MSFT Options History — April 2019 In April 2019, MSFT traded between $118.97 and $130.33. ATM implied volatility averaged 21.6%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 8.7% (HV 20d: 13.0%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.58.
Notable Days 2019-04-25 : Highest Volume — 443,199 contracts2019-04-25 : Largest IV drop — 24.4% change2019-04-04 : Highest IV Rank — 31.8%2019-04-24 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $122.74 $118.97 $130.33 $118.97 $130.33 Max Pain $115.86 $115.00 $120.00 $115.00 $120.00 ATM IV 21.6% 16.2% 23.8% 22.9% 16.2% Expected Move 6.1% 4.7% 7.0% 6.2% 4.7% HV 20d 13.0% 8.9% 15.5% 15.5% 13.7% HV 60d 17.2% 14.7% 19.7% 19.7% 14.7% IV Rank 23.7% 3.7% 31.8% 28.2% 3.7% IV Percentile 46.6% 6.3% 60.3% 55.6% 6.3% Term Structure -0.7% -1.9% 0.3% -0.5% 0.3% VWIV 21.8% 16.9% 25.0% 22.7% 16.9% Skew 25d 3.4% 2.2% 4.3% 4.2% 2.2% Skew 10d 7.1% 4.6% 8.9% 8.6% 5.1% Call IV 25d 20.1% 15.3% 21.9% 21.4% 15.3% Put IV 25d 23.5% 17.5% 26.0% 25.6% 17.5% Bid-Ask Spread % 4.97 1.21 10.34 5.32 9.60 Gamma HHI 0.17 0.11 0.34 0.13 0.13 Net GEX 224.6M 170.4M 386.7M 200.2M 248.2M Net DEX -5.11B -7.33B -4.13B -4.26B -6.26B Net VEX -26.7M -27.7M -25.9M -26.5M -26.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.28 0.94 0.89 0.56 Total Volume 159,498.571 78,626 443,199 176,235 186,773 Total OI 1,661,451.762 1,457,203 1,774,566 1,588,519 1,634,845
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 2019-04-01 $118.97 $115.00 22.9% 6.2% 15.5% 28.2% 22.7% 4.2% -0.5% 200.2M -4.26B -26.5M 0.89 5.32 N/A N/A 93,032 83,203 816,626 771,893 2019-04-02 $119.33 $115.00 23.3% 6.2% 15.4% 29.8% 23.2% 4.2% -0.9% 188.1M -4.40B -26.5M 0.94 5.66 N/A N/A 41,405 39,057 822,461 806,978 2019-04-03 $119.67 $115.00 23.3% 6.4% 15.3% 29.8% 23.0% 4.3% -0.7% 195.5M -4.48B -26.9M 0.54 4.28 N/A N/A 73,933 39,933 832,542 817,133 2019-04-04 $119.10 $115.00 23.8% 6.3% 14.4% 31.8% 22.4% 4.1% -1.0% 170.8M -4.27B -26.2M 0.66 5.78 N/A N/A 81,930 54,089 840,860 828,338 2019-04-05 $119.90 $115.00 23.1% 6.3% 14.4% 29.1% 22.3% 3.9% -1.0% 300.0M -4.68B -26.7M 0.57 7.03 N/A N/A 70,114 40,109 862,290 838,656 2019-04-08 $119.90 $115.00 23.4% 6.4% 13.0% 30.1% 21.9% 3.9% -0.8% 181.2M -4.48B -26.5M 0.68 7.53 N/A N/A 46,782 31,844 826,168 822,005 2019-04-09 $119.28 $115.00 23.5% 6.4% 13.2% 30.5% 23.1% 4.1% -0.9% 170.4M -4.13B -26.9M 0.51 5.18 N/A N/A 61,684 31,231 836,960 833,249 2019-04-10 $120.15 $115.00 22.8% 6.4% 13.1% 28.1% 22.8% 4.1% -0.7% 205.6M -4.59B -26.7M 0.76 4.89 N/A N/A 50,303 38,220 845,172 847,669 2019-04-11 $120.06 $115.00 22.8% 6.4% 13.1% 28.0% 22.5% 4.0% -0.7% 199.5M -4.53B -26.7M 0.65 2.32 N/A N/A 53,752 35,051 853,585 860,080 2019-04-12 $120.76 $115.00 22.2% 6.3% 12.4% 26.0% 22.2% 3.6% -0.4% 217.9M -4.97B -26.5M 0.28 1.34 N/A N/A 123,659 34,694 860,470 868,704 2019-04-15 $121.16 $115.00 22.9% 6.5% 12.2% 28.3% 22.9% 3.8% -1.3% 225.6M -5.10B -27.2M 0.55 2.46 N/A N/A 55,505 30,450 873,345 837,801 2019-04-16 $120.48 $115.00 22.1% 6.3% 12.4% 25.4% 21.3% 3.4% -1.0% 220.8M -4.78B -27.1M 0.45 1.59 N/A N/A 75,460 34,282 880,899 844,715 2019-04-17 $121.58 $115.00 22.3% 6.4% 12.5% 26.0% 22.5% 3.6% -1.9% 252.4M -5.33B -26.8M 0.71 2.20 N/A N/A 61,377 43,749 896,722 855,469 2019-04-18 $123.33 $115.00 21.2% 6.1% 12.3% 22.2% 21.9% 2.9% -0.2% 175.1M -6.10B -26.9M 0.51 1.21 N/A N/A 184,023 94,580 902,734 871,832 2019-04-22 $123.58 $115.00 22.2% 6.6% 8.9% 26.0% 24.1% 2.9% -1.0% 185.8M -4.35B -27.3M 0.46 2.81 N/A N/A 83,500 38,368 756,154 701,049 2019-04-23 $125.24 $115.00 22.5% 6.8% 9.7% 26.8% 23.7% 2.9% -1.2% 197.7M -4.97B -27.4M 0.34 4.17 N/A N/A 210,985 70,753 787,422 720,416 2019-04-24 $125.31 $115.00 23.0% 7.0% 9.2% 28.9% 25.0% 2.5% -1.4% 221.5M -5.15B -27.7M 0.60 5.48 N/A N/A 184,857 111,810 842,255 750,120 2019-04-25 $129.56 $118.00 17.4% 5.0% 13.8% 8.3% 18.9% 2.4% -0.4% 345.3M -7.33B -25.9M 0.51 6.59 N/A N/A 292,869 150,330 910,488 795,612 2019-04-26 $129.78 $120.00 16.6% 4.8% 13.8% 5.2% 17.3% 2.4% -0.1% 386.7M -6.94B -26.2M 0.42 10.34 N/A N/A 138,771 58,406 909,131 831,273 2019-04-29 $130.03 $120.00 16.8% 4.9% 13.9% 5.9% 17.5% 2.4% 0.2% 227.4M -6.10B -26.5M 0.53 8.56 N/A N/A 77,714 40,883 832,840 763,526 2019-04-30 $130.33 $120.00 16.2% 4.7% 13.7% 3.7% 16.9% 2.2% 0.3% 248.2M -6.26B -26.1M 0.56 9.60 N/A N/A 119,575 67,198 856,405 778,440
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