MSFT Options History — March 2021 In March 2021, MSFT traded between $226.58 and $238.50. ATM implied volatility averaged 26.1%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 1.7% (HV 20d: 24.4%). Max pain ranged from $230.00 to $235.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.61.
Notable Days 2021-03-31 : Highest Volume — 460,077 contracts2021-03-18 : Largest IV spike — 14.1% change2021-03-04 : Highest IV Rank — 13.1%2021-03-04 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $233.96 $226.58 $238.50 $236.69 $236.76 Max Pain $231.52 $230.00 $235.00 $230.00 $235.00 ATM IV 26.1% 22.7% 30.9% 25.4% 26.0% Expected Move 7.3% 6.3% 8.9% 7.1% 6.3% HV 20d 24.4% 17.9% 27.6% 20.8% 23.8% HV 60d 23.6% 21.7% 24.3% 21.7% 24.3% IV Rank 6.4% 0.0% 13.1% 4.3% 9.7% IV Percentile 15.3% 0.0% 42.9% 8.3% 17.1% Term Structure 0.7% -0.5% 3.3% 0.2% -0.3% VWIV 26.4% 22.8% 31.9% 27.0% 23.1% Skew 25d 4.5% 2.9% 7.3% 4.7% 2.9% Skew 10d 10.0% 7.1% 16.5% 10.7% 7.1% Call IV 25d 24.6% 21.4% 28.7% 24.0% 25.4% Put IV 25d 29.1% 24.9% 35.9% 28.7% 28.3% Bid-Ask Spread % 3.65 1.95 7.79 2.34 2.69 Gamma HHI 0.06 0.04 0.13 0.06 0.07 Net GEX 292.7M 75.7M 482.6M 340.0M 431.9M Net DEX -6.07B -9.44B -2.58B -8.02B -6.96B Net VEX -87.8M -90.9M -84.8M -90.9M -87.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.36 0.84 0.59 0.36 Total Volume 247,980.565 127,062 460,077 165,678 460,077 Total OI 2,583,907.87 2,261,797 2,850,844 2,533,084 2,508,526
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 2021-03-01 $236.69 $230.00 25.4% 7.1% 20.8% 4.3% 27.0% 4.7% 0.2% 340.0M -8.02B -90.9M 0.59 2.34 N/A N/A 104,271 61,407 1,400,791 1,132,293 2021-03-02 $234.97 $230.00 26.4% 7.3% 17.9% 5.9% 27.4% 4.7% -0.0% 303.3M -7.07B -89.7M 0.52 2.88 N/A N/A 83,415 43,647 1,427,006 1,142,702 2021-03-03 $228.01 $230.00 29.5% 8.6% 20.6% 10.8% 31.9% 7.0% -0.3% 104.3M -3.08B -87.7M 0.69 2.40 N/A N/A 132,848 92,310 1,436,339 1,157,489 2021-03-04 $226.58 $235.00 30.9% 8.9% 19.7% 13.1% 30.3% 7.3% -0.4% 75.7M -2.58B -88.9M 0.61 7.31 N/A N/A 176,321 108,036 1,461,787 1,178,694 2021-03-05 $232.19 $230.00 28.0% 8.2% 21.9% 8.5% 28.6% 5.8% -0.3% 274.2M -5.65B -89.7M 0.76 7.79 N/A N/A 173,137 132,221 1,476,183 1,196,987 2021-03-08 $229.04 $230.00 29.1% 8.3% 22.2% 10.3% 30.1% 5.5% -0.0% 177.9M -4.10B -87.2M 0.84 6.79 N/A N/A 113,687 95,317 1,403,959 1,162,848 2021-03-09 $234.53 $230.00 26.1% 7.5% 24.1% 5.4% 27.5% 4.9% 0.3% 323.6M -7.07B -89.2M 0.61 5.90 N/A N/A 137,846 83,661 1,429,402 1,199,130 2021-03-10 $232.65 $230.00 27.0% 7.6% 23.7% 6.8% 28.3% 5.1% -0.5% 283.0M -6.00B -88.4M 0.66 4.61 N/A N/A 120,752 79,352 1,452,457 1,212,279 2021-03-11 $237.54 $230.00 25.1% 7.2% 25.0% 3.8% 26.5% 3.8% -0.1% 482.6M -9.18B -90.1M 0.62 4.63 N/A N/A 159,161 99,371 1,480,627 1,236,900 2021-03-12 $235.46 $230.00 25.9% 7.5% 25.1% 5.1% 27.5% 4.3% 0.4% 400.0M -7.68B -89.7M 0.64 4.59 N/A N/A 125,672 80,242 1,503,691 1,249,775 2021-03-15 $233.84 $230.00 25.3% 7.3% 25.1% 4.1% 26.3% 3.5% 0.7% 287.9M -6.54B -86.7M 0.72 2.21 N/A N/A 114,691 82,980 1,470,340 1,216,093 2021-03-16 $238.50 $230.00 24.0% 6.9% 26.3% 2.1% 24.7% 3.1% 1.2% 459.6M -9.44B -88.2M 0.47 3.13 N/A N/A 215,852 102,056 1,500,539 1,253,952 2021-03-17 $236.72 $230.00 24.6% 7.1% 26.3% 3.1% 25.3% 3.6% 0.4% 402.0M -8.03B -87.4M 0.69 3.88 N/A N/A 162,888 112,695 1,530,823 1,261,824 2021-03-18 $230.96 $230.00 28.1% 8.0% 27.6% 8.6% 28.5% 4.3% 0.5% 180.5M -4.20B -88.5M 0.42 2.30 N/A N/A 165,572 70,095 1,545,396 1,281,679 2021-03-19 $231.42 $230.00 24.7% 7.0% 27.5% 4.1% 25.4% 3.5% 0.4% 224.2M -4.76B -86.9M 0.65 2.32 N/A N/A 149,917 97,031 1,558,971 1,291,873 2021-03-22 $236.07 $230.00 22.7% 6.4% 27.1% 0.0% 22.8% 3.5% 3.1% 282.8M -6.34B -84.8M 0.58 4.99 N/A N/A 148,472 86,572 1,244,083 1,017,714 2021-03-23 $237.85 $230.00 23.3% 6.6% 27.1% 1.5% 24.2% 3.4% 3.3% 345.6M -6.98B -86.8M 0.56 2.00 N/A N/A 260,516 144,884 1,270,756 1,040,742 2021-03-24 $236.13 $235.00 24.3% 6.7% 27.3% 4.1% 24.0% 4.4% 2.4% 285.7M -6.00B -86.4M 0.61 2.09 N/A N/A 133,430 81,686 1,306,518 1,073,257 2021-03-25 $233.25 $235.00 25.5% 7.0% 26.4% 7.4% 25.2% 4.7% 3.1% 191.7M -4.58B -86.7M 0.57 2.37 N/A N/A 180,641 103,762 1,329,920 1,088,638 2021-03-26 $235.14 $235.00 24.4% 6.4% 25.2% 5.0% 23.5% 4.5% 3.0% 467.1M -5.74B -86.1M 0.58 2.44 N/A N/A 142,647 83,228 1,363,749 1,112,317 2021-03-29 $234.75 $235.00 26.2% 6.7% 25.1% 10.4% 24.4% 5.0% 0.0% 245.6M -5.43B -85.9M 0.68 2.42 N/A N/A 124,211 84,624 1,297,433 1,075,315 2021-03-30 $232.03 $235.00 27.0% 6.7% 25.3% 12.6% 23.9% 4.6% -0.4% 162.4M -4.12B -85.8M 0.53 1.95 N/A N/A 125,888 66,464 1,334,060 1,114,024 2021-03-31 $236.76 $235.00 26.0% 6.3% 23.8% 9.7% 23.1% 2.9% -0.3% 431.9M -6.96B -87.8M 0.36 2.69 N/A N/A 339,485 120,592 1,369,695 1,138,831
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