MSFT Options History — February 2023 In February 2023, MSFT traded between $248.62 and $273.22. ATM implied volatility averaged 28.0%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 2.4% (HV 20d: 30.4%). Max pain ranged from $240.00 to $250.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.71.
Notable Days 2023-02-08 : Highest Volume — 940,518 contracts2023-02-08 : Largest IV spike — 9.9% change2023-02-22 : Highest IV Rank — 38.0%2023-02-21 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $259.50 $248.62 $273.22 $254.05 $249.36 Max Pain $246.84 $240.00 $250.00 $240.00 $250.00 ATM IV 28.0% 23.6% 30.4% 23.6% 28.4% Expected Move 8.1% 7.3% 8.7% 7.4% 8.2% HV 20d 30.4% 25.8% 33.2% 32.5% 32.1% HV 60d 31.5% 29.9% 33.5% 33.0% 29.9% IV Rank 27.7% 9.1% 38.0% 9.1% 29.7% IV Percentile 22.5% 2.4% 38.5% 2.4% 25.0% Term Structure -0.1% -0.8% 0.5% 0.1% -0.4% VWIV 28.7% 26.2% 30.8% 27.1% 28.4% Skew 25d 3.5% 2.1% 4.4% 4.1% 4.2% Skew 10d 6.8% 4.3% 8.3% 8.3% 8.0% Call IV 25d 26.7% 22.2% 29.1% 22.2% 26.5% Put IV 25d 30.1% 26.3% 32.8% 26.3% 30.7% Bid-Ask Spread % 2.82 2.07 5.44 5.44 2.98 Gamma HHI 0.06 0.03 0.14 0.08 0.03 Net GEX 253.4M -80.6M 548.7M 347.8M 62.2M Net DEX -6.98B -13.89B -772.0M -6.91B -1.80B Net VEX -86.0M -89.6M -76.0M -76.0M -86.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.42 1.19 0.76 0.52 Total Volume 451,110.947 187,799 940,518 325,012 187,799 Total OI 2,646,547.368 2,463,473 2,834,737 2,463,473 2,639,353
Daily Data (19 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 2023-02-01 $254.05 $240.00 23.6% 7.4% 32.5% 9.1% 27.1% 4.1% 0.1% 347.8M -6.91B -76.0M 0.76 5.44 N/A N/A 184,441 140,571 1,279,747 1,183,726 2023-02-02 $262.06 $240.00 25.2% 7.3% 26.1% 15.9% 26.2% 2.4% 0.0% 463.7M -10.92B -78.8M 0.68 4.69 N/A N/A 366,176 250,718 1,299,800 1,198,410 2023-02-03 $257.70 $245.00 25.9% 7.5% 25.8% 18.9% 27.3% 3.2% -0.0% 174.2M -8.00B -81.7M 0.74 2.87 N/A N/A 284,837 210,663 1,333,808 1,259,858 2023-02-06 $256.78 $245.00 26.8% 7.7% 25.9% 22.9% 27.5% 2.9% -0.0% 263.2M -6.93B -81.5M 0.80 2.31 N/A N/A 128,820 102,553 1,296,196 1,180,191 2023-02-07 $267.64 $245.00 25.7% 7.5% 28.7% 18.2% 27.5% 2.1% 0.3% 506.6M -12.21B -83.0M 0.50 2.75 N/A N/A 512,792 256,359 1,330,823 1,197,210 2023-02-08 $267.35 $245.00 28.3% 8.2% 28.9% 28.9% 28.8% 2.5% 0.2% 505.3M -12.10B -86.8M 0.55 2.35 N/A N/A 605,172 335,346 1,410,661 1,251,973 2023-02-09 $263.83 $245.00 29.9% 8.7% 28.9% 36.0% 30.5% 3.2% 0.4% 349.4M -9.69B -88.9M 0.61 2.33 N/A N/A 354,180 216,410 1,492,264 1,292,140 2023-02-10 $262.73 $245.00 29.2% 8.5% 29.0% 32.8% 30.2% 3.5% 0.5% 312.8M -8.87B -88.5M 1.19 2.11 N/A N/A 203,391 242,866 1,517,813 1,316,924 2023-02-13 $271.06 $245.00 30.2% 8.7% 30.4% 36.9% 30.8% 3.1% -0.1% 474.0M -12.82B -89.1M 0.56 2.21 N/A N/A 418,428 233,361 1,431,964 1,245,533 2023-02-14 $273.22 $245.00 27.3% 7.8% 30.4% 24.9% 28.2% 3.2% 0.4% 548.7M -13.89B -89.4M 0.42 2.47 N/A N/A 444,618 187,610 1,505,572 1,297,656 2023-02-15 $268.26 $250.00 26.9% 7.7% 30.8% 23.0% 28.9% 3.0% 0.4% 392.2M -8.76B -89.6M 0.94 4.15 N/A N/A 192,383 180,878 1,434,260 1,324,709 2023-02-16 $262.31 $250.00 28.3% 8.1% 31.7% 29.2% 28.7% 3.6% 0.4% 148.1M -5.65B -89.6M 0.79 2.08 N/A N/A 201,865 159,077 1,464,043 1,356,560 2023-02-17 $257.33 $250.00 28.0% 8.0% 31.9% 27.9% 28.2% 3.7% -0.4% -80.6M -3.27B -88.2M 0.87 2.26 N/A N/A 250,654 218,565 1,481,966 1,349,936 2023-02-21 $252.59 $250.00 30.2% 8.7% 32.7% 37.0% 30.1% 4.2% -0.5% 50.9M -2.35B -86.7M 0.82 2.56 N/A N/A 181,811 148,411 1,351,193 1,134,010 2023-02-22 $250.73 $250.00 30.4% 8.6% 32.7% 38.0% 29.9% 4.2% -0.7% 41.9M -1.69B -87.1M 0.68 2.21 N/A N/A 163,642 111,288 1,396,420 1,169,332 2023-02-23 $254.88 $250.00 28.7% 8.1% 33.0% 30.8% 28.7% 4.1% -0.5% 183.7M -3.87B -88.4M 0.56 2.07 N/A N/A 216,683 122,291 1,441,779 1,176,436 2023-02-24 $248.62 $250.00 29.5% 8.5% 33.2% 34.0% 29.7% 4.4% -0.5% -1.4M -772.0M -87.1M 0.74 2.51 N/A N/A 186,903 138,509 1,464,824 1,196,115 2023-02-27 $249.93 $250.00 29.2% 8.4% 33.1% 32.7% 29.1% 4.3% -0.8% 72.4M -2.12B -86.9M 0.75 3.20 N/A N/A 131,947 99,090 1,401,629 1,179,566 2023-02-28 $249.36 $250.00 28.4% 8.2% 32.1% 29.7% 28.4% 4.2% -0.4% 62.2M -1.80B -86.6M 0.52 2.98 N/A N/A 123,466 64,333 1,434,521 1,204,832
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