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MSC Industrial Direct Co MSM 110.95 -5.11 -4.4%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.341
Put Call Ratio (OI)
0.5
Put Call Ratio (Vol)
0.275
IV Rank
53
IV Percentile
81.4
Max pain
120

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-74.5
74.5
View values by strike
MSM · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
50.00 0 -16
60.00 0 -12.6
70.00 0 -35.5
75.00 0 -1.76
80.00 0 -48.4
85.00 675 -8.74
90.00 282 -63.7
95.00 261 -256
100.00 2.26 K -833
105.00 1.12 K -583
110.00 539 -12 K
115.00 2.23 K -6.89 K
120.00 2.57 K -78.6 K
125.00 1.46 K -1.7 K
130.00 3.11 K -757
135.00 10 K -98.5
140.00 1.41 K 0
145.00 597 0
150.00 1.69 K 0
155.00 64.6 0
160.00 25.9 -91.6