MSFT Options History — November 2020 In November 2020, MSFT traded between $200.89 and $223.99. ATM implied volatility averaged 27.7%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 9.4% (HV 20d: 37.1%). Max pain ranged from $205.00 to $215.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.58.
Notable Days 2020-11-10 : Highest Volume — 542,905 contracts2020-11-04 : Largest IV drop — 13.2% change2020-11-02 : Highest IV Rank — 33.8%2020-11-02 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $214.28 $200.89 $223.99 $200.89 $213.08 Max Pain $211.75 $205.00 $215.00 $210.00 $215.00 ATM IV 27.7% 24.4% 38.3% 38.3% 25.8% Expected Move 8.1% 7.1% 11.9% 11.9% 7.6% HV 20d 37.1% 31.7% 40.5% 32.2% 31.7% HV 60d 35.9% 33.1% 37.2% 33.9% 33.1% IV Rank 18.9% 14.3% 33.8% 33.8% 16.3% IV Percentile 33.2% 21.0% 76.2% 76.2% 24.6% Term Structure 0.2% -0.3% 1.5% -0.3% 1.5% VWIV 29.1% 25.3% 41.6% 41.6% 26.9% Skew 25d 3.5% 1.5% 6.6% 6.6% 1.5% Skew 10d 7.4% 3.1% 12.9% 12.9% 3.1% Call IV 25d 26.5% 24.0% 35.1% 35.1% 25.3% Put IV 25d 30.0% 25.7% 41.8% 41.8% 26.8% Bid-Ask Spread % 3.36 2.14 6.13 5.05 2.24 Gamma HHI 0.10 0.06 0.34 0.07 0.07 Net GEX 465.3M 142.4M 1.01B 142.4M 290.5M Net DEX -9.23B -17.06B -3.76B -3.76B -7.26B Net VEX -85.2M -91.0M -80.4M -85.9M -81.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.32 0.90 0.47 0.55 Total Volume 275,866.85 171,936 542,905 234,068 218,918 Total OI 3,131,362.1 2,786,587 3,354,214 3,118,022 2,847,359
Daily Data (20 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 2020-11-02 $200.89 $210.00 38.3% 11.9% 32.2% 33.8% 41.6% 6.6% -0.3% 142.4M -3.76B -85.9M 0.47 5.05 N/A N/A 158,793 75,275 1,849,173 1,268,849 2020-11-03 $207.45 $210.00 34.6% 10.8% 33.5% 28.7% 37.9% 6.2% 0.0% 257.8M -6.82B -85.0M 0.69 4.52 N/A N/A 135,211 93,804 1,849,173 1,268,849 2020-11-04 $216.75 $210.00 30.0% 9.1% 36.4% 22.2% 34.0% 5.4% -0.2% 577.2M -12.38B -91.0M 0.61 3.58 N/A N/A 234,230 143,168 1,940,927 1,301,483 2020-11-05 $222.22 $205.00 29.4% 8.7% 37.3% 21.3% 31.5% 4.4% 0.2% 740.1M -16.13B -90.7M 0.74 3.42 N/A N/A 224,899 166,005 1,947,679 1,310,983 2020-11-06 $223.99 $210.00 27.2% 8.1% 36.4% 18.2% 29.8% 4.2% 0.2% 780.1M -17.06B -89.8M 0.83 4.83 N/A N/A 154,580 128,361 1,956,757 1,342,956 2020-11-09 $221.01 $210.00 27.0% 7.8% 35.2% 18.0% 28.1% 3.6% 0.1% 640.6M -14.00B -86.1M 0.64 6.13 N/A N/A 171,207 110,175 1,884,795 1,298,714 2020-11-10 $210.74 $210.00 30.1% 8.6% 38.8% 22.3% 30.6% 4.3% 0.1% 301.6M -7.31B -85.4M 0.34 5.29 N/A N/A 404,864 138,041 1,904,765 1,315,183 2020-11-11 $216.90 $210.00 27.9% 8.1% 40.3% 19.2% 28.5% 3.4% 0.4% 655.3M -11.66B -88.5M 0.52 3.01 N/A N/A 152,823 80,013 2,015,540 1,338,674 2020-11-12 $215.01 $210.00 29.3% 8.5% 40.3% 21.1% 31.2% 3.8% 0.4% 403.7M -9.84B -87.4M 0.90 4.43 N/A N/A 120,162 107,890 1,878,901 1,355,150 2020-11-13 $217.17 $210.00 26.5% 7.8% 40.5% 17.2% 28.1% 3.0% 1.0% 596.9M -11.04B -86.3M 0.58 3.20 N/A N/A 119,392 69,665 1,894,118 1,374,818 2020-11-16 $216.39 $210.00 26.0% 7.5% 39.5% 16.5% 27.0% 3.1% -0.3% 462.3M -10.18B -83.9M 0.59 2.46 N/A N/A 120,534 70,784 1,815,515 1,321,181 2020-11-17 $214.59 $210.00 26.1% 7.5% 39.6% 16.7% 26.3% 3.2% 0.2% 415.9M -9.19B -82.9M 0.32 2.62 N/A N/A 286,133 90,854 1,847,975 1,334,794 2020-11-18 $212.01 $215.00 26.3% 7.5% 39.8% 16.9% 26.3% 3.1% -0.3% 304.9M -5.96B -83.5M 0.53 2.33 N/A N/A 167,049 88,908 1,810,072 1,363,413 2020-11-19 $212.83 $215.00 25.1% 7.2% 39.8% 15.3% 25.9% 3.3% 0.4% 326.7M -6.51B -82.9M 0.64 2.59 N/A N/A 141,468 90,027 1,849,391 1,377,546 2020-11-20 $211.41 $215.00 25.5% 7.3% 39.8% 15.8% 26.1% 3.1% -0.2% 252.2M -5.58B -82.8M 0.52 2.35 N/A N/A 179,788 93,899 1,843,533 1,389,665 2020-11-23 $210.42 $215.00 25.1% 7.2% 38.0% 15.2% 25.6% 2.5% 0.1% 220.1M -5.68B -80.4M 0.57 2.14 N/A N/A 195,584 112,267 1,554,027 1,232,560 2020-11-24 $213.24 $215.00 25.0% 7.1% 37.1% 15.1% 25.5% 1.8% -0.1% 413.1M -7.38B -82.4M 0.45 2.37 N/A N/A 205,141 91,374 1,598,733 1,269,205 2020-11-25 $214.36 $215.00 24.4% 7.1% 32.8% 14.3% 25.3% 1.8% 0.1% 517.5M -8.18B -83.4M 0.56 2.33 N/A N/A 130,802 73,313 1,636,830 1,285,096 2020-11-27 $215.17 $215.00 24.9% 7.2% 32.8% 15.0% 26.2% 1.8% -0.1% 1.01B -8.69B -84.3M 0.56 2.38 N/A N/A 110,494 61,442 1,656,868 1,295,992 2020-11-30 $213.08 $215.00 25.8% 7.6% 31.7% 16.3% 26.9% 1.5% 1.5% 290.5M -7.26B -81.6M 0.55 2.24 N/A N/A 140,820 78,098 1,587,462 1,259,897
« Oct 2020 | All History | Dec 2020 » Home MSFT History November 2020