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MSFT

Microsoft CorporationClose $367.34EOD only
Max Pain
$382.50
Next expiry Jun 24, 2026
Expected Move
±$7.88
2.1% from close
Price Gap
+15.16
Distance to max pain
IV Rank
42
Middle-high premium
P/C OI
0.41
Slightly call-heavy
Consensus
6.5/10
Bullish tilt
Published snapshot: Jun 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
Jun 22, 2026 close
MSFT AI Consensus Report
Analysis based on market close June 23, 2026
DirectionalTheta GangFlowEarningsConsensus

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

Conviction
6.0

out of 10

6 not 7 because macro headwinds (QQQ -3.3%) and 36-day distance to earnings introduce binary risk that undermines the near-term pin thesis; if price holds above $368 through expiration, conviction would rise to 7.

Where Perspectives Agree

Bullish pin near $375 with dealer short-GEX supporting — all personas see current positioning favoring a range-bound hold near Max Pain despite macro headwinds.

Where They Diverge

Theta sees elevated call skew as a volatility risk, while flow interprets heavy call accumulation as bullish conviction — this skews the interpretation but doesn't break the pin. More critically, earnings notes QQQ -3.3% and VIX 19.5 as macro headwinds that could overwhelm the pin thesis, directly conflicting with the pure bullish continuation.

Top Trade
via theta

Sell 2026-07-17 $360/$340 put credit spread for $2.00 credit (max risk $18.00) — defined risk, profits from pin above $360, aligns with all personas' support level.

Key Risk

Break below $368 on persistent QQQ selloff flips dealer gamma long, removing the pin — downside accelerates to $353 support.

How to Use These Reports
This ai consensus reflects the market close on June 23, 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.