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MSFT

Microsoft CorporationClose $500.59EOD only

Max Pain

$495.00

Next expiry Sep 25, 2026

Expected Move

±$8.93

1.8% from close

Price Gap

-5.59

Distance to max pain

IV Rank

Low premium

P/C OI

0.52

Slightly call-heavy

Consensus

8.0/10

Bullish tilt

Published snapshot: Sep 23, 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

Sep 23, 2026 close

MSFT Theta Report

Analysis based on market close June 25, 2026

Directional Theta Gang Flow Earnings Consensus

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

You are viewing an older report from June 25, 2026. A newer theta report is available for June 29, 2026.

View latest report

Theta Verdict

Confidence:

6.5 / 10

base 5; +2 GEX/flow strongly aligned; -1 spot 6.5% from MP; +0.5 VIX 19

IV Environment

IV Regime

Normal

IV vs VIX

IV 49% far above VIX 19% - elevated premium

Favorable?

Yes

Term structure: Front-end skew extreme (1d call IV 91%); contango from 4d onward

⚠️1d call IV 91.64% signals high demand; manage gamma risk

Pin Risk Assessment

Spot vs MP: Below

GEX regime: Trending ($-33.4M)

OI concentrations: Call OI wall $450-$525; max pain $378/$380/$372; no heavy put OI below spot

Verdict: Spot below max pain; pin risk moderate but call wall distant

Premium Opportunities

Put credit spread

Sell 2026-07-31 $325.00/$320.00 put spread

Sell $325/$320 put spread to collect premium with limited downside risk.

Credit: $1.26-$1.54

Max loss: $3.46

BE: $323.46

Mgmt: Exit if spot breaks below $332 invalidation; consider managing at 50% max profit.

Covered call

Buy shares + sell 2026-07-24 $375.00 call

Buy shares and sell $375 call to generate income with upside cap.

Credit: $6.10-$7.45

Max loss: Stock downside to $0 less call premium

BE: $345.38

Mgmt: Monitor short gamma risk; may roll call up if stock rallies.

Risk Alerts

!High short gamma (-$33.4M GEX) increases sensitivity

!Spot 6.5% below max pain - adverse pin move possible

!Elevated IV near expiration amplifies delta risk

How to Use These Reports

This theta reflects the market close on June 25, 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.