MSFT Options History — August 2024 In August 2024, MSFT traded between $393.62 and $424.63. ATM implied volatility averaged 22.8%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 0.0% (HV 20d: 22.7%). Max pain ranged from $410.00 to $420.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.68.
Notable Days 2024-08-01 : Highest Volume — 521,332 contracts2024-08-05 : Largest IV spike — 22.5% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $411.88 $393.62 $424.63 $414.71 $413.91 Max Pain $412.27 $410.00 $420.00 $410.00 $410.00 ATM IV 22.8% 18.9% 34.3% 24.5% 19.8% Expected Move 6.6% 5.4% 9.4% 7.4% 5.6% HV 20d 22.7% 19.8% 25.5% 21.0% 19.8% HV 60d 19.9% 18.2% 20.7% 18.2% 18.9% IV Rank 36.8% 15.7% 100.0% 47.2% 20.4% IV Percentile 50.6% 17.5% 100.0% 59.9% 32.9% Term Structure -0.0% -0.8% 0.7% -0.6% 0.1% VWIV 23.7% 19.6% 34.8% 26.1% 22.3% Skew 25d 3.5% 1.6% 9.3% 2.3% 2.8% Skew 10d 7.7% 3.9% 19.4% 4.8% 6.9% Call IV 25d 21.3% 18.3% 30.3% 23.8% 18.7% Put IV 25d 24.9% 20.2% 39.6% 26.1% 21.5% Bid-Ask Spread % 6.48 2.04 46.47 3.66 7.59 Gamma HHI 0.04 0.04 0.10 0.04 0.04 Net GEX 119.4M -228.0M 501.1M -30.8M 70.1M Net DEX -7.32B -13.51B 273.8M -7.41B -8.50B Net VEX -139.3M -144.0M -135.0M -138.6M -135.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.35 1.14 0.83 0.87 Total Volume 260,158.227 136,050 521,332 521,332 213,835 Total OI 2,422,107.545 2,211,753 2,573,734 2,538,388 2,406,057
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 2024-08-01 $414.71 $410.00 24.5% 7.4% 21.0% 47.2% 26.1% 2.3% -0.6% -30.8M -7.41B -138.6M 0.83 3.66 N/A N/A 284,164 237,168 1,335,590 1,202,798 2024-08-02 $407.50 $410.00 28.0% 8.5% 19.8% 66.5% 29.9% 3.9% -0.8% -228.0M -3.73B -141.3M 1.14 4.17 N/A N/A 229,658 262,025 1,352,124 1,221,610 2024-08-05 $393.62 $420.00 34.3% 9.4% 22.1% 100.0% 34.8% 9.3% -0.5% -143.6M 273.8M -140.8M 0.75 15.13 N/A N/A 170,449 128,624 1,240,018 1,160,190 2024-08-06 $401.31 $415.00 26.8% 7.6% 24.1% 58.8% 28.0% 5.6% 0.7% -110.6M -2.70B -138.2M 0.78 6.77 N/A N/A 132,295 103,344 1,260,197 1,180,561 2024-08-07 $399.83 $415.00 28.0% 8.0% 23.0% 65.6% 28.6% 6.1% -0.5% -116.8M -2.09B -141.4M 0.74 5.09 N/A N/A 140,822 104,264 1,292,968 1,199,388 2024-08-08 $402.43 $415.00 25.9% 7.4% 22.8% 54.0% 25.9% 5.4% -0.2% -83.5M -3.30B -140.5M 0.73 5.92 N/A N/A 141,623 102,784 1,312,086 1,217,024 2024-08-09 $406.69 $415.00 23.8% 6.9% 23.6% 42.2% 23.8% 4.7% 0.2% 181.8M -5.45B -139.5M 0.70 3.67 N/A N/A 148,054 103,083 1,327,622 1,230,991 2024-08-12 $405.29 $415.00 23.8% 6.9% 23.6% 42.5% 24.5% 4.5% 0.1% -110.0M -4.04B -137.0M 0.53 3.20 N/A N/A 104,821 55,301 1,251,898 1,169,896 2024-08-13 $413.36 $415.00 21.2% 6.2% 25.2% 28.0% 23.1% 3.9% 0.3% 165.2M -8.14B -135.3M 0.76 4.06 N/A N/A 128,396 97,448 1,275,305 1,182,352 2024-08-14 $415.92 $415.00 20.3% 5.9% 25.2% 23.1% 23.1% 3.4% 0.2% 314.0M -9.22B -138.0M 0.51 3.18 N/A N/A 196,724 99,878 1,296,913 1,206,751 2024-08-15 $419.78 $415.00 19.2% 5.5% 25.5% 17.1% 21.2% 2.4% 0.2% 501.0M -10.22B -138.6M 0.73 3.47 N/A N/A 171,302 125,038 1,264,024 1,234,355 2024-08-16 $418.55 $410.00 19.3% 5.5% 25.4% 17.6% 20.2% 1.6% 0.1% 248.2M -10.18B -139.4M 0.54 46.47 N/A N/A 172,642 93,010 1,291,223 1,234,151 2024-08-19 $419.62 $410.00 18.9% 5.4% 24.6% 15.7% 19.6% 1.7% 0.2% 292.6M -10.94B -137.3M 0.45 2.83 N/A N/A 111,189 49,987 1,122,625 1,089,128 2024-08-20 $424.63 $410.00 19.4% 5.6% 25.1% 18.1% 19.7% 1.7% 0.1% 501.1M -13.51B -139.7M 0.35 2.28 N/A N/A 178,578 62,481 1,147,576 1,102,743 2024-08-21 $422.96 $410.00 20.1% 5.7% 22.4% 21.9% 19.9% 2.1% -0.0% 483.5M -12.83B -142.1M 0.36 2.77 N/A N/A 145,926 52,722 1,179,908 1,119,872 2024-08-22 $415.03 $410.00 21.9% 6.3% 22.0% 31.9% 22.2% 3.0% 0.0% 177.6M -8.83B -144.0M 0.47 3.90 N/A N/A 203,765 96,414 1,217,695 1,133,256 2024-08-23 $415.22 $410.00 20.6% 5.9% 21.5% 24.7% 20.9% 2.6% 0.2% 81.5M -8.78B -142.2M 0.67 6.65 N/A N/A 196,810 132,307 1,237,942 1,151,284 2024-08-26 $412.74 $410.00 21.4% 6.2% 21.3% 29.4% 21.9% 2.9% 0.0% 86.4M -7.73B -139.8M 0.60 2.37 N/A N/A 86,875 52,412 1,193,419 1,133,249 2024-08-27 $413.91 $410.00 20.8% 6.0% 20.9% 25.9% 21.7% 2.6% -0.0% 130.2M -8.30B -139.2M 0.85 2.04 N/A N/A 73,636 62,414 1,210,084 1,146,852 2024-08-28 $410.61 $410.00 22.0% 6.4% 20.8% 32.6% 22.6% 3.0% -0.2% 26.8M -6.78B -139.0M 0.70 3.69 N/A N/A 98,921 69,486 1,219,907 1,147,994 2024-08-29 $413.75 $410.00 20.8% 6.0% 20.8% 25.7% 20.8% 2.5% -0.0% 189.2M -8.60B -137.0M 0.79 3.75 N/A N/A 168,959 133,847 1,229,773 1,156,967 2024-08-30 $413.91 $410.00 19.8% 5.6% 19.8% 20.4% 22.3% 2.8% 0.1% 70.1M -8.50B -135.0M 0.87 7.59 N/A N/A 114,562 99,273 1,239,966 1,166,091
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