MSFT Options History — June 2024 In June 2024, MSFT traded between $412.23 and $452.53. ATM implied volatility averaged 19.0%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 0.1% (HV 20d: 19.0%). Max pain ranged from $380.00 to $420.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.55.
Notable Days 2024-06-12 : Highest Volume — 437,260 contracts2024-06-24 : Largest IV spike — 13.7% change2024-06-28 : Highest IV Rank — 35.6%2024-06-03 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $438.07 $412.23 $452.53 $412.23 $452.53 Max Pain $411.84 $380.00 $420.00 $380.00 $420.00 ATM IV 19.0% 17.2% 22.4% 19.7% 22.4% Expected Move 5.1% 4.7% 5.8% 5.8% 4.7% HV 20d 19.0% 14.4% 19.9% 18.4% 14.4% HV 60d 19.1% 18.5% 19.8% 19.6% 18.9% IV Rank 16.4% 6.4% 35.6% 20.0% 35.6% IV Percentile 19.2% 2.8% 53.2% 24.2% 53.2% Term Structure 1.4% -0.0% 4.9% -0.0% 1.6% VWIV 18.0% 16.4% 20.3% 20.3% 16.7% Skew 25d 1.2% 0.5% 2.2% 2.2% 1.3% Skew 10d 3.0% 1.5% 4.6% 4.3% 2.8% Call IV 25d 18.5% 16.4% 22.1% 18.5% 21.4% Put IV 25d 19.7% 17.7% 23.0% 20.7% 22.7% Bid-Ask Spread % 3.31 1.87 4.74 2.55 3.58 Gamma HHI 0.09 0.05 0.20 0.05 0.08 Net GEX 1.10B 401.3M 1.48B 401.3M 1.21B Net DEX -27.18B -35.31B -15.52B -15.52B -28.59B Net VEX -123.6M -126.9M -120.1M -126.9M -125.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.30 0.87 0.55 0.84 Total Volume 248,144.632 124,739 437,260 188,284 248,947 Total OI 2,433,981.684 2,107,695 2,662,693 2,408,154 2,244,060
Daily Data (19 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 2024-06-03 $412.23 $380.00 19.7% 5.8% 18.4% 20.0% 20.3% 2.2% -0.0% 401.3M -15.52B -126.9M 0.55 2.55 N/A N/A 121,251 67,033 1,242,475 1,165,679 2024-06-04 $415.28 $380.00 18.6% 5.6% 17.9% 13.9% 19.9% 1.8% 0.2% 541.6M -17.28B -125.9M 0.57 2.34 N/A N/A 79,423 45,316 1,261,498 1,183,675 2024-06-05 $422.34 $380.00 17.6% 5.2% 18.7% 8.5% 18.5% 1.5% 0.3% 888.6M -21.58B -124.4M 0.42 1.87 N/A N/A 200,296 83,332 1,271,807 1,193,188 2024-06-06 $423.53 $415.00 17.5% 5.2% 18.7% 8.0% 18.4% 1.4% 0.3% 919.9M -22.27B -125.9M 0.55 4.17 N/A N/A 134,482 73,931 1,309,542 1,208,753 2024-06-07 $423.40 $415.00 17.2% 5.1% 18.6% 6.4% 18.0% 1.4% 0.2% 907.2M -22.36B -123.8M 0.55 3.66 N/A N/A 162,436 89,848 1,305,698 1,217,594 2024-06-10 $426.84 $415.00 17.2% 5.1% 18.7% 6.4% 18.1% 1.4% 0.5% 878.4M -23.13B -124.1M 0.63 3.43 N/A N/A 104,482 66,025 1,258,579 1,180,616 2024-06-11 $431.66 $415.00 17.7% 5.2% 19.0% 9.2% 18.4% 1.4% 0.5% 1.04B -25.86B -123.0M 0.58 4.59 N/A N/A 106,641 61,861 1,276,691 1,204,795 2024-06-12 $440.15 $415.00 17.7% 5.2% 19.9% 9.3% 18.4% 1.0% 0.4% 1.38B -31.07B -120.5M 0.43 4.74 N/A N/A 305,302 131,958 1,291,689 1,219,683 2024-06-13 $441.65 $415.00 17.4% 5.1% 19.3% 7.4% 18.0% 1.1% 0.5% 1.46B -31.51B -120.8M 0.52 4.24 N/A N/A 167,719 86,948 1,332,155 1,248,189 2024-06-14 $441.95 $415.00 17.4% 5.1% 19.0% 7.5% 17.8% 1.2% 0.5% 1.39B -31.57B -120.4M 0.53 3.83 N/A N/A 155,546 83,111 1,349,095 1,265,996 2024-06-17 $449.69 $420.00 18.2% 5.2% 19.7% 11.7% 18.8% 0.5% 3.5% 1.20B -34.20B -120.1M 0.43 3.23 N/A N/A 249,713 107,449 1,285,455 1,220,001 2024-06-18 $446.23 $420.00 18.2% 5.2% 19.8% 11.7% 18.8% 0.8% 4.3% 1.26B -32.20B -123.3M 0.36 3.07 N/A N/A 272,772 98,256 1,316,482 1,241,694 2024-06-20 $445.03 $420.00 18.9% 5.2% 19.7% 16.1% 18.6% 0.9% 4.9% 1.45B -33.48B -126.5M 0.56 3.58 N/A N/A 145,458 80,913 1,402,804 1,256,406 2024-06-21 $449.00 $420.00 18.6% 4.8% 19.8% 14.4% 16.7% 1.3% 4.9% 1.48B -35.31B -123.5M 0.40 2.88 N/A N/A 259,814 103,014 1,386,792 1,275,901 2024-06-24 $447.75 $420.00 21.2% 4.8% 19.7% 28.6% 17.2% 0.9% 1.0% 972.3M -26.03B -125.2M 0.67 2.89 N/A N/A 105,936 70,647 1,144,418 963,277 2024-06-25 $450.19 $420.00 21.3% 4.8% 19.6% 29.5% 17.0% 0.9% 1.3% 1.09B -27.56B -121.6M 0.87 2.65 N/A N/A 73,295 63,675 1,164,036 976,870 2024-06-26 $451.40 $420.00 22.0% 4.7% 19.5% 32.8% 16.4% 0.8% 1.2% 1.14B -28.04B -123.1M 0.30 2.76 N/A N/A 230,528 69,520 1,176,487 991,512 2024-06-27 $452.44 $420.00 22.4% 4.7% 19.5% 35.2% 16.8% 1.0% 1.3% 1.24B -28.77B -124.0M 0.64 2.73 N/A N/A 127,117 80,753 1,204,983 1,007,077 2024-06-28 $452.53 $420.00 22.4% 4.7% 14.4% 35.6% 16.7% 1.3% 1.6% 1.21B -28.59B -125.5M 0.84 3.58 N/A N/A 134,937 114,010 1,221,817 1,022,243
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