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MSCI Inc MSCI

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
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Market dataready · fetched 2026-10-22T18:25:12.583Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:24:19.833352805Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T18:25:10.740081+00:00

Share price$622.00
1D+2.0%
$607$611$616$620$6255:30 AM6:30 AM9:00 AM1:00 PMMSCI
Sold putSold call

MSCI Inc options

Live interpolated MSCI call and put midpoint premiums by absolute delta.MSCI Inc$2.61$16.57$30.53$44.49$58.45$515.04$563.67$612.31$660.94$709.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSCI spot · $622.00MSCI PRICE$4.12$5.70$7.21$8.69$10.72$12.75$14.93$17.11$20.28$23.52$26.98$30.83$37.55$5.36$7.29$9.47$12.08$14.52$16.82$19.51$22.76$27.66$32.69$38.25$45.36$54.43
PutsCheap0.84×
CallsCheap0.57×
SkewBearish+5.43 pp
Implied moveBearish±$34.44
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ657.4321.2%6.4%587.5426.4%6.4%
25Δ652.1722.2%5.8%594.7426.6%5.6%
30Δ646.3222.3%5.1%601.2027.1%4.9%
35Δ640.0621.7%4.3%607.2727.8%4.3%
40Δ635.0822.0%3.8%613.4727.7%3.7%
45Δ630.1222.2%3.4%619.7927.0%3.1%
50Δ625.2222.0%2.9%625.6226.5%2.6%
55Δ620.3121.8%2.5%631.6826.4%2.1%
60Δ615.1922.2%2.2%638.4327.6%1.8%
65Δ610.0522.6%1.9%645.5228.2%1.5%
70Δ604.7222.4%1.6%653.1228.6%1.1%
75Δ599.0722.4%1.3%662.0729.3%0.9%
80Δ591.0723.7%1.1%672.8030.2%0.6%

20Δ

Calls
Pseudo strike
657.43
IV
21.2%
B/E move
6.4%
Puts
Pseudo strike
587.54
IV
26.4%
B/E move
6.4%

25Δ

Calls
Pseudo strike
652.17
IV
22.2%
B/E move
5.8%
Puts
Pseudo strike
594.74
IV
26.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
646.32
IV
22.3%
B/E move
5.1%
Puts
Pseudo strike
601.20
IV
27.1%
B/E move
4.9%

35Δ

Calls
Pseudo strike
640.06
IV
21.7%
B/E move
4.3%
Puts
Pseudo strike
607.27
IV
27.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
635.08
IV
22.0%
B/E move
3.8%
Puts
Pseudo strike
613.47
IV
27.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
630.12
IV
22.2%
B/E move
3.4%
Puts
Pseudo strike
619.79
IV
27.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
625.22
IV
22.0%
B/E move
2.9%
Puts
Pseudo strike
625.62
IV
26.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
620.31
IV
21.8%
B/E move
2.5%
Puts
Pseudo strike
631.68
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
615.19
IV
22.2%
B/E move
2.2%
Puts
Pseudo strike
638.43
IV
27.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
610.05
IV
22.6%
B/E move
1.9%
Puts
Pseudo strike
645.52
IV
28.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
604.72
IV
22.4%
B/E move
1.6%
Puts
Pseudo strike
653.12
IV
28.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
599.07
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
662.07
IV
29.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
591.07
IV
23.7%
B/E move
1.1%
Puts
Pseudo strike
672.80
IV
30.2%
B/E move
0.6%

Options history

No recorded observations