MSFT Options History — April 2008 In April 2008, MSFT traded between $28.06 and $31.80. ATM implied volatility averaged 31.7%, placing in the 52.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 0.3% (HV 20d: 31.4%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2008-04-24 : Highest Volume — 638,505 contracts2008-04-25 : Largest IV drop — 32.5% change2008-04-24 : Highest IV Rank — 79.5%2008-04-24 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $29.34 $28.06 $31.80 $29.50 $28.52 Max Pain $29.18 $28.00 $30.00 $30.00 $29.00 ATM IV 31.7% 26.2% 40.2% 27.3% 28.3% Expected Move 9.4% 7.6% 11.5% 7.8% 8.1% HV 20d 31.4% 25.7% 38.3% 34.9% 35.6% HV 60d 32.1% 30.9% 34.9% 33.0% 32.1% IV Rank 52.6% 35.5% 79.5% 38.8% 42.1% IV Percentile 80.2% 61.1% 98.4% 68.3% 67.9% Term Structure -2.5% -8.4% 6.3% 5.8% -1.1% VWIV 33.0% 26.8% 40.2% 27.2% 28.9% Skew 25d 3.3% -1.3% 5.0% 4.1% -1.3% Skew 10d 5.4% -3.1% 9.0% 7.3% -3.1% Call IV 25d 31.5% 25.6% 38.2% 25.6% 29.3% Put IV 25d 34.8% 27.8% 42.1% 29.7% 28.0% Bid-Ask Spread % 3.47 2.10 5.17 2.10 2.99 Gamma HHI 0.13 0.08 0.61 0.12 0.09 Net GEX 24.0M -4.1M 156.5M 19.4M 13.2M Net DEX -347.4M -1.64B 251.5M -390.0M 107.9M Net VEX -20.0M -21.8M -18.8M -20.2M -20.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.22 1.23 0.70 0.62 Total Volume 176,568.273 52,446 638,505 113,664 165,924 Total OI 3,300,055.773 2,776,366 3,672,077 3,226,451 3,672,077
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2008-04-01 $29.50 $30.00 27.3% 7.8% 34.9% 38.8% 27.2% 4.1% 5.8% 19.4M -390.0M -20.2M 0.70 2.10 N/A N/A 67,035 46,629 1,876,548 1,349,903 2008-04-02 $29.16 $30.00 27.0% 7.7% 34.7% 37.8% 27.8% 4.5% 6.0% 15.1M -237.3M -20.2M 1.00 2.14 N/A N/A 33,930 33,845 1,890,272 1,376,423 2008-04-03 $29.00 $30.00 26.4% 7.6% 34.3% 36.0% 26.8% 4.5% 6.3% 12.7M -133.0M -19.9M 1.10 3.14 N/A N/A 28,095 31,044 1,896,535 1,384,317 2008-04-04 $29.16 $29.00 26.5% 9.4% 33.4% 36.3% 33.0% 4.4% -2.7% 15.3M -150.5M -19.8M 0.82 4.00 N/A N/A 31,396 25,778 1,899,252 1,384,415 2008-04-07 $29.16 $29.00 27.1% 9.4% 33.3% 38.2% 32.8% 4.7% -2.8% 14.8M -235.7M -19.7M 0.58 3.63 N/A N/A 38,576 22,408 1,908,045 1,382,265 2008-04-08 $28.75 $29.00 26.2% 9.3% 33.7% 35.5% 33.0% 5.0% -2.4% 9.2M -42.9M -19.2M 1.23 3.84 N/A N/A 44,895 55,286 1,920,095 1,386,573 2008-04-09 $28.89 $29.00 26.4% 9.5% 30.0% 36.2% 33.5% 4.6% -2.9% 12.1M -101.4M -19.5M 1.07 5.17 N/A N/A 48,054 51,406 1,940,091 1,395,679 2008-04-10 $29.11 $29.00 32.3% 9.3% 29.0% 54.6% 32.4% 4.5% -2.7% 15.5M -217.8M -19.9M 0.42 3.92 N/A N/A 37,016 15,430 1,951,628 1,405,275 2008-04-11 $28.28 $29.00 35.2% 10.1% 30.8% 63.8% 34.7% 4.7% -4.0% 3.3M 137.7M -19.2M 0.76 4.37 N/A N/A 55,072 41,886 1,952,850 1,404,425 2008-04-14 $28.06 $29.00 37.3% 10.7% 29.8% 70.3% 37.6% 4.1% -3.6% -4.1M 251.5M -18.8M 1.00 3.43 N/A N/A 47,853 47,950 1,957,667 1,423,183 2008-04-15 $28.25 $28.00 36.0% 10.3% 29.6% 66.3% 35.0% 4.7% -3.0% -380.7K 172.2M -19.0M 0.52 3.21 N/A N/A 35,393 18,285 1,975,441 1,441,982 2008-04-16 $28.95 $28.00 34.5% 9.9% 27.4% 61.4% 34.0% 4.4% -3.6% 12.5M -124.9M -19.4M 0.53 3.21 N/A N/A 90,518 48,404 1,982,608 1,439,199 2008-04-17 $29.22 $29.00 34.9% 10.0% 25.7% 62.9% 34.7% 4.1% -4.1% 32.3M -384.4M -19.6M 0.22 3.96 N/A N/A 65,886 14,525 2,015,998 1,463,151 2008-04-18 $30.00 $29.00 34.9% 10.0% 26.5% 62.9% 35.7% 3.8% -5.3% 156.5M -856.4M -19.9M 0.44 3.21 N/A N/A 191,744 83,489 2,022,454 1,460,639 2008-04-21 $30.42 $29.00 37.9% 10.9% 26.9% 72.2% 37.1% 3.4% -8.2% 25.5M -852.9M -19.9M 0.33 3.02 N/A N/A 182,017 59,435 1,526,303 1,253,113 2008-04-22 $30.25 $29.00 38.1% 10.9% 27.0% 73.0% 38.2% 2.3% -7.8% 24.9M -815.6M -19.7M 0.52 3.71 N/A N/A 102,916 53,273 1,525,278 1,251,088 2008-04-23 $31.45 $29.00 37.4% 10.7% 28.7% 70.6% 37.7% 2.8% -7.5% 40.2M -1.45B -20.9M 0.67 3.32 N/A N/A 230,944 155,400 1,660,455 1,299,567 2008-04-24 $31.80 $29.00 40.2% 11.5% 27.4% 79.5% 40.2% 3.9% -8.4% 44.4M -1.64B -21.8M 0.41 4.54 N/A N/A 454,079 184,426 1,743,873 1,329,256 2008-04-25 $29.83 $30.00 27.1% 7.8% 37.0% 38.3% 27.4% 0.6% -0.4% 30.2M -567.6M -20.9M 0.62 3.31 N/A N/A 257,380 159,332 1,926,110 1,442,415 2008-04-28 $28.99 $30.00 27.4% 7.8% 38.3% 39.0% 28.0% -0.3% -0.9% 21.4M -143.6M -20.4M 0.75 3.24 N/A N/A 181,806 136,367 2,024,032 1,462,787 2008-04-29 $28.64 $30.00 28.5% 8.2% 35.8% 42.6% 29.0% -0.2% -1.7% 14.0M 33.3M -20.8M 0.38 2.95 N/A N/A 151,194 58,181 2,066,822 1,531,138 2008-04-30 $28.52 $29.00 28.3% 8.1% 35.6% 42.1% 28.9% -1.3% -1.1% 13.2M 107.9M -20.7M 0.62 2.99 N/A N/A 102,267 63,657 2,121,131 1,550,946
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