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MSCI, Inc. MSCI

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
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Market dataready · fetched 2026-11-11T13:54:48.858Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.002809959Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:54:48.401101+00:00

Share price$656.86
1D+1.2%
AH$643$647$651$655$6595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSCI
Sold putSold callAH

MSCI, Inc. options

Live interpolated MSCI call and put midpoint premiums by absolute delta.MSCI, Inc.$2.07$12.30$22.52$32.75$42.97$606.31$635.68$665.04$694.40$723.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSCI spot · $656.86MSCI PRICE$3.18$4.20$5.37$6.59$8.01$9.44$10.97$12.59$14.21$16.24$18.50$20.76$24.51$3.76$5.13$6.55$8.12$9.69$11.67$13.65$16.47$19.87$23.55$27.50$32.87$40.02
PutsCheap0.90×
CallsCheap0.50×
SkewBearish+6.83 pp
Implied moveBearish±$24.61
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ683.4428.2%4.5%631.2831.6%4.5%
25Δ677.7927.5%3.8%636.1832.0%3.9%
30Δ673.4627.6%3.3%640.9932.3%3.4%
35Δ669.2527.6%2.9%645.4932.2%3.0%
40Δ665.5027.6%2.5%649.9832.0%2.5%
45Δ661.7527.5%2.2%654.1532.0%2.2%
50Δ658.1627.2%1.9%658.3131.9%1.9%
55Δ654.7126.7%1.6%662.8432.7%1.6%
60Δ651.2626.2%1.3%667.6334.1%1.4%
65Δ647.7525.8%1.1%672.7635.0%1.2%
70Δ644.2225.5%0.9%678.2035.5%0.9%
75Δ640.6925.1%0.7%684.9036.6%0.7%
80Δ635.9625.3%0.5%693.2538.4%0.6%

20Δ

Calls
Pseudo strike
683.44
IV
28.2%
B/E move
4.5%
Puts
Pseudo strike
631.28
IV
31.6%
B/E move
4.5%

25Δ

Calls
Pseudo strike
677.79
IV
27.5%
B/E move
3.8%
Puts
Pseudo strike
636.18
IV
32.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
673.46
IV
27.6%
B/E move
3.3%
Puts
Pseudo strike
640.99
IV
32.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
669.25
IV
27.6%
B/E move
2.9%
Puts
Pseudo strike
645.49
IV
32.2%
B/E move
3.0%

40Δ

Calls
Pseudo strike
665.50
IV
27.6%
B/E move
2.5%
Puts
Pseudo strike
649.98
IV
32.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
661.75
IV
27.5%
B/E move
2.2%
Puts
Pseudo strike
654.15
IV
32.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
658.16
IV
27.2%
B/E move
1.9%
Puts
Pseudo strike
658.31
IV
31.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
654.71
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
662.84
IV
32.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
651.26
IV
26.2%
B/E move
1.3%
Puts
Pseudo strike
667.63
IV
34.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
647.75
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
672.76
IV
35.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
644.22
IV
25.5%
B/E move
0.9%
Puts
Pseudo strike
678.20
IV
35.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
640.69
IV
25.1%
B/E move
0.7%
Puts
Pseudo strike
684.90
IV
36.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
635.96
IV
25.3%
B/E move
0.5%
Puts
Pseudo strike
693.25
IV
38.4%
B/E move
0.6%

Options history

IV · four-Friday blend26.43%
Daily close
MSCI24.9%28.5%32.0%2026-08-13: 28.79%2026-08-14: 26.60%2026-08-17: 27.74%2026-08-18: 28.14%2026-08-19: 28.38%2026-08-20: 30.96%2026-08-21: 28.17%2026-08-24: 28.65%2026-08-25: 28.66%2026-08-26: 28.27%2026-08-27: 28.62%2026-08-28: 28.21%2026-08-31: 28.25%2026-09-01: 28.24%2026-09-02: 28.25%2026-09-03: 27.75%2026-09-04: 28.10%2026-09-08: 29.67%2026-09-09: 29.39%2026-09-10: 29.59%2026-09-11: 28.18%2026-09-14: 29.63%2026-09-15: 31.34%2026-09-16: 31.00%2026-09-18: 29.25%2026-09-21: 29.42%2026-09-22: 29.92%2026-09-23: 29.71%2026-09-24: 30.06%2026-09-25: 29.57%2026-09-28: 30.31%2026-09-29: 30.88%2026-09-30: 29.71%2026-10-01: 29.96%2026-10-02: 29.15%2026-10-05: 29.89%2026-10-06: 29.53%2026-10-07: 29.52%2026-10-08: 29.26%2026-10-09: 28.98%2026-10-12: 30.45%2026-10-13: 30.27%2026-10-14: 31.55%2026-10-15: 30.15%2026-10-16: 30.53%2026-10-19: 30.18%2026-10-20: 25.67%2026-10-21: 25.48%2026-10-22: 25.39%2026-10-23: 25.83%2026-10-26: 25.60%2026-10-27: 25.97%2026-10-28: 25.75%2026-10-29: 25.58%2026-10-30: 26.43%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
28.79%
26.60%
27.74%
28.14%
28.38%
30.96%
28.17%
28.65%
28.66%
28.27%
28.62%
28.21%
28.25%
28.24%
28.25%
27.75%
28.10%
29.67%
29.39%
29.59%
28.18%
29.63%
31.34%
31.00%
29.25%
29.42%
29.92%
29.71%
30.06%
29.57%
30.31%
30.88%
29.71%
29.96%
29.15%
29.89%
29.53%
29.52%
29.26%
28.98%
30.45%
30.27%
31.55%
30.15%
30.53%
30.18%
25.67%
25.48%
25.39%
25.83%
25.60%
25.97%
25.75%
25.58%
26.43%