MSFT Options History — November 2024 In November 2024, MSFT traded between $407.80 and $428.67. ATM implied volatility averaged 19.2%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 7.8% (HV 20d: 27.0%). Max pain ranged from $405.00 to $415.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.56.
Notable Days 2024-11-01 : Highest Volume — 444,050 contracts2024-11-06 : Largest IV drop — 16.5% change2024-11-01 : Highest IV Rank — 38.8%2024-11-01 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $418.86 $407.80 $428.67 $411.22 $424.13 Max Pain $414.50 $405.00 $415.00 $405.00 $415.00 ATM IV 19.2% 16.6% 23.1% 23.1% 16.6% Expected Move 5.6% 4.9% 7.0% 7.0% 4.9% HV 20d 27.0% 19.6% 29.4% 26.4% 19.6% HV 60d 20.4% 19.8% 21.2% 19.8% 21.2% IV Rank 17.0% 2.9% 38.8% 38.8% 3.1% IV Percentile 23.7% 0.4% 58.7% 58.7% 1.2% Term Structure 0.1% -0.4% 0.5% -0.1% 0.1% VWIV 19.8% 17.5% 24.5% 24.5% 17.5% Skew 25d 1.8% 0.9% 3.1% 3.0% 1.6% Skew 10d 4.6% 2.3% 6.9% 6.6% 3.2% Call IV 25d 18.5% 16.1% 21.8% 21.8% 16.1% Put IV 25d 20.4% 17.6% 24.8% 24.8% 17.7% Bid-Ask Spread % 3.09 1.66 11.93 1.83 2.83 Gamma HHI 0.05 0.04 0.10 0.04 0.10 Net GEX 579.8M 137.2M 1.11B 214.9M 948.5M Net DEX -12.61B -18.73B -6.27B -7.57B -15.46B Net VEX -132.9M -135.4M -129.5M -133.0M -129.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.41 0.77 0.76 0.60 Total Volume 286,301.55 176,843 444,050 444,050 224,833 Total OI 2,547,152.3 2,392,338 2,710,741 2,640,318 2,517,315
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 2024-11-01 $411.22 $405.00 23.1% 7.0% 26.4% 38.8% 24.5% 3.0% -0.1% 214.9M -7.57B -133.0M 0.76 1.83 N/A N/A 252,116 191,934 1,472,776 1,167,542 2024-11-04 $407.80 $415.00 22.9% 6.6% 25.8% 37.2% 23.4% 2.9% -0.1% 137.2M -6.27B -130.0M 0.53 2.01 N/A N/A 140,317 74,347 1,347,249 1,103,370 2024-11-05 $411.46 $415.00 22.2% 6.4% 25.6% 33.5% 21.8% 2.8% -0.1% 266.9M -8.18B -132.8M 0.43 1.92 N/A N/A 136,759 58,138 1,376,905 1,129,737 2024-11-06 $419.65 $415.00 18.5% 5.5% 26.4% 13.5% 19.9% 1.5% 0.2% 698.7M -13.26B -130.4M 0.45 2.09 N/A N/A 266,223 120,861 1,405,841 1,137,268 2024-11-07 $426.27 $415.00 17.4% 5.2% 26.9% 7.4% 18.8% 1.1% 0.4% 999.0M -18.16B -134.4M 0.53 2.28 N/A N/A 233,313 123,918 1,441,540 1,151,099 2024-11-08 $422.85 $415.00 17.3% 5.2% 27.1% 7.0% 18.7% 1.0% 0.4% 867.2M -15.52B -133.2M 0.60 4.59 N/A N/A 197,433 117,748 1,469,459 1,166,403 2024-11-11 $417.94 $415.00 18.7% 5.5% 27.2% 14.4% 19.5% 1.1% 0.4% 457.8M -12.32B -132.4M 0.62 2.40 N/A N/A 153,925 95,708 1,428,284 1,129,980 2024-11-12 $423.44 $415.00 18.7% 5.5% 27.5% 14.5% 19.8% 0.9% 0.4% 715.5M -15.91B -134.0M 0.48 3.49 N/A N/A 158,973 76,916 1,459,758 1,160,859 2024-11-13 $425.45 $415.00 18.5% 5.4% 27.5% 13.4% 19.4% 0.9% 0.5% 846.5M -17.24B -135.4M 0.52 5.25 N/A N/A 259,956 136,148 1,476,626 1,180,969 2024-11-14 $426.31 $415.00 18.8% 5.5% 27.4% 15.0% 19.4% 1.0% 0.2% 864.5M -17.57B -134.9M 0.63 5.04 N/A N/A 226,255 141,490 1,494,774 1,194,679 2024-11-15 $414.38 $415.00 20.8% 6.0% 29.4% 26.1% 21.4% 2.2% 0.2% 185.3M -9.14B -134.2M 0.77 11.93 N/A N/A 218,135 166,887 1,508,842 1,201,899 2024-11-18 $415.99 $415.00 19.9% 5.7% 29.4% 20.8% 20.0% 1.7% -0.3% 312.8M -9.77B -132.8M 0.42 1.81 N/A N/A 124,195 52,648 1,322,167 1,070,171 2024-11-19 $416.97 $415.00 19.6% 5.6% 27.4% 19.4% 19.8% 2.0% -0.3% 385.5M -10.43B -132.9M 0.45 1.76 N/A N/A 149,189 67,172 1,350,075 1,086,357 2024-11-20 $415.18 $415.00 21.0% 6.0% 27.2% 27.0% 20.9% 2.4% -0.4% 338.2M -9.77B -134.6M 0.45 1.93 N/A N/A 172,527 78,474 1,384,892 1,105,317 2024-11-21 $413.84 $415.00 19.9% 5.7% 27.3% 20.9% 19.2% 3.1% -0.4% 373.8M -9.64B -134.3M 0.41 2.55 N/A N/A 236,445 96,391 1,423,227 1,126,635 2024-11-22 $414.48 $415.00 18.6% 5.3% 27.1% 13.7% 18.9% 2.6% -0.3% 556.0M -10.22B -133.4M 0.62 2.53 N/A N/A 142,593 88,152 1,412,337 1,130,267 2024-11-25 $417.00 $415.00 17.7% 5.1% 27.2% 9.1% 18.5% 1.8% 0.3% 499.1M -11.74B -131.0M 0.60 1.66 N/A N/A 125,390 74,979 1,343,150 1,084,610 2024-11-26 $428.67 $415.00 16.6% 4.9% 28.6% 2.9% 17.9% 1.5% 0.2% 1.11B -18.73B -132.5M 0.61 1.80 N/A N/A 225,193 138,279 1,367,437 1,107,690 2024-11-27 $424.20 $415.00 16.6% 4.9% 28.7% 3.1% 17.6% 1.7% 0.2% 820.1M -15.38B -132.5M 0.74 2.14 N/A N/A 104,544 77,527 1,376,717 1,128,823 2024-11-29 $424.13 $415.00 16.6% 4.9% 19.6% 3.1% 17.5% 1.6% 0.1% 948.5M -15.46B -129.5M 0.60 2.83 N/A N/A 140,099 84,734 1,385,940 1,131,375
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