MSFT Options History — December 2023 In December 2023, MSFT traded between $365.94 and $376.18. ATM implied volatility averaged 20.4%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.8% (HV 20d: 16.5%). Max pain ranged from $325.00 to $350.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.55.
Notable Days 2023-12-14 : Highest Volume — 651,831 contracts2023-12-26 : Largest IV spike — 16.6% change2023-12-29 : Highest IV Rank — 34.7%2023-12-05 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $372.26 $365.94 $376.18 $374.33 $376.06 Max Pain $334.50 $325.00 $350.00 $350.00 $340.00 ATM IV 20.4% 17.8% 25.1% 18.0% 25.1% Expected Move 5.5% 5.1% 5.8% 5.3% 5.1% HV 20d 16.5% 12.3% 20.2% 19.6% 12.4% HV 60d 21.5% 19.6% 22.7% 22.5% 19.6% IV Rank 11.9% 0.0% 34.7% 0.0% 34.7% IV Percentile 15.2% 0.0% 46.8% 0.0% 46.8% Term Structure 1.8% -0.0% 5.6% 0.1% 1.6% VWIV 19.5% 18.2% 20.5% 19.1% 18.2% Skew 25d 1.5% 0.8% 2.2% 1.7% 1.9% Skew 10d 3.3% 1.5% 4.6% 3.1% 4.0% Call IV 25d 19.8% 17.3% 24.3% 17.5% 23.7% Put IV 25d 21.3% 18.8% 26.5% 19.2% 25.6% Bid-Ask Spread % 2.29 1.43 3.31 2.82 1.43 Gamma HHI 0.08 0.06 0.19 0.06 0.12 Net GEX 875.6M 499.6M 1.35B 499.6M 1.28B Net DEX -22.48B -25.20B -18.88B -24.22B -23.83B Net VEX -107.2M -110.6M -103.8M -107.7M -103.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.33 0.91 0.61 0.47 Total Volume 351,143.55 197,522 651,831 591,969 393,835 Total OI 3,005,904.95 2,770,975 3,310,987 3,062,188 2,970,068
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 2023-12-01 $374.33 $350.00 18.0% 5.3% 19.6% 0.0% 19.1% 1.7% 0.1% 499.6M -24.22B -107.7M 0.61 2.82 N/A N/A 367,019 224,950 1,562,276 1,499,912 2023-12-04 $368.93 $325.00 19.4% 5.7% 20.2% 6.4% 20.4% 2.0% 0.4% 588.8M -20.61B -108.8M 0.56 3.04 N/A N/A 293,168 164,495 1,477,608 1,454,173 2023-12-05 $371.91 $325.00 19.7% 5.8% 20.2% 8.0% 20.4% 1.7% 0.4% 863.4M -23.21B -109.6M 0.49 3.01 N/A N/A 207,361 100,809 1,534,046 1,480,375 2023-12-06 $369.09 $330.00 19.2% 5.7% 19.6% 5.6% 20.0% 1.7% 0.5% 712.2M -21.40B -110.6M 0.53 3.02 N/A N/A 184,510 97,100 1,561,274 1,511,062 2023-12-07 $370.89 $330.00 19.2% 5.6% 19.6% 5.8% 20.0% 1.7% 0.5% 834.2M -22.82B -110.5M 0.76 3.31 N/A N/A 170,230 129,484 1,589,235 1,528,089 2023-12-08 $373.58 $330.00 17.8% 5.3% 19.6% 0.0% 18.9% 1.5% 0.6% 978.5M -25.20B -108.0M 0.91 2.28 N/A N/A 168,968 154,449 1,604,223 1,549,115 2023-12-11 $370.21 $330.00 18.9% 5.5% 18.2% 5.2% 19.3% 1.8% 0.0% 744.1M -22.16B -106.9M 0.56 2.06 N/A N/A 184,561 103,481 1,527,986 1,506,742 2023-12-12 $373.27 $330.00 17.8% 5.2% 18.2% 0.0% 18.5% 1.3% 0.1% 923.9M -25.01B -104.5M 0.72 2.12 N/A N/A 127,269 91,403 1,549,462 1,525,248 2023-12-13 $372.00 $330.00 18.9% 5.4% 17.8% 5.3% 19.2% 1.0% -0.0% 868.9M -23.93B -105.3M 0.54 2.39 N/A N/A 245,992 133,790 1,560,110 1,532,822 2023-12-14 $365.94 $330.00 20.0% 5.7% 18.7% 10.6% 20.5% 0.9% -0.0% 518.3M -18.88B -107.0M 0.47 2.48 N/A N/A 442,632 209,199 1,593,144 1,573,168 2023-12-15 $370.49 $335.00 18.7% 5.4% 18.4% 4.2% 19.1% 0.8% 0.2% 903.9M -23.41B -107.9M 0.60 2.55 N/A N/A 298,892 178,702 1,678,582 1,632,405 2023-12-18 $372.37 $335.00 19.2% 5.5% 17.1% 6.6% 19.3% 1.2% 5.1% 760.5M -20.94B -106.4M 0.55 1.76 N/A N/A 192,842 105,621 1,391,422 1,379,553 2023-12-19 $372.41 $335.00 19.4% 5.6% 14.5% 7.5% 19.7% 1.0% 5.2% 808.2M -21.22B -107.4M 0.48 1.95 N/A N/A 174,225 83,284 1,436,397 1,420,777 2023-12-20 $372.01 $335.00 19.8% 5.7% 13.6% 9.4% 20.0% 1.4% 5.3% 867.7M -21.13B -108.5M 0.33 2.98 N/A N/A 324,202 106,353 1,468,550 1,433,316 2023-12-21 $373.13 $340.00 20.9% 5.7% 12.6% 14.7% 20.0% 1.6% 5.5% 910.4M -21.55B -108.2M 0.34 2.02 N/A N/A 214,335 72,272 1,482,557 1,451,384 2023-12-22 $374.35 $340.00 21.1% 5.5% 12.7% 15.8% 19.5% 1.6% 5.6% 1.35B -22.60B -108.1M 0.53 2.01 N/A N/A 261,728 137,498 1,506,463 1,462,706 2023-12-26 $374.74 $340.00 24.6% 5.5% 12.5% 32.5% 19.7% 2.2% 1.3% 879.0M -22.26B -105.6M 0.52 1.62 N/A N/A 166,193 87,237 1,433,047 1,406,499 2023-12-27 $373.32 $340.00 24.5% 5.4% 12.3% 31.9% 19.1% 2.0% 1.5% 913.5M -21.42B -104.6M 0.54 1.57 N/A N/A 128,665 68,857 1,472,167 1,434,339 2023-12-28 $376.18 $340.00 24.8% 5.2% 12.6% 33.4% 18.6% 2.1% 1.6% 1.31B -23.82B -104.2M 0.49 1.45 N/A N/A 152,810 74,450 1,488,373 1,449,424 2023-12-29 $376.06 $340.00 25.1% 5.1% 12.4% 34.7% 18.2% 1.9% 1.6% 1.28B -23.83B -103.8M 0.47 1.43 N/A N/A 267,652 126,183 1,504,378 1,465,690
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