MSFT Options History — May 2019 In May 2019, MSFT traded between $123.22 and $128.92. ATM implied volatility averaged 21.1%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 1.4% (HV 20d: 22.5%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2019-05-14 : Highest Volume — 313,472 contracts2019-05-07 : Largest IV spike — 31.3% change2019-05-13 : Highest IV Rank — 35.2%2019-05-31 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $126.36 $123.22 $128.92 $128.49 $123.69 Max Pain $118.64 $115.00 $120.00 $120.00 $120.00 ATM IV 21.1% 16.6% 24.7% 16.7% 24.4% Expected Move 6.1% 4.8% 7.0% 4.9% 7.0% HV 20d 22.5% 15.3% 25.9% 15.3% 23.2% HV 60d 17.2% 14.5% 18.8% 14.5% 18.8% IV Rank 21.8% 5.3% 35.2% 5.7% 33.9% IV Percentile 44.3% 11.9% 68.3% 12.3% 67.1% Term Structure -0.0% -0.9% 0.6% 0.1% -0.4% VWIV 21.6% 17.0% 24.9% 17.2% 24.5% Skew 25d 4.0% 2.4% 5.0% 2.4% 5.0% Skew 10d 8.3% 4.5% 10.8% 4.5% 10.8% Call IV 25d 19.5% 15.6% 22.7% 15.6% 22.7% Put IV 25d 23.5% 18.0% 27.7% 18.0% 27.6% Bid-Ask Spread % 3.05 1.08 12.53 12.53 2.04 Gamma HHI 0.10 0.08 0.17 0.13 0.08 Net GEX 170.4M 92.5M 356.1M 212.9M 92.5M Net DEX -4.32B -5.92B -2.83B -5.40B -2.99B Net VEX -32.3M -34.3M -28.6M -28.6M -34.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.20 0.86 0.52 0.65 Total Volume 169,134.636 104,336 313,472 207,373 164,698 Total OI 1,846,893.091 1,695,761 1,953,729 1,695,761 1,953,729
Daily Data (22 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 2019-05-01 $128.49 $120.00 16.7% 4.9% 15.3% 5.7% 17.2% 2.4% 0.1% 212.9M -5.40B -28.6M 0.52 12.53 N/A N/A 136,562 70,811 887,964 807,797 2019-05-02 $126.24 $120.00 18.1% 5.4% 17.0% 10.8% 18.7% 2.6% 0.1% 180.6M -4.43B -29.4M 0.48 5.76 N/A N/A 151,435 72,602 930,484 824,831 2019-05-03 $128.92 $120.00 16.6% 4.8% 18.0% 5.3% 17.0% 2.5% 0.4% 356.1M -5.92B -29.8M 0.52 4.33 N/A N/A 121,744 62,926 969,619 843,380 2019-05-06 $128.03 $115.00 18.4% 5.2% 18.3% 11.7% 19.2% 3.2% 0.4% 198.2M -5.11B -30.2M 0.64 1.08 N/A N/A 81,971 52,150 913,455 824,542 2019-05-07 $124.88 $115.00 24.1% 6.7% 20.9% 32.8% 24.4% 4.8% -0.3% 132.8M -3.64B -32.9M 0.75 2.45 N/A N/A 144,759 108,337 929,450 843,810 2019-05-08 $126.01 $115.00 22.1% 6.4% 20.9% 25.6% 22.6% 4.2% -0.1% 157.3M -4.18B -33.1M 0.63 1.64 N/A N/A 74,909 47,452 961,639 877,550 2019-05-09 $125.44 $115.00 22.9% 6.5% 20.9% 28.5% 23.4% 4.5% -0.3% 146.8M -3.93B -33.0M 0.86 2.25 N/A N/A 99,415 85,749 971,947 886,890 2019-05-10 $127.03 $115.00 20.4% 6.1% 21.2% 19.4% 21.4% 4.2% 0.1% 202.2M -4.63B -32.8M 0.59 3.74 N/A N/A 117,007 68,502 986,946 918,150 2019-05-13 $123.22 $115.00 24.7% 6.8% 24.2% 35.2% 24.9% 5.0% -0.9% 96.7M -2.83B -32.9M 0.61 3.27 N/A N/A 108,399 66,301 943,990 889,770 2019-05-14 $124.99 $120.00 21.7% 6.2% 24.7% 24.1% 24.6% 4.3% 0.0% 150.0M -3.73B -33.0M 0.20 2.33 N/A N/A 262,041 51,431 982,561 907,401 2019-05-15 $125.83 $120.00 20.4% 6.0% 24.6% 19.2% 22.4% 4.1% 0.6% 172.9M -3.97B -32.5M 0.66 1.80 N/A N/A 100,252 66,470 962,312 917,528 2019-05-16 $128.62 $120.00 18.9% 5.4% 25.5% 13.8% 19.8% 3.6% -0.2% 276.6M -5.51B -31.7M 0.51 3.39 N/A N/A 125,352 64,472 968,159 930,145 2019-05-17 $128.25 $120.00 20.2% 5.7% 25.2% 18.4% 20.9% 3.8% -0.5% 191.0M -5.16B -32.2M 0.54 2.20 N/A N/A 123,499 66,200 966,957 944,178 2019-05-20 $126.31 $120.00 22.1% 6.3% 25.9% 25.4% 22.0% 4.1% 0.2% 150.2M -4.14B -32.6M 0.81 2.15 N/A N/A 77,245 62,238 913,293 844,692 2019-05-21 $126.87 $120.00 20.3% 5.8% 25.5% 18.8% 20.3% 3.8% 0.3% 164.3M -4.45B -32.3M 0.63 2.26 N/A N/A 64,598 40,555 934,963 872,134 2019-05-22 $128.03 $120.00 19.9% 5.7% 25.7% 17.3% 19.7% 3.8% 0.3% 200.3M -5.09B -31.3M 0.54 1.92 N/A N/A 67,834 36,502 952,554 886,620 2019-05-23 $125.76 $120.00 23.1% 6.6% 23.5% 29.1% 23.5% 4.5% 0.1% 105.6M -3.78B -33.5M 0.61 1.88 N/A N/A 130,443 79,585 968,353 899,240 2019-05-24 $126.26 $120.00 21.6% 6.2% 23.6% 23.7% 21.7% 4.1% 0.0% 106.8M -4.17B -34.0M 0.61 1.96 N/A N/A 68,557 41,824 1,005,440 922,020 2019-05-28 $126.41 $120.00 22.1% 6.4% 23.6% 25.3% 21.8% 4.4% -0.2% 169.0M -4.33B -33.5M 0.51 2.09 N/A N/A 75,753 38,760 979,633 887,499 2019-05-29 $125.01 $120.00 23.0% 6.7% 23.8% 28.8% 23.4% 4.5% -0.0% 128.8M -3.64B -33.8M 0.58 2.99 N/A N/A 83,528 48,430 996,515 899,630 2019-05-30 $125.58 $120.00 22.7% 6.4% 23.4% 27.7% 22.3% 4.6% -0.1% 156.9M -3.97B -33.9M 0.74 3.13 N/A N/A 63,067 46,597 1,013,813 910,065 2019-05-31 $123.69 $120.00 24.4% 7.0% 23.2% 33.9% 24.5% 5.0% -0.4% 92.5M -2.99B -34.3M 0.65 2.04 N/A N/A 99,638 65,060 1,026,536 927,193
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