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Morgan Stanley Direct Lending Fund MSDL

i

Market datapartial · fetched 2026-11-12T00:56:45.508Z

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 · 2026-11-12T00:00:00.002237075Z

FundamentalsAlpha Vantage · unavailable

Share price$13.94
1D-1.1%
AH$13.78$13.86$13.95$14.04$14.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMSDL
Sold putSold callAH

Morgan Stanley Direct Lending Fund options

Live interpolated MSDL call and put midpoint premiums by absolute delta.Morgan Stanley Direct Lending Fund$0.06$1.03$1.99$2.96$3.92$12.97$13.49$14.01$14.54$15.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MSDL spot · $13.94MSDL PRICE$0.17$0.21$0.25$0.29$0.34$0.39$0.56$0.73$0.90$1.08$1.26$1.50$0.20$0.25$0.29$0.33$0.38$0.42$2.10$2.61$3.13$3.64
Puts——
Calls——
Skew——
Implied moveBearish±$0.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.5937.9%5.9%13.1260.2%7.4%
30Δ14.4739.5%5.3%13.2957.4%6.4%
35Δ14.3541.1%4.8%13.4654.6%5.5%
40Δ14.2342.7%4.2%13.6451.7%4.6%
45Δ14.1144.3%3.6%13.8148.9%3.6%
50Δ13.9846.3%3.1%13.9946.1%2.7%
55Δ13.7852.3%2.9%
60Δ13.5858.4%2.7%
65Δ13.3864.5%2.5%15.47121.3%4.1%
70Δ13.1870.6%2.2%16.07121.0%3.4%
75Δ12.9675.8%2.0%16.68120.7%2.8%
80Δ12.6675.7%1.6%17.28120.4%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.59
IV
37.9%
B/E move
5.9%
Puts
Pseudo strike
13.12
IV
60.2%
B/E move
7.4%

30Δ

Calls
Pseudo strike
14.47
IV
39.5%
B/E move
5.3%
Puts
Pseudo strike
13.29
IV
57.4%
B/E move
6.4%

35Δ

Calls
Pseudo strike
14.35
IV
41.1%
B/E move
4.8%
Puts
Pseudo strike
13.46
IV
54.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
14.23
IV
42.7%
B/E move
4.2%
Puts
Pseudo strike
13.64
IV
51.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
14.11
IV
44.3%
B/E move
3.6%
Puts
Pseudo strike
13.81
IV
48.9%
B/E move
3.6%

50Δ

Calls
Pseudo strike
13.98
IV
46.3%
B/E move
3.1%
Puts
Pseudo strike
13.99
IV
46.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
13.78
IV
52.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.58
IV
58.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.38
IV
64.5%
B/E move
2.5%
Puts
Pseudo strike
15.47
IV
121.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
13.18
IV
70.6%
B/E move
2.2%
Puts
Pseudo strike
16.07
IV
121.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
12.96
IV
75.8%
B/E move
2.0%
Puts
Pseudo strike
16.68
IV
120.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
12.66
IV
75.7%
B/E move
1.6%
Puts
Pseudo strike
17.28
IV
120.4%
B/E move
2.1%

Options history

IV · four-Friday blend28.87%
Daily EOD
MSDL27.5%37.5%47.4%2026-10-19: 38.96%2026-10-20: 46.04%2026-10-21: 38.64%2026-10-22: 37.91%2026-10-23: 35.31%2026-10-26: 34.76%2026-10-27: 37.91%2026-10-28: 43.32%2026-10-29: 30.07%2026-10-30: 28.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.96%
46.04%
38.64%
37.91%
35.31%
34.76%
37.91%
43.32%
30.07%
28.87%