MSFT Options History — May 2023 In May 2023, MSFT traded between $304.85 and $333.29. ATM implied volatility averaged 21.2%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 7.2% (HV 20d: 28.4%). Max pain ranged from $270.00 to $290.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.73.
Notable Days 2023-05-16 : Highest Volume — 695,156 contracts2023-05-05 : Largest IV drop — 11.3% change2023-05-26 : Highest IV Rank — 16.2%2023-05-04 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $314.80 $304.85 $333.29 $305.70 $330.79 Max Pain $279.55 $270.00 $290.00 $285.00 $290.00 ATM IV 21.2% 18.6% 24.0% 21.6% 22.4% Expected Move 6.2% 5.3% 7.2% 6.3% 6.7% HV 20d 28.4% 17.8% 32.5% 32.5% 20.8% HV 60d 27.2% 25.4% 29.3% 29.3% 26.6% IV Rank 6.3% 0.0% 16.2% 1.5% 15.3% IV Percentile 2.8% 0.0% 8.7% 0.8% 7.1% Term Structure 0.3% -0.3% 1.2% 0.3% -0.3% VWIV 22.9% 20.3% 26.6% 22.3% 24.1% Skew 25d 4.1% 2.7% 5.1% 4.2% 3.1% Skew 10d 8.7% 6.1% 11.0% 8.0% 6.5% Call IV 25d 19.6% 17.4% 22.2% 19.7% 21.4% Put IV 25d 23.7% 21.2% 26.7% 23.8% 24.6% Bid-Ask Spread % 2.40 1.69 3.15 2.68 2.67 Gamma HHI 0.09 0.06 0.16 0.08 0.06 Net GEX 697.2M 484.7M 1.12B 594.4M 675.4M Net DEX -19.59B -27.64B -16.31B -17.46B -24.26B Net VEX -101.3M -106.0M -96.5M -101.4M -106.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.27 1.25 0.89 0.70 Total Volume 372,381.136 139,104 695,156 262,235 396,934 Total OI 2,841,026.182 2,664,986 2,943,726 2,767,900 2,929,312
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 2023-05-01 $305.70 $285.00 21.6% 6.3% 32.5% 1.5% 22.3% 4.2% 0.3% 594.4M -17.46B -101.4M 0.89 2.68 N/A N/A 138,615 123,620 1,403,956 1,363,944 2023-05-02 $305.41 $285.00 22.6% 6.5% 32.4% 6.4% 23.1% 4.7% 0.2% 565.4M -17.05B -102.0M 0.86 3.10 N/A N/A 180,874 155,644 1,427,497 1,392,822 2023-05-03 $304.85 $285.00 23.0% 6.7% 32.3% 7.9% 24.0% 5.1% 0.1% 554.7M -16.41B -103.8M 0.84 2.53 N/A N/A 145,787 122,062 1,442,531 1,410,330 2023-05-04 $305.64 $270.00 24.0% 7.2% 32.2% 12.5% 26.6% 5.1% 0.3% 567.5M -16.53B -105.5M 0.96 2.60 N/A N/A 164,786 157,560 1,454,926 1,422,031 2023-05-05 $311.31 $270.00 21.3% 6.5% 31.6% 0.1% 23.6% 4.3% 0.2% 869.4M -20.54B -102.1M 0.68 2.71 N/A N/A 283,751 192,024 1,468,141 1,439,895 2023-05-08 $308.58 $270.00 20.8% 6.2% 31.5% 0.0% 23.3% 4.3% 0.8% 581.1M -17.53B -100.6M 0.69 2.31 N/A N/A 143,293 98,950 1,393,832 1,365,869 2023-05-09 $306.65 $270.00 22.0% 6.5% 30.5% 5.4% 23.4% 4.3% 0.8% 559.4M -16.44B -101.9M 0.65 2.83 N/A N/A 143,013 92,277 1,418,623 1,380,744 2023-05-10 $312.65 $270.00 19.7% 5.9% 30.9% 0.0% 22.3% 4.1% 1.0% 874.5M -20.26B -100.1M 0.82 2.13 N/A N/A 222,388 182,133 1,440,319 1,398,978 2023-05-11 $309.94 $270.00 20.8% 6.2% 30.8% 4.5% 23.4% 3.7% 1.1% 669.1M -18.19B -100.7M 0.73 2.15 N/A N/A 222,546 161,452 1,457,212 1,437,118 2023-05-12 $308.45 $275.00 20.5% 6.1% 30.5% 3.5% 22.9% 4.0% 1.2% 598.1M -17.11B -100.8M 0.66 2.21 N/A N/A 215,610 142,515 1,474,653 1,450,788 2023-05-15 $309.18 $275.00 20.7% 6.0% 30.4% 4.2% 21.9% 4.5% -0.0% 653.1M -17.40B -98.4M 0.63 1.85 N/A N/A 144,651 91,231 1,420,163 1,390,916 2023-05-16 $312.83 $275.00 20.2% 5.8% 30.5% 2.0% 21.3% 4.5% -0.1% 874.6M -19.87B -98.9M 0.27 2.61 N/A N/A 547,009 148,147 1,448,921 1,411,504 2023-05-17 $313.70 $280.00 19.2% 5.5% 30.5% 0.0% 20.9% 4.2% 0.0% 906.3M -17.90B -98.7M 1.25 1.92 N/A N/A 149,221 187,245 1,379,894 1,452,836 2023-05-18 $318.65 $280.00 18.6% 5.3% 30.3% 0.0% 20.3% 3.8% -0.1% 1.12B -21.64B -96.5M 0.67 3.15 N/A N/A 265,197 176,812 1,395,416 1,478,102 2023-05-19 $318.36 $280.00 18.7% 5.4% 30.3% 0.4% 20.4% 3.9% -0.1% 691.3M -21.06B -98.9M 0.86 1.69 N/A N/A 190,929 164,274 1,423,668 1,520,058 2023-05-22 $320.87 $285.00 19.5% 5.6% 29.5% 3.4% 20.6% 4.0% 0.1% 644.0M -20.52B -97.2M 0.76 2.18 N/A N/A 176,054 133,400 1,330,137 1,334,849 2023-05-23 $316.44 $285.00 21.3% 6.0% 28.9% 10.8% 22.1% 4.4% -0.1% 523.4M -17.80B -100.6M 0.56 2.39 N/A N/A 179,175 100,300 1,362,868 1,367,356 2023-05-24 $314.10 $285.00 21.8% 6.4% 17.8% 13.0% 24.0% 4.7% 0.4% 484.7M -16.31B -103.3M 0.90 2.20 N/A N/A 73,089 66,015 1,401,829 1,385,233 2023-05-25 $326.39 $285.00 22.6% 6.5% 19.6% 16.2% 23.9% 3.4% 0.2% 834.6M -24.09B -101.9M 0.57 2.43 N/A N/A 428,113 244,227 1,420,791 1,399,016 2023-05-26 $333.29 $290.00 22.6% 6.8% 20.6% 16.2% 25.1% 2.7% 0.1% 810.6M -27.64B -105.1M 0.45 2.25 N/A N/A 470,414 210,750 1,475,017 1,459,570 2023-05-30 $331.82 $290.00 22.5% 6.6% 20.7% 15.7% 24.4% 3.0% -0.2% 687.9M -25.03B -104.2M 0.70 2.27 N/A N/A 212,206 148,092 1,457,273 1,413,638 2023-05-31 $330.79 $290.00 22.4% 6.7% 20.8% 15.3% 24.1% 3.1% -0.3% 675.4M -24.26B -106.0M 0.70 2.67 N/A N/A 233,119 163,815 1,488,271 1,441,041
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