thetaOwl

MSFT

Microsoft CorporationClose $422.79EOD only
Max Pain
$392.50
Next expiry Apr 20, 2026
Expected Move
±$2.14
0.5% from close
Price Gap
-30.29
Distance to max pain
IV Rank
100
High premium
P/C OI
0.45
Slightly call-heavy
Consensus
6.5/10
Bullish tilt
Published snapshot: Apr 17, 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
Apr 17, 2026 close
MSFT Flow Report
Analysis based on market close April 10, 2026

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

You are viewing an older report from April 10, 2026. A newer flow report is available for April 17, 2026.

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Flow Verdict

BiasNeutral/Mixed
Confirmation: Sustained call-dominant volume (P/C vol ≤0.6) with spot holding ≥$370 and net premium narrowing (less negative) into next session
Invalidation: Price breaks below EM 2d bound $365.71 with fresh put-biased premium (net premium more negative) or P/C vol flips >1.0
Confidence:
5.5 / 10
base 6.0; -0.5 mixed net premium (-$253.1M) vs call-dominant volume; +0.0 GEX positive pinning

Watch next session: Activity and OI change at $375-$380 calls (near-term expirations); Follow-up print flow into $370 puts (4/13–4/15 expirations) and any rapid net premium moves

Flow Summary

Net premium: -$253.1M bearish (net premium skewed toward puts overall)

P/C volume ratio: 0.50 — call-dominant intraday volume

P/C OI ratio: 0.45 — open-interest shows call-lean positioning

Intraday flow is mixed: retail/flow is buying calls (P/C vol 0.50) around the 375–380 area while larger premium aggregates show significant put-side premium in the more distant strikes, producing a net premium negative of -$253.1M. Dealers are long gamma (GEX +$52.7M) and the market is in a pinning regime at the $370 max pain, so price is likely to be held near $370–$380 absent a large one-sided directional trade.

Notable Prints

#1
MSFT 2026-04-13 $375 Call
Vol: 7,800
OI: 1,028
Vol/OI: 7.6x
IV: 19.5%
Notional: ~$787,800
Intent: Fresh short-dated directional call buying or call-heavy structure leg into weekend expiries
Dual read: Aggressive bullish call buy (bets on near-term upside) OR part of an index/vol spread where calls are purchased against sells elsewhere

Read-through: Significant short-dated call demand just above spot (1% from spot) — consistent with callers trying to keep/force pin up toward $375-$380 into next expiries. Dealer hedging of these buys would add underlying buying pressure into the day.

#2
MSFT 2026-04-13 $380 Call
Vol: 11,884
OI: 3,269
Vol/OI: 3.6x
IV: 20.8%
Notional: ~$368,402
Intent: Short-dated call accumulation / pin-seeking activity
Dual read: Directional call accumulation (bullish) OR rolling from nearer strikes as part of expiration management

Read-through: Very large volume into an existing OI cluster at $380 (3,269 OI). Reinforces the near-term call-side pressure and gives dealers gamma to buy on dips — supports pinning around $375–$380.

#3
MSFT 2026-04-13 $370 Put
Vol: 5,033
OI: 332
Vol/OI: 15.2x
IV: 19.0%
Notional: ~$1,056,930
Intent: Short-dated protective put buying or speculative put accumulation into expiry
Dual read: Protective/hedge for long stock or portfolios (bearish insurance) OR aggressive directional put buy (bearish near-term)

Read-through: Large surge in 4/13 $370 puts (spot is $370.87) — high vol/OI ratio indicates fresh buying of downside insurance into the nearest expiry which competes with the call activity and contributes to mixed flow. Dealers selling those puts would sell underlying (offsetting some call-driven delta buying).

#4
MSFT 2026-04-20 $390 Call
Vol: 1,326
OI: 118
Vol/OI: 11.2x
IV: 25.3%
Notional: ~$106,080
Intent: Speculative one-week call purchase or spread fill (targeting higher pin/resistance)
Dual read: Directional bullish one-week bet OR part of a calendar/diagonal where near-term calls are sold

Read-through: Adds to upside bets extending beyond the very near-dated expiries; small absolute notional relative to larger clusters but high vol/OI ratio suggests fresh interest in moving toward $390 if momentum continues.

#5
MSFT 2026-06-18 $490 Put
Vol: 1,500
OI: 242
Vol/OI: 6.2x
IV: 39.8%
Notional: ~$18,081,750
Intent: Large tail-hedge / corporate or institutional protective put
Dual read: Portfolio tail-hedge (protecting long exposures against major drawdowns) OR long-dated directional bearish positioning

Read-through: Very large notional (Last $120.45) for a put deep ITM by strike terms — indicates institutional-scale hedging or roll activity. This is a structural tail hedge and should be treated as risk-management rather than a near-term signal for price action inside the 2–14 day expected move.

Institutional Positioning

Call additions: Concentrated short-dated call activity at $375-$380 (4/13 expiries) and modest one-week additions at $390 (4/20); long OI walls at $400-$525 remain structural call concentrations.

Put additions: Significant short-dated put buying at $370 (4/13) and continued put OI cluster at $365 and $360; large long-dated protective put presence at $490 (6/18) suggests institutional tail hedging.

GEX/DEX consistency: Yes — positive GEX (+$52.7M) with call-dominant intraday volume implies dealers are long gamma and will buy dips / sell into rallies, which reinforces the pinning regime around $370.

OI clusters: $370 mp cluster (near-term pin), $375-$380 call OI (1,028 and 3,269), notable call wall band $400-$525 (structural resistance band). Put clusters concentrated at $365 (2,314 OI) and $360 (590 OI) creating support below spot.

Hedging evidence: Clear: short-dated $370 puts (4/13) and $365/$360 put clusters look like protective hedges; the $490 6/18 puts are large notional tail hedges. Little evidence of widescale collar selling in the immediate chain; protective put demand dominates on the downside.

Max pain context: Max pain at $370 across multiple near expirations and spot is effectively 'At' MP — combined with positive GEX this supports continued pinning around $370 unless big one-sided flow breaks the balance.

Signal vs Noise

~Large long-dated $490 puts (6/18) — treat as institutional tail hedges, not a near-term bearish signal inside 2-week EM.
~High OI at $400-$525 calls are structural (dealer/positioning walls) — these reflect long-term positioning and are not single-session directional prints.
~Some of the heavy call volume at $380/$375 into 4/13 could be expiration roll activity or gamma squeeze attempts; verify follow-through before assuming sustained bullishness.
~Mixed simultaneous heavy buys of short-dated calls and short-dated puts (4/13) suggests expiration hedging / volatility plays rather than purely directional conviction.

Key Conclusions

🔁Flow is mixed: short-dated call demand around $375–$380 versus sizable short-dated put buying at $370 — this creates opposing dealer hedges and reinforces pinning at $370.
🟢Dealer gamma is positive (GEX +$52.7M) and P/C volume is call-dominant (0.50) — dealers will likely buy dips, supporting intraday stability above $370.
⚠️Net premium is strongly negative (-$253.1M) driven by large put premium at out-of-range strikes; watch for a flip in net premium as confirmation of a directional shift.
🧭Key short-term levels to watch: support near $370 (MP / short-dated put cluster) and $365 (put OI cluster); resistance around $375–$380 (short-dated call demand) and structural call wall near $400.
📊Large long-dated $490 puts are tail-hedges — treat as risk-management activity, not a catalyst for price action inside the 2–14 day expected move.
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This flow reflects the market close on April 10, 2026.
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