MSFT Options History — September 2024 In September 2024, MSFT traded between $401.78 and $438.67. ATM implied volatility averaged 22.1%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 5.5% (HV 20d: 16.7%). Max pain ranged from $410.00 to $420.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.64.
Notable Days 2024-09-17 : Highest Volume — 322,338 contracts2024-09-30 : Largest IV spike — 9.3% change2024-09-30 : Highest IV Rank — 51.1%2024-09-03 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $423.91 $401.78 $438.67 $407.84 $428.15 Max Pain $416.00 $410.00 $420.00 $410.00 $420.00 ATM IV 22.1% 19.0% 25.4% 23.4% 25.4% Expected Move 6.1% 5.2% 7.1% 7.1% 5.8% HV 20d 16.7% 14.6% 17.9% 15.9% 17.1% HV 60d 19.5% 18.6% 20.0% 19.1% 19.6% IV Rank 33.3% 16.1% 51.1% 39.9% 51.1% IV Percentile 50.7% 18.3% 68.3% 59.5% 68.3% Term Structure 1.3% -0.7% 3.9% -0.7% 0.6% VWIV 21.4% 18.3% 24.9% 24.9% 20.7% Skew 25d 3.0% 2.1% 4.2% 3.7% 3.4% Skew 10d 6.8% 5.1% 9.5% 8.4% 7.3% Call IV 25d 20.9% 17.3% 24.9% 22.1% 24.9% Put IV 25d 23.9% 19.7% 28.3% 25.8% 28.3% Bid-Ask Spread % 3.53 1.65 10.01 3.04 1.96 Gamma HHI 0.05 0.04 0.10 0.04 0.04 Net GEX 417.8M -314.5M 981.8M -30.5M 412.1M Net DEX -12.85B -21.06B -2.66B -5.69B -12.54B Net VEX -132.9M -135.6M -129.7M -134.9M -131.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.45 0.99 0.79 0.54 Total Volume 212,475.4 148,448 322,338 188,036 148,448 Total OI 2,322,286.9 2,070,060 2,505,301 2,299,407 2,160,941
Daily Data (20 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 2024-09-03 $407.84 $410.00 23.4% 7.1% 15.9% 39.9% 24.9% 3.7% -0.7% -30.5M -5.69B -134.9M 0.79 3.04 N/A N/A 105,099 82,937 1,176,696 1,122,711 2024-09-04 $409.77 $410.00 23.4% 7.0% 14.6% 40.1% 24.3% 3.7% -0.4% 8.8M -6.49B -135.6M 0.69 2.39 N/A N/A 105,928 72,877 1,197,674 1,145,563 2024-09-05 $407.38 $415.00 23.9% 6.8% 14.7% 42.7% 23.0% 3.9% -0.5% -73.2M -5.40B -135.0M 0.60 4.82 N/A N/A 105,554 63,734 1,216,795 1,160,393 2024-09-06 $401.78 $415.00 24.9% 7.1% 15.4% 48.5% 24.1% 4.2% -0.4% -314.5M -2.66B -133.9M 0.99 10.01 N/A N/A 131,544 130,350 1,234,244 1,170,140 2024-09-09 $403.52 $415.00 23.5% 6.7% 15.0% 40.6% 23.7% 4.0% 0.2% -141.3M -3.94B -131.8M 0.82 4.24 N/A N/A 81,676 67,308 1,171,662 1,144,361 2024-09-10 $412.33 $415.00 23.2% 6.6% 16.9% 39.1% 23.4% 3.4% -0.0% 177.6M -8.32B -133.0M 0.83 3.93 N/A N/A 107,462 89,733 1,193,317 1,159,182 2024-09-11 $420.80 $415.00 22.2% 6.3% 17.0% 33.9% 23.4% 3.1% -0.1% 486.2M -12.52B -134.1M 0.73 4.17 N/A N/A 120,268 88,001 1,200,268 1,165,187 2024-09-12 $426.51 $415.00 21.5% 6.2% 17.5% 30.0% 22.6% 2.6% -0.0% 704.1M -15.75B -133.3M 0.67 3.85 N/A N/A 158,076 105,678 1,223,429 1,179,885 2024-09-13 $431.13 $415.00 21.0% 6.0% 17.6% 27.1% 21.5% 2.3% 0.0% 860.8M -18.71B -133.0M 0.51 6.15 N/A N/A 209,499 106,919 1,242,931 1,192,067 2024-09-16 $431.22 $415.00 21.2% 6.1% 17.5% 28.1% 21.1% 2.7% 2.2% 670.6M -17.21B -134.2M 0.56 2.47 N/A N/A 127,414 71,821 1,213,737 1,159,161 2024-09-17 $434.36 $415.00 21.4% 6.1% 17.6% 29.3% 21.9% 2.3% 2.0% 744.8M -18.82B -134.7M 0.45 2.81 N/A N/A 222,265 100,073 1,229,336 1,177,403 2024-09-18 $432.13 $415.00 21.0% 6.0% 17.3% 27.2% 21.7% 2.4% 2.4% 669.8M -17.51B -134.3M 0.48 4.51 N/A N/A 134,342 64,570 1,248,628 1,194,329 2024-09-19 $438.67 $415.00 19.6% 5.5% 17.9% 19.1% 19.2% 2.1% 2.3% 981.8M -21.06B -133.1M 0.60 3.08 N/A N/A 158,722 95,865 1,265,124 1,202,074 2024-09-20 $437.87 $415.00 19.0% 5.2% 16.3% 16.1% 18.6% 2.5% 2.6% 862.0M -20.50B -131.8M 0.69 3.41 N/A N/A 118,304 81,713 1,285,698 1,219,603 2024-09-23 $433.91 $420.00 20.2% 5.2% 16.8% 22.5% 18.4% 2.7% 2.9% 547.2M -15.31B -129.7M 0.77 2.10 N/A N/A 86,095 66,359 1,092,608 977,452 2024-09-24 $429.22 $420.00 21.1% 5.3% 17.2% 27.4% 18.6% 2.6% 2.9% 399.5M -13.12B -129.9M 0.51 2.25 N/A N/A 159,490 81,061 1,116,607 996,892 2024-09-25 $431.97 $420.00 21.5% 5.3% 17.2% 29.6% 18.3% 2.9% 3.9% 583.2M -14.51B -131.6M 0.46 1.87 N/A N/A 119,793 54,746 1,152,661 1,018,218 2024-09-26 $431.22 $420.00 22.3% 5.4% 16.9% 34.2% 18.5% 2.9% 3.0% 525.5M -14.22B -131.1M 0.49 1.81 N/A N/A 138,105 68,148 1,170,174 1,035,087 2024-09-27 $428.50 $420.00 23.2% 5.6% 17.1% 39.3% 19.8% 2.8% 3.0% 280.8M -12.72B -132.3M 0.67 1.65 N/A N/A 131,571 87,960 1,189,781 1,043,719 2024-09-30 $428.15 $420.00 25.4% 5.8% 17.1% 51.1% 20.7% 3.4% 0.6% 412.1M -12.54B -131.0M 0.54 1.96 N/A N/A 96,140 52,308 1,144,443 1,016,498
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