MSFT Options History — July 2021 In July 2021, MSFT traded between $271.02 and $289.40. ATM implied volatility averaged 21.1%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 6.9% (HV 20d: 14.2%). Max pain ranged from $250.00 to $275.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2021-07-02 : Highest Volume — 496,796 contracts2021-07-28 : Largest IV drop — 18.7% change2021-07-19 : Highest IV Rank — 24.1%2021-07-19 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $281.39 $271.02 $289.40 $271.02 $285.01 Max Pain $262.50 $250.00 $275.00 $250.00 $275.00 ATM IV 21.1% 17.2% 24.3% 20.5% 17.2% Expected Move 5.8% 4.3% 6.9% 4.4% 4.7% HV 20d 14.2% 11.2% 17.0% 11.2% 17.0% HV 60d 18.3% 17.5% 19.1% 18.1% 17.6% IV Rank 14.1% 1.7% 24.1% 12.2% 1.7% IV Percentile 13.7% 1.2% 28.6% 9.9% 1.2% Term Structure -0.2% -0.6% 0.6% -0.3% 0.6% VWIV 21.3% 15.6% 24.9% 15.9% 16.6% Skew 25d 3.1% 2.3% 4.3% 2.4% 3.1% Skew 10d 7.0% 4.6% 10.8% 6.1% 6.4% Call IV 25d 20.1% 16.2% 22.3% 19.8% 16.2% Put IV 25d 23.2% 19.2% 26.5% 22.3% 19.3% Bid-Ask Spread % 2.36 1.57 4.94 1.81 2.06 Gamma HHI 0.10 0.07 0.24 0.09 0.17 Net GEX 640.4M 366.7M 1.06B 726.4M 740.3M Net DEX -15.64B -18.99B -10.25B -14.84B -13.34B Net VEX -94.9M -100.2M -90.5M -90.9M -95.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.36 0.97 0.65 0.59 Total Volume 329,587.905 149,679 496,796 150,894 269,589 Total OI 2,575,798.095 2,390,252 2,760,544 2,547,798 2,671,008
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 2021-07-01 $271.02 $250.00 20.5% 4.4% 11.2% 12.2% 15.9% 2.4% -0.3% 726.4M -14.84B -90.9M 0.65 1.81 N/A N/A 91,477 59,417 1,338,661 1,209,137 2021-07-02 $277.60 $250.00 20.5% 4.3% 11.3% 12.3% 15.6% 2.3% -0.6% 888.7M -18.99B -90.5M 0.52 1.71 N/A N/A 327,352 169,444 1,344,050 1,222,060 2021-07-06 $277.15 $255.00 21.6% 6.1% 11.5% 15.7% 21.6% 3.0% -0.4% 637.2M -17.07B -90.7M 0.86 2.70 N/A N/A 235,085 202,722 1,320,906 1,184,107 2021-07-07 $279.93 $255.00 22.2% 6.2% 11.5% 17.7% 22.5% 2.9% -0.5% 664.5M -18.41B -92.4M 0.72 2.35 N/A N/A 240,911 173,225 1,363,047 1,240,725 2021-07-08 $277.35 $260.00 23.4% 6.6% 12.6% 21.2% 24.4% 3.4% -0.3% 476.4M -15.78B -99.3M 0.89 2.76 N/A N/A 153,110 135,627 1,394,241 1,277,740 2021-07-09 $277.40 $260.00 21.5% 6.1% 12.4% 15.3% 21.9% 3.0% -0.4% 671.4M -16.25B -93.7M 0.61 2.65 N/A N/A 158,025 96,484 1,422,148 1,295,728 2021-07-12 $277.15 $260.00 21.0% 6.0% 12.5% 13.8% 22.5% 2.8% -0.0% 506.9M -15.22B -94.7M 0.65 2.24 N/A N/A 106,555 69,014 1,368,329 1,250,625 2021-07-13 $281.12 $260.00 21.7% 6.1% 13.0% 15.9% 21.8% 2.5% -0.2% 655.2M -17.91B -92.1M 0.44 2.24 N/A N/A 294,247 129,226 1,387,163 1,277,535 2021-07-14 $283.28 $260.00 21.4% 6.0% 12.9% 15.1% 22.3% 2.5% -0.6% 723.1M -18.95B -94.5M 0.51 4.94 N/A N/A 233,583 118,202 1,406,504 1,296,695 2021-07-15 $280.57 $265.00 21.7% 6.1% 13.6% 15.8% 23.2% 2.5% -0.4% 433.7M -16.97B -94.6M 0.97 2.87 N/A N/A 167,587 161,977 1,425,556 1,325,706 2021-07-16 $281.10 $265.00 21.8% 6.2% 13.1% 16.3% 22.7% 2.6% -0.2% 571.7M -17.08B -96.5M 0.52 2.32 N/A N/A 318,750 164,394 1,436,801 1,323,743 2021-07-19 $276.02 $265.00 24.3% 6.9% 15.1% 24.1% 24.9% 4.3% -0.5% 366.7M -10.25B -97.0M 0.81 2.17 N/A N/A 190,735 155,423 1,253,437 1,143,254 2021-07-20 $280.27 $265.00 21.5% 6.1% 15.8% 15.2% 22.6% 4.2% -0.2% 552.8M -12.29B -97.0M 0.56 2.09 N/A N/A 133,925 75,221 1,262,876 1,170,799 2021-07-21 $280.60 $265.00 20.8% 6.0% 15.5% 13.2% 21.7% 3.6% -0.2% 530.1M -12.60B -94.3M 0.67 1.57 N/A N/A 89,849 59,830 1,269,377 1,187,463 2021-07-22 $285.67 $265.00 21.3% 6.1% 16.3% 14.8% 22.2% 3.8% -0.2% 770.6M -15.69B -95.3M 0.44 2.17 N/A N/A 306,621 135,870 1,287,637 1,200,550 2021-07-23 $289.40 $265.00 20.5% 5.9% 16.7% 12.3% 21.5% 3.6% -0.2% 1.06B -17.85B -95.1M 0.36 1.98 N/A N/A 288,647 104,885 1,321,466 1,230,062 2021-07-26 $288.68 $265.00 20.9% 6.2% 16.6% 13.3% 22.4% 3.7% -0.3% 596.6M -15.67B -94.5M 0.68 2.20 N/A N/A 157,846 107,183 1,234,580 1,155,672 2021-07-27 $286.30 $267.50 23.2% 6.7% 17.0% 20.6% 24.3% 3.5% -0.4% 555.0M -14.19B -100.2M 0.70 2.77 N/A N/A 228,491 159,361 1,267,658 1,176,278 2021-07-28 $286.60 $270.00 18.8% 5.2% 16.7% 6.9% 19.0% 2.8% 0.1% 630.1M -14.56B -96.5M 0.57 2.06 N/A N/A 270,244 153,982 1,305,625 1,219,582 2021-07-29 $286.93 $270.00 17.4% 4.7% 16.6% 2.3% 16.8% 2.7% 0.6% 694.0M -14.57B -97.5M 0.50 1.98 N/A N/A 151,569 75,661 1,360,281 1,262,948 2021-07-30 $285.01 $275.00 17.2% 4.7% 17.0% 1.7% 16.6% 3.1% 0.6% 740.3M -13.34B -95.4M 0.59 2.06 N/A N/A 169,701 99,888 1,390,548 1,280,460
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