MSFTMicrosoft Corp
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $2.90T|NASDAQ
● 2026-07-30$390.54
BULLISH
Analysis: 2026-07-29 EOD data
1Y -23.9%YTD -17.4%7D +2.3%
Options Vol
487,111
30D
Implied Move
±15.4%
IV Rank
83%
MSFT Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
Loading score history...
MSFT Gamma Walls
Loading gamma walls...
Value
Is IV priced right?
4.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 checks passed
IV Rank
≤35%IV Rank 59.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.11x — IV premium over HV
Sector Relative≤50%
Sector percentile 22% — below sector median
Term Structure
<1.1xFront/Back 2.26x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 54.9% — normal range
Spread-Adjusted Value
<80%Effective IV 61.9% (ATM 54.9% + spread 3.5% + bias) — good value
Execution Efficiency
<3.0%Total drag 5.27% (spread 3.50% + slippage 1.77%) — high friction
Vega Efficiency
≥5.0Vega efficiency 201.83 (vega 70.640 / spread 3.50%) — efficient
Sentiment
Bullish or bearish?
6.3
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -1%, Raw: -0%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -1% (neutral) — Raw: -0%
OI Skew Magnitude
≥15%|OI skew| 37.3% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +28.6%, OI skew +37.3% — aligned
Conviction Quality
≥2/3 conditions0-DTE 44%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -6%, ATM: +5%, OTM: -1% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 34% — bullish vs sector
Activity
Unusual activity?
4.0
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 11.8% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +1.0% (5d) — stable
Sector Relative≥60%
Sector activity percentile 72% — active vs sector
Trade Quality
≥30%Large trade volume 26% — mixed
Execution Urgency
≥60%Aggressive execution 28% — patient
Flow Conviction
≥30Conviction -1 (bearish) — mixed
Liquidity
Can I trade efficiently?
7.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks6/8 checks passed
Tradeable Spread
≤5.0%Spread 3.5% — acceptable
Adequate OI
≥10,000OI 4,127,816 — deep
Active Volume
≥500Volume 487,111/day — active
Reasonable Cost
≤$0.50$0.18 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 23% — tighter than sector
Order Book Depth
≥100 contractsDepth 234.1 contracts (bid:109.5 ask:124.6) — adequate
Execution Quality
<1.0%Avg slippage 1.77% — fair
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +126.1% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 60% — neutral
Event Detection
≥10pts kinkIV kink 41.8pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 328.41 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -1% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 56 (ITM 20% + inst 26%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.9
bullishIV fair, bullish flow
Long Puts5.0
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put6.6
bullishIV fair, bullish flow
Covered Call5.7
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.