MSFT Options History — April 2024 In April 2024, MSFT traded between $393.11 and $428.77. ATM implied volatility averaged 27.8%, placing in the 64.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 10.9% (HV 20d: 16.9%). Max pain ranged from $380.00 to $405.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2024-04-26 : Highest Volume — 712,706 contracts2024-04-26 : Largest IV drop — 35.6% change2024-04-25 : Highest IV Rank — 100.0%2024-04-25 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $413.57 $393.11 $428.77 $423.56 $393.11 Max Pain $386.70 $380.00 $405.00 $405.00 $390.00 ATM IV 27.8% 21.9% 34.0% 25.1% 23.0% Expected Move 7.7% 5.2% 10.6% 5.2% 6.9% HV 20d 16.9% 14.2% 21.7% 20.7% 21.7% HV 60d 19.6% 18.7% 20.7% 19.3% 20.7% IV Rank 64.1% 25.3% 100.0% 47.1% 31.9% IV Percentile 78.5% 45.2% 100.0% 62.7% 53.6% Term Structure -0.9% -2.4% -0.2% -0.8% -0.2% VWIV 27.2% 18.6% 37.9% 18.6% 24.1% Skew 25d 2.3% 1.3% 3.4% 1.3% 1.4% Skew 10d 5.6% 3.1% 8.8% 3.1% 3.4% Call IV 25d 27.0% 21.4% 33.4% 25.1% 22.6% Put IV 25d 29.3% 23.1% 36.4% 26.4% 24.0% Bid-Ask Spread % 5.33 2.80 8.77 4.04 2.80 Gamma HHI 0.06 0.03 0.17 0.06 0.04 Net GEX 431.8M -101.4M 1.12B 587.1M 126.9M Net DEX -17.82B -25.76B -8.67B -22.76B -9.82B Net VEX -126.5M -129.6M -123.5M -124.5M -127.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.53 0.83 0.59 0.72 Total Volume 275,236.909 138,603 712,706 203,389 330,808 Total OI 2,419,136.364 2,180,226 2,566,581 2,333,909 2,453,233
Daily Data (22 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 2024-04-01 $423.56 $405.00 25.1% 5.2% 20.7% 47.1% 18.6% 1.3% -0.8% 587.1M -22.76B -124.5M 0.59 4.04 N/A N/A 128,159 75,230 1,198,726 1,135,183 2024-04-02 $421.95 $405.00 26.1% 5.4% 20.7% 53.5% 19.6% 1.3% -0.5% 537.2M -21.38B -127.7M 0.62 4.27 N/A N/A 118,897 74,099 1,219,558 1,156,551 2024-04-03 $421.48 $405.00 26.4% 5.4% 16.8% 55.9% 19.4% 1.5% -0.9% 529.7M -21.20B -127.7M 0.56 3.87 N/A N/A 110,903 62,353 1,238,578 1,172,746 2024-04-04 $419.63 $380.00 27.5% 7.5% 17.0% 62.7% 26.6% 1.8% -1.4% 533.7M -20.48B -128.4M 0.64 8.77 N/A N/A 198,348 127,039 1,258,568 1,176,032 2024-04-05 $425.36 $380.00 26.3% 7.4% 16.6% 54.8% 25.7% 1.5% -0.8% 1.12B -24.18B -125.5M 0.64 7.51 N/A N/A 175,913 113,058 1,274,946 1,184,753 2024-04-08 $425.32 $380.00 26.8% 7.5% 16.2% 57.9% 26.7% 1.8% -0.5% 663.2M -23.55B -123.8M 0.66 6.79 N/A N/A 89,488 59,323 1,236,251 1,157,793 2024-04-09 $424.61 $380.00 26.7% 7.4% 16.1% 57.4% 26.5% 2.1% -0.6% 683.6M -23.21B -123.8M 0.83 7.28 N/A N/A 88,147 73,095 1,254,586 1,178,610 2024-04-10 $422.53 $380.00 27.4% 7.7% 14.2% 62.3% 26.8% 2.0% -0.6% 529.3M -22.08B -123.5M 0.71 8.43 N/A N/A 129,424 91,802 1,259,443 1,192,714 2024-04-11 $428.77 $380.00 26.8% 7.5% 15.0% 58.3% 26.7% 1.6% -0.6% 1.01B -25.76B -124.1M 0.63 6.27 N/A N/A 153,231 95,882 1,278,847 1,212,658 2024-04-12 $422.17 $380.00 29.4% 8.3% 14.3% 75.0% 29.0% 3.0% -0.5% 369.4M -21.11B -128.3M 0.64 7.68 N/A N/A 202,365 129,219 1,295,337 1,226,019 2024-04-15 $413.76 $380.00 30.3% 8.6% 14.5% 81.1% 30.1% 3.1% -1.1% 265.6M -17.22B -126.8M 0.66 7.67 N/A N/A 149,520 99,151 1,263,075 1,176,237 2024-04-16 $415.72 $380.00 29.8% 8.5% 14.3% 77.6% 29.5% 3.0% -0.8% 322.3M -18.42B -125.5M 0.60 6.44 N/A N/A 105,067 63,518 1,281,298 1,195,594 2024-04-17 $412.48 $385.00 30.6% 8.8% 14.5% 82.8% 30.2% 3.3% -1.3% 108.2M -16.50B -126.5M 0.59 5.18 N/A N/A 135,150 79,406 1,289,154 1,208,229 2024-04-18 $404.81 $385.00 30.3% 8.7% 15.3% 81.2% 30.2% 3.3% -1.0% -101.4M -11.99B -126.6M 0.80 4.49 N/A N/A 179,880 143,080 1,312,671 1,211,719 2024-04-19 $398.31 $390.00 30.8% 8.9% 15.1% 84.4% 31.2% 3.4% -1.0% 22.8M -8.67B -127.4M 0.83 4.51 N/A N/A 225,871 186,689 1,338,089 1,228,492 2024-04-22 $401.07 $390.00 30.2% 9.0% 15.5% 80.1% 31.9% 3.0% -1.5% 255.6M -11.93B -126.9M 0.58 3.40 N/A N/A 117,949 68,266 1,138,138 1,042,088 2024-04-23 $407.24 $385.00 29.2% 8.7% 16.5% 73.7% 30.4% 2.6% -1.5% 375.8M -14.91B -126.9M 0.64 3.85 N/A N/A 84,312 54,291 1,177,935 1,060,972 2024-04-24 $408.87 $385.00 29.9% 9.1% 16.6% 78.6% 31.9% 2.8% -1.5% 406.4M -15.63B -128.5M 0.79 3.09 N/A N/A 77,943 61,860 1,200,393 1,077,759 2024-04-25 $398.96 $385.00 34.0% 10.6% 18.5% 100.0% 37.9% 2.9% -2.4% 261.1M -11.51B -129.6M 0.72 4.97 N/A N/A 368,567 266,001 1,213,734 1,101,667 2024-04-26 $407.50 $387.50 21.9% 6.2% 20.4% 25.3% 22.9% 1.7% -0.7% 593.9M -15.86B -126.7M 0.53 2.94 N/A N/A 465,635 247,071 1,332,201 1,213,515 2024-04-29 $401.33 $390.00 22.5% 6.5% 20.7% 29.0% 23.4% 1.5% -0.3% 303.7M -13.86B -126.7M 0.71 3.07 N/A N/A 146,044 103,158 1,264,836 1,132,072 2024-04-30 $393.11 $390.00 23.0% 6.9% 21.7% 31.9% 24.1% 1.4% -0.2% 126.9M -9.82B -127.5M 0.72 2.80 N/A N/A 191,859 138,949 1,295,289 1,157,944
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