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Morgan Stanley MS

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T20:02:14.024Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.814545087Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T19:54:31.766406+00:00

Share price$182.07
1D+0.3%
AH$177$178$180$181$1835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMS
Sold putSold callAH

Morgan Stanley options

Live interpolated MS call and put midpoint premiums by absolute delta.Morgan Stanley$0.26$1.31$2.35$3.39$4.44$173.98$177.46$180.93$184.40$187.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $182.07OPTION PRICELive MS spot · $182.07MS PRICE$0.37$0.54$0.71$0.88$1.05$1.22$1.43$1.64$1.85$2.06$2.28$2.49$4.14$0.40$0.51$0.67$0.84$1.02$1.19$1.36$1.55$1.81$2.07$2.34$2.60$2.86
PutsCheap0.48×
CallsCheap0.78×
SkewBullish-2.68 pp
Implied moveBullish±$2.79
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ184.9935.4%1.8%179.0336.5%1.9%
25Δ184.5135.9%1.6%179.8235.3%1.5%
30Δ184.0336.5%1.5%180.3435.0%1.3%
35Δ183.5537.0%1.3%180.7834.9%1.2%
40Δ183.0737.5%1.1%181.2134.8%1.0%
45Δ182.5938.0%1.0%181.6534.6%0.9%
50Δ182.1637.3%0.8%182.0934.5%0.7%
55Δ181.7436.2%0.7%182.5334.3%0.6%
60Δ181.3235.1%0.6%182.9433.5%0.5%
65Δ180.9134.1%0.5%183.3632.6%0.4%
70Δ180.4933.0%0.4%183.7731.7%0.4%
75Δ180.0732.0%0.3%184.1830.8%0.3%
80Δ178.4245.3%0.3%184.5929.9%0.2%

20Δ

Calls
Pseudo strike
184.99
IV
35.4%
B/E move
1.8%
Puts
Pseudo strike
179.03
IV
36.5%
B/E move
1.9%

25Δ

Calls
Pseudo strike
184.51
IV
35.9%
B/E move
1.6%
Puts
Pseudo strike
179.82
IV
35.3%
B/E move
1.5%

30Δ

Calls
Pseudo strike
184.03
IV
36.5%
B/E move
1.5%
Puts
Pseudo strike
180.34
IV
35.0%
B/E move
1.3%

35Δ

Calls
Pseudo strike
183.55
IV
37.0%
B/E move
1.3%
Puts
Pseudo strike
180.78
IV
34.9%
B/E move
1.2%

40Δ

Calls
Pseudo strike
183.07
IV
37.5%
B/E move
1.1%
Puts
Pseudo strike
181.21
IV
34.8%
B/E move
1.0%

45Δ

Calls
Pseudo strike
182.59
IV
38.0%
B/E move
1.0%
Puts
Pseudo strike
181.65
IV
34.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
182.16
IV
37.3%
B/E move
0.8%
Puts
Pseudo strike
182.09
IV
34.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
181.74
IV
36.2%
B/E move
0.7%
Puts
Pseudo strike
182.53
IV
34.3%
B/E move
0.6%

60Δ

Calls
Pseudo strike
181.32
IV
35.1%
B/E move
0.6%
Puts
Pseudo strike
182.94
IV
33.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
180.91
IV
34.1%
B/E move
0.5%
Puts
Pseudo strike
183.36
IV
32.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
180.49
IV
33.0%
B/E move
0.4%
Puts
Pseudo strike
183.77
IV
31.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
180.07
IV
32.0%
B/E move
0.3%
Puts
Pseudo strike
184.18
IV
30.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
178.42
IV
45.3%
B/E move
0.3%
Puts
Pseudo strike
184.59
IV
29.9%
B/E move
0.2%