MSFTMicrosoft Corp
Options Analysis Report•SERVICES-PREPACKAGED SOFTWARE
Market Cap $2.90T|NASDAQ
● 2026-06-12$390.74
NEUTRAL
Analysis: 2026-06-11 EOD data
1Y -18.4%YTD -17.4%7D -6.2%
Options Vol
841,176
30D
Implied Move
±9.2%
IV Rank
46%
MSFT Options Overview
unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks7/9 checks passed
IV Rank
≤35%IV Rank 46.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.93x — IV ≤ HV
Sector Relative≤50%
Sector percentile 9% — below sector median
Term Structure
<1.1xFront/Back 0.96x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 34.8% — normal range
Spread-Adjusted Value
<80%Effective IV 42.1% (ATM 34.8% + spread 3.7% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 5.73% (spread 3.67% + slippage 2.06%) — high friction
Vega Efficiency
≥5.0Vega efficiency 361.15 (vega 132.542 / spread 3.67%) — efficient
Sentiment
Bullish or bearish?
6.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -4%, Raw: -4%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -4% (neutral) — Raw: -4%
OI Skew Magnitude
≥15%|OI skew| 37.8% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +19.1%, OI skew +37.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 37%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +7%, ATM: -5%, OTM: -4% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 41% — bullish vs sector
Activity
Unusual activity?
5.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 0.9x avg — normal
Turnover Rate
≥15%Vol/OI 18.9% — high 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 +7.9% (5d) — building
Sector Relative≥60%
Sector activity percentile 91% — very active vs sector
Trade Quality
≥30%Large trade volume 21% — mixed
Execution Urgency
≥60%Aggressive execution 45% — patient
Flow Conviction
≥30Conviction -4 (bearish) — mixed
Liquidity
Can I trade efficiently?
7.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks6/8 checks passed
Tradeable Spread
≤5.0%Spread 3.7% — acceptable
Adequate OI
≥10,000OI 4,462,868 — deep
Active Volume
≥500Volume 841,176/day — active
Reasonable Cost
≤$0.50$0.18 to cross — cheap
Strike Coverage
≥5 strikes3 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 11% — much tighter than sector
Order Book Depth
≥100 contractsDepth 180.6 contracts (bid:88.8 ask:91.8) — adequate
Execution Quality
<1.0%Avg slippage 2.06% — poor
Timing
Is now a good time?
6.6
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -4.5% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 46% — neutral
Event Detection
≥10pts kinkIV kink -0.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1318.83 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -4% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 51 (ITM 20% + inst 21%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls6.7
bullishIV cheap, mixed flow
Long Puts6.0
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put5.6
bullishIV too cheap, mixed flow
Covered Call4.9
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.