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MSC Industrial Direct Co., Inc. Class A MSM

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Market datapartial · fetched 2026-10-22T16:26:33.377Z

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 · 2026-10-22T16:26:07.885138375Z

FundamentalsAlpha Vantage · unavailable

Share price$115.84
1D-11.0%
$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$0.59$4.65$8.72$12.79$16.85$90.08$102.07$114.06$126.05$138.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSM spot · $115.83MSM PRICE$1.03$1.35$1.67$2.00$2.50$3.01$3.51$4.02$4.71$5.52$6.33$7.14$8.29$1.58$1.88$2.28$2.74$3.21$3.82$4.78$5.75$6.72$8.48$10.36$12.75$15.68
PutsCheap0.57×
CallsCheap0.88×
SkewBearish+9.13 pp
Implied moveBearish±$8.29
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.9929.3%8.8%105.9241.3%9.9%
25Δ123.3328.6%7.6%108.7137.1%7.8%
30Δ121.6727.8%6.5%110.8234.6%6.3%
35Δ120.0127.1%5.3%112.3533.6%5.4%
40Δ118.8627.2%4.8%113.8932.5%4.5%
45Δ117.7127.3%4.2%115.4032.1%3.7%
50Δ116.5727.4%3.7%116.8733.2%3.2%
55Δ115.4227.5%3.1%118.3434.4%2.8%
60Δ114.2127.6%2.7%119.8135.5%2.4%
65Δ112.9727.7%2.3%121.9737.7%2.0%
70Δ111.7227.8%1.9%124.2340.2%1.7%
75Δ110.4827.9%1.5%127.0342.4%1.3%
80Δ108.9627.6%1.2%130.3845.0%1.0%

20Δ

Calls
Pseudo strike
124.99
IV
29.3%
B/E move
8.8%
Puts
Pseudo strike
105.92
IV
41.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
123.33
IV
28.6%
B/E move
7.6%
Puts
Pseudo strike
108.71
IV
37.1%
B/E move
7.8%

30Δ

Calls
Pseudo strike
121.67
IV
27.8%
B/E move
6.5%
Puts
Pseudo strike
110.82
IV
34.6%
B/E move
6.3%

35Δ

Calls
Pseudo strike
120.01
IV
27.1%
B/E move
5.3%
Puts
Pseudo strike
112.35
IV
33.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
118.86
IV
27.2%
B/E move
4.8%
Puts
Pseudo strike
113.89
IV
32.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
117.71
IV
27.3%
B/E move
4.2%
Puts
Pseudo strike
115.40
IV
32.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
116.57
IV
27.4%
B/E move
3.7%
Puts
Pseudo strike
116.87
IV
33.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
115.42
IV
27.5%
B/E move
3.1%
Puts
Pseudo strike
118.34
IV
34.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
114.21
IV
27.6%
B/E move
2.7%
Puts
Pseudo strike
119.81
IV
35.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
112.97
IV
27.7%
B/E move
2.3%
Puts
Pseudo strike
121.97
IV
37.7%
B/E move
2.0%

70Δ

Calls
Pseudo strike
111.72
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
124.23
IV
40.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
110.48
IV
27.9%
B/E move
1.5%
Puts
Pseudo strike
127.03
IV
42.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
108.96
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
130.38
IV
45.0%
B/E move
1.0%

Options history

No recorded observations