Pre-market
⌘K
Sign in Sign up

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

Expected move

November 05, 2026 close · $110.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.86 $108.68 – $112.40 $108.32 – $112.76 $106.56 – $114.52
2 sessions ±2.3% ±$2.58 $107.96 – $113.12 $107.41 – $113.67 $104.98 – $116.10
3 sessions ±2.9% ±$3.25 $107.29 – $113.79 $106.67 – $114.41 $103.62 – $117.46
1 week ±3.7% ±$4.12 $106.42 – $114.66 $105.49 – $115.59 $101.75 – $119.33
2 weeks ±5.2% ±$5.79 $104.75 – $116.33 $103.38 – $117.70 $98.18 – $122.90
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.63%
Average actual move
3.48%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
January 08, 2025 ±5.63% +3.48% 0.62× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →