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MSFT

Microsoft CorporationClose $418.57EOD only
Max Pain
$412.50
Next expiry May 26, 2026
Expected Move
±$5.90
1.4% from close
Price Gap
-6.07
Distance to max pain
IV Rank
13
Low premium
P/C OI
0.45
Slightly call-heavy
Consensus
8.5/10
Bullish tilt
Published snapshot: May 22, 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
May 22, 2026 close
MSFT AI Consensus Report
Analysis based on market close April 7, 2026
DirectionalTheta GangFlowEarningsConsensus

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

You are viewing an older report from April 7, 2026. A newer ai consensus report is available for May 22, 2026.

View latest report
Conviction
6.0

out of 10

Score 6 because dealer short-gamma and the clear pin to $370 provide a workable edge for defined-risk trades, but mixed flow, concentrated institutional put hedges and the upcoming expiry/earnings window create asymmetric tail risk that prevents higher conviction.

Where Perspectives Agree

Market is pinned near the $370 area with dealer short-gamma creating a magnet and amplifying moves; consensus is neutral-to-slightly bullish into the near-term expiries, making defined-risk short-premium structures most attractive if you accept event tail risk.

Where They Diverge

Theta prefers selling near-dated premium (collecting front-week rich IV) while the earnings/flow signal flags a binary event and mixed institutional positioning that could spike IV and quickly invert the short-premium profitability — this directly undermines aggressive premium-selling. Directional's confidence in pinning is also undercut by concentrated out-of-the-money put interest noted in flow, which could become fast defensive buying if downside momentum begins.

Top Trade
via theta

Sell 4/17 370/365 put spread for a net credit (defined-risk, collects theta and benefits from pin/GEX)

Key Risk

Break and sustained trade below $366.53 (the 2-day EM low) — dealer gamma flips, pin evaporates and downside accelerates toward ~$360 as institutional put-buying becomes self-reinforcing, rapidly widening IV and defeating short-premium positions.

How to Use These Reports
This ai consensus reflects the market close on April 7, 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.