MSFT Options History — May 2024 In May 2024, MSFT traded between $397.39 and $430.18. ATM implied volatility averaged 18.5%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 2.4% (HV 20d: 20.9%). Max pain ranged from $365.00 to $390.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2024-05-31 : Highest Volume — 458,473 contracts2024-05-30 : Largest IV spike — 13.3% change2024-05-01 : Highest IV Rank — 29.2%2024-05-01 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $417.06 $397.39 $430.18 $397.96 $407.54 Max Pain $376.82 $365.00 $390.00 $390.00 $380.00 ATM IV 18.5% 16.1% 22.6% 22.6% 19.8% Expected Move 5.3% 4.6% 6.7% 6.7% 5.8% HV 20d 20.9% 13.0% 24.2% 22.4% 19.7% HV 60d 19.8% 19.2% 20.7% 20.6% 19.8% IV Rank 8.1% 0.0% 29.2% 29.2% 20.7% IV Percentile 11.9% 0.0% 50.8% 50.8% 27.0% Term Structure -0.0% -0.6% 0.7% -0.3% -0.6% VWIV 18.9% 16.2% 23.4% 23.4% 20.6% Skew 25d 1.4% 0.7% 2.5% 1.2% 2.4% Skew 10d 3.3% 1.9% 6.0% 3.0% 5.8% Call IV 25d 18.0% 15.4% 22.3% 22.3% 19.2% Put IV 25d 19.4% 16.8% 23.6% 23.6% 21.6% Bid-Ask Spread % 3.47 2.52 4.58 4.58 3.32 Gamma HHI 0.08 0.04 0.29 0.04 0.05 Net GEX 809.3M 102.8M 1.91B 313.9M 102.8M Net DEX -20.04B -24.99B -11.38B -12.53B -11.38B Net VEX -125.6M -129.6M -121.7M -128.7M -126.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.19 0.82 0.45 0.69 Total Volume 254,882.455 112,055 458,473 268,956 458,473 Total OI 2,446,928.409 2,239,826 2,575,203 2,527,296 2,456,432
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 2024-05-01 $397.96 $390.00 22.6% 6.7% 22.4% 29.2% 23.4% 1.2% -0.3% 313.9M -12.53B -128.7M 0.45 4.58 N/A N/A 185,616 83,340 1,337,812 1,189,484 2024-05-02 $397.39 $390.00 21.8% 6.5% 22.4% 24.7% 22.7% 1.9% 0.0% 266.7M -12.23B -129.6M 0.58 4.07 N/A N/A 116,222 66,983 1,356,443 1,197,819 2024-05-03 $406.61 $390.00 19.8% 5.6% 23.5% 12.3% 19.9% 1.4% -0.1% 668.0M -18.09B -127.7M 0.66 3.09 N/A N/A 175,108 114,910 1,368,770 1,206,433 2024-05-06 $412.25 $365.00 19.7% 5.7% 24.2% 11.7% 20.3% 1.3% 0.7% 730.2M -20.17B -125.8M 0.61 4.26 N/A N/A 148,171 89,759 1,290,996 1,152,684 2024-05-07 $409.83 $370.00 19.5% 5.7% 24.2% 10.6% 20.2% 1.3% 0.4% 678.3M -18.74B -127.9M 0.79 3.76 N/A N/A 85,289 66,973 1,313,508 1,170,900 2024-05-08 $410.08 $370.00 19.6% 5.6% 24.2% 10.9% 20.1% 1.2% 0.2% 688.9M -18.99B -127.5M 0.82 3.80 N/A N/A 80,338 65,688 1,329,768 1,187,236 2024-05-09 $412.28 $370.00 18.8% 5.4% 23.6% 6.2% 19.2% 1.2% 0.3% 812.2M -20.21B -125.9M 0.71 3.61 N/A N/A 92,022 64,905 1,336,662 1,197,984 2024-05-10 $414.46 $370.00 18.2% 5.3% 23.2% 2.4% 18.7% 1.0% 0.3% 1.19B -21.53B -125.1M 0.56 3.65 N/A N/A 169,004 95,099 1,346,204 1,216,000 2024-05-13 $413.76 $370.00 19.0% 5.4% 22.1% 7.4% 19.0% 1.0% -0.3% 632.3M -19.37B -124.1M 0.53 3.27 N/A N/A 144,789 76,706 1,284,099 1,174,548 2024-05-14 $416.90 $370.00 18.8% 5.3% 22.2% 5.9% 19.3% 0.9% -0.3% 754.1M -21.42B -123.2M 0.19 3.96 N/A N/A 374,281 69,840 1,305,644 1,198,422 2024-05-15 $423.40 $375.00 17.4% 5.0% 22.6% 0.0% 17.5% 1.0% -0.2% 1.06B -23.17B -121.7M 0.66 3.07 N/A N/A 180,992 120,134 1,250,364 1,211,491 2024-05-16 $420.44 $375.00 17.2% 4.9% 21.6% 0.0% 17.3% 1.0% 0.1% 925.0M -21.22B -124.4M 0.56 4.18 N/A N/A 143,573 81,123 1,274,694 1,229,491 2024-05-17 $420.02 $375.00 17.2% 4.9% 20.5% 0.0% 17.3% 1.2% -0.1% 1.19B -20.70B -125.7M 0.62 3.89 N/A N/A 152,711 94,749 1,288,379 1,241,771 2024-05-20 $424.87 $375.00 17.1% 4.9% 20.7% 0.0% 17.1% 1.0% 0.1% 820.5M -22.45B -123.0M 0.52 3.06 N/A N/A 148,961 76,993 1,153,840 1,085,986 2024-05-21 $429.13 $380.00 16.8% 4.8% 20.4% 0.0% 16.9% 0.7% 0.0% 1.04B -24.76B -122.8M 0.44 3.67 N/A N/A 252,863 111,340 1,193,147 1,106,657 2024-05-22 $428.15 $375.00 17.0% 4.9% 20.4% 1.1% 17.0% 1.2% 0.1% 983.9M -24.19B -124.1M 0.37 3.20 N/A N/A 194,674 72,330 1,217,176 1,128,143 2024-05-23 $426.27 $380.00 17.3% 4.9% 18.0% 2.7% 17.3% 1.7% 0.1% 964.8M -22.78B -127.2M 0.66 3.24 N/A N/A 134,875 88,621 1,261,194 1,144,436 2024-05-24 $430.18 $380.00 16.1% 4.6% 16.9% 0.0% 16.2% 1.5% 0.3% 1.91B -24.99B -125.6M 0.62 2.52 N/A N/A 150,572 92,775 1,256,372 1,157,406 2024-05-28 $428.92 $380.00 16.9% 4.8% 15.7% 4.4% 17.5% 1.7% -0.1% 879.0M -22.99B -124.5M 0.75 2.58 N/A N/A 78,927 59,184 1,195,818 1,112,776 2024-05-29 $429.36 $380.00 17.4% 5.0% 13.0% 7.4% 17.9% 1.7% -0.2% 904.3M -23.20B -125.1M 0.81 2.63 N/A N/A 61,913 50,142 1,211,750 1,129,612 2024-05-30 $415.53 $380.00 19.7% 5.8% 18.2% 20.3% 20.3% 2.5% -0.5% 290.7M -15.68B -126.1M 0.55 3.02 N/A N/A 281,144 155,302 1,222,243 1,141,831 2024-05-31 $407.54 $380.00 19.8% 5.8% 19.7% 20.7% 20.6% 2.4% -0.6% 102.8M -11.38B -126.6M 0.69 3.32 N/A N/A 270,805 187,668 1,277,006 1,179,426
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