MSDL (Morgan Stanley Direct Lending Fund)
Expected Move & Straddle Price History
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).
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.
Current MSDL Expected Move
30-Day Straddle
$2.35
7-Day Straddle
$1.07
Avg IV
0.8%
IV Rank
49%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260608 | $2.35 | $1.07 | 0.8% | 49% |
| 20260605 | $0.93 | $2.75 | 0.6% | 29% |
| 20260604 | $2.10 | $0.97 | 0.8% | 49% |
| 20260603 | $1.90 | $2.83 | 0.7% | 39% |
| 20260602 | $0.57 | $0.57 | 0.6% | 36% |
| 20260601 | $0.55 | $0.55 | 0.8% | 47% |
| 20260529 | $0.60 | $0.60 | 0.5% | 20% |
| 20260528 | $0.57 | $0.57 | 0.8% | 54% |
| 20260527 | $0.77 | $0.77 | 0.8% | 51% |
| 20260526 | $0.93 | $0.93 | 0.5% | 23% |
| 20260510 | $1.00 | $1.62 | 0.4% | 9% |
| 20260508 | $1.00 | $1.62 | 0.4% | 8% |
| 20260507 | $2.52 | $1.23 | 0.5% | 20% |
| 20260506 | $0.98 | $0.57 | 0.5% | 21% |
| 20260505 | $0.88 | $0.57 | 0.6% | 28% |
| 20260504 | $1.38 | $0.60 | 0.4% | 12% |
| 20260502 | $1.40 | $1.40 | 0.7% | 37% |
| 20260501 | $1.40 | $1.40 | 0.7% | 42% |
| 20260430 | $0.72 | $0.72 | 0.9% | 61% |
| 20260429 | $0.77 | $0.77 | 1.3% | 100% |
| 20260428 | $0.82 | $0.82 | 0.9% | 70% |
| 20260427 | $0.70 | $0.70 | 1.0% | 81% |
| 20260424 | $0.65 | $0.65 | 1.1% | 100% |
| 20260423 | $1.12 | $1.12 | 1.0% | 80% |
| 20260422 | $0.82 | $0.82 | 1.0% | 87% |
| 20260421 | $0.93 | $0.93 | 1.1% | 97% |
| 20260420 | $0.97 | $0.97 | 0.9% | 76% |
| 20260417 | $1.08 | $1.20 | 0.8% | 67% |
| 20260416 | $1.02 | $1.10 | 0.9% | 68% |
| 20260415 | $1.00 | $7.92 | 0.6% | 42% |
| 20260414 | $0.75 | $0.55 | 0.6% | 42% |
| 20260413 | $1.18 | $0.85 | 0.9% | 73% |
| 20260410 | $2.50 | $0.65 | 0.6% | 38% |
| 20260409 | $2.50 | $0.95 | 0.7% | 46% |
| 20260408 | $1.45 | $0.68 | 0.7% | 51% |
| 20260407 | $1.70 | $1.15 | 0.5% | 34% |
| 20260406 | $0.97 | $0.53 | 0.8% | 58% |
| 20260402 | $1.68 | $0.53 | 0.6% | 34% |
| 20260401 | $0.60 | $0.60 | 1.0% | 90% |
| 20260331 | $0.65 | $0.65 | 0.4% | 16% |
| 20260330 | $0.70 | $0.70 | 1.1% | 97% |
| 20260327 | $1.05 | $1.05 | 1.0% | 91% |
| 20260326 | $1.65 | $1.65 | 1.1% | 100% |
| 20260325 | $1.53 | $1.53 | 0.9% | 76% |
| 20260324 | $1.53 | $1.53 | 0.9% | 83% |
| 20260323 | $0.75 | $0.75 | 0.9% | 79% |
| 20260320 | $2.02 | $0.90 | 0.9% | 80% |
| 20260319 | $1.57 | $0.88 | 0.8% | 70% |
| 20260318 | $0.75 | $0.53 | 0.9% | 76% |
| 20260317 | $1.70 | $0.55 | 0.9% | 74% |
| 20260316 | $0.97 | $0.65 | 0.6% | 44% |
| 20260313 | $0.75 | $0.35 | 0.8% | 65% |
| 20260312 | $2.12 | $0.50 | 0.9% | 76% |
| 20260311 | $1.33 | $0.55 | 0.8% | 68% |
| 20260310 | $1.38 | $0.88 | 0.7% | 60% |
| 20260309 | $1.12 | $0.75 | 0.8% | 66% |
| 20260308 | $2.10 | $1.15 | 0.7% | 59% |
| 20260306 | $2.10 | $1.15 | 0.7% | 60% |
| 20260305 | $1.90 | $0.60 | 0.7% | 57% |
| 20260304 | $0.62 | $0.62 | 0.8% | 70% |