MSFT Options History — May 2021 In May 2021, MSFT traded between $239.55 and $252.80. ATM implied volatility averaged 21.7%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 0.1% (HV 20d: 21.6%). Max pain ranged from $235.00 to $250.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.69.
Notable Days 2021-05-07 : Highest Volume — 330,505 contracts2021-05-12 : Largest IV spike — 18.7% change2021-05-12 : Highest IV Rank — 29.8%2021-05-12 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $247.50 $239.55 $252.80 $251.57 $250.51 Max Pain $241.25 $235.00 $250.00 $250.00 $240.00 ATM IV 21.7% 18.6% 28.0% 19.9% 18.6% Expected Move 6.2% 5.1% 7.9% 5.7% 5.1% HV 20d 21.6% 17.0% 25.6% 17.0% 23.0% HV 60d 22.7% 21.4% 23.7% 21.4% 22.1% IV Rank 7.7% 0.0% 29.8% 0.0% 0.0% IV Percentile 5.8% 0.0% 44.0% 0.0% 0.0% Term Structure 0.2% -0.5% 0.6% 0.4% 0.6% VWIV 22.6% 18.9% 29.0% 20.5% 18.9% Skew 25d 4.3% 2.3% 7.0% 2.5% 3.5% Skew 10d 10.0% 5.8% 16.2% 5.8% 9.3% Call IV 25d 20.2% 17.3% 25.8% 19.4% 17.3% Put IV 25d 24.5% 20.8% 32.9% 21.9% 20.8% Bid-Ask Spread % 1.95 1.32 2.59 1.99 1.32 Gamma HHI 0.07 0.04 0.18 0.07 0.07 Net GEX 265.0M 7.3M 706.4M 350.7M 333.9M Net DEX -6.01B -10.20B -1.71B -8.74B -7.40B Net VEX -94.4M -97.4M -91.4M -92.7M -94.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.28 1.14 0.54 0.57 Total Volume 227,867.5 112,058 330,505 235,077 180,636 Total OI 2,784,718.3 2,613,741 2,956,913 2,661,978 2,750,320
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 2021-05-03 $251.57 $250.00 19.9% 5.7% 17.0% 0.0% 20.5% 2.5% 0.4% 350.7M -8.74B -92.7M 0.54 1.99 N/A N/A 152,551 82,526 1,454,859 1,207,119 2021-05-04 $246.83 $250.00 22.0% 6.3% 18.4% 7.3% 23.3% 3.4% 0.1% 158.6M -5.66B -93.1M 0.83 2.29 N/A N/A 165,058 136,502 1,478,655 1,233,476 2021-05-05 $246.96 $250.00 20.3% 5.9% 18.2% 1.5% 21.6% 3.9% 0.4% 134.1M -5.73B -92.1M 0.62 1.89 N/A N/A 133,856 82,832 1,494,229 1,262,003 2021-05-06 $248.20 $240.00 21.4% 6.2% 17.5% 5.1% 22.6% 3.2% 0.2% 205.7M -6.45B -94.0M 0.60 2.59 N/A N/A 153,489 91,420 1,508,181 1,282,402 2021-05-07 $252.80 $235.00 19.4% 5.7% 18.6% 0.0% 20.9% 2.3% 0.4% 706.4M -10.20B -92.0M 0.46 2.20 N/A N/A 226,287 104,218 1,537,836 1,291,125 2021-05-10 $248.50 $240.00 21.9% 6.2% 19.4% 8.5% 21.8% 3.7% -0.3% 237.7M -6.71B -91.4M 0.62 2.24 N/A N/A 124,123 76,422 1,460,213 1,243,457 2021-05-11 $245.76 $240.00 23.6% 6.8% 19.4% 14.5% 24.4% 4.8% 0.1% 136.6M -4.96B -93.9M 0.81 2.15 N/A N/A 117,338 95,357 1,484,109 1,266,918 2021-05-12 $239.55 $240.00 28.0% 7.9% 20.9% 29.8% 29.0% 7.0% -0.3% 7.3M -1.84B -93.6M 0.82 2.17 N/A N/A 162,276 132,621 1,505,777 1,292,239 2021-05-13 $244.57 $240.00 24.7% 7.1% 21.7% 18.5% 25.7% 6.0% 0.0% 142.2M -4.66B -94.8M 0.68 1.98 N/A N/A 149,468 102,175 1,524,180 1,327,526 2021-05-14 $248.55 $240.00 21.1% 6.0% 22.6% 5.8% 21.8% 5.0% 0.1% 268.5M -7.07B -93.7M 0.70 1.82 N/A N/A 174,616 122,010 1,543,239 1,342,602 2021-05-17 $244.78 $240.00 23.0% 6.6% 23.0% 12.6% 26.0% 5.2% 0.1% 153.3M -4.61B -94.8M 1.14 1.77 N/A N/A 113,015 129,049 1,501,361 1,320,138 2021-05-18 $244.39 $240.00 22.0% 6.3% 23.0% 9.0% 23.6% 4.4% 0.3% 150.6M -4.33B -96.3M 0.28 2.43 N/A N/A 228,530 63,516 1,533,198 1,371,312 2021-05-19 $241.53 $240.00 25.2% 7.2% 22.9% 20.1% 25.3% 5.9% -0.5% 41.9M -1.71B -97.4M 0.80 2.23 N/A N/A 101,052 80,737 1,507,064 1,393,780 2021-05-20 $247.11 $240.00 22.4% 6.4% 24.6% 10.4% 22.7% 4.7% 0.0% 331.0M -5.55B -96.8M 0.69 1.85 N/A N/A 129,521 89,308 1,522,554 1,405,962 2021-05-21 $245.17 $240.00 21.8% 6.2% 23.9% 8.3% 21.8% 4.7% 0.4% 415.9M -4.11B -97.3M 0.64 1.75 N/A N/A 129,967 83,070 1,539,906 1,417,007 2021-05-24 $250.74 $240.00 19.9% 5.7% 25.6% 1.8% 20.3% 4.3% 0.5% 367.6M -7.74B -93.7M 0.63 1.46 N/A N/A 140,291 88,989 1,348,381 1,265,360 2021-05-25 $251.50 $240.00 19.7% 5.6% 25.5% 1.2% 21.4% 4.4% 0.4% 425.4M -7.96B -95.2M 0.83 1.94 N/A N/A 79,095 65,352 1,383,404 1,282,558 2021-05-26 $250.92 $240.00 19.5% 5.5% 23.1% 0.4% 20.1% 4.1% 0.4% 397.7M -7.79B -94.8M 0.78 1.45 N/A N/A 63,048 49,010 1,394,816 1,299,229 2021-05-27 $250.08 $240.00 19.1% 5.3% 23.0% 0.0% 19.5% 3.9% 0.6% 335.6M -6.98B -95.1M 0.70 1.57 N/A N/A 93,150 64,869 1,405,302 1,312,569 2021-05-28 $250.51 $240.00 18.6% 5.1% 23.0% 0.0% 18.9% 3.5% 0.6% 333.9M -7.40B -94.8M 0.57 1.32 N/A N/A 114,801 65,835 1,419,448 1,330,872
« Apr 2021 | All History | Jun 2021 » Home MSFT History May 2021