MSFT Options History — July 2019 In July 2019, MSFT traded between $135.46 and $141.53. ATM implied volatility averaged 20.4%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 4.3% (HV 20d: 16.1%). Max pain ranged from $125.00 to $135.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2019-07-19 : Highest Volume — 628,688 contracts2019-07-19 : Largest IV drop — 21.2% change2019-07-17 : Highest IV Rank — 34.1%2019-07-17 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $138.08 $135.46 $141.53 $135.46 $136.89 Max Pain $131.36 $125.00 $135.00 $125.00 $135.00 ATM IV 20.4% 15.7% 24.5% 22.7% 19.7% Expected Move 5.8% 4.5% 7.0% 6.2% 5.8% HV 20d 16.1% 10.5% 22.0% 22.0% 14.2% HV 60d 21.9% 20.6% 22.3% 22.3% 21.3% IV Rank 19.4% 1.9% 34.1% 27.6% 16.7% IV Percentile 36.3% 2.4% 68.3% 54.0% 27.0% Term Structure -0.4% -1.5% 0.3% -0.6% -0.3% VWIV 20.5% 16.4% 24.4% 21.3% 20.3% Skew 25d 3.1% 2.5% 3.8% 3.6% 3.3% Skew 10d 6.4% 4.8% 7.6% 7.5% 7.6% Call IV 25d 19.0% 14.7% 22.9% 20.7% 18.4% Put IV 25d 22.1% 17.2% 25.8% 24.3% 21.7% Bid-Ask Spread % 3.76 1.74 5.06 2.57 3.88 Gamma HHI 0.11 0.09 0.16 0.11 0.10 Net GEX 248.2M 119.1M 349.9M 190.7M 119.1M Net DEX -6.30B -7.37B -4.19B -5.63B -4.19B Net VEX -31.2M -32.4M -29.5M -32.3M -32.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.45 0.82 0.82 0.45 Total Volume 189,019.591 80,845 628,688 134,801 237,660 Total OI 1,886,643.909 1,715,323 2,237,446 1,801,620 1,838,039
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 2019-07-01 $135.46 $125.00 22.7% 6.2% 22.0% 27.6% 21.3% 3.6% -0.6% 190.7M -5.63B -32.3M 0.82 2.57 N/A N/A 73,887 60,914 945,261 856,359 2019-07-02 $136.35 $126.00 21.8% 6.0% 20.9% 24.2% 20.6% 3.4% -0.3% 217.9M -6.11B -30.9M 0.76 1.75 N/A N/A 45,972 34,873 961,025 878,132 2019-07-03 $137.31 $129.00 21.7% 6.0% 19.8% 23.9% 21.1% 3.4% -0.3% 252.7M -6.53B -31.5M 0.76 3.49 N/A N/A 47,590 35,967 970,875 886,748 2019-07-05 $137.12 $130.00 22.2% 6.3% 19.3% 25.8% 21.7% 3.3% -0.5% 220.1M -6.38B -31.4M 0.66 1.74 N/A N/A 101,892 67,443 974,358 894,705 2019-07-08 $137.07 $130.00 22.3% 6.4% 16.6% 26.2% 21.7% 3.1% 0.2% 208.6M -6.29B -31.1M 0.58 3.78 N/A N/A 74,945 43,369 960,542 865,666 2019-07-09 $136.39 $130.00 22.8% 6.5% 16.7% 28.0% 22.1% 3.5% -0.0% 206.2M -6.10B -31.7M 0.56 3.23 N/A N/A 59,864 33,718 985,819 882,583 2019-07-10 $137.54 $130.00 21.8% 6.0% 16.7% 24.4% 22.3% 3.3% -0.8% 262.8M -6.86B -30.0M 0.52 3.69 N/A N/A 98,499 51,450 1,003,693 890,931 2019-07-11 $137.97 $130.00 21.7% 6.1% 16.5% 24.2% 21.9% 3.3% -0.9% 265.2M -6.95B -31.1M 0.65 4.11 N/A N/A 119,245 76,923 1,015,953 904,667 2019-07-12 $138.81 $130.00 21.3% 6.0% 16.6% 22.5% 21.8% 3.0% -0.5% 290.4M -7.37B -30.8M 0.79 4.73 N/A N/A 101,347 79,710 1,038,683 928,210 2019-07-15 $138.88 $130.00 22.0% 6.2% 16.5% 25.0% 22.4% 3.8% -0.4% 239.5M -7.18B -29.5M 0.55 2.91 N/A N/A 59,582 33,063 1,001,093 892,994 2019-07-16 $136.93 $130.00 23.6% 6.7% 17.5% 30.9% 23.4% 3.4% -1.2% 224.4M -6.26B -30.4M 0.49 4.08 N/A N/A 128,262 63,493 1,024,842 907,882 2019-07-17 $137.00 $130.00 24.5% 7.0% 16.6% 34.1% 23.7% 3.4% -1.5% 234.2M -6.35B -30.9M 0.45 4.32 N/A N/A 120,623 54,268 1,067,238 931,738 2019-07-18 $135.92 $130.00 24.2% 7.0% 16.8% 33.3% 24.4% 2.9% -1.4% 228.0M -5.76B -32.2M 0.81 5.06 N/A N/A 246,936 199,926 1,110,162 954,655 2019-07-19 $136.86 $130.00 19.1% 5.5% 16.6% 14.5% 18.9% 2.9% -0.8% 349.9M -6.73B -30.0M 0.45 4.48 N/A N/A 432,711 195,977 1,209,323 1,028,123 2019-07-22 $138.36 $135.00 17.7% 5.1% 17.1% 9.2% 18.1% 2.9% 0.0% 290.2M -5.66B -31.0M 0.78 3.71 N/A N/A 136,437 106,752 905,973 809,350 2019-07-23 $139.14 $135.00 17.1% 5.0% 17.1% 7.3% 17.5% 2.7% -0.1% 297.0M -5.82B -31.9M 0.58 3.37 N/A N/A 103,868 60,163 931,473 863,028 2019-07-24 $140.40 $135.00 16.6% 4.8% 11.5% 5.3% 16.9% 2.5% 0.2% 334.8M -6.51B -31.8M 0.52 4.39 N/A N/A 130,440 67,756 941,038 881,476 2019-07-25 $140.22 $135.00 16.8% 4.9% 11.5% 6.1% 17.8% 2.7% 0.3% 308.9M -6.30B -32.2M 0.79 4.87 N/A N/A 95,063 75,396 941,711 901,256 2019-07-26 $141.53 $135.00 15.7% 4.5% 11.8% 1.9% 16.4% 2.5% 0.2% 249.4M -7.26B -30.3M 0.51 4.48 N/A N/A 138,085 70,427 967,973 933,041 2019-07-29 $141.22 $135.00 16.7% 4.9% 11.3% 5.8% 17.5% 2.6% 0.1% 234.7M -6.36B -31.8M 0.57 3.92 N/A N/A 69,096 39,653 908,852 888,719 2019-07-30 $140.43 $135.00 17.7% 5.2% 10.5% 9.2% 18.1% 2.8% -0.2% 235.6M -5.98B -32.4M 0.74 4.18 N/A N/A 49,072 36,114 926,215 895,762 2019-07-31 $136.89 $135.00 19.7% 5.8% 14.2% 16.7% 20.3% 3.3% -0.3% 119.1M -4.19B -32.2M 0.45 3.88 N/A N/A 164,209 73,451 931,682 906,357
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