MSFT Options History — February 2021 In February 2021, MSFT traded between $229.43 and $244.50. ATM implied volatility averaged 25.8%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 1.8% (HV 20d: 24.0%). Max pain ranged from $220.00 to $230.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.53.
Notable Days 2021-02-01 : Highest Volume — 440,355 contracts2021-02-25 : Largest IV spike — 19.5% change2021-02-25 : Highest IV Rank — 17.2%2021-02-25 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $240.27 $229.43 $244.50 $240.15 $234.87 Max Pain $224.61 $220.00 $230.00 $220.00 $230.00 ATM IV 25.8% 22.7% 33.5% 29.9% 28.3% Expected Move 7.4% 6.7% 9.7% 8.5% 8.1% HV 20d 24.0% 19.4% 28.7% 28.7% 22.3% HV 60d 21.6% 20.2% 25.5% 25.5% 21.8% IV Rank 5.6% 0.4% 17.2% 13.9% 9.0% IV Percentile 12.1% 0.4% 52.4% 36.5% 29.0% Term Structure 0.6% -0.5% 1.2% 0.4% 0.2% VWIV 27.1% 24.6% 35.6% 30.8% 28.8% Skew 25d 3.5% 2.3% 7.5% 3.7% 6.2% Skew 10d 8.0% 5.0% 14.4% 7.7% 12.3% Call IV 25d 24.8% 21.8% 31.1% 28.9% 26.2% Put IV 25d 28.3% 24.5% 38.6% 32.6% 32.3% Bid-Ask Spread % 3.51 2.30 7.46 2.87 4.29 Gamma HHI 0.10 0.05 0.18 0.08 0.10 Net GEX 557.2M 180.3M 845.2M 542.8M 416.7M Net DEX -12.01B -16.54B -4.30B -14.09B -7.31B Net VEX -90.6M -93.6M -87.8M -91.6M -92.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.29 0.85 0.49 0.58 Total Volume 277,967.211 164,227 440,355 440,355 266,128 Total OI 2,629,745.632 2,405,400 2,750,646 2,532,413 2,632,855
Daily Data (19 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 2021-02-01 $240.15 $220.00 29.9% 8.5% 28.7% 13.9% 30.8% 3.7% 0.4% 542.8M -14.09B -91.6M 0.49 2.87 N/A N/A 294,584 145,771 1,440,210 1,092,203 2021-02-02 $240.77 $220.00 26.7% 7.4% 27.6% 9.0% 27.4% 2.9% 0.5% 631.5M -14.52B -90.4M 0.55 3.59 N/A N/A 164,862 91,003 1,489,443 1,128,623 2021-02-03 $244.10 $222.50 26.5% 7.2% 27.7% 8.4% 25.6% 2.4% 0.7% 731.9M -16.54B -89.9M 0.52 3.34 N/A N/A 259,168 135,606 1,509,767 1,147,680 2021-02-04 $241.54 $220.00 25.3% 7.6% 26.5% 4.5% 28.4% 2.3% 0.6% 686.8M -14.66B -90.9M 0.60 5.09 N/A N/A 172,995 104,455 1,545,978 1,172,578 2021-02-05 $241.62 $220.00 24.3% 7.4% 25.2% 3.0% 26.2% 2.3% 0.8% 767.6M -14.94B -90.5M 0.48 3.87 N/A N/A 154,841 74,094 1,571,564 1,179,082 2021-02-08 $241.64 $220.00 24.0% 7.2% 25.3% 2.5% 26.6% 2.3% 1.1% 603.3M -14.05B -89.1M 0.69 3.21 N/A N/A 97,229 66,998 1,486,366 1,133,848 2021-02-09 $244.50 $220.00 24.1% 7.1% 24.8% 2.6% 26.5% 2.3% 0.6% 694.6M -15.71B -89.1M 0.49 2.65 N/A N/A 159,710 77,973 1,502,694 1,155,160 2021-02-10 $242.75 $220.00 24.5% 7.2% 24.4% 3.3% 27.0% 3.1% 0.6% 626.8M -14.34B -89.1M 0.52 3.28 N/A N/A 153,414 79,797 1,510,698 1,175,316 2021-02-11 $243.83 $220.00 24.0% 7.1% 24.4% 2.5% 24.9% 2.9% 0.8% 716.8M -15.16B -89.9M 0.44 4.39 N/A N/A 118,214 51,729 1,537,082 1,190,895 2021-02-12 $244.22 $220.00 22.7% 6.7% 23.5% 0.4% 24.9% 2.8% 0.9% 845.2M -15.39B -88.9M 0.45 2.97 N/A N/A 166,126 74,653 1,537,237 1,204,291 2021-02-16 $243.46 $225.00 23.9% 6.9% 23.5% 2.2% 24.9% 3.3% 1.1% 626.5M -13.71B -87.8M 0.29 3.06 N/A N/A 324,432 95,341 1,469,076 1,141,422 2021-02-17 $243.89 $230.00 24.2% 6.9% 23.3% 2.7% 24.6% 3.5% 0.7% 630.0M -11.44B -90.3M 0.63 2.87 N/A N/A 140,492 88,637 1,426,184 1,184,972 2021-02-18 $243.62 $230.00 24.2% 6.9% 19.4% 2.8% 25.3% 3.4% 1.2% 664.5M -11.62B -92.3M 0.85 3.28 N/A N/A 93,839 79,889 1,465,277 1,201,892 2021-02-19 $241.14 $230.00 24.1% 6.9% 20.1% 2.3% 25.0% 3.2% 0.8% 432.2M -10.13B -91.6M 0.52 2.89 N/A N/A 191,393 99,987 1,470,136 1,214,180 2021-02-22 $235.12 $230.00 26.2% 7.4% 22.5% 5.7% 26.7% 4.0% 0.2% 244.0M -6.91B -90.4M 0.56 2.30 N/A N/A 221,309 124,839 1,352,344 1,053,056 2021-02-23 $234.01 $230.00 26.2% 7.4% 22.5% 5.7% 27.8% 4.7% 0.2% 244.2M -6.29B -91.3M 0.54 2.55 N/A N/A 189,109 102,702 1,395,626 1,097,731 2021-02-24 $234.53 $230.00 28.0% 7.9% 21.6% 8.5% 28.6% 3.7% -0.0% 301.0M -7.05B -92.2M 0.35 2.75 N/A N/A 227,200 79,782 1,415,826 1,126,523 2021-02-25 $229.43 $230.00 33.5% 9.7% 23.0% 17.2% 35.6% 7.5% -0.5% 180.3M -4.30B -93.6M 0.55 7.46 N/A N/A 202,448 110,628 1,458,400 1,148,952 2021-02-26 $234.87 $230.00 28.3% 8.1% 22.3% 9.0% 28.8% 6.2% 0.2% 416.7M -7.31B -92.5M 0.58 4.29 N/A N/A 168,621 97,507 1,461,555 1,171,300
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