MSFT Options History — March 2019 In March 2019, MSFT traded between $110.33 and $119.83. ATM implied volatility averaged 19.1%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 4.6% (HV 20d: 14.4%). Max pain ranged from $105.00 to $115.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2019-03-15 : Highest Volume — 251,449 contracts2019-03-22 : Largest IV spike — 13.9% change2019-03-26 : Highest IV Rank — 28.4%2019-03-26 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $115.15 $110.33 $119.83 $112.67 $117.69 Max Pain $109.19 $105.00 $115.00 $105.00 $115.00 ATM IV 19.1% 16.1% 22.9% 17.9% 22.1% Expected Move 6.0% 4.7% 6.9% 4.7% 6.2% HV 20d 14.4% 12.7% 16.2% 16.2% 15.5% HV 60d 24.9% 20.6% 28.0% 28.0% 20.6% IV Rank 14.4% 3.4% 28.4% 10.2% 25.5% IV Percentile 26.9% 5.2% 54.4% 17.5% 49.6% Term Structure 1.3% -0.6% 3.5% 0.9% 1.9% VWIV 21.2% 17.1% 24.7% 17.2% 22.1% Skew 25d 3.5% 2.9% 4.2% 2.9% 3.7% Skew 10d 7.7% 6.0% 9.3% 7.0% 8.9% Call IV 25d 17.6% 14.8% 21.7% 16.6% 19.8% Put IV 25d 21.0% 17.7% 25.9% 19.5% 23.5% Bid-Ask Spread % 4.67 1.39 8.65 3.45 5.20 Gamma HHI 0.16 0.11 0.33 0.14 0.12 Net GEX 182.4M 115.4M 302.7M 206.3M 190.9M Net DEX -3.43B -4.80B -2.01B -3.28B -3.78B Net VEX -25.4M -28.0M -23.3M -23.3M -27.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.45 0.90 0.66 0.68 Total Volume 138,684.952 75,379 251,449 137,733 101,586 Total OI 1,508,948 1,379,952 1,653,588 1,422,432 1,653,588
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 2019-03-01 $112.67 $105.00 17.9% 4.7% 16.2% 10.2% 17.2% 2.9% 0.9% 206.3M -3.28B -23.3M 0.66 3.45 N/A N/A 82,900 54,833 752,060 670,372 2019-03-04 $112.09 $105.00 19.7% 5.5% 15.4% 16.6% 19.2% 3.5% -0.3% 168.7M -2.75B -23.5M 0.73 1.61 N/A N/A 98,079 71,753 729,158 651,077 2019-03-05 $111.85 $105.00 18.3% 4.8% 13.5% 11.7% 17.1% 3.2% -0.1% 172.4M -2.74B -23.7M 0.61 1.72 N/A N/A 46,834 28,545 748,002 674,621 2019-03-06 $111.74 $105.00 18.6% 5.1% 12.7% 12.6% 18.4% 3.3% 0.1% 172.3M -2.68B -24.2M 0.69 1.39 N/A N/A 54,137 37,404 763,081 689,165 2019-03-07 $110.33 $106.00 20.0% 5.9% 13.2% 17.8% 19.9% 3.8% 0.1% 122.5M -2.01B -24.7M 0.73 6.05 N/A N/A 102,117 75,046 775,184 701,203 2019-03-08 $110.38 $107.00 20.0% 5.6% 12.7% 17.8% 19.7% 4.0% -0.1% 115.4M -2.01B -25.2M 0.90 1.62 N/A N/A 61,816 55,652 786,059 728,907 2019-03-11 $112.74 $110.00 17.5% 5.9% 14.2% 8.5% 22.3% 3.5% -0.4% 197.6M -3.05B -24.1M 0.63 2.89 N/A N/A 77,144 48,480 759,583 714,431 2019-03-12 $113.58 $110.00 17.3% 5.8% 14.3% 8.0% 19.8% 3.3% -0.6% 229.7M -3.43B -23.9M 0.45 1.85 N/A N/A 95,982 42,843 783,213 734,335 2019-03-13 $114.56 $110.00 16.4% 5.8% 14.0% 4.4% 20.9% 3.1% 0.1% 276.5M -3.85B -24.5M 0.57 6.02 N/A N/A 68,489 38,963 793,112 747,216 2019-03-14 $114.91 $110.00 16.3% 5.9% 14.0% 4.1% 21.4% 3.0% 0.3% 302.7M -3.92B -24.5M 0.87 2.80 N/A N/A 52,309 45,467 795,873 761,211 2019-03-15 $116.56 $110.00 16.1% 5.9% 14.5% 3.4% 20.3% 3.0% 1.0% 207.5M -4.75B -24.2M 0.53 5.69 N/A N/A 163,900 87,549 802,195 778,539 2019-03-18 $117.53 $110.00 16.2% 5.6% 14.4% 3.7% 20.8% 3.2% 3.5% 175.5M -3.95B -24.7M 0.65 5.05 N/A N/A 76,479 50,067 718,013 661,939 2019-03-19 $117.16 $110.00 17.2% 6.2% 14.6% 7.4% 21.5% 3.3% 3.5% 179.3M -3.77B -25.5M 0.69 7.19 N/A N/A 89,765 61,600 746,513 688,381 2019-03-20 $117.99 $110.00 17.7% 5.8% 13.5% 9.4% 21.6% 3.3% 3.1% 185.8M -4.06B -25.7M 0.78 8.65 N/A N/A 78,386 61,431 760,622 712,549 2019-03-21 $119.83 $110.00 18.7% 6.1% 13.1% 13.0% 22.6% 3.1% 2.9% 199.9M -4.80B -25.5M 0.72 5.16 N/A N/A 111,434 79,756 775,102 727,792 2019-03-22 $117.30 $110.00 21.3% 6.9% 15.6% 22.6% 23.8% 3.4% 2.5% 125.9M -3.46B -27.7M 0.81 8.03 N/A N/A 116,161 94,419 791,470 759,543 2019-03-25 $117.91 $110.00 22.6% 6.6% 15.4% 27.1% 24.5% 4.2% 2.1% 141.3M -3.62B -27.7M 0.58 6.30 N/A N/A 93,834 54,640 777,194 736,548 2019-03-26 $117.23 $110.00 22.9% 6.9% 15.6% 28.4% 24.7% 4.0% 1.6% 150.5M -3.46B -27.8M 0.72 5.60 N/A N/A 79,872 57,648 817,631 763,590 2019-03-27 $116.98 $110.00 21.9% 6.8% 15.5% 24.9% 23.3% 4.0% 2.2% 144.1M -3.29B -28.0M 0.68 6.26 N/A N/A 73,343 49,895 833,972 785,384 2019-03-28 $117.12 $115.00 21.9% 6.8% 15.5% 24.9% 23.3% 3.9% 2.5% 165.4M -3.39B -27.9M 0.66 5.44 N/A N/A 55,330 36,496 846,700 792,780 2019-03-29 $117.69 $115.00 22.1% 6.2% 15.5% 25.5% 22.1% 3.7% 1.9% 190.9M -3.78B -27.5M 0.68 5.20 N/A N/A 60,634 40,952 856,373 797,215
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