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MSFT

Microsoft CorporationClose $390.74EOD only
Max Pain
$400.00
Next expiry Jun 15, 2026
Expected Move
±$6.91
1.8% from close
Price Gap
+9.26
Distance to max pain
IV Rank
85
High premium
P/C OI
0.43
Slightly call-heavy
Consensus
6.5/10
Bullish tilt
Published snapshot: Jun 12, 2026 close
End-of-day snapshot

This page reflects MSFT options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jun 12, 2026 close
MSFT Earnings Report
Analysis based on market close June 15, 2026
DirectionalTheta GangFlowEarningsConsensus

Historical consensus-supported lens with full content, report chain context, and metric rail.

Earnings Verdict

MSFT bullish setup with heavy call buying, low put/call ratios, and 100% beat rate.

Confidence:
9 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); +0.5 spot 1.8% from MP; +1 VIX 16
Most important: Unusual call volume on 6/15 expiries at $400 and $402.5 signals bullish positioning; 2d expected move ±2.3%.
🟢Heavy call volume on 6/15 $400 and $402.5 strikes reflects bullish bias.
⚠️Low IV environment (VIX 16) but options pricing ~2.3% move; consider crush.

Regime Classification

Vol Regime
Normal
Gamma Regime
Pinning
Flow Regime
Bullish
Spot vs MP
Above

Earnings Overview

Next earnings: 2026-07-29 (44 days)explicit

Expected moves:

  • 2026-06-17 (2d): ±$9.05 (2.3%)
  • 2026-06-18 (3d): ±$10.72 (2.7%)
  • 2026-06-22 (7d): ±$12.65 (3.2%)

IV Setup

Term structure: Steep backwardation from 2d to 3d (2.3% to 2.7%); 7d at 3.2%.

Crush estimate: Moderate crush post-earnings ~1-1.5 vol points.

Skew: Slight put skew in near-term; calls elevated.

Historical Context

Beat rate: 100% (5/5 quarters)

Avg move vs expected: Not explicitly available; beat rate suggests larger moves.

Directional bias: Bullish, given 100% beat rate and strong call flow.

Key Levels

1EM guardrails: 2d $390.71/$408.81; 1w $387.11/$412.41
2Max pain pins: $392 (2026-06-15); $398 (2026-06-17); $410 (2026-06-18)

Flow Highlights

Massive call volume on 6/15 $402.5C (59k vs 606 OI) and $400C (107k vs 3k OI).

Aggressive short-dated bullish bets, likely positioning for upside pin.

Put/call volume ratio 0.33, OI ratio 0.44.

Strong call dominance; market leaning bullish.

Strategies

Bullish Strangle
Buy 2026-06-18 $380.00 put + buy $410.00 call
Debit: $2.25-$2.74
Max loss: $2.74
Max gain: Unlimited
BE: 377.26 / 412.74
Trigger: Close before earnings if IV expands too much or adjust if spot breaks max pain.
Only available play; matches bullish bias with high IV crush potential.
Outperforms: Long strangle to capture large move while limiting loss.
Underperforms: Insufficient realized move reduces long-strangle edge.

Risk Assessment

!Max pain at $392; spot $397.3 above, but pinning risk near expiry.
!Call wall at $450-$575 could cap rallies; near-term resistance $408.8.

What to Watch

?Expiration pin action on 6/15 and 6/17 options.
?Earnings on 7/29; IV may expand as date nears.
How to Use These Reports
This earnings reflects the market close on June 15, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.