MSFT Options History — August 2019 In August 2019, MSFT traded between $132.65 and $138.81. ATM implied volatility averaged 24.1%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 0.1% (HV 20d: 24.0%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2019-08-19 : Highest Volume — 364,886 contracts2019-08-05 : Largest IV spike — 26.1% change2019-08-05 : Highest IV Rank — 47.3%2019-08-23 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $136.38 $132.65 $138.81 $138.75 $137.22 Max Pain $132.95 $130.00 $135.00 $135.00 $135.00 ATM IV 24.1% 21.1% 28.1% 21.3% 22.9% Expected Move 6.9% 6.1% 7.7% 6.4% 6.5% HV 20d 24.0% 14.7% 28.9% 14.7% 27.4% HV 60d 21.9% 20.7% 23.4% 20.7% 21.2% IV Rank 32.7% 21.6% 47.3% 22.5% 27.0% IV Percentile 59.0% 31.0% 79.0% 37.7% 54.4% Term Structure -0.1% -0.8% 0.5% -0.4% 0.3% VWIV 24.3% 21.5% 28.2% 22.8% 22.9% Skew 25d 5.8% 4.0% 7.0% 4.0% 5.8% Skew 10d 11.8% 8.5% 14.0% 8.7% 12.1% Call IV 25d 21.6% 18.8% 25.4% 19.8% 20.2% Put IV 25d 27.4% 23.9% 31.9% 23.9% 26.0% Bid-Ask Spread % 2.83 1.40 5.81 5.81 2.73 Gamma HHI 0.11 0.07 0.18 0.11 0.13 Net GEX 152.1M -1.7M 339.3M 198.8M 147.6M Net DEX -3.95B -5.46B -2.29B -5.20B -4.28B Net VEX -35.2M -36.4M -33.4M -34.6M -35.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.18 0.98 0.78 0.71 Total Volume 217,028.545 83,067 364,886 331,894 186,491 Total OI 1,982,151.545 1,860,134 2,111,963 1,909,977 2,111,963
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 2019-08-01 $138.75 $135.00 21.3% 6.4% 14.7% 22.5% 22.8% 4.0% -0.4% 198.8M -5.20B -34.6M 0.78 5.81 N/A N/A 186,735 145,159 981,576 928,401 2019-08-02 $136.56 $135.00 22.3% 6.5% 15.9% 26.0% 23.6% 4.2% -0.4% 59.8M -3.79B -35.4M 0.70 3.11 N/A N/A 153,164 107,698 976,758 960,234 2019-08-05 $132.65 $130.00 28.1% 7.6% 18.9% 47.3% 28.2% 6.5% -0.4% 47.6M -2.29B -36.4M 0.58 2.66 N/A N/A 168,584 98,378 954,511 940,972 2019-08-06 $134.46 $130.00 26.0% 7.1% 19.6% 39.9% 25.3% 5.9% -0.4% 106.9M -3.27B -35.2M 0.55 3.36 N/A N/A 131,740 73,076 983,763 954,408 2019-08-07 $135.33 $130.00 25.9% 7.3% 19.5% 39.5% 26.3% 5.7% -0.3% 117.3M -3.57B -36.0M 0.78 2.50 N/A N/A 131,416 101,957 993,365 970,255 2019-08-08 $138.81 $130.00 22.3% 6.3% 21.6% 26.3% 22.6% 5.4% -0.1% 207.7M -5.46B -35.3M 0.49 3.60 N/A N/A 131,348 64,140 1,002,477 992,558 2019-08-09 $138.28 $130.00 23.1% 6.4% 21.5% 29.0% 23.1% 5.7% 0.0% 176.8M -5.04B -35.2M 0.59 3.62 N/A N/A 137,678 81,531 1,009,549 1,011,572 2019-08-12 $135.78 $130.00 25.6% 7.4% 22.4% 38.0% 25.0% 6.1% 0.2% 100.3M -3.64B -35.5M 0.62 2.68 N/A N/A 90,636 55,748 978,869 976,248 2019-08-13 $138.38 $130.00 22.7% 6.3% 22.9% 27.4% 23.3% 5.2% -0.7% 220.8M -5.09B -34.7M 0.24 1.85 N/A N/A 269,283 63,526 1,007,735 998,733 2019-08-14 $134.17 $130.00 27.4% 7.7% 25.5% 44.7% 26.7% 6.8% -0.6% 16.3M -2.60B -35.9M 0.66 5.70 N/A N/A 145,698 96,133 992,753 1,010,158 2019-08-15 $133.92 $130.00 26.7% 7.5% 25.4% 42.2% 26.5% 6.8% -0.8% -1.7M -2.51B -36.0M 0.52 2.12 N/A N/A 127,459 66,244 1,005,566 1,022,882 2019-08-16 $135.93 $135.00 23.7% 6.9% 25.9% 31.0% 23.6% 6.0% 0.5% 260.0M -3.74B -35.1M 0.35 2.60 N/A N/A 177,178 62,167 1,017,811 1,030,670 2019-08-19 $138.40 $135.00 22.4% 6.4% 26.4% 26.4% 22.0% 4.7% 0.2% 253.7M -4.98B -34.4M 0.18 1.40 N/A N/A 308,971 55,915 934,441 925,693 2019-08-20 $137.78 $135.00 22.2% 6.4% 26.3% 25.7% 22.2% 5.2% 0.1% 260.9M -4.62B -34.7M 0.34 2.07 N/A N/A 112,464 38,558 991,115 946,656 2019-08-21 $138.74 $135.00 21.1% 6.1% 26.3% 21.6% 21.5% 5.3% 0.2% 339.3M -5.25B -33.4M 0.48 1.95 N/A N/A 95,359 45,535 1,007,063 957,113 2019-08-22 $138.03 $135.00 22.2% 6.3% 26.3% 25.4% 22.6% 5.7% 0.3% 257.8M -4.77B -33.9M 0.65 2.42 N/A N/A 105,575 68,843 1,019,462 969,312 2019-08-23 $133.47 $135.00 26.7% 7.7% 28.4% 42.3% 27.5% 7.0% -0.2% 39.8M -2.30B -35.4M 0.66 3.52 N/A N/A 200,210 131,663 1,023,557 980,239 2019-08-26 $134.83 $135.00 25.9% 7.4% 28.8% 39.1% 25.5% 6.8% -0.3% 100.9M -3.10B -35.8M 0.78 2.32 N/A N/A 46,654 36,413 960,206 980,400 2019-08-27 $135.50 $135.00 25.8% 7.4% 28.9% 38.6% 25.6% 6.7% -0.1% 107.6M -3.37B -36.0M 0.65 1.94 N/A N/A 88,854 57,612 977,360 1,012,115 2019-08-28 $135.42 $135.00 24.9% 7.1% 27.5% 35.0% 25.3% 6.5% -0.0% 95.3M -3.28B -35.8M 0.98 2.61 N/A N/A 75,302 74,064 1,008,480 1,023,896 2019-08-29 $138.00 $135.00 21.9% 6.2% 27.9% 23.4% 21.6% 5.6% 0.4% 233.0M -4.77B -35.0M 0.77 1.74 N/A N/A 101,407 78,062 1,031,314 1,045,125 2019-08-30 $137.22 $135.00 22.9% 6.5% 27.4% 27.0% 22.9% 5.8% 0.3% 147.6M -4.28B -35.6M 0.71 2.73 N/A N/A 108,853 77,638 1,043,110 1,068,853
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