MSFT Options History — October 2019 In October 2019, MSFT traded between $134.95 and $144.67. ATM implied volatility averaged 23.7%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.4% (HV 20d: 18.4%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.59.
Notable Days 2019-10-24 : Highest Volume — 508,603 contracts2019-10-24 : Largest IV drop — 30.6% change2019-10-02 : Highest IV Rank — 56.7%2019-10-08 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $139.28 $134.95 $144.67 $137.31 $143.38 Max Pain $136.04 $135.00 $140.00 $135.00 $139.00 ATM IV 23.7% 16.1% 30.8% 27.8% 16.9% Expected Move 6.6% 4.6% 8.2% 6.7% 4.8% HV 20d 18.4% 16.4% 19.6% 18.9% 17.8% HV 60d 21.4% 20.8% 21.8% 21.0% 20.9% IV Rank 30.2% 1.7% 56.7% 45.2% 4.4% IV Percentile 51.6% 0.8% 88.5% 77.0% 5.6% Term Structure -0.6% -1.8% 0.4% -0.7% 0.4% VWIV 23.2% 16.6% 27.6% 22.9% 16.7% Skew 25d 4.5% 2.7% 6.6% 6.1% 3.0% Skew 10d 8.7% 4.7% 13.0% 11.6% 5.1% Call IV 25d 21.7% 15.3% 27.8% 24.9% 15.7% Put IV 25d 26.2% 18.1% 34.5% 31.0% 18.6% Bid-Ask Spread % 3.06 1.48 7.11 3.23 1.55 Gamma HHI 0.14 0.09 0.27 0.11 0.12 Net GEX 235.5M -85.3M 509.3M 135.8M 358.1M Net DEX -4.60B -7.40B -2.13B -3.30B -6.40B Net VEX -32.4M -35.0M -30.3M -34.1M -31.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.26 0.80 0.61 0.53 Total Volume 233,116.783 100,933 508,603 167,485 138,417 Total OI 2,125,557.174 1,880,880 2,304,201 2,028,204 2,166,266
Daily Data (23 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 2019-10-01 $137.31 $135.00 27.8% 6.7% 18.9% 45.2% 22.9% 6.1% -0.7% 135.8M -3.30B -34.1M 0.61 3.23 N/A N/A 104,027 63,458 990,558 1,037,646 2019-10-02 $134.95 $135.00 30.8% 7.6% 19.6% 56.7% 25.9% 6.6% -0.9% 63.0M -2.13B -34.4M 0.64 5.81 N/A N/A 168,755 107,979 1,010,799 1,048,828 2019-10-03 $136.15 $135.00 29.4% 8.1% 18.8% 51.2% 27.4% 6.5% -0.8% 120.4M -2.87B -35.0M 0.72 3.32 N/A N/A 122,754 88,744 1,047,413 1,086,235 2019-10-04 $138.12 $135.00 26.7% 7.1% 19.6% 41.1% 25.0% 5.9% -0.8% 191.8M -3.97B -34.0M 0.66 4.88 N/A N/A 124,819 82,277 1,048,081 1,103,105 2019-10-07 $137.32 $135.00 27.2% 7.7% 18.9% 43.1% 26.1% 5.7% -0.1% 124.6M -3.45B -33.4M 0.72 2.94 N/A N/A 69,531 50,352 1,000,899 1,067,361 2019-10-08 $136.12 $135.00 29.3% 8.2% 18.7% 51.1% 27.6% 6.4% -0.5% 87.0M -2.84B -34.0M 0.61 3.56 N/A N/A 98,717 60,464 1,022,338 1,086,068 2019-10-09 $138.15 $135.00 27.1% 7.3% 19.4% 42.7% 25.7% 5.9% -1.6% 189.6M -4.07B -33.6M 0.56 7.11 N/A N/A 102,828 57,804 1,040,672 1,095,257 2019-10-10 $139.03 $135.00 26.4% 7.2% 18.6% 39.9% 25.8% 5.6% -1.4% 228.7M -4.57B -33.5M 0.74 2.00 N/A N/A 88,067 65,519 1,047,896 1,103,484 2019-10-11 $140.17 $135.00 24.5% 6.9% 18.6% 33.1% 24.2% 5.4% -0.8% 334.9M -5.36B -32.9M 0.55 3.64 N/A N/A 145,242 80,383 1,061,111 1,118,675 2019-10-14 $139.69 $135.00 24.1% 6.8% 18.5% 31.5% 25.4% 5.4% 0.1% 232.7M -4.87B -32.1M 0.80 2.05 N/A N/A 56,118 44,815 1,035,193 1,080,066 2019-10-15 $141.42 $135.00 23.0% 6.6% 18.8% 27.6% 23.4% 4.3% -0.7% 330.1M -5.97B -31.3M 0.77 4.67 N/A N/A 96,335 73,723 1,050,241 1,089,078 2019-10-16 $140.21 $135.00 23.4% 6.7% 18.9% 28.9% 23.4% 4.1% -0.3% 264.7M -5.19B -31.6M 0.73 3.22 N/A N/A 94,206 69,194 1,066,762 1,107,046 2019-10-17 $139.78 $140.00 23.1% 6.6% 18.0% 27.8% 23.4% 4.1% -0.2% 290.0M -4.89B -31.4M 0.52 2.93 N/A N/A 118,776 62,031 1,085,175 1,118,789 2019-10-18 $137.94 $140.00 24.2% 6.9% 18.1% 32.0% 25.0% 3.8% 0.2% -85.3M -3.58B -31.2M 0.61 2.45 N/A N/A 199,499 121,577 1,108,781 1,137,313 2019-10-21 $138.14 $135.00 25.0% 7.3% 18.1% 34.8% 25.4% 3.6% -1.5% 142.9M -3.65B -31.8M 0.51 1.48 N/A N/A 109,237 55,455 935,765 945,115 2019-10-22 $136.62 $135.00 26.1% 7.7% 17.5% 39.0% 26.3% 3.6% -1.8% 123.6M -3.11B -32.0M 0.26 2.09 N/A N/A 314,386 82,338 972,755 971,010 2019-10-23 $137.17 $135.00 25.9% 7.7% 16.4% 38.4% 26.9% 2.7% -1.7% 159.6M -3.49B -32.6M 0.60 4.73 N/A N/A 301,077 179,961 1,072,677 1,010,381 2019-10-24 $139.78 $136.00 18.0% 5.0% 17.9% 8.7% 17.6% 3.3% -0.5% 479.2M -5.45B -31.6M 0.51 1.95 N/A N/A 336,103 172,500 1,205,076 1,099,125 2019-10-25 $140.41 $136.00 17.0% 4.7% 16.9% 4.8% 16.6% 3.3% -0.4% 509.3M -5.75B -31.0M 0.56 1.75 N/A N/A 168,575 94,186 1,193,545 1,109,117 2019-10-28 $144.06 $137.00 17.2% 4.9% 18.8% 5.6% 17.7% 2.7% 0.3% 364.5M -7.22B -30.5M 0.37 1.60 N/A N/A 312,362 116,066 1,042,940 1,007,159 2019-10-29 $142.92 $138.00 17.1% 4.9% 18.6% 5.2% 17.4% 3.0% 0.3% 358.2M -6.35B -30.6M 0.53 1.72 N/A N/A 121,240 63,822 1,075,320 1,035,565 2019-10-30 $144.67 $138.00 16.1% 4.6% 17.4% 1.7% 16.7% 2.8% 0.4% 413.1M -7.40B -30.3M 0.49 1.66 N/A N/A 119,191 58,776 1,092,333 1,058,796 2019-10-31 $143.38 $139.00 16.9% 4.8% 17.8% 4.4% 16.7% 3.0% 0.4% 358.1M -6.40B -31.0M 0.53 1.55 N/A N/A 90,287 48,130 1,096,114 1,070,152
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