27.5M	1.68B	-19.5M	0.83	4.27	152,860	127,411	2,488,183	2,393,436
2024-10-03	$41.39	$52.00	80.2%	24.4%	69.6%	40.9%	84.1%	7.6%	7.0%	-34.6M	1.78B	-19.0M	0.72	6.38	259,701	187,489	2,491,259	2,398,448
2024-10-04	$41.22	$51.00	80.1%	24.0%	66.5%	40.6%	82.1%	6.6%	6.1%	-34.4M	1.84B	-18.7M	0.87	6.06	207,280	180,906	2,501,720	2,402,404
2024-10-07	$48.16	$50.00	94.2%	26.5%	84.4%	62.8%	95.7%	4.1%	-2.8%	11.7M	-474.5M	-22.7M	0.50	10.42	909,891	454,414	2,028,695	2,008,004
2024-10-08	$45.16	$49.00	94.5%	26.6%	88.3%	63.4%	93.4%	3.5%	-1.6%	-2.2M	414.1M	-21.7M	0.45	6.61	577,243	260,900	2,144,192	2,121,129
2024-10-09	$47.23	$49.00	94.3%	26.2%	85.6%	63.1%	92.2%	1.6%	-2.8%	24.2M	-448.7M	-22.7M	0.40	8.63	454,447	180,896	2,221,227	2,144,201
2024-10-10	$46.30	$49.00	93.1%	26.0%	86.0%	61.2%	91.4%	2.7%	-3.4%	11.5M	60.8M	-22.1M	0.68	9.17	237,775	161,856	2,220,567	2,172,639
2024-10-11	$47.66	$49.00	89.0%	24.9%	85.9%	54.7%	88.0%	1.4%	-3.3%	33.3M	-481.8M	-22.2M	0.51	8.01	302,515	153,192	2,247,810	2,182,085
2024-10-14	$46.98	$49.00	90.9%	25.8%	85.9%	57.6%	90.6%	1.3%	-2.1%	2.5M	111.7M	-21.6M	0.46	8.88	258,288	119,439	2,003,555	1,986,177
2024-10-15	$47.53	$49.00	93.4%	26.6%	85.3%	61.6%	94.7%	2.9%	-1.0%	7.0M	-78.8M	-22.0M	0.41	8.76	236,873	96,977	2,067,163	2,030,375
2024-10-16	$48.46	$49.00	97.1%	27.8%	85.5%	67.4%	97.2%	2.8%	-2.5%	15.8M	-434.4M	-22.7M	0.52	8.20	471,155	245,611	2,098,821	2,067,975
2024-10-17	$47.80	$49.00	95.5%	27.5%	85.7%	64.9%	97.0%	3.6%	-2.5%	3.3M	-140.9M	-22.4M	0.44	8.25	361,754	158,163	2,154,985	2,164,929
2024-10-18	$47.13	$49.00	92.3%	26.6%	85.2%	59.9%	94.0%	2.7%	-2.2%	-11.9M	180.2M	-21.8M	0.60	8.00	277,783	166,633	2,195,365	2,200,055
2024-10-21	$47.96	$49.00	93.5%	27.4%	84.9%	61.8%	96.2%	3.7%	-5.2%	-4.3M	-23.4M	-22.0M	0.61	6.34	181,003	110,600	1,665,060	1,845,174
2024-10-22	$46.09	$49.00	95.0%	28.2%	86.1%	64.2%	99.1%	4.2%	-4.3%	-13.7M	446.5M	-21.1M	0.63	6.85	215,551	135,059	1,729,603	1,877,921
2024-10-23	$45.16	$49.00	96.2%	28.8%	86.4%	66.1%	101.0%	4.5%	-4.5%	-19.1M	660.0M	-21.0M	0.59	7.98	120,738	71,596	1,779,136	1,918,421
2024-10-24	$46.17	$49.00	94.0%	28.4%	70.4%	62.6%	100.9%	3.4%	-4.7%	-11.8M	382.7M	-21.1M	1.01	7.15	154,149	155,645	1,806,489	1,935,970
2024-10-25	$47.53	$49.00	91.3%	27.8%	69.8%	58.3%	98.3%	3.3%	-5.9%	12.8M	-18.9M	-21.3M	0.66	6.96	227,115	150,221	1,838,457	2,007,591
2024-10-28	$47.78	$49.00	90.0%	28.4%	69.5%	56.3%	100.8%	3.1%	-2.2%	-1.0M	50.1M	-21.2M	0.69	7.17	123,786	84,932	1,661,981	1,776,506
2024-10-29	$49.53	$49.00	88.9%	27.9%	69.5%	54.6%	99.8%	3.4%	-2.6%	8.9M	-427.3M	-21.6M	0.57	5.77	177,494	100,713	1,698,924	1,819,601
2024-10-30	$33.11	$49.00	127.4%	42.9%	161.8%	100.0%	149.4%	21.6%	-5.6%	-19.3M	2.56B	-14.2M	1.14	7.78	827,067	943,296	1,736,515	1,856,570
2024-10-31	$29.01	$46.50	148.8%	50.0%	167.3%	100.0%	177.1%	32.3%	-5.8%	-17.4M	2.62B	-13.0M	1.55	7.11	471,829	733,347	1,984,972	2,034,768