Share price$621.24
1D+1.9%
Sold putSold call
MSCI, Inc. MSCI
i
Market datapartial · fetched 2026-10-22T17:06:45.263Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T17:06:42.464228157Z
FundamentalsAlpha Vantage · unavailable
MSCI, Inc. options
PutsCheap0.79×
CallsCheap0.65×
SkewBearish+0.68 pp
Implied moveBearish±$35.68
TiltBearish5.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 660.48 | 23.5% | 7.0% | 587.55 | 25.8% | 6.3% |
| 25Δ | 654.22 | 24.2% | 6.3% | 594.49 | 26.1% | 5.5% |
| 30Δ | 648.14 | 24.8% | 5.6% | 600.83 | 26.5% | 4.8% |
| 35Δ | 641.91 | 24.9% | 4.9% | 607.21 | 26.3% | 4.1% |
| 40Δ | 635.83 | 24.4% | 4.2% | 613.28 | 26.1% | 3.5% |
| 45Δ | 629.85 | 23.8% | 3.6% | 619.11 | 25.9% | 2.9% |
| 50Δ | 624.51 | 25.0% | 3.3% | 624.73 | 25.5% | 2.5% |
| 55Δ | 619.13 | 26.0% | 2.9% | 630.33 | 25.1% | 2.0% |
| 60Δ | 613.44 | 25.7% | 2.5% | 636.53 | 25.7% | 1.7% |
| 65Δ | 607.38 | 25.9% | 2.1% | 642.69 | 25.9% | 1.3% |
| 70Δ | 600.74 | 26.7% | 1.8% | 648.81 | 25.5% | 1.0% |
| 75Δ | 592.77 | 27.8% | 1.5% | 658.78 | 27.6% | 0.8% |
| 80Δ | 584.10 | 28.5% | 1.2% | 668.55 | 28.2% | 0.5% |
20Δ
- Pseudo strike
- 660.48
- IV
- 23.5%
- B/E move
- 7.0%
- Pseudo strike
- 587.55
- IV
- 25.8%
- B/E move
- 6.3%
25Δ
- Pseudo strike
- 654.22
- IV
- 24.2%
- B/E move
- 6.3%
- Pseudo strike
- 594.49
- IV
- 26.1%
- B/E move
- 5.5%
30Δ
- Pseudo strike
- 648.14
- IV
- 24.8%
- B/E move
- 5.6%
- Pseudo strike
- 600.83
- IV
- 26.5%
- B/E move
- 4.8%
35Δ
- Pseudo strike
- 641.91
- IV
- 24.9%
- B/E move
- 4.9%
- Pseudo strike
- 607.21
- IV
- 26.3%
- B/E move
- 4.1%
40Δ
- Pseudo strike
- 635.83
- IV
- 24.4%
- B/E move
- 4.2%
- Pseudo strike
- 613.28
- IV
- 26.1%
- B/E move
- 3.5%
45Δ
- Pseudo strike
- 629.85
- IV
- 23.8%
- B/E move
- 3.6%
- Pseudo strike
- 619.11
- IV
- 25.9%
- B/E move
- 2.9%
50Δ
- Pseudo strike
- 624.51
- IV
- 25.0%
- B/E move
- 3.3%
- Pseudo strike
- 624.73
- IV
- 25.5%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- 619.13
- IV
- 26.0%
- B/E move
- 2.9%
- Pseudo strike
- 630.33
- IV
- 25.1%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 613.44
- IV
- 25.7%
- B/E move
- 2.5%
- Pseudo strike
- 636.53
- IV
- 25.7%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 607.38
- IV
- 25.9%
- B/E move
- 2.1%
- Pseudo strike
- 642.69
- IV
- 25.9%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 600.74
- IV
- 26.7%
- B/E move
- 1.8%
- Pseudo strike
- 648.81
- IV
- 25.5%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 592.77
- IV
- 27.8%
- B/E move
- 1.5%
- Pseudo strike
- 658.78
- IV
- 27.6%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 584.10
- IV
- 28.5%
- B/E move
- 1.2%
- Pseudo strike
- 668.55
- IV
- 28.2%
- B/E move
- 0.5%
Options history
No recorded observations