MSFT Options History — November 2021 In November 2021, MSFT traded between $328.54 and $343.21. ATM implied volatility averaged 20.2%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.4% (HV 20d: 18.8%). Max pain ranged from $300.00 to $320.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2021-11-16 : Highest Volume — 1,084,426 contracts2021-11-26 : Largest IV spike — 24.8% change2021-11-26 : Highest IV Rank — 56.3%2021-11-26 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $336.12 $328.54 $343.21 $328.54 $331.64 Max Pain $309.52 $300.00 $320.00 $305.00 $320.00 ATM IV 20.2% 17.8% 26.8% 18.7% 25.6% Expected Move 5.8% 5.1% 7.6% 5.6% 7.3% HV 20d 18.8% 14.8% 20.9% 19.7% 16.2% HV 60d 20.1% 19.6% 20.7% 20.2% 20.7% IV Rank 22.4% 9.8% 56.3% 13.1% 50.4% IV Percentile 29.9% 11.1% 81.3% 16.3% 71.4% Term Structure 0.4% -0.0% 0.9% 0.3% 0.1% VWIV 21.3% 18.1% 27.8% 20.4% 26.8% Skew 25d 3.4% 2.3% 6.3% 2.4% 6.3% Skew 10d 8.1% 4.0% 15.0% 5.7% 15.0% Call IV 25d 19.2% 17.2% 24.5% 18.6% 23.1% Put IV 25d 22.6% 20.0% 30.3% 21.0% 29.4% Bid-Ask Spread % 2.77 1.88 3.92 3.10 3.09 Gamma HHI 0.09 0.06 0.12 0.10 0.06 Net GEX 723.5M 51.0M 988.6M 746.8M 301.2M Net DEX -22.65B -26.74B -15.76B -22.45B -15.94B Net VEX -113.2M -122.7M -106.7M -109.2M -121.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.13 0.91 0.53 0.75 Total Volume 344,426.762 204,215 1,084,426 332,841 298,243 Total OI 2,742,904.619 2,519,207 2,889,789 2,660,614 2,683,192
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 2021-11-01 $328.54 $305.00 18.7% 5.6% 19.7% 13.1% 20.4% 2.4% 0.3% 746.8M -22.45B -109.2M 0.53 3.10 N/A N/A 217,816 115,025 1,337,447 1,323,167 2021-11-02 $333.37 $305.00 18.0% 5.4% 19.2% 9.8% 19.3% 2.6% 0.9% 828.1M -25.18B -106.7M 0.36 2.96 N/A N/A 303,773 108,047 1,365,169 1,351,531 2021-11-03 $334.59 $305.00 17.8% 5.1% 19.2% 10.3% 18.1% 2.8% 0.6% 894.4M -25.69B -108.1M 0.45 2.57 N/A N/A 183,772 82,325 1,401,094 1,367,574 2021-11-04 $335.62 $300.00 18.9% 5.7% 19.2% 15.7% 20.4% 2.3% 0.6% 988.6M -26.64B -108.9M 0.38 3.21 N/A N/A 258,623 97,126 1,432,190 1,379,330 2021-11-05 $336.55 $305.00 19.0% 5.7% 19.0% 16.6% 20.9% 2.4% 0.6% 948.1M -26.65B -111.7M 0.44 3.59 N/A N/A 239,997 104,686 1,448,131 1,394,627 2021-11-08 $336.34 $305.00 19.3% 5.7% 19.1% 17.8% 20.8% 2.5% 0.6% 794.2M -25.11B -109.2M 0.37 3.92 N/A N/A 167,155 61,684 1,393,084 1,341,771 2021-11-09 $336.25 $305.00 19.6% 5.8% 18.5% 19.4% 20.9% 3.4% 0.5% 837.9M -25.12B -111.8M 0.49 2.68 N/A N/A 154,175 75,105 1,427,447 1,359,078 2021-11-10 $330.60 $305.00 20.6% 6.0% 20.2% 24.5% 21.2% 3.9% 0.3% 610.5M -21.65B -113.6M 0.57 2.70 N/A N/A 175,140 99,816 1,441,225 1,374,371 2021-11-11 $332.50 $305.00 19.3% 5.7% 19.4% 17.9% 19.5% 3.9% 0.6% 749.5M -22.82B -111.9M 0.63 3.83 N/A N/A 125,247 78,968 1,464,166 1,389,260 2021-11-12 $336.69 $305.00 18.5% 5.4% 19.5% 13.9% 20.5% 2.9% 0.7% 967.7M -25.65B -110.3M 0.47 2.49 N/A N/A 241,483 114,250 1,478,991 1,410,798 2021-11-15 $335.67 $305.00 19.2% 5.6% 19.6% 17.5% 20.4% 3.3% 0.4% 766.2M -24.00B -110.8M 0.64 2.34 N/A N/A 146,586 93,706 1,414,987 1,367,699 2021-11-16 $340.16 $305.00 18.6% 5.4% 19.9% 14.4% 19.7% 2.7% 0.5% 973.2M -26.74B -110.2M 0.13 2.19 N/A N/A 963,483 120,943 1,432,992 1,397,391 2021-11-17 $340.18 $310.00 18.7% 5.4% 19.8% 15.0% 21.2% 3.5% 0.3% 890.2M -21.42B -113.2M 0.47 2.18 N/A N/A 204,829 97,162 1,311,505 1,412,098 2021-11-18 $341.50 $310.00 19.9% 5.7% 19.7% 20.8% 20.1% 3.4% 0.3% 941.4M -22.18B -114.0M 0.50 2.36 N/A N/A 203,706 101,210 1,330,681 1,419,209 2021-11-19 $343.21 $310.00 18.5% 5.3% 19.5% 14.0% 20.1% 2.6% 0.4% 936.6M -23.40B -114.0M 0.40 2.59 N/A N/A 273,313 110,043 1,338,301 1,427,185 2021-11-22 $342.47 $315.00 21.1% 5.9% 19.4% 27.4% 21.0% 2.9% 0.1% 648.5M -22.13B -115.1M 0.50 3.32 N/A N/A 290,948 145,898 1,274,783 1,244,424 2021-11-23 $336.72 $320.00 22.3% 6.2% 20.9% 33.2% 22.3% 4.2% 0.1% 405.2M -18.78B -116.7M 0.72 1.88 N/A N/A 214,575 153,652 1,324,123 1,281,481 2021-11-24 $337.19 $320.00 21.5% 5.9% 14.8% 29.1% 23.4% 3.6% 0.3% 392.2M -19.04B -119.2M 0.61 2.46 N/A N/A 149,048 91,472 1,355,442 1,339,432 2021-11-26 $331.81 $320.00 26.8% 7.6% 16.0% 56.3% 27.8% 5.8% -0.0% 51.0M -15.76B -122.7M 0.91 2.49 N/A N/A 149,833 136,327 1,373,434 1,356,416 2021-11-29 $336.99 $320.00 22.4% 6.2% 15.2% 33.9% 22.6% 3.9% 0.5% 522.4M -19.22B -117.8M 0.58 2.21 N/A N/A 179,403 104,369 1,324,283 1,311,488 2021-11-30 $331.64 $320.00 25.6% 7.3% 16.2% 50.4% 26.8% 6.3% 0.1% 301.2M -15.94B -121.7M 0.75 3.09 N/A N/A 170,443 127,800 1,348,022 1,335,170
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