MSFT Options History — June 2019 In June 2019, MSFT traded between $119.62 and $137.86. ATM implied volatility averaged 22.6%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 3.0% (HV 20d: 25.6%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.67.
Notable Days 2019-06-07 : Highest Volume — 315,848 contracts2019-06-04 : Largest IV drop — 13.5% change2019-06-03 : Highest IV Rank — 44.4%2019-06-03 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $131.91 $119.62 $137.86 $119.62 $133.28 Max Pain $121.50 $120.00 $125.00 $120.00 $125.00 ATM IV 22.6% 20.6% 27.3% 27.3% 24.6% Expected Move 6.6% 6.1% 8.1% 8.1% 6.7% HV 20d 25.6% 23.0% 28.7% 24.4% 25.7% HV 60d 21.2% 19.9% 22.1% 19.9% 22.1% IV Rank 27.4% 19.8% 44.4% 44.4% 34.6% IV Percentile 49.8% 34.9% 76.6% 76.6% 67.9% Term Structure 0.8% -0.7% 3.1% -0.1% -0.5% VWIV 23.4% 20.9% 28.2% 28.2% 23.3% Skew 25d 3.9% 3.4% 5.7% 5.7% 3.8% Skew 10d 8.1% 6.8% 11.3% 11.3% 7.4% Call IV 25d 20.9% 18.5% 25.0% 25.0% 23.1% Put IV 25d 24.9% 21.9% 30.7% 30.7% 26.9% Bid-Ask Spread % 2.77 1.34 5.31 2.05 3.17 Gamma HHI 0.11 0.07 0.14 0.07 0.10 Net GEX 224.6M 62.7M 356.3M 62.7M 138.1M Net DEX -6.26B -9.39B -1.37B -1.37B -4.69B Net VEX -32.1M -34.5M -29.3M -33.6M -32.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.52 0.89 0.78 0.62 Total Volume 169,536.4 96,096 315,848 203,506 142,222 Total OI 1,988,565.55 1,668,393 2,208,584 1,908,792 1,859,926
Daily Data (20 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 2019-06-03 $119.62 $120.00 27.3% 8.1% 24.4% 44.4% 28.2% 5.7% -0.1% 62.7M -1.37B -33.6M 0.78 2.05 N/A N/A 114,215 89,291 1,004,522 904,270 2019-06-04 $122.59 $120.00 23.6% 6.7% 26.3% 30.9% 24.4% 4.8% 0.1% 105.8M -2.63B -33.9M 0.58 1.40 N/A N/A 99,505 57,508 1,019,531 932,238 2019-06-05 $125.48 $120.00 23.5% 6.7% 26.3% 30.5% 23.4% 4.6% -0.0% 181.5M -4.19B -34.5M 0.56 1.59 N/A N/A 88,701 49,659 1,043,842 941,802 2019-06-06 $127.59 $120.00 21.7% 6.7% 26.8% 24.0% 24.9% 4.3% 0.1% 237.3M -5.34B -34.0M 0.89 2.53 N/A N/A 75,249 67,042 1,052,256 952,629 2019-06-07 $131.49 $120.00 21.2% 6.7% 28.7% 22.0% 23.7% 3.8% 0.1% 272.3M -7.34B -32.0M 0.62 3.07 N/A N/A 194,632 121,216 1,060,810 977,594 2019-06-10 $132.51 $120.00 21.3% 6.5% 28.5% 22.5% 23.6% 3.6% 1.6% 254.8M -7.35B -31.4M 0.52 2.14 N/A N/A 135,992 70,791 1,034,795 970,361 2019-06-11 $131.96 $120.00 21.4% 6.8% 25.9% 22.9% 23.9% 3.7% 2.4% 252.7M -7.06B -31.8M 0.66 3.05 N/A N/A 105,837 69,930 1,063,322 990,395 2019-06-12 $131.35 $120.00 21.5% 6.8% 25.8% 23.2% 24.0% 3.8% 2.4% 233.9M -6.64B -32.8M 0.69 5.31 N/A N/A 64,584 44,631 1,078,604 1,011,965 2019-06-13 $132.00 $120.00 21.0% 6.7% 25.7% 21.4% 22.7% 3.5% 3.1% 264.7M -7.01B -32.6M 0.59 2.67 N/A N/A 60,400 35,696 1,092,474 1,021,419 2019-06-14 $132.83 $120.00 20.6% 6.3% 24.7% 19.8% 22.8% 3.4% 2.0% 356.3M -7.57B -31.1M 0.79 3.78 N/A N/A 75,139 59,425 1,102,194 1,030,160 2019-06-17 $132.90 $120.00 21.5% 6.3% 24.7% 23.4% 24.2% 3.7% 2.0% 276.2M -7.29B -30.6M 0.87 4.45 N/A N/A 51,728 44,887 1,050,291 1,008,927 2019-06-18 $135.11 $120.00 21.6% 6.3% 24.3% 23.7% 22.9% 3.6% 1.8% 311.3M -8.32B -30.6M 0.59 3.23 N/A N/A 112,135 66,276 1,061,167 1,022,682 2019-06-19 $135.81 $120.00 21.5% 6.2% 24.4% 23.1% 21.7% 3.6% 1.1% 305.8M -8.54B -30.5M 0.56 1.92 N/A N/A 93,611 51,989 1,069,778 1,043,980 2019-06-20 $137.00 $120.00 21.6% 6.2% 24.3% 23.8% 21.2% 3.8% 0.9% 297.2M -9.19B -29.3M 0.55 3.16 N/A N/A 156,987 86,361 1,090,023 1,055,338 2019-06-21 $137.21 $125.00 21.5% 6.1% 23.0% 23.2% 20.9% 3.7% 1.1% 233.1M -9.39B -30.1M 0.59 1.34 N/A N/A 124,144 73,856 1,123,524 1,085,060 2019-06-24 $137.86 $125.00 22.6% 6.1% 23.0% 27.3% 22.2% 3.6% -0.5% 196.1M -6.49B -31.0M 0.80 1.61 N/A N/A 74,072 59,424 877,643 790,750 2019-06-25 $133.25 $125.00 25.3% 7.0% 26.8% 37.3% 24.7% 4.1% -0.7% 147.6M -4.63B -32.0M 0.57 2.97 N/A N/A 178,864 101,431 902,287 819,881 2019-06-26 $134.11 $125.00 24.9% 6.7% 26.3% 35.7% 22.5% 3.9% -0.7% 181.4M -5.10B -33.3M 0.66 2.74 N/A N/A 109,235 72,032 949,699 844,169 2019-06-27 $134.28 $125.00 24.5% 6.7% 26.3% 34.2% 23.3% 3.7% -0.6% 184.1M -5.13B -33.5M 0.84 3.14 N/A N/A 60,762 51,269 963,397 867,606 2019-06-28 $133.28 $125.00 24.6% 6.7% 25.7% 34.6% 23.3% 3.8% -0.5% 138.1M -4.69B -32.5M 0.62 3.17 N/A N/A 87,966 54,256 974,351 885,575
« May 2019 | All History | Jul 2019 » Home MSFT History June 2019