Wednesday, August 12
MSFT fixed-strike vol
Fixed-strike vol
One capture day so far — the grid fills out a column per day this page or the options desk is opened. Changes and the time chart light up from day two.
| Strike | 08-12 |
|---|---|
| $560 | 65.3 |
| $557.50 | 62.7 |
| $555 | 60.2 |
| $552.50 | 61.2 |
| $550 | 58.5 |
| $547.50 | 88.4 |
| $545 | 49.8 |
| $542.50 | 50.2 |
| $540 | 44.5 |
| $537.50 | 41.8 |
| $535 | 45.8 |
| $532.50 | 48.6 |
| $530 | 39.5 |
| $527.50 | 35.3 |
| $525 | 33.0 |
| $522.50 | 30.9 |
| $520 | 30.7 |
| $517.50 | 29.0 |
| $515 | 28.1 |
| $512.50 | 27.5 |
| $510 | 27.5 |
| $507.50 | 27.1 |
| $505 | 27.4 |
| $502.50 | 28.0 |
| $500 | 29.0 |
IV in vol points; small figure is the day-over-day change at that strike — coral richened, jade cheapened. Click rows to chart strikes.