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Morgan Stanley MS

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-16T00:15:08.450Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002341581Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T00:15:07.320461+00:00

Share price$182.10
1D+0.2%
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$1.01$6.50$12.00$17.49$22.98$153.70$171.01$188.32$205.64$222.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MS spot · $182.10MS PRICE$1.60$2.14$2.74$3.38$4.09$4.81$5.72$6.66$7.70$9.20$10.70$12.20$13.71$2.11$2.83$3.61$4.41$5.21$6.21$7.30$8.56$10.10$11.69$13.40$15.73$21.40
PutsCheap0.81×
CallsFair0.96×
SkewBearish+4.51 pp
Implied moveBearish±$13.02
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ196.5325.8%8.8%169.0031.3%8.4%
25Δ193.8425.9%7.6%171.8431.2%7.2%
30Δ191.5426.0%6.7%174.4331.3%6.2%
35Δ189.3326.0%5.8%176.8530.8%5.3%
40Δ187.3326.0%5.1%179.2330.2%4.4%
45Δ185.3226.0%4.4%181.4629.9%3.8%
50Δ183.4226.0%3.9%183.6229.9%3.2%
55Δ181.5326.1%3.3%185.8530.0%2.6%
60Δ179.6026.3%2.9%188.2130.4%2.2%
65Δ177.4327.1%2.5%190.6030.6%1.8%
70Δ175.2627.8%2.1%193.0730.2%1.3%
75Δ173.0727.4%1.7%196.1030.7%1.0%
80Δ170.8726.7%1.4%202.1635.2%0.7%

20Δ

Calls
Pseudo strike
196.53
IV
25.8%
B/E move
8.8%
Puts
Pseudo strike
169.00
IV
31.3%
B/E move
8.4%

25Δ

Calls
Pseudo strike
193.84
IV
25.9%
B/E move
7.6%
Puts
Pseudo strike
171.84
IV
31.2%
B/E move
7.2%

30Δ

Calls
Pseudo strike
191.54
IV
26.0%
B/E move
6.7%
Puts
Pseudo strike
174.43
IV
31.3%
B/E move
6.2%

35Δ

Calls
Pseudo strike
189.33
IV
26.0%
B/E move
5.8%
Puts
Pseudo strike
176.85
IV
30.8%
B/E move
5.3%

40Δ

Calls
Pseudo strike
187.33
IV
26.0%
B/E move
5.1%
Puts
Pseudo strike
179.23
IV
30.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
185.32
IV
26.0%
B/E move
4.4%
Puts
Pseudo strike
181.46
IV
29.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
183.42
IV
26.0%
B/E move
3.9%
Puts
Pseudo strike
183.62
IV
29.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
181.53
IV
26.1%
B/E move
3.3%
Puts
Pseudo strike
185.85
IV
30.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
179.60
IV
26.3%
B/E move
2.9%
Puts
Pseudo strike
188.21
IV
30.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
177.43
IV
27.1%
B/E move
2.5%
Puts
Pseudo strike
190.60
IV
30.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
175.26
IV
27.8%
B/E move
2.1%
Puts
Pseudo strike
193.07
IV
30.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
173.07
IV
27.4%
B/E move
1.7%
Puts
Pseudo strike
196.10
IV
30.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
170.87
IV
26.7%
B/E move
1.4%
Puts
Pseudo strike
202.16
IV
35.2%
B/E move
0.7%