MSFT Options History — November 2023 In November 2023, MSFT traded between $346.87 and $380.96. ATM implied volatility averaged 19.6%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 4.2% (HV 20d: 23.8%). Max pain ranged from $325.00 to $350.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2023-11-20 : Highest Volume — 744,670 contracts2023-11-02 : Largest IV drop — 7.9% change2023-11-01 : Highest IV Rank — 19.8%2023-11-01 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $368.11 $346.87 $380.96 $346.87 $376.98 Max Pain $337.86 $325.00 $350.00 $330.00 $350.00 ATM IV 19.6% 18.1% 22.4% 22.4% 18.3% Expected Move 5.7% 5.2% 6.6% 6.6% 5.3% HV 20d 23.8% 19.2% 26.9% 25.3% 19.2% HV 60d 22.3% 21.7% 22.7% 21.8% 22.5% IV Rank 6.5% 0.0% 19.8% 19.8% 1.0% IV Percentile 5.1% 0.0% 18.7% 18.7% 1.2% Term Structure 0.2% -0.4% 0.6% 0.3% 0.1% VWIV 20.7% 19.1% 23.7% 23.7% 19.3% Skew 25d 2.4% 1.3% 3.8% 3.8% 1.9% Skew 10d 5.1% 2.8% 7.8% 7.8% 3.7% Call IV 25d 18.6% 17.2% 20.4% 20.4% 17.4% Put IV 25d 21.0% 19.1% 24.2% 24.2% 19.3% Bid-Ask Spread % 2.68 1.72 6.11 2.29 2.10 Gamma HHI 0.09 0.07 0.18 0.07 0.07 Net GEX 1.12B 856.2M 1.58B 939.0M 856.2M Net DEX -26.49B -31.03B -19.39B -19.39B -26.34B Net VEX -101.1M -107.9M -96.8M -101.8M -107.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.33 0.98 0.77 0.73 Total Volume 448,126.952 213,037 744,670 450,748 325,650 Total OI 2,848,631.143 2,676,725 3,023,375 2,703,207 3,023,375
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 2023-11-01 $346.87 $330.00 22.4% 6.6% 25.3% 19.8% 23.7% 3.8% 0.3% 939.0M -19.39B -101.8M 0.77 2.29 N/A N/A 255,280 195,468 1,401,619 1,301,588 2023-11-02 $348.11 $325.00 20.6% 6.1% 25.2% 11.2% 22.3% 3.7% 0.4% 1.03B -20.06B -100.4M 0.70 2.54 N/A N/A 218,608 152,985 1,430,500 1,342,368 2023-11-03 $353.14 $325.00 19.1% 5.7% 23.8% 3.9% 21.0% 3.3% 0.6% 1.12B -23.65B -98.8M 0.63 2.39 N/A N/A 330,575 209,659 1,447,861 1,370,290 2023-11-06 $355.24 $330.00 19.6% 5.8% 23.8% 6.5% 21.0% 3.4% 0.4% 975.2M -22.43B -96.8M 0.54 2.14 N/A N/A 247,331 134,060 1,379,926 1,305,694 2023-11-07 $361.78 $330.00 19.6% 5.8% 24.3% 6.4% 20.9% 2.9% 0.5% 1.18B -26.20B -97.6M 0.56 1.97 N/A N/A 279,085 157,208 1,419,282 1,324,223 2023-11-08 $362.46 $330.00 19.9% 5.9% 24.3% 7.8% 21.6% 3.1% 0.4% 1.15B -26.35B -98.5M 0.64 2.80 N/A N/A 220,019 141,507 1,443,894 1,359,371 2023-11-09 $360.91 $330.00 20.4% 6.0% 24.4% 10.2% 21.5% 3.1% 0.5% 1.07B -25.28B -101.4M 0.92 2.72 N/A N/A 172,062 158,389 1,502,108 1,392,269 2023-11-10 $369.49 $330.00 19.9% 5.8% 24.5% 8.0% 21.4% 2.1% 0.4% 1.58B -31.03B -98.4M 0.69 3.33 N/A N/A 368,861 253,630 1,504,236 1,418,290 2023-11-13 $366.80 $335.00 20.5% 5.9% 24.6% 10.8% 20.9% 2.3% -0.0% 1.06B -27.48B -98.2M 0.58 2.19 N/A N/A 205,753 119,982 1,468,223 1,350,573 2023-11-14 $371.15 $335.00 20.0% 5.7% 24.3% 8.3% 21.0% 2.0% 0.0% 1.24B -30.28B -98.7M 0.33 3.25 N/A N/A 441,377 147,737 1,519,834 1,380,723 2023-11-15 $369.81 $335.00 19.5% 5.6% 24.1% 6.0% 20.8% 2.3% 0.2% 1.22B -25.67B -100.4M 0.76 2.14 N/A N/A 204,017 154,182 1,452,068 1,421,634 2023-11-16 $375.59 $335.00 19.5% 5.6% 24.4% 5.7% 20.1% 1.8% 0.2% 1.48B -29.75B -99.4M 0.50 2.87 N/A N/A 442,487 221,050 1,483,244 1,456,597 2023-11-17 $368.54 $340.00 20.2% 5.8% 25.0% 9.4% 20.5% 2.5% -0.0% 1.06B -24.05B -103.5M 0.59 6.11 N/A N/A 411,383 241,652 1,515,424 1,499,206 2023-11-20 $377.86 $340.00 20.4% 5.9% 25.9% 10.0% 21.3% 1.3% -0.4% 1.12B -29.27B -100.9M 0.59 2.61 N/A N/A 469,314 275,356 1,408,505 1,268,220 2023-11-21 $372.55 $345.00 20.0% 5.8% 26.9% 8.0% 21.1% 1.8% -0.3% 969.0M -25.90B -104.6M 0.70 2.81 N/A N/A 265,230 185,507 1,481,083 1,330,841 2023-11-22 $377.76 $350.00 18.6% 5.3% 26.2% 1.3% 19.5% 1.6% -0.1% 1.43B -29.38B -104.2M 0.78 2.92 N/A N/A 262,910 205,121 1,514,331 1,383,994 2023-11-24 $376.54 $350.00 18.4% 5.2% 21.3% 0.5% 19.3% 1.7% -0.1% 947.1M -27.88B -104.3M 0.81 1.98 N/A N/A 117,635 95,402 1,513,146 1,423,569 2023-11-27 $378.88 $350.00 18.1% 5.2% 21.2% 0.0% 19.1% 1.7% 0.2% 1.04B -28.68B -100.0M 0.98 2.69 N/A N/A 130,737 128,417 1,436,154 1,350,943 2023-11-28 $380.96 $350.00 18.1% 5.2% 20.1% 0.2% 19.1% 1.9% 0.4% 1.11B -29.54B -102.4M 0.72 1.72 N/A N/A 244,005 175,993 1,454,450 1,398,185 2023-11-29 $378.97 $350.00 18.2% 5.3% 20.4% 0.6% 19.3% 1.9% 0.3% 987.3M -27.78B -105.3M 0.66 2.70 N/A N/A 268,765 176,277 1,500,340 1,443,073 2023-11-30 $376.98 $350.00 18.3% 5.3% 19.2% 1.0% 19.3% 1.9% 0.1% 856.2M -26.34B -107.9M 0.73 2.10 N/A N/A 188,719 136,931 1,546,376 1,476,999
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