MSFT Options History — August 2021 In August 2021, MSFT traded between $284.85 and $305.01. ATM implied volatility averaged 17.2%, placing in the 3.7% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 3.7% (HV 20d: 13.5%). Max pain ranged from $260.00 to $275.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2021-08-20 : Highest Volume — 1,011,195 contracts2021-08-27 : Largest IV drop — 9.6% change2021-08-19 : Highest IV Rank — 14.3%2021-08-19 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $294.36 $284.85 $305.01 $284.85 $303.32 Max Pain $267.50 $260.00 $275.00 $275.00 $275.00 ATM IV 17.2% 15.8% 20.4% 17.5% 16.3% Expected Move 4.9% 4.3% 5.8% 4.8% 4.3% HV 20d 13.5% 10.8% 15.0% 15.0% 14.0% HV 60d 14.7% 13.0% 17.6% 17.6% 13.5% IV Rank 3.7% 0.0% 14.3% 2.6% 1.5% IV Percentile 3.8% 0.0% 16.3% 2.0% 2.0% Term Structure 0.4% 0.1% 0.7% 0.1% 0.6% VWIV 17.7% 15.7% 21.3% 17.2% 16.1% Skew 25d 3.1% 2.1% 4.2% 3.0% 3.3% Skew 10d 7.0% 4.3% 10.7% 6.0% 7.9% Call IV 25d 16.5% 15.0% 18.9% 17.0% 15.9% Put IV 25d 19.6% 17.5% 22.8% 20.1% 19.2% Bid-Ask Spread % 2.17 1.77 2.74 2.33 2.07 Gamma HHI 0.14 0.09 0.33 0.10 0.11 Net GEX 792.5M 343.9M 1.69B 550.5M 738.5M Net DEX -16.82B -22.71B -13.01B -13.01B -18.67B Net VEX -96.4M -103.1M -92.6M -93.7M -100.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.13 0.73 0.72 0.54 Total Volume 300,152.727 141,586 1,011,195 149,048 152,103 Total OI 2,618,280.5 2,425,542 2,721,110 2,501,780 2,616,156
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 2021-08-02 $284.85 $275.00 17.5% 4.8% 15.0% 2.6% 17.2% 3.0% 0.1% 550.5M -13.01B -93.7M 0.72 2.33 N/A N/A 86,739 62,309 1,288,225 1,213,555 2021-08-03 $286.57 $275.00 17.3% 4.6% 15.0% 2.0% 16.6% 3.1% 0.2% 652.9M -14.02B -93.5M 0.54 2.29 N/A N/A 125,561 67,542 1,313,924 1,230,764 2021-08-04 $286.93 $275.00 17.4% 4.7% 14.7% 2.4% 16.7% 2.5% 0.2% 687.1M -14.08B -95.5M 0.41 2.09 N/A N/A 139,497 56,952 1,330,177 1,249,416 2021-08-05 $288.89 $260.00 16.6% 5.0% 14.3% 0.0% 18.3% 2.8% 0.1% 885.5M -15.71B -93.5M 0.54 2.40 N/A N/A 122,730 66,356 1,356,137 1,257,529 2021-08-06 $288.77 $260.00 15.9% 4.8% 14.3% 0.0% 17.6% 2.1% 0.2% 918.2M -15.95B -92.6M 0.73 2.55 N/A N/A 115,132 83,999 1,382,423 1,271,711 2021-08-09 $288.26 $260.00 16.3% 4.9% 14.3% 1.3% 17.8% 2.6% 0.5% 739.2M -14.96B -94.6M 0.39 2.06 N/A N/A 156,106 60,634 1,330,049 1,246,815 2021-08-10 $285.99 $260.00 17.1% 5.0% 14.0% 3.9% 18.7% 2.5% 0.4% 602.4M -13.40B -95.0M 0.49 2.24 N/A N/A 135,261 66,613 1,345,444 1,265,139 2021-08-11 $286.80 $260.00 16.4% 4.9% 13.7% 1.7% 17.1% 3.0% 0.6% 630.0M -13.78B -95.2M 0.41 2.11 N/A N/A 100,405 41,181 1,368,316 1,283,040 2021-08-12 $289.49 $260.00 15.8% 4.7% 13.5% 0.0% 17.3% 2.3% 0.6% 943.9M -15.90B -94.6M 0.50 2.37 N/A N/A 136,073 67,508 1,387,584 1,298,460 2021-08-13 $292.35 $260.00 16.1% 4.7% 13.8% 1.0% 16.3% 2.6% 0.6% 1.69B -18.22B -94.1M 0.55 2.00 N/A N/A 246,695 134,438 1,402,231 1,304,333 2021-08-16 $294.12 $260.00 16.4% 4.7% 11.6% 1.8% 17.4% 2.8% 0.6% 875.7M -18.19B -93.3M 0.34 1.96 N/A N/A 236,451 80,909 1,346,908 1,270,818 2021-08-17 $292.71 $260.00 17.8% 5.1% 11.0% 6.1% 19.1% 3.4% 0.5% 842.9M -17.30B -94.9M 0.13 1.98 N/A N/A 594,441 76,515 1,374,923 1,301,237 2021-08-18 $292.09 $260.00 18.8% 5.4% 11.1% 9.2% 18.8% 3.7% 0.5% 772.2M -16.66B -97.4M 0.58 1.77 N/A N/A 163,730 94,414 1,401,654 1,319,456 2021-08-19 $296.82 $270.00 20.4% 5.8% 10.8% 14.3% 21.3% 3.9% 0.2% 950.8M -17.09B -98.9M 0.45 1.88 N/A N/A 353,391 158,014 1,335,690 1,332,055 2021-08-20 $305.01 $270.00 19.3% 5.5% 13.6% 10.9% 20.8% 2.8% 0.3% 1.26B -22.71B -95.1M 0.44 1.79 N/A N/A 702,598 308,597 1,348,824 1,340,983 2021-08-23 $304.82 $270.00 17.5% 4.9% 13.5% 5.2% 18.5% 3.1% 0.3% 724.0M -20.61B -94.8M 0.53 2.44 N/A N/A 219,485 116,395 1,231,486 1,194,056 2021-08-24 $302.99 $275.00 17.3% 4.9% 13.3% 4.6% 17.8% 3.9% 0.4% 682.9M -19.26B -98.7M 0.65 2.51 N/A N/A 147,024 96,196 1,291,435 1,249,821 2021-08-25 $302.35 $275.00 17.4% 4.6% 13.4% 4.9% 17.2% 3.1% 0.5% 670.8M -18.69B -99.7M 0.60 2.10 N/A N/A 152,172 91,084 1,322,924 1,281,254 2021-08-26 $299.57 $275.00 17.9% 4.9% 14.0% 6.4% 17.9% 3.9% 0.6% 583.2M -16.63B -103.1M 0.69 2.10 N/A N/A 124,529 86,487 1,346,898 1,308,552 2021-08-27 $299.86 $275.00 16.2% 4.3% 13.6% 1.2% 15.7% 3.1% 0.7% 343.9M -17.02B -100.0M 0.47 2.74 N/A N/A 226,293 107,267 1,364,584 1,326,624 2021-08-30 $303.39 $275.00 16.2% 4.3% 14.0% 1.3% 16.1% 4.2% 0.6% 693.1M -18.24B -101.8M 0.50 1.86 N/A N/A 162,686 80,848 1,294,905 1,275,656 2021-08-31 $303.32 $275.00 16.3% 4.3% 14.0% 1.5% 16.1% 3.3% 0.6% 738.5M -18.67B -100.6M 0.54 2.07 N/A N/A 98,591 53,512 1,322,336 1,293,820
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