MSFT Options History — December 2024 In December 2024, MSFT traded between $422.33 and $454.65. ATM implied volatility averaged 19.3%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 0.0% (HV 20d: 19.4%). Max pain ranged from $400.00 to $415.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.47.
Notable Days 2024-12-05 : Highest Volume — 521,326 contracts2024-12-18 : Largest IV spike — 19.4% change2024-12-31 : Highest IV Rank — 52.0%2024-12-19 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $439.78 $422.33 $454.65 $431.20 $422.33 Max Pain $402.14 $400.00 $415.00 $415.00 $400.00 ATM IV 19.3% 16.8% 25.6% 17.1% 25.6% Expected Move 5.4% 5.0% 6.4% 5.2% 5.6% HV 20d 19.4% 15.3% 20.8% 20.3% 19.8% HV 60d 21.2% 20.5% 22.1% 21.2% 22.1% IV Rank 17.8% 3.8% 52.0% 5.8% 52.0% IV Percentile 24.7% 1.6% 68.3% 3.2% 68.3% Term Structure 1.4% -0.2% 5.2% 0.7% -0.2% VWIV 19.4% 18.0% 23.5% 18.4% 19.5% Skew 25d 1.5% 0.4% 4.0% 0.9% 2.9% Skew 10d 4.5% 1.7% 11.5% 2.8% 6.4% Call IV 25d 18.9% 16.6% 24.5% 17.0% 24.5% Put IV 25d 20.4% 17.2% 27.4% 17.8% 27.4% Bid-Ask Spread % 9.11 1.69 47.36 1.76 1.82 Gamma HHI 0.08 0.03 0.26 0.06 0.03 Net GEX 1.13B 124.1M 2.66B 1.03B 124.1M Net DEX -22.39B -32.29B -10.22B -19.55B -10.22B Net VEX -127.6M -132.5M -120.4M -129.8M -121.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.29 0.79 0.41 0.55 Total Volume 305,113.429 120,781 521,326 356,187 151,038 Total OI 2,526,420.524 2,271,149 2,718,061 2,437,790 2,319,607
Daily Data (21 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 2024-12-02 $431.20 $415.00 17.1% 5.2% 20.3% 5.8% 18.4% 0.9% 0.7% 1.03B -19.55B -129.8M 0.41 1.76 N/A N/A 252,204 103,983 1,354,200 1,083,590 2024-12-03 $430.67 $415.00 17.0% 5.1% 20.0% 4.9% 18.0% 1.1% 0.4% 1.11B -19.42B -128.7M 0.58 1.70 N/A N/A 126,689 73,229 1,396,857 1,104,518 2024-12-04 $437.66 $415.00 17.0% 5.1% 20.4% 5.3% 18.3% 0.6% 0.6% 1.45B -23.94B -129.7M 0.37 1.69 N/A N/A 347,568 127,077 1,409,623 1,118,408 2024-12-05 $443.58 $400.00 17.1% 5.2% 19.8% 5.6% 18.9% 0.4% 0.5% 1.60B -27.22B -132.5M 0.34 2.07 N/A N/A 389,626 131,700 1,440,558 1,149,839 2024-12-06 $444.64 $400.00 16.8% 5.1% 19.3% 3.8% 18.4% 0.5% 0.7% 2.66B -28.44B -131.6M 0.39 1.99 N/A N/A 256,260 100,760 1,496,653 1,174,058 2024-12-09 $445.64 $400.00 18.1% 5.3% 18.9% 11.3% 19.3% 0.5% 0.3% 1.40B -27.05B -131.7M 0.46 1.83 N/A N/A 194,550 90,130 1,440,009 1,136,176 2024-12-10 $442.63 $400.00 17.8% 5.3% 18.5% 9.6% 18.9% 0.5% 0.4% 1.29B -25.16B -129.6M 0.41 2.11 N/A N/A 205,471 84,517 1,467,611 1,159,898 2024-12-11 $449.02 $400.00 17.6% 5.2% 18.6% 8.6% 18.7% 0.5% 0.5% 1.63B -29.71B -127.9M 0.42 4.81 N/A N/A 179,396 74,626 1,476,099 1,176,560 2024-12-12 $451.91 $400.00 17.7% 5.2% 18.6% 9.0% 18.8% 0.7% 0.7% 1.83B -31.26B -128.4M 0.33 11.13 N/A N/A 374,232 123,250 1,480,700 1,185,539 2024-12-13 $447.83 $400.00 17.3% 5.1% 19.1% 7.0% 18.2% 0.6% 0.8% 1.15B -27.50B -127.6M 0.60 15.56 N/A N/A 214,538 129,323 1,474,981 1,202,015 2024-12-16 $451.31 $400.00 18.1% 5.2% 15.3% 10.9% 19.0% 0.6% 1.1% 1.48B -29.54B -126.2M 0.36 2.20 N/A N/A 156,863 56,795 1,416,748 1,165,208 2024-12-17 $454.65 $400.00 18.6% 5.4% 15.3% 14.1% 19.3% 0.6% 0.9% 1.69B -32.29B -123.7M 0.37 13.44 N/A N/A 170,384 63,755 1,441,525 1,175,257 2024-12-18 $439.12 $400.00 22.3% 6.4% 20.7% 33.9% 23.0% 2.2% 1.2% 901.7M -21.10B -130.5M 0.56 42.42 N/A N/A 201,592 113,879 1,458,627 1,191,186 2024-12-19 $437.94 $400.00 22.4% 6.4% 20.6% 34.5% 23.5% 4.0% 0.2% 777.3M -19.74B -131.5M 0.79 16.79 N/A N/A 176,372 138,880 1,474,580 1,203,637 2024-12-20 $436.74 $400.00 20.6% 5.8% 20.6% 25.1% 21.1% 3.6% 1.2% 631.2M -18.78B -129.2M 0.71 47.36 N/A N/A 280,941 198,497 1,487,025 1,231,036 2024-12-23 $434.88 $400.00 19.9% 5.5% 20.8% 20.8% 19.5% 2.5% 4.2% 572.1M -16.18B -127.6M 0.34 2.32 N/A N/A 165,001 55,567 1,239,648 1,031,501 2024-12-24 $438.25 $400.00 18.3% 5.0% 20.8% 12.4% 18.9% 1.9% 4.8% 851.3M -18.24B -126.0M 0.29 2.15 N/A N/A 93,561 27,220 1,262,682 1,047,618 2024-12-26 $439.64 $400.00 19.8% 5.0% 18.6% 20.6% 18.1% 1.6% 5.2% 997.8M -19.25B -123.5M 0.45 14.19 N/A N/A 152,444 68,938 1,273,706 1,052,813 2024-12-27 $429.05 $400.00 22.0% 5.5% 20.3% 32.7% 19.3% 2.5% 5.0% 206.2M -13.10B -123.1M 0.49 2.25 N/A N/A 243,777 119,843 1,303,198 1,075,607 2024-12-30 $426.70 $400.00 24.5% 5.5% 20.4% 46.1% 19.3% 3.0% -0.2% 279.6M -12.42B -120.4M 0.62 1.79 N/A N/A 118,771 74,135 1,228,826 1,046,904 2024-12-31 $422.33 $400.00 25.6% 5.6% 19.8% 52.0% 19.5% 2.9% -0.2% 124.1M -10.22B -121.1M 0.55 1.82 N/A N/A 97,237 53,801 1,251,039 1,068,568
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