MSFT Options History — July 2023 In July 2023, MSFT traded between $329.37 and $360.64. ATM implied volatility averaged 29.3%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 2.7% (HV 20d: 26.6%). Max pain ranged from $310.00 to $330.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.58.
Notable Days 2023-07-18 : Highest Volume — 1,290,227 contracts2023-07-26 : Largest IV drop — 25.1% change2023-07-20 : Highest IV Rank — 60.1%2023-07-24 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $341.35 $329.37 $360.64 $337.46 $334.56 Max Pain $321.25 $310.00 $330.00 $315.00 $330.00 ATM IV 29.3% 23.0% 33.2% 27.7% 23.7% Expected Move 8.1% 6.0% 10.0% 6.0% 6.9% HV 20d 26.6% 21.8% 32.0% 26.5% 31.3% HV 60d 26.1% 23.7% 28.0% 26.6% 26.3% IV Rank 44.2% 19.0% 60.1% 37.7% 21.6% IV Percentile 54.4% 17.1% 82.9% 37.7% 18.7% Term Structure -1.2% -2.2% 0.2% -0.8% 0.1% VWIV 29.1% 21.4% 36.2% 21.4% 25.0% Skew 25d 1.1% -0.9% 2.4% 2.2% 1.6% Skew 10d 2.4% -1.5% 5.4% 5.0% 3.0% Call IV 25d 29.3% 23.3% 34.2% 26.5% 23.9% Put IV 25d 30.4% 24.3% 34.3% 28.7% 25.5% Bid-Ask Spread % 2.45 1.24 3.34 1.44 3.12 Gamma HHI 0.06 0.04 0.18 0.06 0.05 Net GEX 627.1M 25.2M 1.20B 628.1M 403.2M Net DEX -20.43B -33.21B -9.20B -20.21B -13.63B Net VEX -110.9M -117.5M -105.4M -108.0M -114.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.43 0.76 0.60 0.64 Total Volume 540,480.6 160,713 1,290,227 160,713 367,659 Total OI 2,997,559.75 2,718,546 3,348,561 2,718,546 2,992,101
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 2023-07-03 $337.46 $315.00 27.7% 6.0% 26.5% 37.7% 21.4% 2.2% -0.8% 628.1M -20.21B -108.0M 0.60 1.44 N/A N/A 100,439 60,274 1,425,360 1,293,186 2023-07-05 $338.24 $315.00 27.8% 6.2% 26.4% 38.2% 22.5% 1.9% -1.0% 692.8M -20.70B -106.0M 0.73 1.24 N/A N/A 132,570 96,679 1,446,589 1,313,267 2023-07-06 $340.75 $310.00 29.2% 7.9% 26.3% 43.8% 27.8% 1.9% -1.2% 794.3M -22.25B -108.5M 0.48 2.92 N/A N/A 298,364 144,513 1,474,798 1,336,384 2023-07-07 $338.14 $310.00 28.4% 7.7% 23.1% 40.4% 27.7% 1.9% -1.1% 601.6M -20.76B -107.4M 0.52 3.09 N/A N/A 277,126 143,822 1,513,645 1,353,880 2023-07-10 $330.61 $315.00 30.6% 8.4% 24.6% 49.5% 29.4% 2.4% -1.1% 438.5M -16.13B -107.2M 0.54 2.75 N/A N/A 281,309 152,037 1,477,017 1,331,971 2023-07-11 $331.52 $315.00 30.4% 8.3% 24.5% 48.6% 29.3% 2.3% -1.2% 502.0M -16.82B -108.2M 0.43 2.27 N/A N/A 203,998 88,584 1,524,310 1,380,994 2023-07-12 $337.58 $315.00 29.6% 8.1% 25.0% 45.3% 28.7% 1.9% -1.5% 784.2M -21.04B -107.8M 0.54 2.58 N/A N/A 293,681 157,198 1,552,114 1,404,471 2023-07-13 $343.54 $315.00 30.0% 8.2% 25.6% 47.2% 29.1% 1.8% -1.6% 1.01B -24.67B -108.2M 0.58 2.31 N/A N/A 261,052 151,731 1,566,651 1,429,910 2023-07-14 $344.86 $320.00 29.9% 8.2% 25.5% 46.6% 29.1% 1.3% -1.8% 1.20B -25.28B -108.8M 0.46 2.84 N/A N/A 497,141 229,834 1,579,280 1,455,423 2023-07-17 $345.38 $320.00 30.4% 8.6% 21.8% 48.9% 30.5% 1.7% -1.3% 709.7M -24.12B -109.3M 0.55 2.66 N/A N/A 145,315 80,081 1,517,471 1,409,716 2023-07-18 $360.64 $320.00 32.0% 9.1% 26.1% 55.2% 32.7% -0.9% -1.7% 903.5M -33.21B -105.4M 0.45 2.63 N/A N/A 892,029 398,198 1,546,922 1,436,828 2023-07-19 $355.38 $325.00 32.3% 9.3% 26.0% 56.3% 33.1% 0.0% -1.8% 775.2M -29.11B -109.9M 0.54 2.31 N/A N/A 403,517 219,109 1,641,531 1,532,943 2023-07-20 $346.47 $325.00 33.2% 9.6% 27.3% 60.1% 34.1% 0.3% -1.9% 529.7M -22.86B -113.3M 0.53 2.66 N/A N/A 342,880 180,842 1,685,320 1,564,363 2023-07-21 $341.94 $325.00 32.5% 9.5% 27.1% 57.3% 34.3% -0.3% -2.2% 425.8M -19.67B -115.5M 0.76 3.34 N/A N/A 304,942 232,308 1,735,581 1,596,359 2023-07-24 $344.70 $330.00 33.0% 10.0% 27.0% 59.2% 36.2% -0.4% -1.5% 503.1M -18.43B -115.0M 0.69 2.26 N/A N/A 206,491 143,200 1,478,428 1,297,898 2023-07-25 $350.22 $330.00 32.7% 10.0% 26.2% 57.8% 35.6% -0.6% -1.5% 612.5M -21.15B -117.2M 0.57 2.25 N/A N/A 396,695 227,935 1,551,304 1,363,680 2023-07-26 $337.31 $330.00 24.5% 7.1% 29.2% 24.8% 25.8% 0.5% -0.2% 261.6M -13.05B -114.6M 0.60 2.03 N/A N/A 773,813 466,272 1,684,371 1,455,456 2023-07-27 $329.37 $330.00 25.1% 7.3% 30.5% 27.2% 26.2% 1.4% -0.1% 25.2M -9.20B -116.1M 0.63 2.42 N/A N/A 476,582 301,887 1,771,061 1,482,051 2023-07-28 $338.25 $330.00 23.0% 6.6% 32.0% 19.0% 23.7% 1.0% 0.2% 743.0M -16.26B -117.5M 0.66 1.95 N/A N/A 410,010 269,495 1,843,379 1,505,182 2023-07-31 $334.56 $330.00 23.7% 6.9% 31.3% 21.6% 25.0% 1.6% 0.1% 403.2M -13.63B -114.0M 0.64 3.12 N/A N/A 224,137 143,522 1,600,522 1,391,579
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