MSFT Options History — October 2014 In October 2014, MSFT traded between $42.74 and $46.91. ATM implied volatility averaged 22.0%, placing in the 53.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 1.0% (HV 20d: 23.0%). Max pain ranged from $43.00 to $48.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.09.
Notable Days 2014-10-23 : Highest Volume — 276,815 contracts2014-10-24 : Largest IV drop — 19.4% change2014-10-16 : Highest IV Rank — 94.3%2014-10-16 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $45.21 $42.74 $46.91 $45.90 $46.91 Max Pain $44.45 $43.00 $48.00 $43.00 $46.00 ATM IV 22.0% 16.9% 28.2% 21.4% 16.9% Expected Move 6.0% 5.6% 6.6% 5.8% 5.6% HV 20d 23.0% 15.1% 27.9% 16.5% 27.9% HV 60d 17.3% 14.9% 19.3% 15.0% 19.3% IV Rank 53.4% 22.1% 94.3% 45.3% 22.1% IV Percentile 61.8% 22.2% 98.4% 61.1% 22.2% Term Structure -0.6% -2.1% 0.5% -0.8% -0.1% VWIV 21.3% 19.6% 24.1% 20.7% 20.4% Skew 25d 3.2% 1.7% 6.0% 1.9% 2.8% Skew 10d 6.5% 4.1% 13.0% 4.2% 4.6% Call IV 25d 20.9% 15.4% 26.4% 20.9% 15.7% Put IV 25d 24.1% 18.3% 32.1% 22.8% 18.5% Bid-Ask Spread % 10.10 6.32 13.12 9.77 11.95 Gamma HHI 0.12 0.09 0.31 0.11 0.12 Net GEX 52.1M -49.8M 115.8M 54.7M 72.7M Net DEX -1.88B -2.84B -534.5M -2.32B -2.78B Net VEX -12.7M -13.7M -11.6M -12.7M -11.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.09 0.53 1.91 1.05 0.62 Total Volume 113,584.522 37,440 276,815 78,326 138,353 Total OI 2,247,088.783 2,020,918 2,399,766 2,304,707 2,201,496
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2014-10-01 $45.90 $43.00 21.4% 5.8% 16.5% 45.3% 20.7% 1.9% -0.8% 54.7M -2.32B -12.7M 1.05 9.77 N/A N/A 38,202 40,124 1,161,476 1,143,231 2014-10-02 $45.76 $43.00 20.9% 5.7% 16.4% 42.8% 20.3% 1.7% -0.3% 45.9M -2.18B -12.8M 1.27 7.75 N/A N/A 29,141 36,941 1,173,286 1,159,892 2014-10-03 $46.09 $43.00 20.4% 5.7% 15.8% 39.7% 19.8% 2.6% -0.2% 3.6M -2.45B -12.5M 0.90 9.65 N/A N/A 31,775 28,715 1,174,278 1,167,910 2014-10-06 $46.09 $43.00 21.0% 5.7% 15.1% 43.1% 19.7% 2.5% -0.8% 72.8M -2.46B -12.2M 0.88 6.84 N/A N/A 19,875 17,565 1,145,996 1,123,720 2014-10-07 $45.53 $43.00 21.6% 5.8% 15.5% 46.6% 20.3% 1.8% -0.7% 56.3M -2.06B -12.9M 1.00 8.26 N/A N/A 28,958 28,871 1,150,474 1,129,016 2014-10-08 $46.82 $43.00 20.4% 5.7% 18.6% 39.9% 20.6% 3.0% -0.5% 83.8M -2.84B -12.4M 1.06 8.55 N/A N/A 47,498 50,521 1,154,488 1,136,522 2014-10-09 $45.85 $43.00 22.6% 5.9% 20.0% 52.0% 20.9% 2.1% -1.0% 62.6M -2.25B -13.0M 1.22 11.45 N/A N/A 64,515 78,887 1,166,149 1,143,814 2014-10-10 $44.03 $44.00 26.6% 6.3% 24.4% 84.3% 22.1% 2.6% -1.2% -49.8M -1.06B -13.7M 1.35 10.78 N/A N/A 74,430 100,537 1,185,821 1,164,566 2014-10-13 $43.65 $44.00 27.6% 6.5% 24.3% 90.2% 23.3% 3.2% -0.5% 39.8M -994.1M -13.4M 0.98 10.06 N/A N/A 87,010 85,265 1,183,605 1,129,484 2014-10-14 $43.94 $44.00 25.1% 6.3% 24.0% 74.7% 24.1% 4.4% -1.0% 43.7M -1.14B -13.3M 1.71 10.93 N/A N/A 42,461 72,454 1,220,348 1,129,498 2014-10-15 $43.34 $44.00 27.1% 6.6% 24.3% 87.6% 23.7% 6.0% -0.5% 41.2M -840.3M -13.4M 1.91 11.68 N/A N/A 72,299 138,438 1,227,975 1,126,111 2014-10-16 $42.74 $44.00 28.2% 6.6% 24.4% 94.3% 23.4% 5.0% -2.1% 32.1M -534.5M -13.1M 1.33 10.94 N/A N/A 41,955 55,858 1,217,904 1,159,956 2014-10-17 $43.63 $44.00 25.2% 6.2% 24.8% 75.5% 22.1% 4.9% -2.1% 41.3M -1.08B -13.0M 0.60 11.84 N/A N/A 54,239 32,430 1,230,857 1,168,909 2014-10-20 $44.08 $0.00 24.6% 6.4% 25.2% 71.4% 22.8% 4.1% -0.2% 43.3M -1.30B -13.0M 0.77 6.32 N/A N/A 47,251 36,341 1,046,919 973,999 2014-10-21 $44.88 $45.00 22.7% 6.1% 26.1% 59.4% 21.3% 3.3% -1.0% 51.8M -1.71B -12.9M 1.28 10.66 N/A N/A 36,107 46,252 1,073,361 997,201 2014-10-22 $44.39 $45.00 23.7% 6.3% 25.9% 65.5% 20.9% 3.6% -0.8% 48.1M -1.52B -12.8M 1.73 10.99 N/A N/A 38,227 66,121 1,084,238 1,015,880 2014-10-23 $45.03 $48.00 23.2% 6.1% 25.5% 62.4% 21.2% 3.5% -1.0% 47.4M -1.81B -12.8M 0.94 13.12 N/A N/A 142,570 134,245 1,079,839 1,042,019 2014-10-24 $46.07 $47.00 18.7% 5.8% 26.7% 33.7% 21.4% 2.9% 0.3% 115.8M -2.50B -12.1M 0.56 11.02 N/A N/A 169,443 95,637 1,147,061 1,104,749 2014-10-27 $45.91 $45.00 17.8% 5.7% 26.7% 27.8% 21.0% 3.2% 0.5% 69.1M -2.21B -12.4M 0.94 8.57 N/A N/A 27,459 25,948 1,091,545 1,050,638 2014-10-28 $46.49 $45.00 16.9% 5.7% 27.1% 22.3% 19.6% 3.1% 0.1% 78.7M -2.50B -12.1M 0.53 8.98 N/A N/A 36,209 19,136 1,096,818 1,059,250 2014-10-29 $46.57 $46.00 16.9% 5.6% 26.8% 22.4% 20.1% 2.8% 0.4% 79.6M -2.57B -11.8M 1.11 11.16 N/A N/A 38,065 42,071 1,097,936 1,063,789 2014-10-30 $46.02 $46.00 17.4% 5.7% 27.2% 25.3% 20.1% 2.9% -0.0% 64.7M -2.24B -12.1M 1.39 11.06 N/A N/A 30,926 43,119 1,104,829 1,076,189 2014-10-31 $46.91 $46.00 16.9% 5.6% 27.9% 22.1% 20.4% 2.8% -0.1% 72.7M -2.78B -11.6M 0.62 11.95 N/A N/A 85,570 52,783 1,113,219 1,088,277
« Sep 2014 | All History | Nov 2014 » Home MSFT History October 2014