MSFT Options History — February 2024 In February 2024, MSFT traded between $399.98 and $420.46. ATM implied volatility averaged 19.3%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 1.1% (HV 20d: 20.4%). Max pain ranged from $365.00 to $390.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.59.
Notable Days 2024-02-13 : Highest Volume — 618,454 contracts2024-02-14 : Largest IV drop — 7.5% change2024-02-21 : Highest IV Rank — 20.4%2024-02-21 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $408.44 $399.98 $420.46 $403.94 $410.79 Max Pain $381.00 $365.00 $390.00 $365.00 $390.00 ATM IV 19.3% 18.2% 21.0% 19.2% 18.6% Expected Move 5.6% 5.3% 6.1% 5.6% 5.3% HV 20d 20.4% 16.4% 23.4% 16.4% 20.9% HV 60d 17.1% 16.2% 17.9% 16.6% 17.1% IV Rank 9.8% 2.4% 20.4% 9.1% 5.5% IV Percentile 11.5% 2.4% 30.2% 7.5% 6.0% Term Structure 0.1% -0.3% 0.6% 0.2% -0.1% VWIV 19.9% 18.7% 21.9% 19.8% 18.7% Skew 25d 1.4% 0.5% 1.9% 1.4% 1.3% Skew 10d 3.5% 2.0% 4.5% 3.6% 3.8% Call IV 25d 19.0% 18.1% 20.5% 18.9% 18.3% Put IV 25d 20.4% 18.8% 22.3% 20.2% 19.6% Bid-Ask Spread % 2.50 2.03 3.12 2.03 2.13 Gamma HHI 0.09 0.04 0.35 0.08 0.06 Net GEX 757.1M 304.0M 1.83B 746.1M 675.5M Net DEX -21.78B -31.70B -14.69B -21.72B -21.62B Net VEX -117.1M -122.4M -109.2M -109.2M -122.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.32 1.00 0.56 0.79 Total Volume 348,718.95 175,142 618,454 534,156 267,883 Total OI 2,536,348.95 2,318,899 2,692,007 2,636,285 2,508,253
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 2024-02-01 $403.94 $365.00 19.2% 5.6% 16.4% 9.1% 19.8% 1.4% 0.2% 746.1M -21.72B -109.2M 0.56 2.03 N/A N/A 341,988 192,168 1,342,325 1,293,960 2024-02-02 $411.39 $365.00 18.7% 5.5% 16.7% 5.9% 19.9% 1.3% 0.3% 1.20B -27.27B -109.9M 0.51 2.84 N/A N/A 406,339 205,560 1,374,381 1,317,626 2024-02-05 $404.92 $370.00 19.4% 5.6% 18.1% 10.5% 20.6% 1.5% 0.2% 665.1M -21.74B -112.9M 0.58 2.37 N/A N/A 182,786 106,280 1,254,657 1,220,268 2024-02-06 $404.02 $370.00 18.5% 5.4% 17.6% 4.5% 19.3% 1.2% 0.2% 666.1M -21.38B -113.1M 0.56 2.33 N/A N/A 132,913 74,370 1,287,829 1,249,688 2024-02-07 $413.84 $370.00 18.4% 5.4% 18.9% 4.0% 18.9% 1.4% 0.4% 1.06B -27.76B -111.9M 0.53 3.12 N/A N/A 305,364 160,795 1,304,779 1,262,119 2024-02-08 $413.75 $380.00 18.3% 5.3% 18.2% 3.1% 19.1% 1.2% 0.4% 1.01B -27.11B -115.6M 0.60 2.42 N/A N/A 157,923 94,406 1,327,750 1,296,964 2024-02-09 $420.46 $380.00 18.2% 5.3% 18.7% 2.4% 19.1% 0.5% 0.4% 1.83B -31.70B -113.5M 0.42 2.76 N/A N/A 342,826 145,503 1,347,336 1,311,005 2024-02-12 $415.18 $380.00 19.4% 5.6% 19.6% 10.3% 19.9% 1.0% 0.2% 780.8M -26.56B -116.0M 0.55 3.03 N/A N/A 199,083 109,834 1,286,969 1,265,887 2024-02-13 $406.36 $385.00 20.7% 5.9% 21.4% 18.5% 21.3% 1.8% 0.1% 518.4M -20.70B -119.7M 0.32 2.50 N/A N/A 468,049 150,405 1,322,368 1,290,390 2024-02-14 $408.74 $385.00 19.1% 5.5% 21.4% 8.4% 19.6% 1.6% 0.3% 664.3M -20.48B -118.7M 0.59 2.70 N/A N/A 198,345 116,262 1,284,375 1,319,941 2024-02-15 $406.39 $385.00 19.9% 5.7% 21.4% 13.3% 20.3% 1.6% 0.2% 549.1M -18.94B -118.5M 0.40 2.26 N/A N/A 235,448 94,503 1,299,546 1,334,432 2024-02-16 $404.08 $385.00 20.0% 5.7% 21.1% 14.1% 20.5% 1.5% 0.1% 572.7M -17.44B -119.6M 0.59 2.44 N/A N/A 207,023 122,370 1,334,001 1,346,498 2024-02-20 $401.50 $385.00 20.9% 6.0% 21.3% 19.9% 21.9% 1.8% -0.3% 353.2M -15.87B -118.6M 0.94 2.35 N/A N/A 177,440 167,525 1,193,530 1,125,369 2024-02-21 $399.98 $385.00 21.0% 6.1% 21.3% 20.4% 21.9% 1.9% -0.2% 304.0M -14.69B -120.4M 1.00 2.93 N/A N/A 124,958 124,421 1,232,398 1,168,754 2024-02-22 $411.72 $385.00 19.7% 5.6% 23.3% 12.2% 20.3% 1.3% -0.1% 914.6M -22.46B -118.2M 0.50 2.13 N/A N/A 257,598 128,320 1,248,918 1,197,214 2024-02-23 $410.10 $385.00 19.1% 5.4% 23.3% 8.1% 19.0% 1.0% -0.1% 1.39B -21.39B -120.3M 0.52 2.74 N/A N/A 238,098 123,901 1,281,702 1,219,111 2024-02-26 $407.74 $390.00 19.2% 5.5% 23.4% 8.8% 19.7% 1.4% 0.6% 426.7M -19.02B -120.0M 0.67 2.21 N/A N/A 128,503 86,525 1,204,360 1,161,864 2024-02-27 $406.72 $390.00 19.1% 5.4% 22.8% 8.4% 19.5% 1.5% -0.3% 371.1M -18.52B -121.2M 0.57 2.29 N/A N/A 142,537 80,985 1,240,168 1,191,787 2024-02-28 $407.11 $390.00 19.0% 5.4% 22.8% 8.0% 19.0% 1.3% -0.2% 447.9M -19.16B -122.4M 0.68 2.40 N/A N/A 104,354 70,788 1,272,684 1,205,773 2024-02-29 $410.79 $390.00 18.6% 5.3% 20.9% 5.5% 18.7% 1.3% -0.1% 675.5M -21.62B -122.3M 0.79 2.13 N/A N/A 149,475 118,408 1,287,633 1,220,620
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