MSFT Options History — April 2021 In April 2021, MSFT traded between $242.26 and $262.74. ATM implied volatility averaged 24.0%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.6% (HV 20d: 20.4%). Max pain ranged from $235.00 to $250.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.55.
Notable Days 2021-04-28 : Highest Volume — 549,846 contracts2021-04-28 : Largest IV drop — 16.5% change2021-04-20 : Highest IV Rank — 13.1%2021-04-20 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $255.54 $242.26 $262.74 $242.26 $251.71 Max Pain $241.67 $235.00 $250.00 $235.00 $250.00 ATM IV 24.0% 20.2% 26.0% 24.2% 20.2% Expected Move 6.8% 5.7% 7.4% 5.7% 5.7% HV 20d 20.4% 17.2% 24.8% 24.7% 19.1% HV 60d 23.0% 21.3% 24.7% 24.7% 21.5% IV Rank 6.0% 0.0% 13.1% 4.4% 0.0% IV Percentile 7.5% 0.0% 23.0% 4.4% 0.0% Term Structure -0.5% -1.0% 0.2% -0.0% 0.2% VWIV 24.6% 20.4% 27.7% 20.5% 20.4% Skew 25d 2.3% 1.1% 3.1% 2.9% 2.1% Skew 10d 5.4% 2.4% 8.3% 7.6% 4.0% Call IV 25d 23.3% 19.8% 25.4% 23.3% 19.8% Put IV 25d 25.6% 21.7% 27.8% 26.2% 21.8% Bid-Ask Spread % 3.76 2.07 5.32 2.07 2.83 Gamma HHI 0.12 0.06 0.37 0.18 0.07 Net GEX 697.4M 319.7M 1.39B 911.2M 375.7M Net DEX -13.94B -18.77B -8.97B -10.73B -8.97B Net VEX -89.1M -94.7M -85.7M -86.4M -92.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.41 0.72 0.43 0.61 Total Volume 313,951.524 166,967 549,846 520,112 312,818 Total OI 2,577,376.333 2,380,006 2,839,690 2,557,451 2,839,690
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 2021-04-01 $242.26 $235.00 24.2% 5.7% 24.7% 4.4% 20.5% 2.9% -0.0% 911.2M -10.73B -86.4M 0.43 2.07 N/A N/A 364,306 155,806 1,408,502 1,148,949 2021-04-05 $248.47 $235.00 26.0% 7.1% 24.8% 11.0% 26.2% 1.9% -0.7% 652.9M -12.97B -85.7M 0.50 2.98 N/A N/A 180,818 90,073 1,337,092 1,105,281 2021-04-06 $247.99 $235.00 24.7% 6.9% 24.1% 6.8% 25.5% 2.3% -0.7% 663.3M -12.43B -86.8M 0.45 3.71 N/A N/A 174,823 79,033 1,400,174 1,136,447 2021-04-07 $249.72 $235.00 24.7% 6.9% 22.9% 7.8% 25.1% 2.4% -0.8% 745.7M -13.51B -87.4M 0.53 4.45 N/A N/A 194,056 103,075 1,408,424 1,152,109 2021-04-08 $253.12 $235.00 24.1% 6.7% 22.8% 5.5% 24.5% 2.5% -0.6% 858.9M -15.64B -88.0M 0.51 4.94 N/A N/A 219,889 111,853 1,432,064 1,176,557 2021-04-09 $255.11 $240.00 24.0% 6.8% 22.0% 5.2% 25.1% 2.1% -0.6% 1.16B -16.72B -88.5M 0.53 3.81 N/A N/A 210,035 111,609 1,442,124 1,194,163 2021-04-12 $256.54 $240.00 24.5% 6.9% 21.5% 7.2% 25.0% 2.1% -0.2% 747.4M -16.04B -89.8M 0.41 5.32 N/A N/A 280,874 114,980 1,380,218 1,154,597 2021-04-13 $258.32 $240.00 24.3% 6.8% 21.1% 6.3% 24.7% 2.0% -0.5% 819.3M -17.18B -88.3M 0.48 4.35 N/A N/A 197,291 93,921 1,423,894 1,186,544 2021-04-14 $255.77 $240.00 24.8% 7.0% 21.0% 8.4% 25.2% 2.3% -0.5% 750.2M -15.29B -88.4M 0.42 4.02 N/A N/A 195,615 81,618 1,442,405 1,209,904 2021-04-15 $259.58 $240.00 23.6% 6.7% 21.0% 3.7% 25.4% 2.4% 0.0% 1.08B -17.82B -88.0M 0.49 3.57 N/A N/A 201,150 98,468 1,498,040 1,233,692 2021-04-16 $260.58 $240.00 23.4% 6.6% 17.9% 2.6% 24.1% 2.5% -0.5% 1.39B -18.77B -88.9M 0.48 3.46 N/A N/A 212,561 102,039 1,527,166 1,249,929 2021-04-19 $258.73 $240.00 25.1% 7.1% 18.5% 9.3% 26.8% 2.5% -0.6% 566.1M -13.63B -88.2M 0.72 3.35 N/A N/A 115,611 82,980 1,323,385 1,056,621 2021-04-20 $258.39 $245.00 26.0% 7.4% 17.8% 13.1% 27.7% 2.9% -0.5% 549.3M -13.20B -90.6M 0.66 3.75 N/A N/A 109,884 72,505 1,348,800 1,086,955 2021-04-21 $260.24 $245.00 24.7% 7.1% 17.8% 7.8% 25.7% 3.1% -0.9% 630.6M -14.38B -90.2M 0.72 4.48 N/A N/A 97,252 69,715 1,380,866 1,106,293 2021-04-22 $257.38 $245.00 25.5% 7.3% 18.2% 10.9% 26.3% 3.1% -0.4% 435.1M -12.64B -89.8M 0.62 4.98 N/A N/A 169,611 105,169 1,396,432 1,112,658 2021-04-23 $260.93 $245.00 23.3% 6.7% 17.4% 2.4% 24.6% 2.8% -0.6% 634.5M -14.66B -88.5M 0.68 3.27 N/A N/A 138,353 94,014 1,408,176 1,133,309 2021-04-26 $261.39 $245.00 23.5% 6.9% 17.4% 3.0% 24.4% 3.0% -1.0% 498.4M -14.06B -86.5M 0.64 4.03 N/A N/A 127,381 80,970 1,295,617 1,097,442 2021-04-27 $262.74 $245.00 25.4% 7.4% 17.2% 10.7% 26.3% 1.7% -0.6% 534.2M -14.63B -92.2M 0.56 3.35 N/A N/A 290,584 162,911 1,341,225 1,126,230 2021-04-28 $254.74 $250.00 21.2% 6.1% 20.7% 0.0% 22.0% 1.1% -0.2% 323.6M -10.28B -91.1M 0.54 3.17 N/A N/A 356,096 193,750 1,466,571 1,193,366 2021-04-29 $252.64 $250.00 20.6% 5.8% 20.4% 0.0% 20.8% 1.6% -0.3% 319.7M -9.12B -94.7M 0.48 3.11 N/A N/A 296,897 142,588 1,526,348 1,236,644 2021-04-30 $251.71 $250.00 20.2% 5.7% 19.1% 0.0% 20.4% 2.1% 0.2% 375.7M -8.97B -92.9M 0.61 2.83 N/A N/A 193,865 118,953 1,573,406 1,266,284
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