thetaOwl

MSFT

Microsoft CorporationClose $441.31EOD only
Max Pain
$442.50
Next expiry Jun 3, 2026
Expected Move
±$7.85
1.8% from close
Price Gap
+1.19
Distance to max pain
IV Rank
47
Middle-high premium
P/C OI
0.45
Slightly call-heavy
Consensus
8.5/10
Bullish tilt
Published snapshot: Jun 2, 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 2, 2026 close
MSFT Flow Report
Analysis based on market close April 15, 2026

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

You are viewing an older report from April 15, 2026. A newer flow report is available for May 26, 2026.

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Flow Verdict

BiasBullish
Confirmation: Sustained call-premium follow-through (net premium staying positive) into the next session and call volume concentrated >$400 staying elevated versus puts; continued heavy ITM front-week call trading ($402.50, $405, $410, $415) would confirm
Invalidation: A session where put premium dominates (net premium flips negative) and P/C volume rises above 0.8 with heavy selling into front-week expiries or sharp unwinds of ITM call positions
Confidence:
7.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 6.8% from MP; +0.5 VIX 18

Watch next session: Whether the 4/15 ITM call prints at $402.50 and $405 keep trading (and whether those are held/opened); Put follow-through at $395 and $415 (front-week/2d expiries) that would force dealers to sell into the rally and flip GEX dynamics

Flow Summary

Net premium: +$751.1M bullish

P/C volume ratio: 0.29

P/C OI ratio: 0.44

Flow is decisively call-leaning but two-way: dominant call premium sits in the $400

















































































































































































































































































Notable Prints

#1
MSFT260415C00410000
Vol: 98,378
OI: 1,240
Vol/OI: 79.3x
IV: 10.8%
Notional: ~$12.6M
Intent: Large directional call buying into front-week expiry (ITM $410 calls) 1/2/7
Dual read: Could be buy-to-open speculative upside or covered/roll activity; size vs OI favors opening aggressive flow

Read-through: High-probability signal of short-term bullish conviction; forces dealer delta-hedging that buys stock into higher prices unless reversed

#2
MSFT260415C00405000
Vol: 54,257
OI: 3,490
Vol/OI: 15.6x
IV: 0.0%
Notional: ~$341K
Intent: Large ITM call flow at $405 (exp 4/15) 1/2/7
Dual read: High volume against already-large OI suggests a mixture of opening buys and roll/close activity by institutions; given Vol=54,257 vs OI=3,490 this is meaningful and likely includes fresh buying

Read-through: Significant ITM volume will drive dealer delta buying (positive GEX amplification) and supports near-term price support/continuation to the upside

#3
MSFT260415C00402500
Vol: 28,119
OI: 1,726
Vol/OI: 16.3x
IV: 0.0%
Notional: ~$250K
Intent: Large ITM call flow at $402.50 (exp 4/15) 1/2/7
Dual read: Similar to $405 prints, likely a mix of opening buys and expiration dynamics; magnitude vs OI indicates meaningful delta demand

Read-through: Adds to dealer delta exposure: concentrated ITM flow amplifies short-term bullish hedging impact

#4
MSFT260415C00415000
Vol: 68,593
OI: 584
Vol/OI: 117.5x
IV: 8.2%
Notional: ~$69K
Intent: Fresh OTM call accumulation (exp 4/15 $415) 1/2/7
Dual read: Could be part of structures but extremely high Vol/OI suggests aggressive opening buys/sweeps

Read-through: Reinforces short-dated bullish squeeze into expiry and forces dealer delta-hedging buying near spot

#5
MSFT260415P00395000
Vol: 9,273
OI: 635
Vol/OI: 14.6x
IV: 29.7%
Notional: ~$9.3M
Intent: Significant front-week put buying at $395 (exp 4/15) 1/2/7
Dual read: Likely protective hedging (buying puts to protect freshly accumulated calls or stock holdings) rather than directional shorting given call dominance in net premium

Read-through: Introduces short-term two-way hedging risk: if puts continue to trade they could force dealers to sell into strength and cap upside despite the larger call-driven delta demand

#6
MSFT260417P00415000
Vol: 3,620
OI: 171
Vol/OI: 21.2x
IV: 28.8%
Notional: ~$2.3M
Intent: Put buys at $415 exp 4/17 1/2/7
Dual read: Defensive buying to hedge upside exposure or short-term tail hedging

Read-through: Small but notable protective interest around the same strike band, consistent with institutions protecting call-heavy positions

#7
MSFT260415C00420000
Vol: 22,997
OI: 491
Vol/OI: 46.8x
IV: 16.8%
Notional: ~$23K
Intent: OTM call accumulation (exp 4/15 $420) 1/2/7
Dual read: Aggressive sweep interest; supports upside continuation if followed by further call demand

Read-through: Adds to the layered call demand profile but is secondary to the ITM front-week flow

Institutional Positioning

Call additions: Heavy front-week and near-term call additions concentrated at $400, $402.50, $405, $410, $415 and $420 (notably large ITM flow at $402.50 and $405 plus massive $410 prints), plus structural longer-dated call OI walls in $445 575

Put additions: Notable protective put buys at front-week $395 (Vol=9,273 OI=635 exp 4/15) and smaller $415 4/17 puts; put activity looks defensive relative to dominant call buying rather than indicative of large directional short positioning

GEX/DEX consistency: Updated flow (large ITM call prints) increases short-term dealer delta exposure and is consistent with positive GEX +$338.4M; dealers will likely buy stock into upside ticks which amplifies bullish price action near-term

OI clusters: Largest OI clusters remain long-call heavy at $500 (35,322 OI), $450 (51,850 OI) and multi-month walls $445

Hedging evidence: Clear evidence of large-scale short-term hedging: concentrated ITM front-week call prints at $402.50 and $405 materially increase dealer delta hedges (buying stock), while front-week $395 put prints and $415 4/17 puts reflect protective hedging by institutions; net effect is bullish but with active two-way hedging risk around expiries

Max pain context: Max pain pins ($385 ) remain below spot, but current concentrated ITM call flow and positive GEX reduce the immediate pull to MP and favor near-term upside

Signal vs Noise

~Many very large volume prints into the 4/15 expiry reflect expiration-driven activity; some are opening speculative buys while others are expiration rolls — treat single-day, near-zero-last prints with caution as they can be pin-driven
~Small far-OTM or low-premium fills (Last=$0.01) may be sweeps or lottery-buys and are lower-confidence directional signals when isolated
~Large structural long-dated call OI (e.g., $575, $525) is position-bearing and likely part of multi-month allocations rather than short-term directional trades — not immediate actionable gamma signals for the week

Key Conclusions

🐂Short-term flow is bullish — concentrated call buys at $400–$415 into front-week expiries are likely to force dealer buy-side hedging and support upside toward the EM upper bound ~$419.97
🧭Pinning risk remains around $400–$415 (GEX concentrations: +$22.5M at $410, +$19.4M at $400, +$16.5M at $405) — watch price behavior around these pins for confirmation or failure of the bullish thesis
⚠️Although bullish flow dominates, max pain and structural put clusters lie well below spot ($385, $379.62); a sudden session of put-heavy flow or market-wide risk-off would rapidly weaken the bullish setup
How to Use These Reports
This flow reflects the market close on April 15, 2026.
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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.

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