MSFT Options History — October 2024 In October 2024, MSFT traded between $409.47 and $434.70. ATM implied volatility averaged 28.7%, placing in the 69.3% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 12.7% (HV 20d: 16.0%). Max pain ranged from $405.00 to $420.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.51.
Notable Days 2024-10-31 : Highest Volume — 791,551 contracts2024-10-31 : Largest IV drop — 15.9% change2024-10-07 : Highest IV Rank — 77.1%2024-10-30 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $420.17 $409.47 $434.70 $422.04 $410.40 Max Pain $406.30 $405.00 $420.00 $420.00 $405.00 ATM IV 28.7% 25.2% 30.1% 27.1% 25.2% Expected Move 8.3% 6.2% 10.1% 6.2% 7.8% HV 20d 16.0% 12.6% 26.4% 17.0% 26.4% HV 60d 18.6% 15.8% 19.8% 19.8% 19.8% IV Rank 69.3% 50.2% 77.1% 60.4% 50.2% IV Percentile 88.8% 67.5% 95.2% 81.3% 67.5% Term Structure -1.0% -2.1% 0.6% -0.2% -0.5% VWIV 29.2% 21.8% 35.5% 22.0% 27.3% Skew 25d 3.1% 1.8% 3.9% 3.7% 2.9% Skew 10d 6.5% 4.7% 7.9% 7.9% 6.6% Call IV 25d 27.3% 24.1% 29.0% 25.6% 24.1% Put IV 25d 30.4% 27.0% 32.3% 29.2% 27.0% Bid-Ask Spread % 3.83 1.52 31.35 2.14 31.35 Gamma HHI 0.04 0.03 0.08 0.04 0.04 Net GEX 312.5M -63.3M 822.6M 196.1M -63.3M Net DEX -10.58B -18.32B -4.78B -9.36B -5.52B Net VEX -131.7M -136.0M -129.1M -130.2M -129.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.30 0.72 0.65 0.62 Total Volume 277,850.174 141,767 791,551 275,322 791,551 Total OI 2,333,496.478 2,185,742 2,504,964 2,185,742 2,490,399
Daily Data (23 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 2024-10-01 $422.04 $420.00 27.1% 6.2% 17.0% 60.4% 22.0% 3.7% -0.2% 196.1M -9.36B -130.2M 0.65 2.14 N/A N/A 166,566 108,756 1,153,822 1,031,920 2024-10-02 $418.59 $420.00 27.2% 6.3% 17.3% 60.9% 21.8% 3.5% 0.6% 75.4M -7.96B -130.0M 0.61 1.52 N/A N/A 109,735 66,829 1,189,509 1,056,756 2024-10-03 $415.56 $405.00 28.3% 7.9% 17.4% 67.1% 27.1% 3.6% 0.3% 149.9K -6.70B -130.7M 0.55 3.34 N/A N/A 139,128 76,205 1,206,424 1,064,638 2024-10-04 $416.84 $405.00 27.8% 7.8% 16.5% 64.2% 27.3% 3.4% 0.2% 63.9M -7.55B -130.0M 0.60 2.93 N/A N/A 185,477 110,718 1,223,891 1,075,518 2024-10-07 $409.47 $405.00 30.1% 8.4% 17.9% 77.1% 28.7% 3.9% -1.0% -25.2M -4.78B -129.1M 0.72 3.60 N/A N/A 145,831 104,285 1,190,370 1,062,415 2024-10-08 $414.73 $405.00 29.2% 8.0% 16.8% 72.1% 28.2% 3.4% -1.1% 151.2M -7.41B -130.2M 0.48 2.77 N/A N/A 146,759 69,998 1,221,366 1,085,653 2024-10-09 $417.59 $405.00 29.0% 8.0% 15.2% 71.2% 27.9% 3.1% -1.1% 304.8M -9.28B -131.3M 0.49 3.17 N/A N/A 143,368 69,853 1,249,887 1,099,226 2024-10-10 $415.63 $405.00 29.2% 8.1% 14.4% 72.0% 28.6% 3.1% -1.2% 201.5M -8.29B -130.7M 0.51 2.93 N/A N/A 121,087 61,317 1,265,296 1,109,320 2024-10-11 $416.06 $405.00 28.9% 8.1% 13.7% 70.3% 28.1% 2.8% -1.2% 147.8M -8.60B -129.8M 0.62 2.69 N/A N/A 168,821 105,202 1,279,359 1,114,781 2024-10-14 $420.32 $405.00 28.4% 8.0% 14.3% 67.6% 28.1% 2.4% -0.6% 347.3M -10.86B -129.4M 0.30 2.81 N/A N/A 234,691 69,407 1,238,358 1,086,399 2024-10-15 $417.40 $405.00 29.1% 8.3% 14.1% 71.4% 28.9% 2.8% -0.9% 306.1M -9.84B -131.6M 0.41 3.39 N/A N/A 147,541 60,804 1,309,368 1,099,380 2024-10-16 $415.51 $405.00 29.0% 8.3% 14.1% 70.8% 30.1% 2.7% -0.7% 204.1M -8.88B -132.1M 0.68 2.28 N/A N/A 143,677 97,972 1,342,265 1,114,846 2024-10-17 $416.83 $405.00 28.7% 8.3% 12.8% 69.1% 28.6% 2.7% -0.9% 274.2M -9.73B -132.6M 0.68 2.26 N/A N/A 121,411 82,241 1,361,703 1,132,767 2024-10-18 $417.61 $405.00 27.6% 8.0% 12.9% 63.1% 28.0% 2.8% -0.9% 350.6M -10.15B -131.3M 0.55 2.90 N/A N/A 140,323 76,874 1,366,674 1,138,290 2024-10-21 $417.43 $405.00 28.6% 8.5% 12.6% 68.8% 29.9% 3.3% -1.6% 319.5M -9.72B -129.9M 0.50 2.21 N/A N/A 107,086 53,134 1,158,207 1,028,664 2024-10-22 $429.58 $405.00 28.5% 8.6% 16.2% 68.0% 30.2% 2.9% -1.8% 671.6M -16.05B -131.3M 0.42 2.50 N/A N/A 345,248 144,567 1,188,185 1,047,443 2024-10-23 $425.36 $405.00 29.8% 9.1% 16.4% 75.1% 31.4% 3.2% -1.9% 598.9M -13.75B -133.8M 0.36 2.21 N/A N/A 248,952 89,842 1,227,627 1,068,003 2024-10-24 $424.60 $405.00 30.0% 9.3% 16.4% 76.4% 32.4% 3.6% -2.0% 601.1M -13.52B -135.9M 0.43 2.05 N/A N/A 133,037 56,587 1,270,066 1,079,636 2024-10-25 $427.88 $405.00 29.5% 9.2% 16.5% 73.7% 32.2% 3.4% -2.1% 822.6M -15.72B -136.0M 0.35 2.16 N/A N/A 232,697 80,637 1,286,168 1,089,438 2024-10-28 $426.88 $405.00 29.8% 9.8% 16.5% 75.3% 34.0% 3.4% -1.1% 453.5M -14.22B -134.5M 0.40 2.08 N/A N/A 101,089 40,678 1,204,916 1,038,451 2024-10-29 $433.01 $405.00 29.4% 9.9% 16.4% 72.9% 34.5% 2.9% -1.3% 563.5M -17.09B -135.4M 0.42 1.99 N/A N/A 112,619 46,992 1,239,528 1,055,997 2024-10-30 $434.70 $405.00 30.0% 10.1% 16.0% 76.3% 35.5% 1.8% -1.3% 621.5M -18.32B -134.7M 0.48 2.86 N/A N/A 357,874 173,088 1,263,034 1,064,456 2024-10-31 $410.40 $405.00 25.2% 7.8% 26.4% 50.2% 27.3% 2.9% -0.5% -63.3M -5.52B -129.5M 0.62 31.35 N/A N/A 488,641 302,910 1,371,454 1,118,945
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