MSFT Options History — April 2020 In April 2020, MSFT traded between $151.52 and $178.25. ATM implied volatility averaged 42.8%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 14.6% (HV 20d: 57.5%). Max pain ranged from $155.00 to $170.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2020-04-30 : Highest Volume — 572,919 contracts2020-04-06 : Largest IV drop — 19.0% change2020-04-01 : Highest IV Rank — 59.6%2020-04-01 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $168.82 $151.52 $178.25 $151.52 $178.25 Max Pain $160.24 $155.00 $170.00 $160.00 $170.00 ATM IV 42.8% 32.7% 56.5% 56.5% 32.7% Expected Move 12.3% 9.5% 16.4% 16.4% 9.5% HV 20d 57.5% 38.9% 73.6% 71.9% 38.9% HV 60d 51.8% 49.2% 53.1% 49.2% 52.7% IV Rank 40.3% 25.9% 59.6% 59.6% 25.9% IV Percentile 88.7% 81.3% 96.0% 96.0% 81.3% Term Structure -1.2% -2.5% 0.5% -2.5% 0.5% VWIV 43.3% 33.0% 59.0% 59.0% 33.0% Skew 25d 9.4% 5.3% 16.7% 16.7% 6.8% Skew 10d 16.2% 8.8% 31.8% 31.8% 11.5% Call IV 25d 38.3% 29.0% 48.7% 48.7% 29.0% Put IV 25d 47.8% 35.8% 65.4% 65.4% 35.8% Bid-Ask Spread % 4.54 1.93 10.26 3.26 2.34 Gamma HHI 0.08 0.04 0.13 0.04 0.13 Net GEX 197.9M 35.1M 373.5M 38.6M 373.5M Net DEX -5.76B -10.12B -81.6M -81.6M -8.66B Net VEX -57.6M -59.9M -54.5M -54.5M -58.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.40 0.72 0.72 0.51 Total Volume 364,409.714 233,550 572,919 349,199 572,919 Total OI 2,341,613.905 2,075,827 2,547,734 2,338,324 2,480,244
Daily Data (21 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 2020-04-01 $151.52 $160.00 56.5% 16.4% 71.9% 59.6% 59.0% 16.7% -2.5% 38.6M -81.6M -54.5M 0.72 3.26 N/A N/A 203,600 145,599 1,330,759 1,007,565 2020-04-02 $154.06 $155.00 53.1% 14.3% 72.2% 54.8% 50.0% 15.9% -1.9% 64.4M -816.3M -55.0M 0.60 8.34 N/A N/A 187,656 113,171 1,358,247 1,027,567 2020-04-03 $152.89 $155.00 51.8% 13.8% 71.1% 52.9% 48.4% 14.4% -1.4% 35.1M -423.4M -54.7M 0.68 7.97 N/A N/A 260,245 176,739 1,377,022 1,047,784 2020-04-06 $163.28 $155.00 42.0% 11.4% 73.6% 39.0% 41.3% 12.8% -2.3% 166.1M -4.03B -56.3M 0.48 9.03 N/A N/A 245,751 117,698 1,329,107 990,691 2020-04-07 $165.68 $155.00 43.1% 12.1% 73.0% 40.7% 41.4% 13.1% -1.1% 196.8M -5.12B -57.4M 0.47 10.26 N/A N/A 279,482 132,420 1,360,212 1,012,671 2020-04-08 $164.11 $155.00 42.1% 12.0% 72.3% 39.2% 43.1% 12.7% -0.1% 180.4M -4.40B -57.1M 0.56 4.59 N/A N/A 202,169 113,431 1,383,083 1,031,330 2020-04-09 $164.99 $155.00 41.4% 11.7% 66.4% 38.3% 40.7% 11.5% -0.9% 214.8M -4.81B -56.8M 0.56 7.91 N/A N/A 219,708 123,677 1,410,215 1,049,984 2020-04-13 $164.81 $155.00 41.4% 11.8% 65.3% 38.2% 41.8% 11.6% -1.0% 164.4M -4.33B -55.2M 0.53 3.82 N/A N/A 157,223 82,784 1,361,104 1,008,092 2020-04-14 $173.49 $155.00 37.5% 10.7% 61.9% 32.8% 39.0% 8.9% -0.0% 281.0M -8.15B -56.0M 0.40 3.36 N/A N/A 376,377 148,818 1,380,006 1,027,178 2020-04-15 $172.40 $160.00 41.8% 12.0% 61.6% 38.8% 41.0% 7.9% -2.0% 269.8M -7.68B -57.6M 0.45 3.67 N/A N/A 242,528 109,091 1,417,320 1,053,842 2020-04-16 $175.90 $160.00 43.2% 12.4% 57.7% 40.8% 43.6% 6.0% -0.5% 319.3M -9.43B -59.2M 0.41 3.59 N/A N/A 359,885 147,602 1,445,262 1,068,074 2020-04-17 $177.30 $160.00 41.4% 11.9% 54.9% 38.3% 41.6% 5.3% -0.6% 321.0M -10.12B -58.4M 0.45 4.56 N/A N/A 282,945 128,488 1,459,480 1,088,254 2020-04-20 $175.94 $160.00 42.9% 12.5% 50.7% 40.3% 43.9% 6.1% -1.5% 205.3M -7.59B -58.5M 0.44 3.27 N/A N/A 191,124 83,173 1,196,798 879,029 2020-04-21 $169.03 $160.00 47.6% 13.9% 51.9% 47.0% 48.5% 7.9% -1.6% 131.9M -5.07B -59.8M 0.51 2.75 N/A N/A 282,143 143,927 1,242,494 906,232 2020-04-22 $173.44 $160.00 44.1% 12.7% 44.3% 42.0% 43.3% 7.8% -2.0% 215.9M -6.76B -59.9M 0.45 2.52 N/A N/A 160,753 72,797 1,277,049 929,423 2020-04-23 $171.93 $165.00 42.8% 12.7% 44.6% 40.2% 43.7% 7.1% -1.9% 157.2M -6.10B -59.4M 0.47 1.93 N/A N/A 185,072 87,239 1,282,407 942,729 2020-04-24 $174.08 $165.00 39.9% 11.8% 44.2% 36.1% 41.7% 6.6% -1.6% 241.4M -7.01B -59.0M 0.68 2.51 N/A N/A 173,969 117,483 1,310,595 950,763 2020-04-27 $174.38 $165.00 38.8% 11.9% 44.0% 34.5% 41.6% 7.0% -1.0% 187.6M -6.81B -58.6M 0.66 1.93 N/A N/A 153,830 100,939 1,246,129 936,355 2020-04-28 $170.51 $170.00 38.5% 12.0% 42.3% 34.1% 41.2% 5.7% -0.3% 146.3M -5.27B -57.9M 0.54 2.48 N/A N/A 153,507 83,564 1,284,167 968,884 2020-04-29 $177.28 $170.00 37.1% 12.0% 44.0% 32.2% 41.8% 6.0% -0.9% 244.5M -8.23B -58.5M 0.42 5.17 N/A N/A 375,314 157,764 1,316,512 999,233 2020-04-30 $178.25 $170.00 32.7% 9.5% 38.9% 25.9% 33.0% 6.8% 0.5% 373.5M -8.66B -58.5M 0.51 2.34 N/A N/A 379,877 193,042 1,416,761 1,063,483
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