IntraAlpha
Create free account Start free

Morgan Stanley Direct Lending Fund MSDL

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T22:47:11.278Z

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 · 2026-10-22T22:30:00.001694778Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:47:10.343880+00:00

Share price$13.25
1D+1.7%
AH$13.00$13.08$13.17$13.25$13.335:30 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$0.08$0.96$1.85$2.73$3.62$9.73$11.06$12.40$13.73$15.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSDL spot · $13.25MSDL PRICE$0.48$0.31$0.17$0.20$0.23$0.26$0.28$0.31$0.34$0.37$0.39$1.04$1.86$0.72$1.05$0.90$0.70$0.51$0.78$1.08$1.38$1.68$1.98$2.38$3.04$3.36
PutsExpensive3.07×
CallsExpensive1.50×
SkewBearish+45.69 pp
Implied moveBearish±$1.37
TiltBearish51.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.81136.8%53.1%10.39136.4%27.1%
25Δ15.4764.0%19.1%10.95148.8%25.3%
30Δ13.9125.7%6.3%11.61117.1%19.1%
35Δ13.8024.4%5.7%12.2981.2%12.6%
40Δ13.6923.1%5.0%12.9645.3%6.0%
45Δ13.5821.8%4.4%13.3348.3%5.3%
50Δ13.4720.5%3.8%13.6953.5%4.9%
55Δ13.3619.2%3.1%14.0458.7%4.5%
60Δ13.2517.9%2.5%14.3964.0%4.1%
65Δ13.1316.6%1.9%14.7469.2%3.7%
70Δ13.0215.3%1.3%15.2074.8%3.2%
75Δ12.3527.1%1.1%15.9481.4%2.7%
80Δ11.5342.4%1.0%16.4269.9%1.5%

20Δ

Calls
Pseudo strike
19.81
IV
136.8%
B/E move
53.1%
Puts
Pseudo strike
10.39
IV
136.4%
B/E move
27.1%

25Δ

Calls
Pseudo strike
15.47
IV
64.0%
B/E move
19.1%
Puts
Pseudo strike
10.95
IV
148.8%
B/E move
25.3%

30Δ

Calls
Pseudo strike
13.91
IV
25.7%
B/E move
6.3%
Puts
Pseudo strike
11.61
IV
117.1%
B/E move
19.1%

35Δ

Calls
Pseudo strike
13.80
IV
24.4%
B/E move
5.7%
Puts
Pseudo strike
12.29
IV
81.2%
B/E move
12.6%

40Δ

Calls
Pseudo strike
13.69
IV
23.1%
B/E move
5.0%
Puts
Pseudo strike
12.96
IV
45.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
13.58
IV
21.8%
B/E move
4.4%
Puts
Pseudo strike
13.33
IV
48.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
13.47
IV
20.5%
B/E move
3.8%
Puts
Pseudo strike
13.69
IV
53.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
13.36
IV
19.2%
B/E move
3.1%
Puts
Pseudo strike
14.04
IV
58.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
13.25
IV
17.9%
B/E move
2.5%
Puts
Pseudo strike
14.39
IV
64.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
13.13
IV
16.6%
B/E move
1.9%
Puts
Pseudo strike
14.74
IV
69.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.02
IV
15.3%
B/E move
1.3%
Puts
Pseudo strike
15.20
IV
74.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
12.35
IV
27.1%
B/E move
1.1%
Puts
Pseudo strike
15.94
IV
81.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
11.53
IV
42.4%
B/E move
1.0%
Puts
Pseudo strike
16.42
IV
69.9%
B/E move
1.5%

Options history

No recorded observations