MS · Expected Move
Morgan Stanley
The expected move for MS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
MS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current MS Expected Move
30-Day Straddle
$13.80
7-Day Straddle
$8.43
30-Day ATM IV
31.4%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to MS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
MS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $13.80 | $8.43 | 31.4% | 44% |
| 20261109 | $14.48 | $6.56 | 32.1% | 51% |
| 20261106 | $13.75 | $7.60 | 34.0% | 68% |
| 20261105 | $15.07 | $9.70 | 35.6% | 84% |
| 20261104 | $13.10 | $7.78 | 29.4% | 25% |
| 20261103 | $13.95 | $9.32 | 32.0% | 50% |
| 20261102 | $13.82 | $6.64 | 31.6% | 46% |
| 20261030 | $12.80 | $6.92 | 31.2% | 41% |
| 20261029 | $11.82 | $6.91 | 28.0% | 11% |
| 20261028 | $12.43 | $7.50 | 28.6% | 17% |
| 20261027 | $12.90 | $7.65 | 29.2% | 22% |
| 20261026 | $13.40 | $5.96 | 30.5% | 35% |
| 20261023 | $12.32 | $6.88 | 30.7% | 37% |
| 20261022 | $13.10 | $7.59 | 31.1% | 41% |
| 20261021 | $12.77 | $7.37 | 30.2% | 32% |
| 20261020 | $11.75 | $7.30 | 28.2% | 13% |
| 20261019 | $11.62 | $4.86 | 27.6% | 7% |
| 20261016 | $11.72 | $6.15 | 29.0% | 21% |
| 20261015 | $11.62 | $6.13 | 27.9% | 10% |
| 20261014 | $11.95 | $7.02 | 28.5% | 16% |
| 20261013 | $13.47 | $9.10 | 30.9% | 39% |
| 20261012 | $13.98 | $8.18 | 31.7% | 46% |
| 20261009 | $13.43 | $8.52 | 32.3% | 52% |
| 20261008 | $13.98 | $9.03 | 32.6% | 55% |
| 20261007 | $14.00 | $9.20 | 32.3% | 53% |
| 20261006 | $14.48 | $9.47 | 32.6% | 56% |
| 20261005 | $14.85 | $4.96 | 33.4% | 63% |
| 20261002 | $14.18 | $6.07 | 33.8% | 67% |
| 20261001 | $14.55 | $6.61 | 33.9% | 67% |
| 20260930 | $15.12 | $7.02 | 34.6% | 75% |
| 20260929 | $15.57 | $7.43 | 34.2% | 71% |
| 20260928 | $15.45 | $5.61 | 33.8% | 67% |
| 20260925 | $14.62 | $5.88 | 33.4% | 63% |
| 20260924 | $15.40 | $7.14 | 34.6% | 75% |
| 20260923 | $15.10 | $7.53 | 33.2% | 61% |
| 20260922 | $15.93 | $8.10 | 34.4% | 72% |
| 20260921 | $16.40 | $5.60 | 33.5% | 64% |
| 20260918 | $15.18 | $6.33 | 32.9% | 59% |
| 20260917 | $15.85 | $7.21 | 33.4% | 63% |
| 20260916 | $16.52 | $8.15 | 35.1% | 79% |
| 20260915 | $16.90 | $8.88 | 34.1% | 70% |
| 20260914 | $17.02 | $6.44 | 33.6% | 65% |
| 20260911 | $13.65 | $6.73 | 29.8% | 28% |
| 20260910 | $14.38 | $7.95 | 30.1% | 32% |
| 20260909 | $14.72 | $8.47 | 29.9% | 29% |
| 20260908 | $14.95 | $8.68 | 29.4% | 24% |
| 20260904 | $13.75 | $6.25 | 28.2% | 13% |
| 20260903 | $13.32 | $6.72 | 26.9% | 0% |
| 20260902 | $14.25 | $7.47 | 28.5% | 16% |
| 20260901 | $14.02 | $8.05 | 28.4% | 14% |
| 20260831 | $13.98 | $5.26 | 27.0% | 1% |
| 20260828 | $12.70 | $6.03 | 27.1% | 2% |
| 20260827 | $13.38 | $6.90 | 27.9% | 10% |
| 20260826 | $14.10 | $8.13 | 28.7% | 16% |
| 20260825 | $14.47 | $8.60 | 28.4% | 13% |
| 20260824 | $14.43 | $5.84 | 28.6% | 14% |
| 20260821 | $13.98 | $6.79 | 28.1% | 11% |
| 20260820 | $13.60 | $7.35 | 28.8% | 13% |
| 20260819 | $14.93 | $8.00 | 28.8% | 11% |
| 20260818 | $14.00 | $8.53 | 27.3% | 3% |
More on MS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.