MSFT Options History — October 2018 In October 2018, MSFT traded between $102.06 and $115.27. ATM implied volatility averaged 29.1%, placing in the 67.7% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 4.2% (HV 20d: 24.8%). Max pain ranged from $100.00 to $106.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.69.
Notable Days 2018-10-25 : Highest Volume — 430,580 contracts2018-10-25 : Largest IV drop — 24.8% change2018-10-24 : Highest IV Rank — 100.0%2018-10-29 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $109.39 $102.06 $115.27 $115.27 $107.37 Max Pain $103.78 $100.00 $106.00 $105.00 $105.00 ATM IV 29.1% 21.9% 36.5% 22.1% 27.8% Expected Move 8.5% 4.9% 12.0% 4.9% 8.9% HV 20d 24.8% 13.7% 39.4% 18.1% 39.4% HV 60d 20.5% 17.5% 25.9% 17.5% 25.9% IV Rank 67.7% 36.5% 100.0% 37.8% 62.0% IV Percentile 89.2% 66.3% 100.0% 70.2% 84.1% Term Structure -0.9% -2.2% 0.1% -0.2% -0.3% VWIV 29.5% 17.0% 40.7% 17.5% 31.2% Skew 25d 4.4% 2.2% 7.2% 2.2% 5.4% Skew 10d 9.4% 4.7% 16.1% 4.7% 11.5% Call IV 25d 27.2% 21.0% 34.6% 21.1% 25.9% Put IV 25d 31.6% 23.3% 39.8% 23.3% 31.2% Bid-Ask Spread % 5.54 3.78 7.91 5.48 5.39 Gamma HHI 0.10 0.06 0.16 0.16 0.09 Net GEX 123.4M 23.1M 197.8M 193.5M 122.6M Net DEX -3.74B -6.07B -1.06B -6.07B -3.17B Net VEX -24.7M -27.4M -20.6M -20.6M -26.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.52 1.11 0.81 0.67 Total Volume 204,097.783 93,463 430,580 137,194 210,461 Total OI 1,835,382.696 1,618,771 2,025,002 1,618,771 1,969,646
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 2018-10-01 $115.27 $105.00 22.1% 4.9% 18.1% 37.8% 17.5% 2.2% -0.2% 193.5M -6.07B -20.6M 0.81 5.48 N/A N/A 75,983 61,211 887,382 731,389 2018-10-02 $115.25 $105.00 22.9% 5.4% 18.0% 40.8% 19.0% 2.3% -0.2% 189.9M -6.01B -21.6M 0.77 6.28 N/A N/A 52,751 40,712 907,511 752,917 2018-10-03 $115.18 $105.00 21.9% 4.9% 13.7% 36.5% 17.0% 2.4% -0.2% 197.8M -5.96B -22.0M 0.53 5.72 N/A N/A 62,852 33,501 919,966 763,974 2018-10-04 $112.39 $100.00 25.2% 7.1% 16.8% 51.0% 24.9% 2.8% -0.4% 117.7M -4.67B -22.8M 0.60 4.41 N/A N/A 150,179 90,282 927,986 772,726 2018-10-05 $112.22 $100.00 25.8% 7.3% 16.5% 53.4% 25.5% 3.2% -0.6% 154.8M -4.71B -24.0M 0.83 4.62 N/A N/A 102,025 84,246 977,290 797,673 2018-10-08 $111.05 $100.00 26.4% 7.4% 16.7% 56.3% 25.5% 3.3% -0.4% 135.5M -4.26B -23.8M 0.52 6.79 N/A N/A 98,869 51,656 964,713 785,574 2018-10-09 $112.38 $100.00 26.5% 7.6% 16.0% 56.7% 25.5% 3.4% 0.1% 187.3M -4.98B -23.5M 0.56 4.05 N/A N/A 77,103 42,850 992,212 801,007 2018-10-10 $106.99 $100.00 30.9% 8.7% 23.7% 75.9% 29.0% 4.0% -0.4% 72.0M -2.56B -24.7M 0.57 5.97 N/A N/A 161,836 92,439 1,001,978 811,698 2018-10-11 $106.72 $100.00 33.5% 9.6% 23.5% 87.3% 32.8% 3.3% -0.1% 76.8M -2.52B -25.5M 0.60 6.29 N/A N/A 174,605 104,054 1,048,644 829,347 2018-10-12 $109.20 $105.00 30.7% 8.5% 25.0% 74.9% 29.9% 4.6% -1.7% 128.5M -3.61B -25.1M 0.75 4.61 N/A N/A 126,417 94,595 1,064,671 853,645 2018-10-15 $108.31 $105.00 30.2% 8.5% 24.8% 72.7% 30.2% 5.3% -0.9% 104.8M -3.27B -24.6M 0.72 5.11 N/A N/A 65,627 46,995 1,024,680 832,499 2018-10-16 $110.94 $105.00 28.0% 8.0% 25.9% 63.3% 27.4% 4.5% -1.7% 168.1M -4.54B -24.4M 0.53 4.91 N/A N/A 106,797 56,151 1,042,765 843,886 2018-10-17 $110.71 $105.00 29.6% 8.5% 25.5% 70.2% 29.6% 4.6% -2.1% 163.6M -4.42B -24.8M 0.52 4.90 N/A N/A 76,800 39,962 1,057,105 854,817 2018-10-18 $108.63 $105.00 31.7% 9.2% 25.4% 79.5% 31.7% 5.5% -1.7% 103.2M -3.39B -25.7M 0.74 6.41 N/A N/A 99,060 73,645 1,073,662 858,021 2018-10-19 $108.97 $105.00 29.8% 8.7% 25.5% 71.2% 31.1% 5.6% -1.7% 86.9M -3.52B -24.9M 0.81 7.19 N/A N/A 98,769 80,038 1,101,537 876,854 2018-10-22 $110.03 $105.00 29.9% 9.1% 25.5% 71.5% 31.7% 5.3% -1.0% 132.3M -3.83B -25.5M 0.81 3.78 N/A N/A 72,544 58,989 941,949 755,309 2018-10-23 $108.37 $105.00 31.9% 9.9% 25.9% 80.4% 34.6% 5.3% -1.3% 110.6M -3.27B -25.4M 0.61 4.84 N/A N/A 151,341 92,079 958,896 773,816 2018-10-24 $104.68 $105.00 36.5% 11.6% 28.2% 100.0% 40.4% 4.0% -2.2% 70.7M -2.06B -26.4M 0.67 7.91 N/A N/A 240,205 160,453 1,006,662 811,741 2018-10-25 $108.96 $105.00 27.5% 8.4% 32.4% 60.7% 30.5% 4.5% -0.6% 183.3M -3.94B -26.2M 0.64 4.34 N/A N/A 262,095 168,485 1,102,782 893,561 2018-10-26 $106.74 $105.00 30.7% 9.7% 33.0% 74.5% 35.2% 6.3% -1.2% 85.8M -2.68B -27.4M 1.11 5.67 N/A N/A 138,841 153,991 1,099,454 925,548 2018-10-29 $102.06 $106.00 35.9% 12.0% 35.8% 97.0% 40.7% 6.9% -0.8% 23.1M -1.06B -26.7M 0.84 6.76 N/A N/A 117,886 98,619 1,014,602 871,785 2018-10-30 $103.46 $106.00 32.7% 10.6% 36.4% 83.3% 37.8% 7.2% -0.6% 30.3M -1.43B -26.3M 0.78 6.00 N/A N/A 138,193 108,057 1,035,755 894,167 2018-10-31 $107.37 $105.00 27.8% 8.9% 39.4% 62.0% 31.2% 5.4% -0.3% 122.6M -3.17B -26.7M 0.67 5.39 N/A N/A 126,179 84,282 1,056,530 913,116
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