thetaOwl

SMCI

Super Micro Computer, Inc.Close $41.64EOD only
Max Pain
$40.00
Next expiry Jun 12, 2026
Expected Move
±$3.90
9.3% from close
Price Gap
-1.64
Distance to max pain
IV Rank
55
Middle-high premium
P/C OI
0.76
Slightly call-heavy
Consensus
8.5/10
Bullish tilt
Published snapshot: Jun 5, 2026 close
End-of-day snapshot

This page reflects SMCI options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jun 5, 2026 close
SMCI Theta Report
Analysis based on market close June 8, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

Theta Verdict

Attractiveness7 / 10
Sizing: Moderate
Primary: Bullish put credit spread
Invalidation: Spot breaks below $40 or VIX spikes above 25
Confidence:
7.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 8.6% from MP; +0.5 VIX 19

IV Environment

IV Regime
High
IV vs VIX
IV (93.5%) far above VIX (18.9); very rich premium
Favorable?
Yes

Term structure: Front-week put IV at 173% indicates heavy hedging; term structure is backwardated near term

⚠️Front-week put IV 173% reflects aggressive hedging; pin risk at $40
📈Bullish flow and GEX support; premium selling attractive if pinned

Pin Risk Assessment

Spot vs MP: Above

GEX regime: Pinning ($+69.4M)

OI concentrations: Max-pain pins: $40 (6/12), $34 (6/18), $36 (6/26). Heavy call OI $47-$60; put floor $30

Verdict: Spot near $40 pin for front-week; multiple pin points below present risk of pinning

Premium Opportunities

#1
Put credit spread
Sell 2026-07-02 $40.00/$38.00 put spread
Sell 40/38 put spread for near-term expiry, collecting inflated premium with buffer from max pain.
Credit: $0.64-$0.78
Max loss: $1.22
BE: $39.22
Mgmt: Close at 50% profit or if spot nears $40.50.
#2
Iron condor
Sell 2026-07-02 $40.00/$38.00 put wing and $50.00/$51.00 call wing
Sell 40/38 put and 50/51 call spread, profiting from time decay with wide wings.
Credit: $0.77-$0.95
Max loss: $1.05
BE: 39.05 / 50.95
Mgmt: Exit if spot approaches wings; adjust if IV collapses.
#3
Call diagonal
Sell 2026-07-02 $45.00 call / buy 2026-08-21 $44.00 call
Sell July 2 call, buy Aug 21 call; net credit with time skew advantage.
Debit: $3.56-$4.35
Max loss: $4.35
BE: Path-dependent
Mgmt: Monitor gamma; roll or close before earnings if direction shifts.

Risk Alerts

!Front-week put IV (173%) signals extreme hedging; potential volatility event
!Spot within 1.3% of $40 max-pain; pin risk elevated near expiration
How to Use These Reports
This theta reflects the market close on June 8, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.