MSFT Options History — August 2023 In August 2023, MSFT traded between $316.29 and $336.86. ATM implied volatility averaged 24.4%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 1.1% (HV 20d: 25.5%). Max pain ranged from $300.00 to $330.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.71.
Notable Days 2023-08-04 : Highest Volume — 538,651 contracts2023-08-25 : Largest IV drop — 9.8% change2023-08-17 : Highest IV Rank — 30.9%2023-08-17 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $324.64 $316.29 $336.86 $336.86 $328.76 Max Pain $308.91 $300.00 $330.00 $330.00 $315.00 ATM IV 24.4% 21.1% 26.0% 23.9% 21.1% Expected Move 7.0% 5.9% 7.4% 6.8% 5.9% HV 20d 25.5% 15.9% 32.7% 31.2% 15.9% HV 60d 26.0% 25.0% 26.7% 26.3% 25.5% IV Rank 24.6% 11.2% 30.9% 22.5% 11.2% IV Percentile 20.9% 7.5% 28.2% 19.0% 7.5% Term Structure 0.1% -0.6% 0.4% -0.3% 0.3% VWIV 24.8% 21.2% 26.3% 24.6% 21.2% Skew 25d 2.5% 1.1% 3.1% 1.1% 1.9% Skew 10d 4.8% 2.2% 5.8% 2.2% 3.9% Call IV 25d 23.6% 20.5% 25.3% 24.0% 20.5% Put IV 25d 26.1% 22.4% 27.6% 25.1% 22.4% Bid-Ask Spread % 1.99 1.44 2.82 1.56 1.44 Gamma HHI 0.04 0.03 0.05 0.05 0.05 Net GEX 193.2M -146.0M 505.6M 505.6M 478.9M Net DEX -9.21B -15.03B -4.20B -15.03B -13.35B Net VEX -113.6M -117.9M -110.6M -117.9M -111.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.33 1.54 0.70 0.61 Total Volume 331,047.217 212,375 538,651 278,387 301,509 Total OI 3,070,286.783 2,757,526 3,253,235 3,095,593 3,020,066
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 2023-08-01 $336.86 $330.00 23.9% 6.8% 31.2% 22.5% 24.6% 1.1% -0.3% 505.6M -15.03B -117.9M 0.70 1.56 N/A N/A 163,571 114,816 1,651,577 1,444,016 2023-08-02 $327.74 $330.00 25.5% 7.4% 32.7% 29.0% 26.3% 2.2% -0.5% 107.9M -9.07B -116.7M 0.76 2.17 N/A N/A 240,819 182,886 1,673,962 1,462,352 2023-08-03 $327.25 $300.00 25.8% 7.3% 32.5% 30.2% 26.1% 2.2% -0.6% 81.4M -9.02B -117.6M 0.60 2.05 N/A N/A 184,540 111,293 1,701,686 1,478,860 2023-08-04 $327.83 $300.00 25.0% 7.2% 32.5% 26.8% 25.6% 2.1% -0.4% 160.5M -9.49B -116.6M 0.72 2.53 N/A N/A 313,602 225,049 1,734,895 1,489,143 2023-08-07 $329.52 $300.00 24.2% 7.0% 31.6% 23.6% 25.4% 2.2% 0.4% 262.6M -10.96B -114.7M 0.60 2.02 N/A N/A 144,776 86,381 1,617,007 1,440,956 2023-08-08 $325.98 $300.00 25.1% 7.2% 31.8% 27.2% 25.6% 2.9% 0.1% 160.8M -8.77B -114.6M 0.72 2.82 N/A N/A 196,135 141,609 1,639,383 1,463,269 2023-08-09 $323.76 $300.00 24.9% 7.2% 31.0% 26.5% 25.5% 3.0% 0.2% 107.4M -7.57B -114.7M 0.65 2.16 N/A N/A 156,841 101,657 1,665,753 1,489,705 2023-08-10 $322.40 $300.00 25.2% 7.2% 30.2% 27.8% 24.8% 3.0% -0.0% 36.1M -6.73B -112.0M 0.62 2.52 N/A N/A 244,015 150,719 1,677,291 1,498,608 2023-08-11 $321.07 $305.00 24.5% 7.1% 30.0% 24.9% 24.7% 2.5% 0.3% -69.7M -5.73B -112.6M 0.67 2.14 N/A N/A 249,944 167,026 1,719,610 1,533,625 2023-08-14 $323.26 $305.00 24.4% 7.0% 30.2% 24.5% 24.8% 1.7% 0.0% 133.2M -7.99B -110.8M 0.43 1.71 N/A N/A 212,737 92,219 1,665,797 1,476,737 2023-08-15 $321.38 $305.00 25.5% 7.3% 24.7% 28.9% 25.6% 2.1% 0.1% 73.4M -6.79B -113.4M 0.33 2.03 N/A N/A 279,907 92,854 1,700,448 1,504,215 2023-08-16 $321.20 $310.00 25.5% 7.3% 24.5% 29.1% 26.0% 2.4% 0.1% 64.4M -5.73B -113.2M 1.54 2.61 N/A N/A 149,283 230,065 1,679,674 1,521,154 2023-08-17 $316.29 $305.00 26.0% 7.4% 23.7% 30.9% 25.9% 2.8% 0.1% -146.0M -4.20B -110.6M 1.00 2.25 N/A N/A 198,778 198,631 1,701,931 1,489,629 2023-08-18 $317.71 $305.00 25.0% 7.1% 23.7% 26.9% 26.2% 3.0% 0.3% 7.0M -5.56B -111.6M 0.60 2.55 N/A N/A 290,413 174,703 1,717,763 1,479,755 2023-08-21 $322.46 $310.00 25.0% 7.1% 24.2% 27.1% 25.2% 2.9% 0.0% 248.1M -9.60B -112.2M 0.71 1.46 N/A N/A 168,239 119,255 1,456,299 1,301,227 2023-08-22 $321.64 $310.00 25.6% 7.2% 23.1% 29.2% 25.6% 2.9% -0.0% 242.2M -9.32B -114.3M 0.79 1.74 N/A N/A 123,063 97,376 1,499,366 1,347,415 2023-08-23 $327.71 $310.00 24.4% 7.1% 20.9% 24.7% 25.0% 2.7% -0.0% 443.0M -12.81B -115.0M 0.48 1.98 N/A N/A 232,274 110,975 1,522,303 1,374,485 2023-08-24 $320.55 $310.00 25.4% 7.3% 20.7% 28.5% 25.7% 3.1% 0.1% 162.8M -8.03B -115.0M 0.66 1.56 N/A N/A 172,428 114,111 1,577,262 1,401,401 2023-08-25 $323.39 $312.50 22.9% 6.5% 18.3% 18.4% 23.0% 2.6% 0.3% 275.2M -9.82B -113.7M 0.89 1.91 N/A N/A 191,565 170,058 1,601,324 1,419,518 2023-08-28 $323.37 $312.50 23.0% 6.5% 18.0% 18.8% 23.2% 2.9% 0.3% 234.9M -10.03B -111.9M 0.79 1.63 N/A N/A 118,483 93,892 1,504,071 1,363,972 2023-08-29 $327.98 $315.00 22.2% 6.2% 18.7% 15.6% 22.3% 2.1% 0.2% 412.3M -12.91B -111.6M 0.69 1.47 N/A N/A 169,826 116,520 1,525,639 1,390,101 2023-08-30 $328.68 $315.00 21.6% 6.0% 15.9% 13.1% 21.5% 2.1% 0.3% 460.6M -13.30B -112.0M 0.77 1.48 N/A N/A 123,730 95,513 1,574,291 1,419,055 2023-08-31 $328.76 $315.00 21.1% 5.9% 15.9% 11.2% 21.2% 1.9% 0.3% 478.9M -13.35B -111.1M 0.61 1.44 N/A N/A 187,790 113,719 1,591,390 1,428,676
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