MSFT Options History — October 2021 In October 2021, MSFT traded between $282.90 and $330.26. ATM implied volatility averaged 22.2%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 1.0% (HV 20d: 23.2%). Max pain ranged from $290.00 to $300.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2021-10-27 : Highest Volume — 1,170,924 contracts2021-10-04 : Largest IV spike — 13.4% change2021-10-04 : Highest IV Rank — 54.9%2021-10-04 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $303.39 $282.90 $330.26 $288.99 $330.26 Max Pain $292.62 $290.00 $300.00 $290.00 $300.00 ATM IV 22.2% 17.7% 29.5% 26.0% 18.4% Expected Move 6.3% 5.2% 8.1% 6.5% 5.4% HV 20d 23.2% 17.2% 25.6% 21.8% 21.8% HV 60d 18.1% 17.1% 20.1% 17.1% 20.1% IV Rank 25.8% 8.0% 54.9% 40.9% 11.7% IV Percentile 37.0% 10.3% 82.1% 61.5% 14.3% Term Structure -0.1% -0.8% 1.6% -0.1% 0.7% VWIV 23.1% 19.5% 29.5% 24.5% 19.7% Skew 25d 4.3% 1.6% 7.3% 6.6% 1.6% Skew 10d 9.7% 2.9% 15.7% 13.7% 2.9% Call IV 25d 20.8% 17.2% 27.3% 24.2% 18.2% Put IV 25d 25.1% 19.8% 34.6% 30.9% 19.8% Bid-Ask Spread % 2.79 1.89 6.79 2.33 6.79 Gamma HHI 0.12 0.05 0.32 0.07 0.32 Net GEX 621.9M 123.4M 1.28B 370.3M 1.28B Net DEX -14.47B -25.66B -5.32B -8.27B -25.66B Net VEX -105.7M -109.2M -99.2M -108.4M -107.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.35 0.89 0.57 0.38 Total Volume 336,171.905 138,224 1,170,924 323,909 777,113 Total OI 2,590,688.714 2,334,901 2,750,272 2,685,405 2,750,272
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 2021-10-01 $288.99 $290.00 26.0% 6.5% 21.8% 40.9% 24.5% 6.6% -0.1% 370.3M -8.27B -108.4M 0.57 2.33 N/A N/A 206,150 117,759 1,380,919 1,304,486 2021-10-04 $282.90 $290.00 29.5% 8.1% 22.8% 54.9% 29.5% 7.3% -0.8% 123.4M -5.32B -109.2M 0.70 2.59 N/A N/A 141,129 98,267 1,283,855 1,262,405 2021-10-05 $289.26 $290.00 26.3% 7.3% 24.5% 42.2% 27.4% 6.2% -0.6% 268.7M -8.34B -107.8M 0.68 2.77 N/A N/A 152,142 102,791 1,301,775 1,281,605 2021-10-06 $292.17 $290.00 26.9% 7.5% 24.9% 44.6% 26.4% 5.7% -0.6% 400.8M -10.46B -107.4M 0.58 2.49 N/A N/A 151,553 87,197 1,322,429 1,306,897 2021-10-07 $295.08 $290.00 24.5% 6.9% 25.1% 35.0% 25.4% 5.3% -0.5% 545.4M -12.14B -108.6M 0.54 2.41 N/A N/A 193,028 104,922 1,333,121 1,328,827 2021-10-08 $294.67 $290.00 23.8% 6.8% 25.1% 32.0% 24.9% 4.8% -0.3% 880.7M -11.80B -107.4M 0.77 2.28 N/A N/A 134,541 103,059 1,345,440 1,347,948 2021-10-11 $294.94 $290.00 24.2% 6.9% 25.1% 34.0% 23.7% 5.1% -0.1% 386.9M -11.19B -106.9M 0.83 2.42 N/A N/A 118,317 98,753 1,294,363 1,296,391 2021-10-12 $292.56 $290.00 24.3% 6.9% 24.8% 34.2% 26.1% 5.9% -0.1% 284.8M -9.59B -107.5M 0.85 2.02 N/A N/A 74,569 63,655 1,313,769 1,315,155 2021-10-13 $296.13 $290.00 23.2% 6.6% 24.4% 29.8% 23.9% 5.1% -0.1% 481.1M -11.91B -104.6M 0.67 2.88 N/A N/A 103,616 69,152 1,340,974 1,340,438 2021-10-14 $302.37 $290.00 21.5% 6.2% 25.6% 22.9% 23.2% 3.8% 0.1% 841.5M -16.42B -102.8M 0.67 1.92 N/A N/A 204,833 137,181 1,351,461 1,352,983 2021-10-15 $303.66 $290.00 19.5% 5.6% 25.0% 14.9% 20.8% 3.5% 0.0% 639.1M -17.35B -103.5M 0.57 2.46 N/A N/A 213,678 121,501 1,366,059 1,362,804 2021-10-18 $306.90 $290.00 20.4% 5.8% 23.0% 18.8% 21.2% 3.6% -0.1% 587.2M -15.32B -102.0M 0.50 2.17 N/A N/A 232,605 115,445 1,170,219 1,164,682 2021-10-19 $308.10 $290.00 20.3% 5.8% 22.8% 18.0% 21.5% 3.3% -0.8% 654.3M -15.89B -105.4M 0.44 2.24 N/A N/A 167,774 73,389 1,201,419 1,197,953 2021-10-20 $307.31 $295.00 20.4% 5.9% 22.5% 18.6% 21.2% 3.7% -0.3% 706.2M -15.32B -105.9M 0.65 2.20 N/A N/A 147,486 96,417 1,242,398 1,250,813 2021-10-21 $310.31 $295.00 19.9% 5.7% 22.7% 16.6% 21.3% 3.6% -0.6% 894.2M -17.13B -104.4M 0.54 1.89 N/A N/A 154,318 83,409 1,254,909 1,266,228 2021-10-22 $309.32 $295.00 20.4% 5.9% 22.8% 18.7% 21.9% 3.7% -0.8% 1.03B -16.08B -106.8M 0.51 2.36 N/A N/A 182,461 93,388 1,262,090 1,279,974 2021-10-25 $308.23 $295.00 20.7% 6.2% 21.8% 19.6% 22.5% 3.7% 0.2% 484.6M -14.65B -105.0M 0.89 2.31 N/A N/A 89,676 80,057 1,196,373 1,239,409 2021-10-26 $310.36 $295.00 20.1% 6.0% 17.2% 17.4% 21.6% 3.0% 1.6% 560.4M -15.88B -102.5M 0.59 6.75 N/A N/A 225,839 133,620 1,219,677 1,263,490 2021-10-27 $324.24 $300.00 17.7% 5.2% 22.0% 8.0% 19.5% 2.5% 0.3% 798.9M -23.23B -99.2M 0.38 2.60 N/A N/A 848,969 321,955 1,274,929 1,310,837 2021-10-28 $323.36 $300.00 18.0% 5.2% 21.8% 9.2% 19.8% 2.8% 0.6% 843.8M -21.93B -106.2M 0.35 2.75 N/A N/A 323,459 114,437 1,359,613 1,365,074 2021-10-29 $330.26 $300.00 18.4% 5.4% 21.8% 11.7% 19.7% 1.6% 0.7% 1.28B -25.66B -107.7M 0.38 6.79 N/A N/A 562,451 214,662 1,371,907 1,378,365
« Sep 2021 | All History | Nov 2021 » Home MSFT History October 2021