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MSC Industrial Direct Co., Inc. Class A MSM

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Market datapartial · fetched 2026-10-23T16:48:04.993Z

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 · 2026-10-23T16:47:42.193930812Z

FundamentalsAlpha Vantage · unavailable

Share price$115.10
1D-1.0%
$114.88$115.65$116.42$117.18$117.955:30 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$0.74$3.78$6.82$9.85$12.89$87.06$99.89$112.71$125.54$138.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MSM spot · $115.09MSM PRICE$1.07$1.43$1.79$2.17$2.64$3.11$3.57$4.26$5.44$6.63$7.82$9.92$12.02$1.65$1.85$2.15$2.68$3.21$3.74$4.41$5.13$5.86$6.58$7.78$9.06$10.35
PutsCheap0.46×
CallsCheap0.77×
SkewBearish+0.46 pp
Implied moveBearish±$7.98
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ124.6631.1%9.2%105.0143.8%10.2%
25Δ122.9630.8%8.1%107.9337.8%7.8%
30Δ121.2530.4%6.9%110.4033.5%5.9%
35Δ119.6630.1%5.9%111.7933.1%5.2%
40Δ118.4029.8%5.2%113.1932.8%4.4%
45Δ117.1429.5%4.5%114.5832.5%3.7%
50Δ115.8829.2%3.8%115.9032.2%3.1%
55Δ114.5429.7%3.2%117.2031.8%2.6%
60Δ113.0232.1%2.9%118.5031.5%2.1%
65Δ111.5034.5%2.6%119.7931.1%1.6%
70Δ109.9837.0%2.3%121.4031.2%1.3%
75Δ107.5140.3%2.0%123.0731.3%0.9%
80Δ105.0443.6%1.7%124.7431.4%0.6%

20Δ

Calls
Pseudo strike
124.66
IV
31.1%
B/E move
9.2%
Puts
Pseudo strike
105.01
IV
43.8%
B/E move
10.2%

25Δ

Calls
Pseudo strike
122.96
IV
30.8%
B/E move
8.1%
Puts
Pseudo strike
107.93
IV
37.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
121.25
IV
30.4%
B/E move
6.9%
Puts
Pseudo strike
110.40
IV
33.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
119.66
IV
30.1%
B/E move
5.9%
Puts
Pseudo strike
111.79
IV
33.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
118.40
IV
29.8%
B/E move
5.2%
Puts
Pseudo strike
113.19
IV
32.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
117.14
IV
29.5%
B/E move
4.5%
Puts
Pseudo strike
114.58
IV
32.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
115.88
IV
29.2%
B/E move
3.8%
Puts
Pseudo strike
115.90
IV
32.2%
B/E move
3.1%

55Δ

Calls
Pseudo strike
114.54
IV
29.7%
B/E move
3.2%
Puts
Pseudo strike
117.20
IV
31.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
113.02
IV
32.1%
B/E move
2.9%
Puts
Pseudo strike
118.50
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
111.50
IV
34.5%
B/E move
2.6%
Puts
Pseudo strike
119.79
IV
31.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
109.98
IV
37.0%
B/E move
2.3%
Puts
Pseudo strike
121.40
IV
31.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
107.51
IV
40.3%
B/E move
2.0%
Puts
Pseudo strike
123.07
IV
31.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
105.04
IV
43.6%
B/E move
1.7%
Puts
Pseudo strike
124.74
IV
31.4%
B/E move
0.6%

Options history

No recorded observations