MSFT Options History — August 2018 In August 2018, MSFT traded between $106.15 and $112.09. ATM implied volatility averaged 16.4%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 1.8% (HV 20d: 18.2%). Max pain ranged from $92.50 to $105.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 0.60.
Notable Days 2018-08-14 : Highest Volume — 261,319 contracts2018-08-15 : Largest IV spike — 8.9% change2018-08-01 : Highest IV Rank — 27.9%2018-08-01 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $108.66 $106.15 $112.09 $106.17 $112.09 Max Pain $98.59 $92.50 $105.00 $105.00 $103.00 ATM IV 16.4% 15.2% 19.9% 19.9% 17.2% Expected Move 4.8% 4.4% 5.9% 5.9% 4.8% HV 20d 18.2% 13.0% 21.4% 21.2% 13.0% HV 60d 16.4% 15.9% 16.9% 16.2% 16.4% IV Rank 12.7% 7.3% 27.9% 27.9% 16.3% IV Percentile 28.1% 15.1% 50.4% 50.4% 36.5% Term Structure 0.3% -0.3% 0.6% -0.3% 0.3% VWIV 17.4% 15.0% 21.8% 21.8% 17.0% Skew 25d 1.9% 1.4% 2.4% 1.9% 1.6% Skew 10d 4.0% 3.1% 5.1% 4.3% 3.5% Call IV 25d 15.9% 14.4% 19.3% 19.3% 16.6% Put IV 25d 17.8% 16.5% 21.2% 21.2% 18.2% Bid-Ask Spread % 3.46 1.81 5.31 4.68 3.50 Gamma HHI 0.18 0.14 0.26 0.15 0.15 Net GEX 207.6M 77.4M 275.5M 189.9M 238.5M Net DEX -5.28B -6.69B -3.66B -4.45B -6.69B Net VEX -22.8M -24.4M -21.4M -23.5M -22.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.24 0.94 0.33 0.60 Total Volume 131,331.783 82,159 261,319 212,673 125,148 Total OI 1,828,804.913 1,698,970 1,927,032 1,824,201 1,877,556
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 2018-08-01 $106.17 $105.00 19.9% 5.9% 21.2% 27.9% 21.8% 1.9% -0.3% 189.9M -4.45B -23.5M 0.33 4.68 N/A N/A 160,411 52,262 1,023,518 800,683 2018-08-02 $107.58 $105.00 18.6% 5.4% 21.4% 22.1% 19.4% 1.8% -0.2% 241.9M -5.53B -24.4M 0.51 2.62 N/A N/A 135,991 68,979 1,075,350 816,817 2018-08-03 $107.74 $105.00 17.2% 5.1% 21.2% 16.0% 17.9% 1.7% 0.0% 228.8M -5.60B -23.9M 0.55 2.26 N/A N/A 65,185 35,847 1,083,045 843,987 2018-08-06 $108.06 $92.50 16.4% 4.9% 21.1% 12.6% 18.3% 1.6% 0.5% 218.0M -5.51B -23.8M 0.58 1.81 N/A N/A 52,046 30,113 1,027,482 801,109 2018-08-07 $108.84 $92.50 15.8% 4.8% 21.2% 10.2% 17.1% 1.7% 0.6% 242.0M -6.02B -22.8M 0.74 2.90 N/A N/A 61,570 45,714 1,035,880 808,705 2018-08-08 $109.63 $92.50 15.2% 4.7% 21.2% 7.5% 16.8% 1.7% 0.5% 275.5M -6.47B -22.5M 0.60 1.91 N/A N/A 57,214 34,316 1,049,699 822,910 2018-08-09 $109.81 $92.50 15.2% 4.7% 20.2% 7.3% 16.9% 1.7% 0.5% 274.0M -6.46B -22.7M 0.74 3.44 N/A N/A 62,974 46,509 1,046,512 834,284 2018-08-10 $109.02 $92.50 16.4% 4.9% 20.1% 12.9% 17.8% 2.0% 0.4% 239.6M -5.95B -23.1M 0.72 2.47 N/A N/A 70,919 50,931 1,057,350 844,226 2018-08-13 $108.38 $92.50 17.0% 4.9% 20.2% 15.4% 17.8% 2.0% -0.0% 179.9M -5.37B -22.7M 0.58 3.75 N/A N/A 64,275 37,062 1,025,394 825,286 2018-08-14 $109.69 $92.50 15.8% 4.7% 19.9% 10.1% 19.9% 2.1% 0.5% 216.6M -6.01B -22.0M 0.24 3.12 N/A N/A 210,823 50,496 1,025,947 835,942 2018-08-15 $107.56 $100.00 17.2% 5.0% 20.6% 16.2% 18.5% 2.4% 0.4% 99.1M -3.93B -22.8M 0.82 4.63 N/A N/A 99,214 80,947 931,292 851,550 2018-08-16 $107.55 $100.00 16.6% 4.9% 20.4% 13.5% 18.6% 2.0% 0.4% 77.4M -3.97B -23.2M 0.79 2.90 N/A N/A 63,030 49,509 965,108 883,094 2018-08-17 $107.67 $100.00 15.4% 4.5% 19.4% 8.4% 16.5% 1.9% 0.6% 144.8M -4.19B -23.0M 0.94 4.25 N/A N/A 69,374 64,953 978,535 899,505 2018-08-20 $107.03 $100.00 16.1% 4.7% 18.8% 11.6% 16.9% 2.2% 0.3% 138.0M -3.98B -22.9M 0.51 3.90 N/A N/A 77,586 39,255 914,743 784,227 2018-08-21 $106.15 $100.00 16.3% 4.7% 19.0% 12.3% 16.3% 1.8% 0.1% 121.3M -3.66B -22.5M 0.44 3.27 N/A N/A 74,124 32,259 933,572 793,168 2018-08-22 $107.21 $100.00 16.0% 4.6% 16.2% 11.0% 15.8% 2.3% 0.2% 170.5M -4.15B -23.0M 0.52 4.37 N/A N/A 61,977 32,258 958,061 801,517 2018-08-23 $107.74 $100.00 15.8% 4.5% 16.1% 10.2% 16.3% 2.4% 0.1% 207.1M -4.50B -22.9M 0.62 3.87 N/A N/A 69,401 43,360 968,428 807,746 2018-08-24 $108.15 $100.00 15.3% 4.4% 14.6% 7.7% 15.0% 2.1% 0.2% 248.8M -4.76B -22.8M 0.57 3.78 N/A N/A 67,297 38,448 980,710 822,191 2018-08-27 $109.40 $100.00 15.3% 4.4% 13.0% 8.1% 15.6% 1.9% 0.6% 226.4M -5.35B -22.0M 0.56 4.20 N/A N/A 65,017 36,300 958,535 803,360 2018-08-28 $110.25 $100.00 15.6% 4.5% 13.0% 9.0% 16.2% 2.0% 0.5% 260.3M -5.79B -22.4M 0.73 3.56 N/A N/A 66,987 48,898 974,720 820,452 2018-08-29 $111.75 $100.00 15.9% 4.6% 13.6% 10.5% 16.3% 1.6% 0.3% 263.5M -6.57B -21.4M 0.50 3.03 N/A N/A 116,829 58,757 978,220 839,661 2018-08-30 $111.69 $102.00 17.1% 4.9% 13.0% 15.8% 17.6% 1.4% 0.3% 273.9M -6.45B -22.1M 0.56 5.31 N/A N/A 93,408 52,658 996,430 856,006 2018-08-31 $112.09 $103.00 17.2% 4.8% 13.0% 16.3% 17.0% 1.6% 0.3% 238.5M -6.69B -22.3M 0.60 3.50 N/A N/A 78,179 46,969 1,006,750 870,806
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