MSFT Options History — July 2024 In July 2024, MSFT traded between $418.12 and $467.62. ATM implied volatility averaged 27.0%, placing in the 61.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 11.3% (HV 20d: 15.8%). Max pain ranged from $395.00 to $420.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.68.
Notable Days 2024-07-31 : Highest Volume — 793,958 contracts2024-07-31 : Largest IV drop — 27.1% change2024-07-30 : Highest IV Rank — 89.6%2024-07-30 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $445.06 $418.12 $467.62 $455.28 $418.12 Max Pain $409.09 $395.00 $420.00 $420.00 $415.00 ATM IV 27.0% 23.4% 32.2% 24.0% 23.4% Expected Move 7.6% 4.4% 10.7% 4.7% 7.0% HV 20d 15.8% 11.2% 21.5% 11.4% 21.2% HV 60d 18.7% 17.8% 19.1% 18.9% 18.3% IV Rank 61.2% 41.2% 89.6% 44.3% 41.2% IV Percentile 77.0% 55.6% 99.2% 57.1% 55.6% Term Structure -1.1% -1.6% -0.6% -0.6% -0.6% VWIV 26.8% 15.9% 36.8% 17.1% 24.3% Skew 25d 1.8% 0.4% 3.6% 1.0% 1.9% Skew 10d 4.3% 1.1% 7.8% 2.5% 4.0% Call IV 25d 26.4% 22.9% 30.5% 24.1% 22.9% Put IV 25d 28.2% 24.6% 33.7% 25.1% 24.7% Bid-Ask Spread % 4.75 2.72 8.38 3.31 4.54 Gamma HHI 0.07 0.05 0.11 0.08 0.06 Net GEX 716.6M 3.7M 1.44B 1.09B 76.2M Net DEX -21.58B -35.32B -7.62B -28.65B -8.01B Net VEX -132.9M -140.3M -122.5M -127.6M -134.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.43 1.09 0.89 0.53 Total Volume 312,012.818 123,545 793,958 191,210 793,958 Total OI 2,330,381.818 2,182,026 2,544,069 2,182,026 2,444,950
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 2024-07-01 $455.28 $420.00 24.0% 4.7% 11.4% 44.3% 17.1% 1.0% -0.6% 1.09B -28.65B -127.6M 0.89 3.31 N/A N/A 101,057 90,153 1,172,662 1,009,364 2024-07-02 $458.69 $420.00 23.9% 4.4% 11.2% 43.7% 16.0% 0.6% -0.7% 1.25B -30.62B -125.5M 0.68 2.72 N/A N/A 123,093 83,508 1,195,718 1,036,575 2024-07-03 $460.04 $420.00 24.1% 4.4% 11.2% 44.7% 15.9% 0.6% -0.8% 1.32B -31.18B -126.0M 0.77 3.02 N/A N/A 69,765 53,780 1,209,789 1,050,566 2024-07-05 $467.62 $395.00 24.8% 6.8% 11.2% 48.8% 24.4% 0.4% -0.8% 1.44B -35.32B -122.5M 0.51 4.63 N/A N/A 261,929 134,299 1,219,717 1,057,289 2024-07-08 $465.18 $400.00 25.1% 6.9% 11.7% 50.2% 24.4% 0.8% -0.7% 1.08B -32.54B -125.6M 0.71 4.88 N/A N/A 98,351 70,108 1,205,810 1,036,550 2024-07-09 $458.88 $400.00 25.4% 7.0% 13.3% 51.8% 24.7% 0.9% -1.0% 1.01B -29.20B -127.9M 0.53 5.24 N/A N/A 153,322 81,783 1,226,900 1,055,448 2024-07-10 $464.96 $400.00 25.6% 7.0% 13.6% 53.2% 24.6% 0.9% -1.2% 1.23B -32.86B -126.7M 0.43 4.38 N/A N/A 219,523 95,138 1,252,353 1,070,529 2024-07-11 $454.96 $400.00 26.3% 7.2% 16.2% 56.8% 25.5% 1.1% -1.3% 888.7M -26.52B -131.3M 0.55 8.38 N/A N/A 232,052 127,616 1,278,803 1,095,186 2024-07-12 $453.88 $400.00 26.2% 7.3% 15.0% 56.2% 25.6% 0.9% -1.2% 951.7M -26.01B -131.7M 0.68 6.60 N/A N/A 232,232 157,825 1,308,859 1,114,103 2024-07-15 $452.39 $410.00 26.7% 7.5% 15.1% 59.1% 26.8% 1.2% -1.3% 1.08B -25.39B -132.0M 0.46 4.30 N/A N/A 136,926 63,498 1,280,945 1,091,905 2024-07-16 $449.59 $410.00 26.1% 7.4% 15.3% 55.9% 26.3% 1.5% -1.2% 953.0M -23.57B -131.1M 0.54 4.02 N/A N/A 187,698 101,291 1,307,265 1,109,974 2024-07-17 $443.18 $410.00 27.2% 7.8% 14.9% 62.1% 27.2% 2.2% -1.5% 659.6M -19.56B -134.9M 0.83 5.85 N/A N/A 175,226 146,042 1,346,782 1,138,107 2024-07-18 $439.56 $410.00 27.5% 8.0% 14.9% 63.7% 28.0% 2.5% -1.5% 395.4M -17.57B -137.3M 0.66 6.17 N/A N/A 201,760 132,284 1,362,537 1,159,989 2024-07-19 $436.54 $410.00 28.9% 8.4% 15.1% 71.4% 29.4% 2.5% -1.6% 256.3M -16.34B -138.1M 1.09 6.24 N/A N/A 197,156 215,757 1,383,702 1,160,367 2024-07-22 $443.61 $410.00 27.4% 8.2% 15.9% 62.8% 28.8% 2.1% -0.9% 526.2M -18.60B -136.6M 0.69 4.35 N/A N/A 105,362 72,816 1,145,826 1,053,015 2024-07-23 $443.59 $410.00 27.2% 8.3% 15.9% 62.0% 29.3% 2.3% -1.0% 501.9M -18.45B -136.9M 0.58 4.80 N/A N/A 103,848 60,492 1,156,141 1,071,335 2024-07-24 $429.33 $410.00 29.8% 9.2% 19.4% 76.8% 32.0% 3.6% -1.0% 135.3M -11.57B -138.3M 0.70 4.89 N/A N/A 191,979 134,763 1,167,973 1,085,481 2024-07-25 $420.03 $410.00 31.6% 9.8% 20.5% 86.3% 33.6% 3.6% -1.4% 3.7M -7.62B -138.7M 0.71 5.05 N/A N/A 241,089 170,195 1,203,286 1,109,887 2024-07-26 $425.36 $410.00 30.5% 9.6% 21.2% 80.6% 33.4% 3.1% -1.5% 318.1M -11.18B -140.0M 0.65 3.23 N/A N/A 260,974 169,385 1,249,633 1,109,040 2024-07-29 $428.23 $415.00 31.3% 10.3% 21.4% 84.6% 35.8% 3.0% -1.6% 335.8M -13.17B -140.3M 0.75 3.29 N/A N/A 113,133 84,911 1,170,341 1,067,441 2024-07-30 $422.25 $415.00 32.2% 10.7% 21.5% 89.6% 36.8% 2.5% -1.6% 257.8M -10.75B -139.7M 0.89 4.51 N/A N/A 221,823 196,382 1,202,765 1,093,492 2024-07-31 $418.12 $415.00 23.4% 7.0% 21.2% 41.2% 24.3% 1.9% -0.6% 76.2M -8.01B -134.1M 0.53 4.54 N/A N/A 517,315 276,643 1,274,950 1,170,000
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