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MSC Industrial Direct Co., Inc. Class A MSM

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Market datapartial · fetched 2026-10-22T16:54:23.146Z

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 · 2026-10-22T16:53:30.558212691Z

FundamentalsAlpha Vantage · unavailable

Share price$114.63
1D-11.8%
$113$118$122$127$1315:30 AM6:30 AM9:00 AM1:00 PMMSM
Sold putSold call

MSC Industrial Direct Co., Inc. Class A options

Live interpolated MSM call and put midpoint premiums by absolute delta.MSC Industrial Direct Co., Inc. Class A$0.76$3.64$6.52$9.40$12.28$88.92$101.23$113.54$125.85$138.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSM spot · $114.63MSM PRICE$1.07$1.38$1.69$2.08$2.50$2.91$3.33$4.25$5.39$6.52$7.81$9.63$11.45$1.51$1.82$2.13$2.62$3.12$3.62$4.20$4.95$5.70$6.45$7.57$9.29$11.00
PutsCheap0.50×
CallsFair1.00×
SkewBearish+0.87 pp
Implied moveBearish±$7.53
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.3631.0%9.4%105.2539.7%9.5%
25Δ122.3929.8%8.0%107.6336.3%7.7%
30Δ120.4128.6%6.5%110.0032.9%5.9%
35Δ119.0328.0%5.7%111.3732.3%5.1%
40Δ117.8027.7%4.9%112.7331.6%4.4%
45Δ116.5827.3%4.2%114.0931.0%3.6%
50Δ115.3626.9%3.5%115.4230.5%3.0%
55Δ113.9828.6%3.1%116.6930.3%2.5%
60Δ112.5531.1%2.9%117.9630.0%2.1%
65Δ111.1133.6%2.6%119.2329.8%1.6%
70Δ109.5036.1%2.3%120.8030.2%1.2%
75Δ107.2838.4%2.0%122.8431.5%0.9%
80Δ105.0740.8%1.6%124.8932.9%0.7%

20Δ

Calls
Pseudo strike
124.36
IV
31.0%
B/E move
9.4%
Puts
Pseudo strike
105.25
IV
39.7%
B/E move
9.5%

25Δ

Calls
Pseudo strike
122.39
IV
29.8%
B/E move
8.0%
Puts
Pseudo strike
107.63
IV
36.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
120.41
IV
28.6%
B/E move
6.5%
Puts
Pseudo strike
110.00
IV
32.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
119.03
IV
28.0%
B/E move
5.7%
Puts
Pseudo strike
111.37
IV
32.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
117.80
IV
27.7%
B/E move
4.9%
Puts
Pseudo strike
112.73
IV
31.6%
B/E move
4.4%

45Δ

Calls
Pseudo strike
116.58
IV
27.3%
B/E move
4.2%
Puts
Pseudo strike
114.09
IV
31.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
115.36
IV
26.9%
B/E move
3.5%
Puts
Pseudo strike
115.42
IV
30.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
113.98
IV
28.6%
B/E move
3.1%
Puts
Pseudo strike
116.69
IV
30.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
112.55
IV
31.1%
B/E move
2.9%
Puts
Pseudo strike
117.96
IV
30.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
111.11
IV
33.6%
B/E move
2.6%
Puts
Pseudo strike
119.23
IV
29.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
109.50
IV
36.1%
B/E move
2.3%
Puts
Pseudo strike
120.80
IV
30.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
107.28
IV
38.4%
B/E move
2.0%
Puts
Pseudo strike
122.84
IV
31.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
105.07
IV
40.8%
B/E move
1.6%
Puts
Pseudo strike
124.89
IV
32.9%
B/E move
0.7%

Options history

No recorded observations