MSFT Options History — October 2020 In October 2020, MSFT traded between $201.35 and $223.97. ATM implied volatility averaged 37.0%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 7.4% (HV 20d: 29.6%). Max pain ranged from $210.00 to $215.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2020-10-28 : Highest Volume — 548,959 contracts2020-10-26 : Largest IV spike — 10.7% change2020-10-26 : Highest IV Rank — 37.2%2020-10-26 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $213.18 $201.35 $223.97 $212.07 $201.35 Max Pain $211.25 $210.00 $215.00 $210.00 $210.00 ATM IV 37.0% 34.0% 40.7% 34.3% 37.6% Expected Move 10.6% 8.5% 12.2% 8.5% 11.6% HV 20d 29.6% 23.9% 42.3% 42.3% 32.6% HV 60d 34.6% 32.7% 35.9% 34.7% 34.1% IV Rank 32.0% 27.8% 37.2% 28.2% 32.9% IV Percentile 72.9% 60.7% 82.9% 65.9% 74.6% Term Structure -0.3% -1.6% 4.0% 4.0% -0.6% VWIV 37.2% 31.1% 42.7% 31.1% 40.4% Skew 25d 4.9% 3.2% 6.4% 3.8% 6.4% Skew 10d 9.9% 7.1% 12.9% 7.8% 12.9% Call IV 25d 34.7% 31.2% 38.2% 31.9% 35.3% Put IV 25d 39.6% 35.7% 43.0% 35.7% 41.7% Bid-Ask Spread % 4.07 2.02 7.72 2.02 4.27 Gamma HHI 0.10 0.06 0.29 0.08 0.07 Net GEX 422.9M 28.7M 884.9M 420.4M 28.7M Net DEX -10.81B -17.78B -3.18B -11.14B -3.18B Net VEX -87.9M -90.1M -85.4M -88.6M -87.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.28 0.77 0.71 0.77 Total Volume 329,731.318 194,339 548,959 279,265 413,699 Total OI 3,067,043.727 2,833,248 3,384,717 2,996,953 3,384,717
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 2020-10-01 $212.07 $210.00 34.3% 8.5% 42.3% 28.2% 31.1% 3.8% 4.0% 420.4M -11.14B -88.6M 0.71 2.02 N/A N/A 162,849 116,416 1,720,181 1,276,772 2020-10-02 $207.26 $210.00 37.2% 9.0% 36.0% 32.3% 32.0% 3.2% 3.6% 219.0M -8.20B -88.8M 0.56 2.10 N/A N/A 228,725 127,487 1,740,734 1,289,777 2020-10-05 $209.94 $210.00 37.3% 11.0% 36.4% 32.5% 38.4% 4.3% 0.2% 331.1M -9.69B -87.8M 0.46 2.29 N/A N/A 142,537 66,047 1,703,925 1,256,203 2020-10-06 $205.47 $210.00 38.5% 11.2% 30.6% 34.1% 39.0% 4.1% 0.2% 217.2M -7.11B -86.7M 0.51 3.01 N/A N/A 171,059 87,172 1,721,711 1,268,849 2020-10-07 $209.37 $210.00 37.3% 10.7% 28.0% 32.5% 37.4% 5.3% -0.4% 363.3M -9.31B -87.2M 0.64 2.68 N/A N/A 144,609 93,237 1,758,379 1,296,172 2020-10-08 $210.00 $210.00 36.5% 10.5% 26.3% 31.4% 36.4% 4.5% -0.5% 394.1M -9.59B -88.4M 0.46 3.46 N/A N/A 164,140 75,589 1,776,655 1,309,493 2020-10-09 $215.39 $210.00 34.4% 9.8% 27.2% 28.4% 34.2% 4.5% -0.7% 727.0M -13.64B -87.4M 0.56 3.65 N/A N/A 256,059 143,293 1,793,994 1,312,457 2020-10-12 $221.88 $210.00 34.3% 9.8% 28.6% 28.2% 34.6% 5.0% 0.0% 610.0M -16.69B -85.4M 0.35 3.53 N/A N/A 366,496 129,726 1,732,173 1,265,745 2020-10-13 $223.97 $210.00 34.0% 9.6% 28.6% 27.8% 34.2% 5.8% -0.5% 655.8M -17.78B -86.7M 0.57 4.96 N/A N/A 203,529 116,917 1,776,473 1,283,158 2020-10-14 $221.50 $210.00 35.5% 10.2% 28.8% 29.9% 35.9% 5.3% -0.1% 590.9M -15.82B -87.4M 0.49 2.75 N/A N/A 157,766 77,005 1,793,705 1,310,031 2020-10-15 $219.96 $210.00 35.9% 10.1% 27.8% 30.6% 36.0% 5.7% -0.8% 593.6M -14.93B -87.3M 0.55 3.94 N/A N/A 165,576 90,947 1,814,712 1,327,010 2020-10-16 $220.36 $210.00 36.1% 10.3% 27.3% 30.8% 35.7% 4.6% -0.4% 884.9M -15.40B -87.9M 0.28 7.72 N/A N/A 333,117 92,876 1,840,665 1,345,927 2020-10-19 $214.84 $210.00 38.8% 11.0% 29.3% 34.5% 38.3% 5.5% -1.6% 400.3M -10.81B -88.5M 0.35 6.48 N/A N/A 265,281 94,180 1,701,131 1,132,117 2020-10-20 $215.59 $215.00 37.8% 10.8% 27.6% 33.2% 37.7% 5.4% -1.3% 462.0M -11.27B -89.6M 0.37 5.30 N/A N/A 198,748 73,199 1,780,209 1,166,361 2020-10-21 $215.43 $215.00 37.8% 10.8% 24.9% 33.2% 37.6% 4.7% -1.3% 454.0M -11.19B -89.7M 0.48 4.03 N/A N/A 131,736 62,603 1,782,782 1,183,618 2020-10-22 $215.10 $215.00 38.1% 11.0% 24.9% 33.6% 38.4% 5.3% -1.3% 434.2M -10.94B -89.2M 0.59 3.91 N/A N/A 162,026 95,393 1,782,788 1,198,619 2020-10-23 $216.18 $215.00 36.7% 10.7% 23.9% 31.7% 37.6% 5.2% -1.6% 459.4M -11.38B -90.1M 0.65 3.64 N/A N/A 131,789 85,764 1,803,549 1,225,337 2020-10-26 $209.07 $212.50 40.7% 12.2% 26.9% 37.2% 42.7% 4.8% -1.2% 296.1M -8.03B -87.3M 0.59 6.09 N/A N/A 245,617 144,301 1,751,099 1,201,870 2020-10-27 $214.47 $212.50 38.3% 11.6% 28.1% 33.9% 40.3% 4.7% -0.3% 426.8M -10.84B -89.5M 0.48 4.51 N/A N/A 340,747 163,502 1,819,199 1,261,359 2020-10-28 $204.62 $212.50 40.1% 12.0% 32.7% 36.4% 41.2% 5.4% -0.8% 124.4M -5.09B -86.9M 0.53 4.42 N/A N/A 358,820 190,139 1,933,179 1,331,404 2020-10-29 $206.16 $210.00 36.2% 11.1% 32.5% 30.9% 38.5% 5.0% -0.0% 210.0M -5.82B -86.5M 0.53 4.88 N/A N/A 250,014 133,357 1,968,428 1,352,295 2020-10-30 $201.35 $210.00 37.6% 11.6% 32.6% 32.9% 40.4% 6.4% -0.6% 28.7M -3.18B -87.3M 0.77 4.27 N/A N/A 234,112 179,587 2,033,244 1,351,473
« Sep 2020 | All History | Nov 2020 » Home MSFT History October 2020