MSFT Options History — January 2024 In January 2024, MSFT traded between $367.43 and $409.69. ATM implied volatility averaged 26.4%, placing in the 50.3% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 12.8% (HV 20d: 13.6%). Max pain ranged from $340.00 to $380.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2024-01-31 : Highest Volume — 917,955 contracts2024-01-31 : Largest IV drop — 24.7% change2024-01-30 : Highest IV Rank — 64.5%2024-01-30 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $389.22 $367.43 $409.69 $369.88 $398.77 Max Pain $362.62 $340.00 $380.00 $340.00 $380.00 ATM IV 26.4% 20.9% 27.8% 27.6% 20.9% Expected Move 7.5% 5.4% 9.5% 5.5% 6.4% HV 20d 13.6% 12.1% 16.1% 13.5% 16.1% HV 60d 18.5% 15.6% 20.0% 20.0% 16.6% IV Rank 50.3% 20.0% 64.5% 46.6% 20.0% IV Percentile 55.5% 24.6% 68.7% 60.3% 24.6% Term Structure -1.1% -1.5% -0.0% -1.0% -0.0% VWIV 26.6% 18.4% 33.2% 19.3% 23.0% Skew 25d 1.9% 0.9% 2.7% 2.4% 1.4% Skew 10d 3.9% 2.5% 5.1% 5.1% 3.0% Call IV 25d 25.6% 20.6% 27.3% 26.6% 20.6% Put IV 25d 27.5% 22.0% 29.0% 29.0% 22.0% Bid-Ask Spread % 2.96 1.51 6.38 1.81 2.57 Gamma HHI 0.09 0.05 0.36 0.06 0.06 Net GEX 959.1M 271.1M 1.96B 538.5M 471.0M Net DEX -24.59B -36.23B -16.60B -18.51B -18.61B Net VEX -99.8M -105.9M -94.2M -101.2M -105.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.33 0.75 0.56 0.47 Total Volume 435,976 241,108 917,955 379,057 917,955 Total OI 2,704,903.524 2,092,167 3,082,970 2,819,919 2,522,554
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 2024-01-02 $369.88 $340.00 27.6% 5.5% 13.5% 46.6% 19.3% 2.4% -1.0% 538.5M -18.51B -101.2M 0.56 1.81 N/A N/A 243,267 135,790 1,423,552 1,396,367 2024-01-03 $370.63 $340.00 27.5% 5.4% 12.5% 46.3% 18.4% 2.1% -0.9% 654.6M -19.15B -102.5M 0.70 1.51 N/A N/A 176,802 122,918 1,448,862 1,433,680 2024-01-04 $368.30 $350.00 27.2% 7.4% 12.4% 44.8% 25.7% 2.3% -0.9% 424.5M -17.35B -101.3M 0.69 3.01 N/A N/A 162,494 112,203 1,465,347 1,448,836 2024-01-05 $367.43 $350.00 27.0% 7.3% 12.1% 43.7% 25.6% 2.3% -1.0% 271.1M -16.60B -100.6M 0.75 3.67 N/A N/A 239,501 180,499 1,484,621 1,467,550 2024-01-08 $374.26 $350.00 26.6% 7.3% 13.7% 41.8% 26.9% 2.1% -0.9% 867.8M -21.87B -98.4M 0.51 3.00 N/A N/A 235,383 120,695 1,433,374 1,443,809 2024-01-09 $374.99 $360.00 26.3% 7.3% 13.5% 47.6% 26.1% 1.9% -0.9% 993.3M -22.65B -98.7M 0.49 2.76 N/A N/A 194,717 94,903 1,461,353 1,463,969 2024-01-10 $382.34 $360.00 26.1% 7.2% 14.6% 48.4% 25.4% 1.7% -0.9% 1.38B -28.46B -97.8M 0.33 3.47 N/A N/A 491,932 163,660 1,482,257 1,475,953 2024-01-11 $384.38 $360.00 26.4% 7.3% 14.5% 51.1% 25.7% 1.5% -1.1% 1.57B -29.93B -99.4M 0.35 3.23 N/A N/A 514,775 182,554 1,528,547 1,491,042 2024-01-12 $388.05 $360.00 26.1% 7.2% 14.6% 49.8% 25.7% 1.4% -1.3% 1.57B -32.42B -98.3M 0.36 3.40 N/A N/A 358,608 128,929 1,545,293 1,509,019 2024-01-16 $389.75 $365.00 26.8% 7.6% 12.9% 57.2% 27.0% 2.5% -1.3% 1.29B -31.43B -94.7M 0.40 6.38 N/A N/A 320,800 127,157 1,470,969 1,465,364 2024-01-17 $388.83 $365.00 27.1% 7.8% 12.6% 58.8% 27.0% 2.7% -1.4% 1.26B -30.18B -97.2M 0.43 3.12 N/A N/A 303,961 129,644 1,491,173 1,493,988 2024-01-18 $392.86 $365.00 26.4% 7.6% 12.8% 54.4% 26.9% 2.5% -1.5% 1.59B -33.66B -98.6M 0.44 3.64 N/A N/A 315,959 139,842 1,549,342 1,527,646 2024-01-19 $397.87 $365.00 25.6% 7.5% 13.3% 49.4% 26.2% 2.2% -1.3% 1.96B -36.23B -94.2M 0.39 3.17 N/A N/A 386,036 151,956 1,527,309 1,555,661 2024-01-22 $396.97 $370.00 26.2% 7.9% 13.3% 53.0% 28.1% 1.9% -1.0% 733.7M -20.09B -96.6M 0.49 2.64 N/A N/A 226,377 111,800 1,054,549 1,037,618 2024-01-23 $398.68 $370.00 25.9% 8.0% 13.3% 52.3% 27.8% 1.9% -1.1% 895.4M -21.15B -98.2M 0.66 2.73 N/A N/A 145,555 95,553 1,101,723 1,067,419 2024-01-24 $403.51 $370.00 26.0% 8.1% 13.7% 52.8% 28.5% 1.8% -1.2% 969.8M -23.55B -99.7M 0.58 2.63 N/A N/A 288,018 167,759 1,135,308 1,111,116 2024-01-25 $403.94 $370.00 27.1% 8.5% 13.7% 59.9% 30.2% 1.6% -1.3% 832.6M -23.13B -103.0M 0.59 2.64 N/A N/A 217,815 127,861 1,158,303 1,151,255 2024-01-26 $403.38 $375.00 26.5% 8.4% 13.5% 56.2% 29.7% 1.4% -1.2% 610.8M -22.98B -103.6M 0.57 2.61 N/A N/A 182,965 104,087 1,192,387 1,193,830 2024-01-29 $409.69 $375.00 26.8% 8.9% 14.1% 58.2% 31.6% 1.2% -1.0% 623.4M -24.14B -102.2M 0.51 1.82 N/A N/A 210,759 106,465 1,121,746 1,135,984 2024-01-30 $409.10 $375.00 27.8% 9.5% 14.2% 64.5% 33.2% 0.9% -1.2% 636.6M -24.31B -103.8M 0.68 2.38 N/A N/A 308,499 209,043 1,172,458 1,161,841 2024-01-31 $398.77 $380.00 20.9% 6.4% 16.1% 20.0% 23.0% 1.4% -0.0% 471.0M -18.61B -105.9M 0.47 2.57 N/A N/A 623,924 294,031 1,276,808 1,245,746
« Dec 2023 | All History | Feb 2024 » Home MSFT History January 2024