MSFT Options History — December 2021 In December 2021, MSFT traded between $319.48 and $342.40. ATM implied volatility averaged 24.9%, placing in the 46.4% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 0.0% (HV 20d: 24.8%). Max pain ranged from $280.00 to $325.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.56.
Notable Days 2021-12-10 : Highest Volume — 704,150 contracts2021-12-03 : Largest IV spike — 21.9% change2021-12-03 : Highest IV Rank — 86.4%2021-12-03 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $332.65 $319.48 $342.40 $332.58 $337.55 Max Pain $292.50 $280.00 $325.00 $320.00 $295.00 ATM IV 24.9% 21.4% 32.7% 27.0% 23.5% Expected Move 6.9% 5.7% 10.1% 8.1% 5.7% HV 20d 24.8% 15.4% 29.5% 15.4% 28.5% HV 60d 22.5% 20.7% 23.8% 20.7% 22.0% IV Rank 46.4% 28.5% 86.4% 57.2% 39.3% IV Percentile 65.9% 42.9% 98.8% 82.5% 57.5% Term Structure 0.5% -0.5% 3.2% 0.3% -0.0% VWIV 25.0% 20.3% 35.0% 27.8% 20.3% Skew 25d 5.3% 3.3% 9.9% 6.9% 3.9% Skew 10d 11.8% 7.5% 19.9% 15.0% 8.1% Call IV 25d 23.1% 19.2% 28.9% 25.0% 22.0% Put IV 25d 28.4% 23.6% 38.8% 31.9% 25.9% Bid-Ask Spread % 3.93 2.71 7.91 4.22 4.63 Gamma HHI 0.09 0.05 0.40 0.06 0.09 Net GEX 482.7M -597.8M 985.1M 345.8M 382.8M Net DEX -17.47B -23.66B -9.49B -16.71B -19.05B Net VEX -117.0M -123.1M -113.0M -122.2M -113.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.34 1.10 0.51 0.64 Total Volume 351,987.818 244,600 704,150 437,843 294,759 Total OI 2,737,287.955 2,550,136 2,910,126 2,747,732 2,738,686
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 2021-12-01 $332.58 $320.00 27.0% 8.1% 15.4% 57.2% 27.8% 6.9% 0.3% 345.8M -16.71B -122.2M 0.51 4.22 N/A N/A 290,108 147,735 1,375,690 1,372,042 2021-12-02 $330.58 $325.00 26.8% 7.9% 15.5% 56.4% 28.1% 7.3% 0.2% 208.2M -15.38B -121.4M 0.81 2.93 N/A N/A 179,526 144,756 1,397,972 1,392,207 2021-12-03 $320.18 $325.00 32.7% 10.1% 19.0% 86.4% 35.0% 9.9% -0.2% -597.8M -9.49B -123.1M 1.10 4.73 N/A N/A 229,484 253,478 1,412,857 1,412,304 2021-12-06 $325.76 $280.00 27.1% 7.8% 20.2% 57.9% 29.1% 7.0% 0.1% 270.0M -13.49B -120.1M 0.64 4.30 N/A N/A 181,115 116,137 1,360,846 1,328,313 2021-12-07 $333.49 $280.00 22.8% 6.6% 22.0% 35.9% 24.1% 5.1% 0.5% 574.5M -18.54B -114.6M 0.53 2.93 N/A N/A 204,495 108,620 1,387,212 1,354,387 2021-12-08 $333.01 $280.00 21.7% 6.3% 22.0% 30.1% 22.9% 4.3% 0.4% 551.4M -18.10B -113.4M 0.50 2.71 N/A N/A 168,853 83,894 1,400,628 1,367,851 2021-12-09 $333.91 $280.00 23.1% 6.6% 21.2% 37.4% 24.1% 5.4% 0.4% 647.2M -18.48B -115.3M 0.42 5.85 N/A N/A 186,282 78,068 1,429,157 1,380,474 2021-12-10 $341.37 $280.00 22.1% 6.4% 22.5% 32.4% 23.3% 3.3% 0.5% 985.1M -23.66B -116.1M 0.34 3.26 N/A N/A 525,956 178,194 1,440,980 1,388,037 2021-12-13 $341.39 $280.00 23.6% 6.7% 22.1% 39.8% 24.0% 4.0% -0.2% 781.4M -22.15B -118.0M 0.48 7.91 N/A N/A 229,521 110,711 1,402,859 1,320,995 2021-12-14 $327.79 $280.00 26.5% 7.5% 26.5% 54.8% 26.9% 5.9% -0.5% 335.8M -14.73B -116.3M 0.46 3.13 N/A N/A 363,867 169,089 1,423,330 1,347,307 2021-12-15 $332.66 $285.00 24.4% 7.0% 26.6% 44.3% 25.2% 5.2% -0.2% 574.0M -17.96B -117.5M 0.38 5.69 N/A N/A 277,869 104,253 1,463,419 1,369,127 2021-12-16 $325.92 $285.00 27.7% 7.8% 27.5% 60.8% 27.5% 5.8% -0.5% 288.6M -14.07B -118.9M 0.56 3.49 N/A N/A 244,680 135,882 1,471,830 1,380,536 2021-12-17 $322.66 $290.00 26.6% 7.5% 27.5% 55.0% 26.7% 4.9% -0.4% 161.5M -12.81B -116.6M 0.81 4.20 N/A N/A 240,269 195,055 1,506,793 1,403,333 2021-12-20 $319.48 $290.00 28.1% 8.0% 27.5% 62.6% 27.7% 6.0% 1.6% 186.3M -11.01B -117.0M 0.75 2.84 N/A N/A 151,555 113,033 1,305,960 1,244,176 2021-12-21 $325.77 $290.00 24.6% 7.0% 28.7% 44.9% 24.8% 5.3% 2.2% 343.7M -14.13B -117.0M 0.53 4.95 N/A N/A 194,076 103,378 1,337,887 1,284,389 2021-12-22 $331.89 $295.00 22.5% 6.4% 29.1% 34.1% 23.3% 4.8% 3.1% 639.1M -17.36B -119.0M 0.50 2.97 N/A N/A 195,621 98,078 1,361,168 1,307,174 2021-12-23 $335.85 $295.00 21.4% 6.0% 29.4% 28.5% 22.1% 4.4% 3.2% 813.3M -19.74B -117.3M 0.40 3.55 N/A N/A 241,466 96,764 1,382,405 1,327,872 2021-12-27 $342.01 $295.00 23.3% 5.9% 29.5% 38.5% 23.2% 5.4% 0.7% 732.2M -22.05B -114.6M 0.48 3.16 N/A N/A 224,964 107,549 1,332,397 1,265,240 2021-12-28 $342.19 $295.00 24.1% 6.0% 29.0% 42.3% 22.2% 4.1% 0.8% 799.3M -22.30B -113.0M 0.46 2.81 N/A N/A 171,491 78,304 1,360,808 1,287,168 2021-12-29 $342.40 $295.00 23.4% 5.8% 28.3% 38.8% 21.2% 4.9% 0.2% 833.0M -22.25B -114.9M 0.53 2.91 N/A N/A 159,874 84,726 1,379,729 1,304,694 2021-12-30 $339.96 $295.00 24.1% 5.7% 28.5% 42.7% 20.3% 3.3% -0.1% 763.6M -20.86B -114.2M 0.45 3.20 N/A N/A 192,923 87,274 1,394,394 1,315,702 2021-12-31 $337.55 $295.00 23.5% 5.7% 28.5% 39.3% 20.3% 3.9% -0.0% 382.8M -19.05B -113.0M 0.64 4.63 N/A N/A 180,269 114,490 1,405,225 1,333,461
« Nov 2021 | All History | Jan 2022 » Home MSFT History December 2021