MSFT Options History — January 2019 In January 2019, MSFT traded between $97.94 and $107.42. ATM implied volatility averaged 31.5%, placing in the 59.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 1.9% (HV 20d: 33.3%). Max pain ranged from $97.50 to $105.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2019-01-30 : Highest Volume — 352,817 contracts2019-01-31 : Largest IV drop — 22.9% change2019-01-03 : Highest IV Rank — 93.4%2019-01-03 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $104.02 $97.94 $107.42 $100.69 $104.15 Max Pain $101.31 $97.50 $105.00 $97.50 $105.00 ATM IV 31.5% 22.7% 40.6% 37.6% 22.7% Expected Move 9.1% 6.3% 11.0% 9.9% 6.3% HV 20d 33.3% 23.3% 38.4% 35.1% 28.5% HV 60d 34.4% 31.6% 36.8% 35.6% 32.4% IV Rank 59.8% 27.7% 93.4% 82.3% 27.7% IV Percentile 82.4% 48.8% 99.6% 97.6% 48.8% Term Structure -1.2% -2.3% -0.1% -1.0% -0.1% VWIV 31.8% 22.4% 38.4% 33.8% 22.4% Skew 25d 5.8% 4.2% 7.2% 7.2% 4.2% Skew 10d 11.5% 7.7% 14.6% 11.2% 7.7% Call IV 25d 28.6% 21.0% 37.4% 34.3% 21.0% Put IV 25d 34.4% 25.1% 44.4% 41.6% 25.1% Bid-Ask Spread % 4.59 2.93 7.71 6.89 4.24 Gamma HHI 0.09 0.06 0.27 0.07 0.08 Net GEX 81.4M -492.6K 235.9M 36.9M 87.7M Net DEX -1.76B -4.33B -45.8M -1.07B -667.3M Net VEX -21.4M -22.4M -20.2M -22.1M -21.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.40 0.79 0.70 0.54 Total Volume 164,366.095 42,240 352,817 133,974 326,284 Total OI 1,717,251.81 1,124,795 2,078,992 1,924,702 1,504,033
Daily Data (21 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 2019-01-02 $100.69 $97.50 37.6% 9.9% 35.1% 82.3% 33.8% 7.2% -1.0% 36.9M -1.07B -22.1M 0.70 6.89 N/A N/A 78,737 55,237 1,010,051 914,651 2019-01-03 $97.94 $100.00 40.6% 11.0% 35.1% 93.4% 38.4% 7.1% -1.4% -492.6K -45.8M -21.3M 0.74 4.94 N/A N/A 94,244 70,041 1,031,042 928,781 2019-01-04 $101.76 $100.00 36.2% 10.1% 38.4% 77.2% 35.3% 6.7% -0.7% 71.2M -1.76B -21.9M 0.79 5.02 N/A N/A 132,368 104,374 1,050,567 936,500 2019-01-07 $102.34 $100.00 36.2% 10.2% 38.4% 77.4% 34.5% 6.5% -0.7% 52.2M -1.63B -21.6M 0.68 3.93 N/A N/A 25,141 17,099 979,347 913,232 2019-01-08 $102.67 $100.00 34.4% 9.3% 37.9% 70.4% 34.2% 6.5% -1.8% 63.5M -1.82B -21.4M 0.57 3.87 N/A N/A 89,334 51,322 993,831 926,524 2019-01-09 $104.16 $100.00 33.1% 9.1% 38.2% 65.9% 33.1% 6.0% -1.5% 101.3M -2.47B -21.5M 0.49 4.16 N/A N/A 110,412 53,676 1,025,507 943,823 2019-01-10 $103.53 $100.00 32.4% 8.9% 37.8% 63.1% 32.3% 5.4% -1.4% 76.9M -2.13B -21.3M 0.58 3.98 N/A N/A 72,869 41,980 1,032,750 953,538 2019-01-11 $102.63 $100.00 31.9% 8.8% 37.7% 61.3% 32.0% 5.5% -1.8% 52.3M -1.70B -21.1M 0.58 2.93 N/A N/A 79,453 45,968 1,054,264 965,037 2019-01-14 $102.13 $100.00 32.6% 9.3% 37.7% 64.1% 30.5% 6.3% -2.3% 41.9M -1.52B -20.2M 0.67 3.70 N/A N/A 63,387 42,508 1,022,263 935,889 2019-01-15 $104.92 $100.00 29.8% 8.5% 37.5% 53.8% 29.9% 5.8% -0.9% 106.5M -2.93B -20.6M 0.43 4.70 N/A N/A 114,165 48,531 1,044,930 947,291 2019-01-16 $105.42 $100.00 29.0% 8.3% 34.7% 50.9% 29.9% 5.8% -0.9% 121.2M -3.23B -20.7M 0.69 4.60 N/A N/A 77,418 53,408 1,066,534 953,444 2019-01-17 $105.78 $100.00 29.3% 8.5% 33.8% 52.0% 29.1% 5.2% -1.3% 108.6M -3.39B -21.2M 0.51 5.82 N/A N/A 111,902 56,786 1,086,789 975,526 2019-01-18 $107.42 $100.00 28.0% 8.2% 33.9% 47.1% 28.0% 4.9% -1.8% 107.2M -4.33B -21.1M 0.58 5.61 N/A N/A 133,248 77,944 1,097,682 981,310 2019-01-22 $105.40 $100.00 30.6% 9.1% 33.8% 56.6% 32.1% 5.9% -1.9% 70.5M -1.12B -20.9M 0.74 5.58 N/A N/A 107,208 79,434 615,813 508,982 2019-01-23 $106.49 $100.00 29.7% 8.9% 31.8% 53.3% 30.9% 5.5% -1.2% 94.1M -1.40B -21.5M 0.73 4.12 N/A N/A 78,763 57,863 651,872 545,893 2019-01-24 $106.13 $105.00 29.6% 9.0% 28.4% 53.1% 31.2% 5.8% -1.0% 87.7M -1.28B -22.0M 0.54 3.29 N/A N/A 64,646 35,176 675,232 578,207 2019-01-25 $106.99 $105.00 27.0% 8.3% 23.3% 43.5% 28.9% 5.5% -1.1% 235.9M -1.66B -22.1M 0.62 4.67 N/A N/A 103,400 63,891 695,308 589,859 2019-01-28 $104.99 $105.00 29.5% 9.4% 24.5% 52.6% 32.8% 5.5% -1.1% 60.3M -943.2M -21.8M 0.40 3.08 N/A N/A 32,950 13,221 676,292 567,039 2019-01-29 $102.88 $105.00 31.1% 10.1% 25.8% 58.5% 34.8% 5.5% -1.0% 38.1M -387.2M -21.8M 0.48 3.48 N/A N/A 158,248 76,235 718,503 597,807 2019-01-30 $106.06 $105.00 29.5% 9.7% 27.7% 52.5% 33.3% 5.3% -0.8% 95.8M -1.55B -22.4M 0.48 7.71 N/A N/A 238,128 114,689 742,262 624,083 2019-01-31 $104.15 $105.00 22.7% 6.3% 28.5% 27.7% 22.4% 4.2% -0.1% 87.7M -667.3M -21.5M 0.54 4.24 N/A N/A 211,854 114,430 835,458 668,575
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