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Morgan Stanley MS

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-15T20:32:42.530Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:14:49.059599665Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:32:42.074934+00:00

Share price$182.40
1D+0.5%
AH$177$179$180$182$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$0.07$2.66$5.25$7.84$10.43$174.33$177.79$181.25$184.71$188.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $182.40OPTION PRICELive MS spot · $182.40MS PRICE$0.35$0.50$0.65$0.81$0.96$1.12$1.28$1.44$1.60$1.76$1.92$2.08$2.24$0.42$0.55$0.74$0.93$1.12$1.32$1.51$1.82$2.14$2.47$2.79$3.12$9.68
PutsCheap0.59×
CallsCheap0.66×
SkewBearish+11.28 pp
Implied moveBearish±$2.78
TiltBearish26.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ185.1733.0%1.7%179.2138.7%2.0%
25Δ184.6533.1%1.5%180.0337.8%1.6%
30Δ184.2133.3%1.3%180.5238.1%1.4%
35Δ183.7733.4%1.2%181.0038.3%1.3%
40Δ183.3333.6%1.0%181.4938.5%1.1%
45Δ182.8833.8%0.9%181.9738.7%1.0%
50Δ182.4633.8%0.7%182.4638.9%0.8%
55Δ182.1532.1%0.6%182.9639.0%0.7%
60Δ181.8330.5%0.6%183.4739.0%0.6%
65Δ181.5128.8%0.5%183.9738.9%0.5%
70Δ181.2027.2%0.4%184.4838.9%0.4%
75Δ180.8825.5%0.3%184.9938.9%0.3%
80Δ180.5723.8%0.2%191.4584.8%0.3%

20Δ

Calls
Pseudo strike
185.17
IV
33.0%
B/E move
1.7%
Puts
Pseudo strike
179.21
IV
38.7%
B/E move
2.0%

25Δ

Calls
Pseudo strike
184.65
IV
33.1%
B/E move
1.5%
Puts
Pseudo strike
180.03
IV
37.8%
B/E move
1.6%

30Δ

Calls
Pseudo strike
184.21
IV
33.3%
B/E move
1.3%
Puts
Pseudo strike
180.52
IV
38.1%
B/E move
1.4%

35Δ

Calls
Pseudo strike
183.77
IV
33.4%
B/E move
1.2%
Puts
Pseudo strike
181.00
IV
38.3%
B/E move
1.3%

40Δ

Calls
Pseudo strike
183.33
IV
33.6%
B/E move
1.0%
Puts
Pseudo strike
181.49
IV
38.5%
B/E move
1.1%

45Δ

Calls
Pseudo strike
182.88
IV
33.8%
B/E move
0.9%
Puts
Pseudo strike
181.97
IV
38.7%
B/E move
1.0%

50Δ

Calls
Pseudo strike
182.46
IV
33.8%
B/E move
0.7%
Puts
Pseudo strike
182.46
IV
38.9%
B/E move
0.8%

55Δ

Calls
Pseudo strike
182.15
IV
32.1%
B/E move
0.6%
Puts
Pseudo strike
182.96
IV
39.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
181.83
IV
30.5%
B/E move
0.6%
Puts
Pseudo strike
183.47
IV
39.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
181.51
IV
28.8%
B/E move
0.5%
Puts
Pseudo strike
183.97
IV
38.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
181.20
IV
27.2%
B/E move
0.4%
Puts
Pseudo strike
184.48
IV
38.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
180.88
IV
25.5%
B/E move
0.3%
Puts
Pseudo strike
184.99
IV
38.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
180.57
IV
23.8%
B/E move
0.2%
Puts
Pseudo strike
191.45
IV
84.8%
B/E move
0.3%