MSFT Options History — January 2023 In January 2023, MSFT traded between $222.41 and $248.75. ATM implied volatility averaged 32.0%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 0.0% (HV 20d: 32.0%). Max pain ranged from $230.00 to $245.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.02.
Notable Days 2023-01-25 : Highest Volume — 1,109,256 contracts2023-01-25 : Largest IV drop — 20.0% change2023-01-05 : Highest IV Rank — 72.5%2023-01-05 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $236.93 $222.41 $248.75 $239.28 $246.75 Max Pain $235.75 $230.00 $245.00 $245.00 $240.00 ATM IV 32.0% 24.5% 38.7% 36.2% 26.2% Expected Move 9.2% 7.6% 10.5% 9.2% 8.1% HV 20d 32.0% 27.6% 34.3% 27.6% 30.9% HV 60d 36.9% 33.3% 39.0% 39.0% 33.3% IV Rank 44.5% 13.2% 72.5% 61.9% 20.3% IV Percentile 50.4% 5.2% 89.7% 83.3% 11.1% Term Structure -0.9% -1.8% 0.0% -0.9% -0.7% VWIV 32.2% 27.3% 35.4% 32.4% 28.9% Skew 25d 5.0% 4.0% 6.0% 5.5% 4.1% Skew 10d 9.6% 7.9% 12.3% 10.3% 7.9% Call IV 25d 29.7% 23.4% 35.9% 33.5% 24.1% Put IV 25d 34.7% 27.3% 41.3% 39.0% 28.3% Bid-Ask Spread % 3.52 2.07 8.44 2.50 8.40 Gamma HHI 0.07 0.04 0.24 0.04 0.05 Net GEX 49.8M -299.3M 367.7M 38.3M 139.2M Net DEX -214.6M -5.45B 5.95B 345.8M -3.35B Net VEX -70.4M -76.6M -65.2M -73.1M -76.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.60 1.77 1.05 0.74 Total Volume 447,236.55 171,311 1,109,256 239,779 171,311 Total OI 2,600,971.95 2,065,647 2,827,374 2,507,756 2,420,577
Daily Data (20 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 2023-01-03 $239.28 $245.00 36.2% 9.2% 27.6% 61.9% 32.4% 5.5% -0.9% 38.3M 345.8M -73.1M 1.05 2.50 N/A N/A 116,902 122,877 1,393,213 1,114,543 2023-01-04 $226.71 $245.00 38.5% 9.6% 32.6% 71.3% 32.6% 6.0% -0.6% -185.4M 5.22B -66.5M 1.45 2.49 N/A N/A 351,336 510,141 1,420,455 1,146,794 2023-01-05 $222.41 $235.00 38.7% 10.5% 32.8% 72.5% 35.4% 5.4% -1.2% -236.2M 5.95B -65.2M 1.13 2.42 N/A N/A 240,209 271,869 1,495,096 1,191,936 2023-01-06 $225.32 $235.00 35.7% 9.9% 33.4% 59.9% 35.0% 4.7% -1.2% -299.3M 4.72B -65.2M 1.08 2.67 N/A N/A 270,870 293,045 1,525,843 1,215,179 2023-01-09 $227.65 $235.00 35.0% 9.7% 33.4% 56.9% 34.4% 5.3% -0.6% -83.2M 3.14B -67.0M 0.83 2.07 N/A N/A 185,057 153,825 1,459,146 1,172,668 2023-01-10 $228.23 $230.00 34.6% 9.7% 33.5% 55.1% 33.6% 5.0% -0.6% -61.6M 2.68B -67.6M 0.70 2.17 N/A N/A 124,655 87,221 1,497,069 1,194,405 2023-01-11 $234.35 $230.00 34.4% 9.7% 34.3% 54.2% 34.6% 4.6% -0.7% 73.9M -105.3M -70.8M 1.18 2.67 N/A N/A 199,352 235,095 1,519,337 1,215,701 2023-01-12 $237.67 $235.00 32.7% 9.2% 33.6% 47.2% 32.8% 4.3% -0.6% 163.0M -1.61B -70.8M 0.92 3.33 N/A N/A 220,654 203,689 1,542,290 1,229,005 2023-01-13 $238.91 $235.00 31.3% 8.8% 33.7% 41.4% 30.2% 4.7% -1.1% 148.8M -1.87B -70.6M 0.86 2.92 N/A N/A 152,700 130,986 1,563,905 1,244,635 2023-01-17 $239.97 $235.00 32.5% 9.3% 32.1% 46.3% 33.6% 5.3% -1.4% 106.2M -1.81B -69.3M 1.18 2.98 N/A N/A 139,243 164,777 1,498,824 1,190,815 2023-01-18 $236.45 $235.00 33.4% 9.6% 32.3% 50.0% 32.9% 5.9% -1.3% -9.5M 225.3M -69.6M 1.77 2.51 N/A N/A 171,709 303,161 1,525,199 1,236,312 2023-01-19 $233.41 $235.00 33.5% 9.7% 30.9% 50.8% 33.9% 5.8% -1.8% -83.9M 1.34B -69.1M 1.21 2.89 N/A N/A 151,649 183,185 1,551,453 1,240,901 2023-01-20 $239.80 $235.00 31.9% 9.3% 32.1% 43.9% 33.4% 5.8% -1.7% 300.5M -2.02B -70.4M 0.89 2.53 N/A N/A 218,196 194,912 1,574,905 1,252,469 2023-01-23 $242.38 $235.00 32.0% 9.6% 32.2% 44.5% 33.7% 5.5% -0.9% 94.8M -2.26B -70.7M 0.60 3.06 N/A N/A 248,303 149,639 1,109,878 955,769 2023-01-24 $240.69 $235.00 32.3% 9.9% 30.3% 45.6% 35.0% 4.9% -1.6% 114.5M -1.88B -72.2M 0.99 8.44 N/A N/A 289,222 286,619 1,218,000 1,004,168 2023-01-25 $240.13 $235.00 25.9% 7.8% 30.3% 18.6% 27.6% 4.1% -0.5% 51.9M -1.17B -70.9M 0.91 3.40 N/A N/A 581,602 527,654 1,338,359 1,140,078 2023-01-26 $246.57 $235.00 25.4% 7.6% 31.6% 16.9% 27.4% 4.0% -0.2% 367.7M -4.73B -73.2M 1.03 2.38 N/A N/A 274,877 283,877 1,385,295 1,185,838 2023-01-27 $248.75 $235.00 24.5% 7.6% 31.3% 13.2% 27.3% 4.0% -0.2% 324.9M -5.45B -74.7M 0.85 3.69 N/A N/A 241,676 204,525 1,399,289 1,279,072 2023-01-30 $243.25 $235.00 25.9% 8.2% 30.9% 18.8% 28.8% 4.5% 0.0% 31.0M -1.68B -75.1M 0.99 6.90 N/A N/A 145,018 143,093 1,223,621 1,147,397 2023-01-31 $246.75 $240.00 26.2% 8.1% 30.9% 20.3% 28.9% 4.1% -0.7% 139.2M -3.35B -76.6M 0.74 8.40 N/A N/A 98,437 72,874 1,253,306 1,167,271
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