MSFT Options History — March 2023 In March 2023, MSFT traded between $246.88 and $288.11. ATM implied volatility averaged 28.9%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 1.4% (HV 20d: 27.5%). Max pain ranged from $250.00 to $260.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.80.
Notable Days 2023-03-17 : Highest Volume — 1,026,302 contracts2023-03-09 : Largest IV spike — 12.3% change2023-03-13 : Highest IV Rank — 42.5%2023-03-13 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $266.63 $246.88 $288.11 $246.88 $288.11 Max Pain $254.13 $250.00 $260.00 $250.00 $260.00 ATM IV 28.9% 26.4% 31.5% 29.0% 28.3% Expected Move 8.0% 6.8% 8.8% 8.3% 6.8% HV 20d 27.5% 24.5% 31.9% 31.9% 26.4% HV 60d 30.0% 27.4% 31.0% 29.9% 27.4% IV Rank 31.5% 21.0% 42.5% 32.0% 28.9% IV Percentile 29.4% 12.7% 48.8% 26.2% 23.4% Term Structure 0.5% -0.5% 3.1% -0.4% -0.0% VWIV 28.3% 24.9% 31.9% 29.1% 24.9% Skew 25d 4.9% 3.0% 6.2% 4.2% 5.0% Skew 10d 9.7% 6.1% 12.1% 7.8% 10.0% Call IV 25d 26.7% 24.6% 29.4% 26.7% 26.4% Put IV 25d 31.6% 28.1% 34.8% 30.9% 31.4% Bid-Ask Spread % 4.41 2.17 10.61 6.28 3.47 Gamma HHI 0.06 0.03 0.14 0.03 0.12 Net GEX 295.3M -55.3M 801.6M 5.9M 801.6M Net DEX -8.11B -16.83B -421.1M -661.8M -16.83B Net VEX -94.0M -101.8M -85.9M -85.9M -98.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.54 1.42 1.06 0.68 Total Volume 400,829.391 176,495 1,026,302 269,152 452,673 Total OI 2,773,962.435 2,558,350 3,046,831 2,693,974 2,889,401
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 2023-03-01 $246.88 $250.00 29.0% 8.3% 31.9% 32.0% 29.1% 4.2% -0.4% 5.9M -661.8M -85.9M 1.06 6.28 N/A N/A 130,596 138,556 1,476,263 1,217,711 2023-03-02 $250.83 $250.00 27.6% 8.0% 30.6% 26.2% 28.6% 3.5% -0.5% 161.8M -3.01B -87.4M 0.75 3.28 N/A N/A 155,350 116,873 1,503,186 1,229,889 2023-03-03 $255.37 $250.00 26.8% 7.5% 29.2% 22.8% 27.3% 3.0% -0.2% 345.6M -5.61B -88.0M 0.72 5.90 N/A N/A 222,834 160,394 1,512,914 1,250,159 2023-03-06 $257.26 $250.00 27.2% 7.7% 28.7% 24.3% 26.8% 3.5% -0.2% 199.8M -5.48B -88.2M 0.95 2.99 N/A N/A 144,733 137,512 1,440,989 1,229,873 2023-03-07 $253.96 $250.00 26.4% 7.5% 29.1% 21.0% 26.7% 3.5% 0.0% 68.6M -3.41B -87.6M 1.42 3.17 N/A N/A 94,465 133,832 1,461,022 1,265,269 2023-03-08 $253.76 $250.00 26.6% 7.6% 24.5% 22.0% 26.9% 3.3% -0.2% 106.8M -3.67B -86.9M 0.96 3.40 N/A N/A 89,843 86,652 1,482,301 1,256,964 2023-03-09 $252.22 $250.00 29.9% 8.3% 24.5% 35.8% 28.7% 4.5% -0.3% 52.5M -2.77B -88.5M 0.69 5.89 N/A N/A 210,572 144,879 1,495,040 1,271,141 2023-03-10 $247.68 $250.00 31.2% 8.7% 24.8% 41.1% 30.9% 5.1% -0.5% -55.3M -421.1M -88.4M 0.91 5.05 N/A N/A 167,180 151,853 1,539,175 1,284,126 2023-03-13 $255.69 $250.00 31.5% 8.8% 27.7% 42.5% 31.2% 5.5% -0.0% 151.1M -4.58B -90.3M 0.73 6.09 N/A N/A 166,385 120,688 1,472,682 1,247,831 2023-03-14 $259.04 $250.00 29.6% 8.3% 25.6% 34.4% 30.0% 4.8% -0.4% 252.3M -6.45B -90.8M 1.03 5.76 N/A N/A 164,759 169,485 1,514,426 1,271,920 2023-03-15 $264.89 $250.00 31.4% 8.8% 26.8% 41.9% 31.9% 6.0% -0.5% 357.5M -8.98B -94.7M 0.95 10.61 N/A N/A 264,984 250,800 1,536,136 1,329,724 2023-03-16 $276.08 $250.00 27.8% 8.0% 30.0% 26.8% 28.5% 5.1% 0.8% 607.8M -15.18B -94.9M 0.68 5.95 N/A N/A 452,659 308,061 1,555,779 1,385,739 2023-03-17 $277.88 $250.00 29.2% 8.3% 28.7% 33.0% 29.3% 5.9% -0.3% 552.1M -15.78B -98.8M 0.66 3.88 N/A N/A 617,365 408,937 1,589,453 1,457,378 2023-03-20 $271.19 $255.00 29.9% 8.5% 29.3% 35.7% 30.3% 6.2% 2.2% 140.5M -7.14B -98.7M 0.84 3.29 N/A N/A 251,771 211,548 1,327,896 1,230,454 2023-03-21 $273.48 $260.00 27.3% 7.8% 28.3% 25.0% 28.0% 5.5% 2.3% 225.0M -8.52B -98.2M 0.56 2.66 N/A N/A 236,306 131,547 1,384,278 1,272,399 2023-03-22 $274.99 $260.00 27.5% 7.9% 27.9% 25.7% 27.6% 5.6% 2.9% 273.6M -9.50B -99.2M 0.54 4.56 N/A N/A 301,067 162,439 1,424,384 1,303,538 2023-03-23 $277.56 $260.00 29.4% 8.3% 27.7% 33.8% 29.2% 5.7% 2.6% 334.8M -10.53B -101.8M 0.67 7.15 N/A N/A 294,472 197,450 1,452,648 1,333,792 2023-03-24 $280.04 $260.00 29.2% 8.1% 25.4% 32.8% 29.0% 5.5% 3.1% 592.7M -12.28B -101.7M 0.58 2.55 N/A N/A 284,692 165,150 1,473,869 1,357,760 2023-03-27 $276.88 $260.00 30.8% 8.0% 26.2% 39.7% 28.0% 6.0% -0.3% 282.5M -10.14B -99.4M 0.63 2.72 N/A N/A 189,634 119,116 1,415,078 1,284,331 2023-03-28 $274.27 $260.00 29.9% 7.5% 26.6% 35.8% 26.7% 5.6% 0.3% 230.3M -8.82B -98.3M 0.84 2.17 N/A N/A 146,064 123,331 1,453,707 1,310,551 2023-03-29 $280.61 $260.00 29.3% 7.1% 26.7% 33.4% 25.4% 5.3% 0.3% 492.3M -12.53B -97.7M 0.87 2.31 N/A N/A 194,109 168,456 1,462,017 1,325,946 2023-03-30 $283.81 $260.00 28.7% 6.9% 26.5% 30.9% 25.4% 5.3% -0.1% 611.9M -14.22B -97.8M 0.58 2.32 N/A N/A 239,741 139,263 1,476,497 1,345,500 2023-03-31 $288.11 $260.00 28.3% 6.8% 26.4% 28.9% 24.9% 5.0% -0.0% 801.6M -16.83B -98.3M 0.68 3.47 N/A N/A 270,225 182,448 1,511,915 1,377,486
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