MSFT Options History — October 2023 In October 2023, MSFT traded between $312.21 and $339.98. ATM implied volatility averaged 28.8%, placing in the 45.3% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 5.9% (HV 20d: 22.8%). Max pain ranged from $315.00 to $330.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2023-10-25 : Highest Volume — 822,375 contracts2023-10-25 : Largest IV drop — 14.5% change2023-10-20 : Highest IV Rank — 62.4%2023-10-20 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $328.82 $312.21 $339.98 $320.31 $337.82 Max Pain $319.77 $315.00 $330.00 $320.00 $330.00 ATM IV 28.8% 24.0% 32.9% 29.2% 24.0% Expected Move 8.1% 7.0% 9.4% 7.0% 7.3% HV 20d 22.8% 19.9% 27.1% 19.9% 25.0% HV 60d 22.0% 19.3% 24.3% 23.5% 21.2% IV Rank 45.3% 27.8% 62.4% 43.8% 27.8% IV Percentile 57.0% 24.6% 85.3% 56.3% 24.6% Term Structure -0.8% -1.9% 0.2% -0.9% 0.1% VWIV 28.6% 24.2% 32.4% 24.2% 26.1% Skew 25d 4.6% 3.7% 5.8% 4.0% 4.6% Skew 10d 8.9% 7.6% 11.0% 7.9% 9.1% Call IV 25d 26.6% 22.2% 30.0% 27.0% 22.2% Put IV 25d 31.2% 26.8% 35.5% 31.0% 26.8% Bid-Ask Spread % 2.21 1.66 3.12 1.66 2.32 Gamma HHI 0.04 0.03 0.06 0.04 0.05 Net GEX 394.4M 5.3M 802.7M 229.9M 547.3M Net DEX -11.08B -16.41B -3.34B -7.59B -13.76B Net VEX -104.7M -107.1M -102.0M -106.2M -103.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.48 0.93 0.55 0.62 Total Volume 330,432.5 157,727 822,375 232,421 221,691 Total OI 2,746,373.636 2,432,461 2,913,862 2,686,865 2,661,383
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 2023-10-02 $320.31 $320.00 29.2% 7.0% 19.9% 43.8% 24.2% 4.0% -0.9% 229.9M -7.59B -106.2M 0.55 1.66 N/A N/A 150,284 82,137 1,389,287 1,297,578 2023-10-03 $312.21 $320.00 32.9% 8.2% 20.2% 58.5% 28.7% 4.8% -1.1% 5.3M -3.34B -106.5M 0.70 1.81 N/A N/A 141,786 98,617 1,389,913 1,320,111 2023-10-04 $319.70 $320.00 30.4% 7.3% 22.4% 48.6% 25.5% 4.6% -1.1% 276.5M -7.52B -107.1M 0.93 2.39 N/A N/A 118,548 110,352 1,417,869 1,335,807 2023-10-05 $319.27 $315.00 30.0% 8.2% 22.3% 47.0% 29.0% 4.3% -1.1% 252.1M -7.09B -106.9M 0.73 2.38 N/A N/A 91,222 66,505 1,432,167 1,348,472 2023-10-06 $328.58 $315.00 28.3% 7.7% 24.5% 40.2% 27.9% 4.0% -1.1% 619.7M -13.05B -106.8M 0.76 2.29 N/A N/A 255,644 193,045 1,444,096 1,356,917 2023-10-09 $329.56 $315.00 29.2% 8.2% 24.1% 43.7% 28.8% 3.9% -0.4% 460.5M -12.48B -106.3M 0.61 2.08 N/A N/A 127,014 77,688 1,399,175 1,318,609 2023-10-10 $329.35 $315.00 28.6% 8.0% 23.4% 41.6% 28.9% 3.8% -0.7% 495.5M -12.35B -105.4M 0.59 2.16 N/A N/A 148,097 87,054 1,421,736 1,332,574 2023-10-11 $332.03 $315.00 28.1% 7.9% 23.4% 39.4% 28.2% 3.7% -0.6% 627.6M -14.02B -104.1M 0.54 1.87 N/A N/A 145,025 78,930 1,441,311 1,355,631 2023-10-12 $331.19 $315.00 27.8% 7.8% 23.1% 38.2% 26.8% 3.9% -0.6% 592.5M -13.37B -103.8M 0.71 2.11 N/A N/A 176,398 126,005 1,457,003 1,370,643 2023-10-13 $327.40 $315.00 30.2% 8.5% 21.8% 47.9% 29.3% 4.6% -0.8% 279.9M -10.72B -105.0M 0.68 2.19 N/A N/A 201,927 137,386 1,467,746 1,387,294 2023-10-16 $333.18 $315.00 27.9% 8.0% 22.4% 41.2% 28.4% 4.5% -1.3% 500.0M -14.00B -102.0M 0.64 1.76 N/A N/A 178,132 114,367 1,421,642 1,345,439 2023-10-17 $330.86 $315.00 28.7% 8.2% 22.5% 44.5% 28.7% 4.7% -1.4% 455.3M -12.55B -102.7M 0.63 1.75 N/A N/A 128,558 80,534 1,458,436 1,371,931 2023-10-18 $328.81 $320.00 30.1% 8.6% 21.4% 52.2% 30.3% 5.2% -1.4% 384.5M -11.38B -104.1M 0.62 3.12 N/A N/A 175,840 109,269 1,473,349 1,386,262 2023-10-19 $331.09 $320.00 31.3% 9.1% 21.4% 59.3% 32.0% 5.6% -1.6% 439.9M -12.60B -105.3M 0.66 2.61 N/A N/A 201,305 132,302 1,489,030 1,402,651 2023-10-20 $326.67 $320.00 32.0% 9.4% 21.6% 62.4% 32.3% 5.8% -1.9% 115.2M -9.71B -104.1M 0.77 2.68 N/A N/A 178,908 136,923 1,498,721 1,415,141 2023-10-23 $330.02 $320.00 30.4% 9.2% 21.7% 56.0% 31.7% 5.2% -0.7% 312.1M -10.20B -102.8M 0.48 2.26 N/A N/A 177,973 85,885 1,249,571 1,182,890 2023-10-24 $331.57 $320.00 30.0% 9.1% 20.2% 54.8% 32.4% 4.2% -0.9% 398.0M -11.38B -103.1M 0.72 2.90 N/A N/A 263,196 189,712 1,316,214 1,212,536 2023-10-25 $339.98 $320.00 25.7% 7.7% 21.7% 34.4% 26.8% 4.6% -0.2% 802.7M -16.41B -103.2M 0.61 2.03 N/A N/A 511,952 310,423 1,412,670 1,295,619 2023-10-26 $327.71 $330.00 26.7% 8.1% 26.1% 41.2% 28.3% 4.7% -0.1% 176.8M -7.89B -105.0M 0.59 2.18 N/A N/A 383,249 226,219 1,429,575 1,326,660 2023-10-27 $329.04 $330.00 26.5% 7.9% 26.0% 40.1% 27.4% 4.7% 0.1% 196.2M -8.80B -105.4M 0.79 2.02 N/A N/A 318,539 250,527 1,463,076 1,337,158 2023-10-30 $337.63 $330.00 25.0% 7.6% 27.1% 32.9% 27.0% 4.7% 0.2% 508.2M -13.62B -104.0M 0.66 2.08 N/A N/A 169,015 111,332 1,335,416 1,250,911 2023-10-31 $337.82 $330.00 24.0% 7.3% 25.0% 27.8% 26.1% 4.6% 0.1% 547.3M -13.76B -103.7M 0.62 2.32 N/A N/A 136,647 85,044 1,370,988 1,290,395
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