MSDL · Expected Move
Morgan Stanley Direct Lending Fund
The expected move for MSDL 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).
MSDL 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 MSDL Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
30-Day ATM IV
29.4%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to MSDL'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.
MSDL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.90 | $0.90 | 29.4% | 15% |
| 20261021 | $1.05 | $1.05 | 27.6% | 13% |
| 20261020 | $1.73 | $1.73 | 38.1% | 27% |
| 20261019 | $1.62 | $1.62 | 29.6% | 16% |
| 20261016 | $2.40 | $0.75 | 47.7% | 41% |
| 20261015 | $1.00 | $2.85 | — | — |
| 20261014 | $10.53 | $0.75 | — | — |
| 20261013 | $1.02 | $1.10 | — | — |
| 20261012 | $1.00 | $0.50 | — | — |
| 20261009 | $1.15 | $0.80 | 37.6% | 27% |
| 20261008 | $1.07 | $0.53 | 83.0% | 91% |
| 20261007 | $1.12 | $0.80 | 32.9% | 20% |
| 20261006 | $1.05 | $1.10 | — | — |
| 20261005 | $0.95 | $0.78 | 37.2% | 26% |
| 20261002 | $0.80 | $0.80 | 32.7% | 20% |
| 20261001 | $0.42 | $0.42 | 88.7% | 99% |
| 20260930 | $0.50 | $0.50 | 38.5% | 28% |
| 20260929 | $0.53 | $0.53 | 35.2% | 23% |
| 20260928 | $0.52 | $0.52 | 50.3% | 45% |
| 20260925 | $0.75 | $0.75 | 26.2% | 11% |
| 20260924 | $1.35 | $1.35 | 38.8% | 28% |
| 20260923 | $0.78 | $0.78 | 28.5% | 14% |
| 20260922 | $0.85 | $0.85 | 32.8% | 20% |
| 20260921 | $0.85 | $0.85 | 26.7% | 11% |
| 20260918 | $0.92 | $0.28 | 50.1% | 44% |
| 20260917 | $0.73 | $0.15 | 41.4% | 32% |
| 20260916 | $0.88 | $0.42 | 45.7% | 38% |
| 20260915 | $3.05 | $0.42 | 30.9% | 17% |
| 20260914 | $0.97 | $0.62 | 50.4% | 45% |
| 20260911 | $1.00 | $0.42 | 41.6% | 32% |
| 20260910 | $0.80 | $0.35 | 47.1% | 40% |
| 20260909 | $0.90 | $0.43 | 24.7% | 9% |
| 20260908 | $0.88 | $0.33 | 30.3% | 17% |
| 20260904 | $0.98 | $0.53 | 24.9% | 9% |
| 20260903 | $1.15 | $0.45 | 21.9% | 5% |
| 20260902 | $0.50 | $0.50 | 32.6% | 20% |
| 20260901 | $0.50 | $0.50 | 27.5% | 13% |
| 20260831 | $0.62 | $0.62 | 40.2% | 30% |
| 20260828 | $0.50 | $0.50 | 35.6% | 24% |
| 20260827 | $0.72 | $0.72 | 29.8% | 16% |
| 20260826 | $0.65 | $0.65 | 29.5% | 15% |
| 20260825 | $0.68 | $0.68 | 43.4% | 35% |
| 20260824 | $0.65 | $0.65 | 40.6% | 31% |
| 20260821 | $0.75 | $0.62 | 25.5% | 10% |
| 20260820 | $0.68 | $0.82 | 18.6% | 0% |
| 20260819 | $0.75 | $0.53 | 22.9% | 2% |
| 20260818 | $0.75 | $0.85 | 26.5% | 7% |
| 20260817 | $0.72 | $0.90 | 26.1% | 7% |
| 20260814 | $0.80 | $0.83 | 24.0% | 4% |
| 20260813 | $1.57 | $1.07 | 37.1% | 23% |
| 20260812 | $0.92 | $0.65 | 30.2% | 13% |
| 20260811 | $0.95 | $2.38 | 28.8% | 11% |
| 20260810 | $2.48 | $0.85 | 48.2% | 39% |
| 20260807 | — | — | 30.8% | 14% |
| 20260806 | $0.92 | $0.62 | 36.1% | 21% |
| 20260805 | $0.78 | $0.78 | 24.4% | 4% |
| 20260804 | $0.60 | $0.60 | 24.7% | 5% |
| 20260803 | $0.50 | $0.50 | 22.1% | 1% |
| 20260731 | $0.80 | $0.80 | 32.0% | 15% |
| 20260730 | $0.78 | $0.78 | 49.4% | 41% |
More on MSDL
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.