MSFT Options History — June 2023 In June 2023, MSFT traded between $322.76 and $348.77. ATM implied volatility averaged 22.3%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 2.1% (HV 20d: 24.4%). Max pain ranged from $290.00 to $315.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.58.
Notable Days 2023-06-15 : Highest Volume — 818,644 contracts2023-06-26 : Largest IV spike — 14.2% change2023-06-28 : Highest IV Rank — 39.0%2023-06-15 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $334.80 $322.76 $348.77 $332.08 $341.01 Max Pain $307.62 $290.00 $315.00 $290.00 $315.00 ATM IV 22.3% 18.3% 28.0% 21.4% 27.2% Expected Move 6.0% 5.4% 6.4% 6.2% 5.8% HV 20d 24.4% 20.2% 27.9% 20.7% 26.4% HV 60d 26.0% 24.5% 26.6% 26.4% 26.5% IV Rank 15.8% 0.0% 39.0% 11.4% 35.6% IV Percentile 12.8% 0.0% 39.3% 5.6% 32.9% Term Structure 0.8% -0.9% 5.6% -0.4% -0.8% VWIV 21.6% 19.8% 23.7% 22.4% 21.0% Skew 25d 2.0% 0.5% 3.0% 2.4% 2.0% Skew 10d 4.5% 2.1% 6.9% 5.2% 4.7% Call IV 25d 21.7% 17.6% 27.4% 20.7% 26.6% Put IV 25d 23.7% 19.9% 29.9% 23.0% 28.6% Bid-Ask Spread % 2.79 1.67 3.91 2.52 2.43 Gamma HHI 0.07 0.05 0.16 0.07 0.11 Net GEX 726.7M 444.4M 1.08B 801.6M 1.01B Net DEX -23.08B -33.89B -15.85B -25.43B -23.45B Net VEX -106.2M -111.2M -99.1M -103.8M -108.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.45 0.84 0.61 0.45 Total Volume 329,679.762 224,675 818,644 301,874 430,919 Total OI 2,923,106.619 2,602,774 3,330,737 2,981,644 2,846,897
Daily Data (21 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 2023-06-01 $332.08 $290.00 21.4% 6.2% 20.7% 11.4% 22.4% 2.4% -0.4% 801.6M -25.43B -103.8M 0.61 2.52 N/A N/A 187,665 114,209 1,525,298 1,456,346 2023-06-02 $335.58 $290.00 20.1% 5.8% 20.8% 5.9% 20.8% 2.0% -0.3% 1.08B -27.67B -101.9M 0.48 2.84 N/A N/A 263,989 126,805 1,537,747 1,474,235 2023-06-05 $337.18 $300.00 19.7% 5.8% 20.2% 4.2% 20.8% 2.3% 0.4% 785.0M -27.19B -99.1M 0.84 2.60 N/A N/A 129,491 108,951 1,479,832 1,411,016 2023-06-06 $333.89 $305.00 18.3% 5.4% 20.3% 0.0% 19.8% 2.2% 0.3% 735.7M -25.23B -100.6M 0.79 2.58 N/A N/A 130,254 103,376 1,500,408 1,439,030 2023-06-07 $322.76 $305.00 20.1% 5.8% 24.1% 7.0% 20.3% 2.6% 0.1% 496.9M -18.76B -103.1M 0.67 2.94 N/A N/A 211,299 142,524 1,518,431 1,466,479 2023-06-08 $325.58 $305.00 19.3% 5.6% 23.4% 3.9% 20.4% 2.3% 0.3% 709.3M -20.68B -104.8M 0.50 3.16 N/A N/A 152,478 75,856 1,591,107 1,508,721 2023-06-09 $327.50 $305.00 19.5% 5.7% 23.1% 4.8% 20.3% 1.8% 0.3% 929.2M -22.05B -104.9M 0.45 3.23 N/A N/A 192,118 86,149 1,617,264 1,521,971 2023-06-12 $331.34 $310.00 20.0% 5.8% 23.1% 6.9% 21.0% 2.0% 0.1% 746.5M -24.18B -102.0M 0.65 2.19 N/A N/A 171,123 111,210 1,528,540 1,488,963 2023-06-13 $333.81 $310.00 20.0% 5.7% 23.2% 6.7% 21.4% 1.9% -0.0% 789.0M -25.80B -102.9M 0.60 2.80 N/A N/A 185,537 111,381 1,554,679 1,517,719 2023-06-14 $336.19 $310.00 20.6% 5.9% 23.0% 9.0% 21.8% 1.7% 0.1% 840.6M -27.37B -103.2M 0.69 3.38 N/A N/A 198,203 135,892 1,577,885 1,541,425 2023-06-15 $348.77 $310.00 22.2% 6.4% 25.8% 15.6% 23.7% 0.5% -0.0% 907.8M -33.89B -103.5M 0.56 3.91 N/A N/A 524,593 294,051 1,597,908 1,581,968 2023-06-16 $343.83 $310.00 21.3% 6.1% 26.4% 12.1% 22.8% 1.0% 0.0% 657.1M -30.85B -109.3M 0.47 3.10 N/A N/A 344,820 162,219 1,670,633 1,660,104 2023-06-20 $338.46 $310.00 22.0% 6.3% 27.3% 14.7% 22.8% 1.6% 5.0% 566.4M -20.28B -110.9M 0.56 3.40 N/A N/A 201,490 112,817 1,364,401 1,238,373 2023-06-21 $333.74 $310.00 22.0% 6.3% 27.9% 14.9% 22.3% 2.2% 4.8% 506.7M -18.05B -111.2M 0.58 2.93 N/A N/A 171,870 99,227 1,416,061 1,261,463 2023-06-22 $339.46 $310.00 22.0% 6.0% 27.7% 14.7% 22.1% 1.6% 5.5% 755.7M -21.52B -110.6M 0.47 2.90 N/A N/A 208,760 98,784 1,436,789 1,282,801 2023-06-23 $336.19 $310.00 23.3% 6.1% 27.8% 20.0% 21.6% 1.8% 5.6% 650.2M -19.41B -110.7M 0.51 2.76 N/A N/A 196,199 100,272 1,460,625 1,299,310 2023-06-26 $329.39 $310.00 26.6% 6.3% 25.8% 33.3% 22.1% 3.0% -0.8% 444.4M -15.85B -110.6M 0.68 2.82 N/A N/A 169,371 115,024 1,402,307 1,268,860 2023-06-27 $335.41 $315.00 27.0% 6.1% 25.5% 34.9% 22.7% 2.5% -0.8% 627.2M -19.47B -110.0M 0.53 2.28 N/A N/A 198,581 105,479 1,440,011 1,305,190 2023-06-28 $334.54 $315.00 28.0% 6.2% 25.5% 39.0% 22.0% 2.3% -0.9% 625.5M -18.91B -109.7M 0.47 2.13 N/A N/A 153,211 72,403 1,465,133 1,322,820 2023-06-29 $334.15 $315.00 27.8% 6.1% 25.4% 38.1% 21.8% 2.1% -0.8% 594.1M -18.59B -109.5M 0.56 1.67 N/A N/A 144,306 80,369 1,473,306 1,333,183 2023-06-30 $341.01 $315.00 27.2% 5.8% 26.4% 35.6% 21.0% 2.0% -0.8% 1.01B -23.45B -108.1M 0.45 2.43 N/A N/A 297,329 133,590 1,499,378 1,347,519
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