{"slug":"msft-stock-price-analysis","qid":"earnings_term_structure","label":"earnings_term_structure","post_title":"msft-stock-price-analysis","post_url":"/blog/lang/zh-hant/msft-stock-price-analysis#q-earnings_term_structure","columns":["expiry_date","expiry_label","as_of","dte","atm_iv_pct","expected_move_pct","expected_move_usd","contracts"],"rows":[{"expiry_date":"2026-10-30","expiry_label":"2026/10/30","as_of":"2026/10/22","dte":8,"atm_iv_pct":46.2,"expected_move_pct":6.84,"expected_move_usd":35.7,"contracts":16},{"expiry_date":"2026-11-02","expiry_label":"2026/11/02","as_of":"2026/10/22","dte":11,"atm_iv_pct":40.4,"expected_move_pct":7.01,"expected_move_usd":36.57,"contracts":14},{"expiry_date":"2026-11-04","expiry_label":"2026/11/04","as_of":"2026/10/22","dte":13,"atm_iv_pct":39.2,"expected_move_pct":7.39,"expected_move_usd":38.59,"contracts":10},{"expiry_date":"2026-11-06","expiry_label":"2026/11/06","as_of":"2026/10/22","dte":15,"atm_iv_pct":38.7,"expected_move_pct":7.85,"expected_move_usd":40.95,"contracts":16},{"expiry_date":"2026-11-13","expiry_label":"2026/11/13","as_of":"2026/10/22","dte":22,"atm_iv_pct":35.7,"expected_move_pct":8.76,"expected_move_usd":45.73,"contracts":8},{"expiry_date":"2026-11-20","expiry_label":"2026/11/20","as_of":"2026/10/22","dte":29,"atm_iv_pct":33.1,"expected_move_pct":9.32,"expected_move_usd":48.65,"contracts":16},{"expiry_date":"2026-11-27","expiry_label":"2026/11/27","as_of":"2026/10/22","dte":36,"atm_iv_pct":31.2,"expected_move_pct":9.81,"expected_move_usd":51.21,"contracts":8},{"expiry_date":"2026-12-04","expiry_label":"2026/12/04","as_of":"2026/10/22","dte":43,"atm_iv_pct":31.3,"expected_move_pct":10.73,"expected_move_usd":56.03,"contracts":8},{"expiry_date":"2026-12-18","expiry_label":"2026/12/18","as_of":"2026/10/22","dte":57,"atm_iv_pct":30.2,"expected_move_pct":11.93,"expected_move_usd":62.27,"contracts":8},{"expiry_date":"2027-01-15","expiry_label":"2027/01/15","as_of":"2026/10/22","dte":85,"atm_iv_pct":29.1,"expected_move_pct":14.05,"expected_move_usd":73.32,"contracts":8},{"expiry_date":"2027-02-19","expiry_label":"2027/02/19","as_of":"2026/10/22","dte":120,"atm_iv_pct":30,"expected_move_pct":17.2,"expected_move_usd":89.79,"contracts":8}],"shape":"series","sql":"SELECT\n    toString(expiration_date)                                                       AS expiry_date,\n    formatDateTime(expiration_date, '%Y/%m/%d')                                     AS expiry_label,\n    formatDateTime(any(date), '%Y/%m/%d')                                           AS as_of,\n    any(days_to_expiry)                                                             AS dte,\n    round(avg(implied_volatility) * 100, 1)                                         AS atm_iv_pct,\n    round(avg(implied_volatility) * sqrt(any(days_to_expiry) / 365) * 100, 2)       AS expected_move_pct,\n    round(any(toFloat64(underlying_close)) * avg(implied_volatility)\n          * sqrt(any(days_to_expiry) / 365), 2)                                     AS expected_move_usd,\n    count()                                                                         AS contracts\nFROM global_markets.options_greeks\nWHERE underlying_symbol = 'MSFT'\n  AND date >= today() - 14\n  AND date = (\n        SELECT max(date)\n        FROM global_markets.options_greeks\n        WHERE underlying_symbol = 'MSFT'\n          AND date >= today() - 14\n      )\n  AND iv_converged = 1\n  AND volume > 0\n  AND underlying_close > 0\n  AND days_to_expiry BETWEEN 5 AND 120\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02\nGROUP BY expiration_date\nHAVING count() >= 2\nORDER BY expiration_date","computed_at":"2026-10-24T21:35:32.224863+00:00","elapsed":0.070736222}