MSFT Options History — March 2024 In March 2024, MSFT traded between $401.92 and $429.30. ATM implied volatility averaged 20.7%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 0.8% (HV 20d: 21.5%). Max pain ranged from $395.00 to $405.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.61.
Notable Days 2024-03-14 : Highest Volume — 959,339 contracts2024-03-05 : Largest IV spike — 12.7% change2024-03-28 : Highest IV Rank — 29.9%2024-03-05 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $416.86 $401.92 $429.30 $415.81 $421.19 Max Pain $402.50 $395.00 $405.00 $395.00 $405.00 ATM IV 20.7% 18.6% 22.4% 18.6% 22.4% Expected Move 5.6% 4.9% 6.2% 5.2% 4.9% HV 20d 21.5% 19.9% 22.9% 20.9% 21.0% HV 60d 18.8% 16.9% 19.6% 16.9% 19.2% IV Rank 18.7% 5.4% 29.9% 5.4% 29.9% IV Percentile 30.5% 6.0% 49.6% 6.0% 49.6% Term Structure 1.5% -0.1% 4.6% 0.1% 2.5% VWIV 20.1% 17.3% 21.7% 18.8% 17.3% Skew 25d 0.9% -0.1% 1.6% 1.2% 1.3% Skew 10d 2.9% 1.5% 4.1% 3.5% 2.2% Call IV 25d 20.5% 18.0% 22.8% 18.3% 21.5% Put IV 25d 21.5% 18.7% 23.8% 19.5% 22.8% Bid-Ask Spread % 4.28 2.63 5.92 2.63 3.35 Gamma HHI 0.08 0.04 0.19 0.16 0.06 Net GEX 694.1M 227.6M 1.19B 1.17B 514.5M Net DEX -23.01B -31.41B -15.25B -25.04B -21.89B Net VEX -127.2M -132.0M -121.9M -122.0M -126.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.47 0.79 0.56 0.55 Total Volume 328,540.4 154,939 959,339 361,224 198,561 Total OI 2,503,498.35 2,326,730 2,794,712 2,557,476 2,440,278
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 2024-03-01 $415.81 $395.00 18.6% 5.2% 20.9% 5.4% 18.8% 1.2% 0.1% 1.17B -25.04B -122.0M 0.56 2.63 N/A N/A 232,118 129,106 1,305,571 1,251,905 2024-03-04 $414.90 $400.00 19.2% 5.6% 19.9% 9.2% 19.9% 0.5% 0.3% 663.4M -23.33B -121.9M 0.57 3.66 N/A N/A 137,612 78,190 1,239,396 1,193,245 2024-03-05 $401.92 $400.00 21.7% 6.2% 22.3% 25.0% 21.6% 1.6% 0.0% 227.6M -15.25B -123.9M 0.66 4.52 N/A N/A 254,024 167,078 1,264,953 1,213,557 2024-03-06 $402.19 $405.00 21.3% 6.1% 22.3% 22.8% 21.3% 1.4% -0.0% 313.1M -15.84B -129.0M 0.62 4.07 N/A N/A 202,232 126,336 1,323,036 1,253,077 2024-03-07 $409.27 $405.00 21.1% 6.0% 21.5% 21.3% 21.5% 0.6% -0.1% 680.4M -20.84B -129.8M 0.47 4.97 N/A N/A 215,880 101,774 1,346,311 1,270,373 2024-03-08 $406.08 $405.00 21.4% 6.1% 21.6% 23.0% 21.6% 0.8% 0.0% 467.8M -18.48B -130.4M 0.65 5.11 N/A N/A 191,218 124,446 1,361,378 1,282,726 2024-03-11 $405.04 $405.00 21.4% 6.1% 20.7% 23.6% 21.7% 0.8% -0.1% 424.0M -17.79B -128.0M 0.63 4.37 N/A N/A 95,029 59,910 1,308,865 1,240,315 2024-03-12 $414.80 $405.00 20.3% 5.8% 22.1% 15.8% 21.0% 0.5% -0.0% 824.7M -24.92B -124.4M 0.68 3.25 N/A N/A 206,928 139,903 1,321,915 1,251,134 2024-03-13 $415.41 $400.00 20.3% 5.8% 20.6% 16.1% 20.6% 0.6% -0.1% 823.1M -25.54B -126.9M 0.47 4.56 N/A N/A 213,989 101,502 1,349,389 1,273,740 2024-03-14 $424.31 $400.00 20.9% 6.0% 21.8% 20.0% 21.4% -0.1% -0.1% 1.19B -31.41B -126.8M 0.50 5.92 N/A N/A 638,127 321,212 1,368,932 1,291,870 2024-03-15 $416.29 $400.00 20.8% 6.0% 22.9% 19.6% 21.5% 0.9% 0.0% 385.3M -25.14B -132.0M 0.53 5.61 N/A N/A 441,757 232,429 1,437,832 1,356,880 2024-03-18 $419.34 $400.00 20.4% 5.8% 22.8% 16.7% 20.9% 1.0% 3.7% 701.1M -22.75B -131.6M 0.61 3.98 N/A N/A 141,440 86,792 1,233,271 1,093,459 2024-03-19 $420.47 $400.00 19.7% 5.7% 22.6% 12.4% 20.3% 1.1% 3.7% 767.8M -23.37B -126.9M 0.79 3.76 N/A N/A 124,772 98,936 1,239,526 1,116,987 2024-03-20 $424.10 $400.00 19.1% 5.5% 22.6% 8.2% 19.8% 0.9% 4.3% 941.7M -25.51B -127.0M 0.63 4.72 N/A N/A 152,025 96,449 1,251,240 1,138,921 2024-03-21 $429.30 $405.00 19.6% 5.4% 20.8% 11.3% 19.4% 0.8% 4.3% 1.05B -28.00B -126.1M 0.66 4.65 N/A N/A 224,590 149,007 1,256,735 1,167,459 2024-03-22 $428.86 $405.00 19.7% 5.2% 20.7% 12.3% 18.7% 0.6% 4.6% 1.08B -27.45B -127.1M 0.67 3.93 N/A N/A 172,930 116,508 1,276,754 1,192,263 2024-03-25 $423.76 $405.00 22.0% 5.4% 21.1% 27.3% 19.2% 1.0% 1.9% 569.8M -23.06B -128.0M 0.69 3.66 N/A N/A 133,766 92,973 1,209,325 1,136,550 2024-03-26 $422.53 $405.00 21.9% 5.3% 21.1% 26.2% 18.9% 1.4% 2.9% 555.5M -22.59B -128.5M 0.52 4.95 N/A N/A 110,753 57,488 1,233,482 1,161,677 2024-03-27 $421.72 $405.00 22.2% 5.0% 21.2% 28.2% 17.6% 1.4% 2.3% 527.8M -21.94B -127.9M 0.69 3.93 N/A N/A 120,104 82,914 1,244,230 1,171,410 2024-03-28 $421.19 $405.00 22.4% 4.9% 21.0% 29.9% 17.3% 1.3% 2.5% 514.5M -21.89B -126.7M 0.55 3.35 N/A N/A 128,167 70,394 1,257,596 1,182,682
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