MSFT Options History — February 2019 In February 2019, MSFT traded between $102.84 and $112.48. ATM implied volatility averaged 19.9%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 3.7% (HV 20d: 23.7%). Max pain ranged from $105.00 to $105.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.67.
Notable Days 2019-02-01 : Highest Volume — 216,207 contracts2019-02-15 : Largest IV drop — 8.7% change2019-02-01 : Highest IV Rank — 25.0%2019-02-07 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $107.86 $102.84 $112.48 $102.84 $112.12 Max Pain $105.00 $105.00 $105.00 $105.00 $105.00 ATM IV 19.9% 18.1% 22.0% 22.0% 19.4% Expected Move 5.7% 5.1% 6.3% 6.2% 5.4% HV 20d 23.7% 18.0% 26.9% 26.9% 18.0% HV 60d 30.3% 28.1% 32.8% 32.4% 28.1% IV Rank 17.4% 10.9% 25.0% 25.0% 15.6% IV Percentile 29.1% 18.3% 42.9% 42.5% 27.0% Term Structure 0.1% -0.8% 1.1% 0.2% 0.5% VWIV 20.3% 18.4% 22.3% 22.2% 18.5% Skew 25d 3.3% 3.0% 3.9% 3.4% 3.1% Skew 10d 6.9% 5.9% 8.1% 7.2% 5.9% Call IV 25d 18.5% 16.9% 20.6% 20.6% 17.9% Put IV 25d 21.8% 20.1% 24.1% 24.1% 21.0% Bid-Ask Spread % 4.69 3.95 5.90 4.86 4.91 Gamma HHI 0.14 0.08 0.46 0.16 0.14 Net GEX 140.1M -57.5M 454.9M -57.5M 168.3M Net DEX -1.84B -3.10B -19.3M -19.3M -3.01B Net VEX -22.1M -23.1M -21.2M -21.2M -23.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.49 0.88 0.77 0.58 Total Volume 127,437.053 78,347 216,207 216,207 107,729 Total OI 1,382,022.368 1,214,406 1,533,410 1,533,410 1,387,394
Daily Data (19 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 2019-02-01 $102.84 $105.00 22.0% 6.2% 26.9% 25.0% 22.2% 3.4% 0.2% -57.5M -19.3M -21.2M 0.77 4.86 N/A N/A 122,300 93,907 847,090 686,320 2019-02-04 $105.41 $105.00 20.9% 6.0% 24.9% 21.1% 21.8% 3.4% 0.2% 112.2M -1.27B -21.8M 0.56 3.95 N/A N/A 98,271 55,353 764,106 615,545 2019-02-05 $107.08 $105.00 19.7% 5.9% 25.3% 16.7% 20.1% 3.2% 1.0% 165.3M -1.92B -21.9M 0.71 3.95 N/A N/A 96,407 68,471 774,266 633,184 2019-02-06 $106.17 $105.00 20.1% 5.9% 25.6% 18.0% 20.9% 3.0% 0.7% 132.9M -1.52B -22.1M 0.70 4.27 N/A N/A 56,840 39,587 787,043 647,393 2019-02-07 $105.35 $105.00 21.6% 6.3% 25.4% 23.6% 22.3% 3.3% 0.1% 97.1M -1.16B -22.2M 0.83 4.20 N/A N/A 67,236 55,675 801,915 655,427 2019-02-08 $105.13 $105.00 21.4% 6.1% 25.3% 22.8% 21.9% 3.3% -0.0% 88.9M -1.03B -22.3M 0.86 4.37 N/A N/A 46,150 39,537 809,005 670,339 2019-02-11 $105.35 $105.00 21.8% 6.2% 25.0% 24.3% 22.1% 3.6% -0.3% 78.8M -1.08B -21.7M 0.53 4.94 N/A N/A 51,271 27,076 756,744 638,120 2019-02-12 $106.69 $105.00 20.5% 5.9% 25.2% 19.5% 20.6% 3.7% -0.8% 129.7M -1.66B -21.7M 0.63 4.52 N/A N/A 65,024 41,236 770,792 643,836 2019-02-13 $107.01 $105.00 20.1% 5.8% 23.5% 18.2% 20.2% 3.4% -0.4% 138.8M -1.75B -21.6M 0.60 4.85 N/A N/A 57,939 34,683 772,288 652,072 2019-02-14 $107.03 $105.00 20.6% 5.9% 23.4% 19.9% 20.5% 3.4% -0.8% 148.0M -1.76B -21.7M 0.73 4.61 N/A N/A 52,917 38,889 781,256 661,499 2019-02-15 $108.10 $105.00 18.8% 5.3% 23.6% 13.3% 20.0% 3.9% 1.1% 454.9M -2.29B -21.8M 0.53 4.48 N/A N/A 93,035 49,140 783,659 668,190 2019-02-19 $108.23 $105.00 19.1% 5.4% 23.0% 14.4% 20.0% 3.2% 0.3% 115.8M -1.67B -21.6M 0.49 4.16 N/A N/A 71,120 35,077 652,276 562,130 2019-02-20 $107.06 $105.00 19.1% 5.5% 22.3% 14.4% 19.2% 3.1% 0.2% 89.1M -1.24B -21.6M 0.62 5.90 N/A N/A 64,845 40,132 660,480 581,235 2019-02-21 $109.12 $105.00 19.6% 5.6% 23.0% 16.2% 20.2% 3.2% 0.1% 156.5M -2.01B -22.1M 0.77 5.07 N/A N/A 120,769 93,165 675,634 596,296 2019-02-22 $110.55 $105.00 18.2% 5.1% 23.3% 11.1% 18.6% 3.3% 0.2% 152.2M -2.72B -22.6M 0.68 4.97 N/A N/A 106,611 73,022 706,162 625,158 2019-02-25 $111.74 $105.00 18.1% 5.1% 23.4% 10.9% 18.7% 3.2% 0.1% 164.7M -2.90B -22.4M 0.66 4.93 N/A N/A 69,816 46,262 686,744 612,001 2019-02-26 $112.48 $105.00 18.7% 5.3% 22.1% 13.1% 18.4% 3.4% 0.0% 168.7M -3.10B -22.7M 0.88 5.18 N/A N/A 72,375 63,535 701,297 629,103 2019-02-27 $111.94 $105.00 18.7% 5.3% 20.5% 13.1% 18.6% 3.2% 0.4% 157.9M -2.86B -22.8M 0.58 5.07 N/A N/A 66,973 38,929 713,218 649,208 2019-02-28 $112.12 $105.00 19.4% 5.4% 18.0% 15.6% 18.5% 3.1% 0.5% 168.3M -3.01B -23.1M 0.58 4.91 N/A N/A 68,388 39,341 729,653 657,741
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