MSFT Options History — June 2021 In June 2021, MSFT traded between $245.08 and $271.23. ATM implied volatility averaged 19.3%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 1.9% (HV 20d: 17.4%). Max pain ranged from $240.00 to $250.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.54.
Notable Days 2021-06-24 : Highest Volume — 332,842 contracts2021-06-18 : Largest IV spike — 9.4% change2021-06-28 : Highest IV Rank — 14.9%2021-06-03 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $258.96 $245.08 $271.23 $247.83 $270.82 Max Pain $245.00 $240.00 $250.00 $240.00 $250.00 ATM IV 19.3% 16.7% 21.4% 19.4% 20.9% Expected Move 5.1% 4.5% 5.9% 5.5% 4.5% HV 20d 17.4% 12.0% 24.0% 23.3% 12.0% HV 60d 20.1% 18.1% 21.7% 21.7% 18.1% IV Rank 6.4% 0.0% 14.9% 2.8% 13.6% IV Percentile 4.6% 0.0% 12.7% 1.2% 11.5% Term Structure 0.9% -0.7% 3.9% 0.3% -0.1% VWIV 18.6% 16.1% 21.0% 21.0% 16.1% Skew 25d 2.9% 2.3% 3.6% 3.6% 2.5% Skew 10d 6.6% 4.9% 8.7% 8.3% 5.4% Call IV 25d 18.4% 15.4% 20.4% 18.1% 20.1% Put IV 25d 21.3% 17.9% 23.8% 21.7% 22.6% Bid-Ask Spread % 2.18 1.71 4.84 1.80 2.09 Gamma HHI 0.12 0.06 0.25 0.07 0.08 Net GEX 649.6M 79.7M 1.28B 235.4M 730.3M Net DEX -11.05B -15.11B -3.85B -5.73B -14.68B Net VEX -91.5M -93.6M -88.8M -91.3M -93.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.43 0.75 0.75 0.51 Total Volume 246,168.455 165,781 332,842 185,664 176,936 Total OI 2,671,920.591 2,334,636 2,915,424 2,655,982 2,523,554
Daily Data (22 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 2021-06-01 $247.83 $240.00 19.4% 5.5% 23.3% 2.8% 21.0% 3.6% 0.3% 235.4M -5.73B -91.3M 0.75 1.80 N/A N/A 105,880 79,784 1,364,945 1,291,037 2021-06-02 $246.92 $240.00 19.3% 5.3% 22.3% 2.5% 19.6% 3.1% -0.2% 188.2M -5.03B -92.0M 0.43 1.83 N/A N/A 136,298 58,833 1,395,192 1,320,844 2021-06-03 $245.08 $240.00 19.8% 5.9% 22.4% 4.1% 20.8% 3.6% 0.0% 79.7M -3.85B -92.1M 0.53 2.33 N/A N/A 128,823 68,297 1,424,852 1,341,709 2021-06-04 $250.97 $240.00 18.9% 5.6% 24.0% 1.0% 19.6% 3.0% 0.1% 531.3M -8.44B -91.0M 0.50 1.86 N/A N/A 211,952 105,299 1,437,872 1,358,211 2021-06-07 $252.90 $240.00 18.8% 5.5% 23.2% 0.7% 20.7% 3.0% 0.6% 480.4M -9.03B -92.1M 0.58 2.08 N/A N/A 173,680 100,244 1,384,526 1,313,295 2021-06-08 $252.94 $240.00 18.7% 5.5% 22.3% 0.4% 19.7% 2.9% 0.4% 543.1M -9.29B -91.0M 0.43 1.79 N/A N/A 162,794 70,526 1,422,988 1,334,813 2021-06-09 $253.64 $240.00 18.7% 5.5% 21.9% 0.4% 20.4% 3.1% 0.4% 592.6M -9.45B -93.6M 0.65 1.99 N/A N/A 144,831 93,672 1,440,071 1,347,203 2021-06-10 $256.55 $240.00 17.2% 5.2% 19.6% 0.0% 18.7% 2.3% 1.4% 770.9M -11.56B -93.5M 0.66 2.00 N/A N/A 179,106 117,622 1,456,736 1,379,449 2021-06-11 $257.43 $245.00 16.7% 5.1% 18.5% 0.0% 17.9% 2.5% 1.5% 1.28B -12.02B -92.7M 0.62 2.03 N/A N/A 167,272 102,905 1,466,062 1,400,121 2021-06-14 $258.82 $245.00 17.1% 5.0% 17.8% 1.4% 18.2% 2.9% 2.9% 687.1M -12.37B -92.1M 0.56 1.91 N/A N/A 107,376 59,876 1,421,880 1,366,716 2021-06-15 $258.52 $245.00 17.6% 5.1% 16.7% 3.1% 18.4% 3.5% 3.9% 667.8M -11.86B -90.1M 0.50 2.05 N/A N/A 110,728 55,053 1,431,692 1,380,543 2021-06-16 $257.70 $245.00 18.3% 5.3% 16.7% 5.2% 19.1% 3.6% 3.6% 638.8M -11.55B -90.6M 0.52 2.22 N/A N/A 205,796 106,916 1,452,558 1,391,508 2021-06-17 $261.43 $245.00 18.2% 5.0% 16.3% 4.7% 18.2% 2.6% 3.0% 898.3M -14.26B -93.0M 0.51 1.85 N/A N/A 180,320 92,363 1,491,499 1,405,322 2021-06-18 $261.03 $245.00 19.9% 5.4% 14.8% 10.1% 19.9% 2.9% 3.1% 784.4M -14.04B -90.2M 0.62 1.89 N/A N/A 194,343 120,235 1,490,491 1,424,933 2021-06-21 $262.33 $250.00 20.6% 5.1% 14.3% 12.4% 18.4% 3.4% -0.0% 577.6M -10.52B -91.7M 0.61 1.71 N/A N/A 160,225 97,585 1,221,809 1,112,827 2021-06-22 $265.38 $250.00 20.8% 5.0% 12.8% 13.1% 18.1% 3.0% -0.0% 698.3M -12.51B -89.5M 0.46 1.95 N/A N/A 177,070 82,208 1,256,364 1,142,594 2021-06-23 $265.51 $250.00 20.8% 4.8% 12.8% 13.2% 17.2% 2.5% 0.1% 766.4M -12.76B -89.7M 0.49 2.39 N/A N/A 151,034 73,270 1,286,487 1,158,982 2021-06-24 $266.60 $250.00 20.3% 4.6% 12.7% 11.5% 17.0% 2.5% -0.0% 874.2M -13.52B -88.8M 0.44 3.08 N/A N/A 231,266 101,576 1,312,017 1,171,810 2021-06-25 $265.45 $250.00 20.4% 4.5% 12.8% 11.9% 16.3% 2.4% -0.1% 850.1M -12.38B -93.2M 0.48 2.17 N/A N/A 156,266 74,756 1,336,904 1,193,988 2021-06-28 $267.96 $250.00 21.4% 4.7% 12.9% 14.9% 17.0% 2.4% -0.7% 681.4M -13.18B -91.9M 0.56 4.84 N/A N/A 132,905 74,124 1,279,873 1,164,161 2021-06-29 $271.23 $250.00 21.1% 4.6% 12.2% 13.9% 16.8% 2.5% -0.3% 736.1M -15.11B -90.2M 0.51 2.00 N/A N/A 189,001 96,660 1,302,206 1,181,609 2021-06-30 $270.82 $250.00 20.9% 4.5% 12.0% 13.6% 16.1% 2.5% -0.1% 730.3M -14.68B -93.6M 0.51 2.09 N/A N/A 117,231 59,705 1,324,176 1,199,378
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