MSFT Options History — August 2022 In August 2022, MSFT traded between $262.80 and $293.53. ATM implied volatility averaged 25.3%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 6.4% (HV 20d: 31.7%). Max pain ranged from $265.00 to $280.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2022-08-16 : Highest Volume — 560,243 contracts2022-08-26 : Largest IV spike — 15.9% change2022-08-30 : Highest IV Rank — 47.7%2022-08-30 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $280.70 $262.80 $293.53 $278.41 $263.33 Max Pain $273.59 $265.00 $280.00 $265.00 $275.00 ATM IV 25.3% 21.4% 30.0% 25.5% 29.6% Expected Move 7.3% 6.2% 8.7% 7.4% 8.6% HV 20d 31.7% 21.5% 37.4% 36.4% 21.5% HV 60d 33.5% 31.6% 37.1% 37.1% 32.8% IV Rank 32.1% 18.4% 47.7% 33.0% 46.3% IV Percentile 37.9% 21.8% 59.1% 38.5% 55.6% Term Structure 0.3% -0.6% 1.5% -0.4% -0.1% VWIV 25.7% 22.3% 30.0% 25.7% 30.0% Skew 25d 5.9% 5.0% 7.0% 5.7% 6.4% Skew 10d 11.7% 10.1% 13.6% 11.8% 12.7% Call IV 25d 22.8% 19.6% 27.3% 23.4% 27.1% Put IV 25d 28.7% 24.7% 33.7% 29.1% 33.5% Bid-Ask Spread % 2.34 1.38 4.78 2.40 1.95 Gamma HHI 0.06 0.03 0.11 0.05 0.04 Net GEX 291.9M -92.5M 629.3M 308.2M -35.2M Net DEX -4.89B -11.42B 3.38B -5.38B 3.11B Net VEX -95.5M -99.9M -88.6M -93.5M -89.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.20 1.17 0.83 1.17 Total Volume 295,173.739 215,318 560,243 329,808 281,723 Total OI 2,529,329.13 2,357,158 2,659,453 2,395,760 2,584,274
Daily Data (23 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 2022-08-01 $278.41 $265.00 25.5% 7.4% 36.4% 33.0% 25.7% 5.7% -0.4% 308.2M -5.38B -93.5M 0.83 2.40 N/A N/A 180,211 149,597 1,286,623 1,109,137 2022-08-02 $275.23 $265.00 26.8% 7.8% 36.7% 37.4% 27.7% 6.4% -0.4% 224.8M -3.82B -93.6M 0.76 2.63 N/A N/A 190,093 143,881 1,325,472 1,139,808 2022-08-03 $282.77 $265.00 24.5% 7.2% 37.4% 29.6% 25.3% 5.7% -0.1% 495.3M -7.84B -95.4M 0.64 2.33 N/A N/A 216,675 139,000 1,356,206 1,155,529 2022-08-04 $282.91 $270.00 24.4% 7.1% 37.4% 29.4% 26.6% 5.8% -0.0% 470.6M -7.75B -96.6M 0.77 2.35 N/A N/A 135,440 103,919 1,369,257 1,177,409 2022-08-05 $282.48 $270.00 24.2% 7.1% 37.4% 28.4% 25.9% 5.5% -0.3% 402.4M -7.49B -96.4M 0.88 2.66 N/A N/A 158,128 138,618 1,379,605 1,190,856 2022-08-08 $280.39 $270.00 24.6% 7.2% 37.3% 30.0% 25.4% 5.6% 0.6% 318.7M -5.73B -95.1M 0.83 1.92 N/A N/A 141,485 118,020 1,322,512 1,127,228 2022-08-09 $282.24 $270.00 26.2% 7.6% 32.6% 35.4% 26.3% 5.7% 0.2% 366.8M -6.60B -96.8M 0.72 4.30 N/A N/A 161,336 115,605 1,344,333 1,152,255 2022-08-10 $289.27 $270.00 22.7% 6.7% 33.1% 23.4% 24.5% 5.2% 0.6% 578.4M -10.32B -96.6M 0.86 2.32 N/A N/A 177,068 152,838 1,369,961 1,176,857 2022-08-11 $287.00 $270.00 23.9% 7.0% 33.5% 27.6% 24.2% 5.8% 0.7% 505.6M -8.87B -97.3M 0.70 2.30 N/A N/A 181,780 126,674 1,390,141 1,205,567 2022-08-12 $290.90 $270.00 22.6% 6.6% 33.6% 23.1% 24.2% 5.3% 0.7% 629.3M -11.14B -97.8M 0.79 1.72 N/A N/A 185,473 146,698 1,417,990 1,227,363 2022-08-15 $293.53 $270.00 21.8% 6.3% 33.1% 19.7% 23.0% 5.3% 0.8% 580.3M -11.42B -98.1M 0.61 1.82 N/A N/A 167,087 101,161 1,385,100 1,191,914 2022-08-16 $293.47 $270.00 21.4% 6.2% 32.9% 18.4% 22.9% 5.1% 0.8% 575.7M -11.30B -98.7M 0.20 2.27 N/A N/A 466,927 93,316 1,401,041 1,215,199 2022-08-17 $291.33 $275.00 23.3% 6.7% 33.1% 24.9% 23.6% 5.4% 1.4% 459.1M -7.52B -99.9M 0.82 4.50 N/A N/A 170,390 138,959 1,319,985 1,236,367 2022-08-18 $290.85 $280.00 22.4% 6.4% 33.2% 21.7% 22.3% 5.0% 0.9% 457.7M -7.71B -99.9M 0.67 2.01 N/A N/A 134,388 89,427 1,357,829 1,271,189 2022-08-19 $286.14 $280.00 24.1% 6.8% 33.3% 27.4% 23.7% 5.8% 0.8% 196.8M -4.95B -99.1M 1.00 1.87 N/A N/A 135,445 135,815 1,372,714 1,286,739 2022-08-22 $277.54 $280.00 26.9% 7.7% 35.3% 37.1% 26.9% 6.6% 0.1% 68.6M -1.37B -95.3M 0.89 1.38 N/A N/A 138,324 123,575 1,247,625 1,109,533 2022-08-23 $276.20 $280.00 27.5% 7.7% 33.7% 39.1% 24.7% 6.7% -0.6% 53.2M -964.8M -95.0M 0.71 1.89 N/A N/A 143,967 102,270 1,282,259 1,130,585 2022-08-24 $276.71 $280.00 26.5% 7.3% 24.0% 35.7% 25.6% 5.9% -0.2% 87.3M -1.36B -95.1M 0.99 1.50 N/A N/A 109,652 108,135 1,331,712 1,145,479 2022-08-25 $278.06 $280.00 25.0% 7.1% 22.1% 30.7% 24.9% 5.8% 0.1% 143.9M -2.06B -94.8M 0.64 1.63 N/A N/A 131,436 83,882 1,357,315 1,159,032 2022-08-26 $268.79 $280.00 29.0% 8.2% 24.1% 44.3% 28.4% 7.0% -0.2% -92.5M 2.12B -92.3M 0.88 1.67 N/A N/A 194,567 171,354 1,379,849 1,176,282 2022-08-29 $265.67 $280.00 30.0% 8.5% 24.1% 47.6% 29.7% 6.9% -0.0% -19.9M 2.51B -89.8M 0.67 1.66 N/A N/A 150,155 100,701 1,342,082 1,137,947 2022-08-30 $262.80 $277.50 30.0% 8.7% 24.1% 47.7% 29.9% 6.3% 1.5% -61.2M 3.38B -88.6M 0.64 4.78 N/A N/A 155,229 98,572 1,366,413 1,161,997 2022-08-31 $263.33 $275.00 29.6% 8.6% 21.5% 46.3% 30.0% 6.4% -0.1% -35.2M 3.11B -89.9M 1.17 1.95 N/A N/A 129,567 152,156 1,402,716 1,181,558
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