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
$0.98
7-Day Straddle
$0.53
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 |
|---|---|---|---|---|
| 20260904 | $0.98 | $0.53 | 0.8% | 49% |
| 20260903 | $1.15 | $0.45 | 0.7% | 43% |
| 20260902 | $0.50 | $0.50 | 0.7% | 46% |
| 20260901 | $0.50 | $0.50 | 0.7% | 43% |
| 20260831 | $0.62 | $0.62 | 0.7% | 44% |
| 20260828 | $0.50 | $0.50 | 0.7% | 46% |
| 20260827 | $0.72 | $0.72 | 0.8% | 50% |
| 20260826 | $0.65 | $0.65 | 0.8% | 56% |
| 20260825 | $0.68 | $0.68 | 0.6% | 36% |
| 20260824 | $0.65 | $0.65 | 0.7% | 42% |
| 20260821 | $0.75 | $0.62 | 0.8% | 53% |
| 20260820 | $0.68 | $0.82 | 0.6% | 34% |
| 20260819 | $0.75 | $0.53 | 0.8% | 56% |
| 20260818 | $0.75 | $0.85 | 0.4% | 18% |
| 20260817 | $0.72 | $0.90 | 0.4% | 13% |
| 20260814 | $0.80 | $0.83 | 0.8% | 50% |
| 20260813 | $1.57 | $1.07 | 0.6% | 30% |
| 20260812 | $0.92 | $0.65 | 0.6% | 29% |
| 20260811 | $0.95 | $2.38 | 0.2% | 0% |
| 20260810 | $2.48 | $0.85 | 0.7% | 37% |
| 20260806 | $0.92 | $0.62 | 0.4% | 12% |
| 20260805 | $0.78 | $0.78 | 0.8% | 49% |
| 20260804 | $0.60 | $0.60 | 0.7% | 42% |
| 20260803 | $0.50 | $0.50 | 1.0% | 68% |
| 20260731 | $0.80 | $0.80 | 0.9% | 60% |
| 20260730 | $0.78 | $0.78 | 0.7% | 45% |
| 20260729 | $0.65 | $0.65 | 1.1% | 75% |
| 20260728 | $0.97 | $0.97 | 0.9% | 59% |
| 20260727 | $0.80 | $0.80 | 0.8% | 46% |
| 20260724 | $0.82 | $0.82 | 0.6% | 30% |
| 20260723 | $0.80 | $0.80 | 0.7% | 43% |
| 20260722 | $0.95 | $0.95 | 0.7% | 45% |
| 20260721 | $1.00 | $1.00 | 0.6% | 30% |
| 20260720 | $0.95 | $0.95 | 0.7% | 45% |
| 20260716 | $0.82 | $2.40 | 0.3% | 3% |
| 20260715 | $0.78 | $0.97 | 0.5% | 18% |
| 20260714 | $0.82 | $0.68 | 0.3% | 0% |
| 20260713 | $1.07 | $0.72 | 0.6% | 26% |
| 20260710 | $1.65 | $0.78 | 0.8% | 46% |
| 20260709 | $1.55 | $0.55 | 0.4% | 7% |
| 20260708 | $0.95 | $0.68 | 0.6% | 28% |
| 20260707 | $1.07 | $1.32 | 0.5% | 19% |
| 20260706 | $1.23 | $1.00 | 0.5% | 12% |
| 20260702 | $1.40 | $1.40 | 0.9% | 54% |
| 20260701 | $0.75 | $0.75 | 0.7% | 31% |
| 20260630 | $0.70 | $0.70 | 1.1% | 81% |
| 20260629 | $1.53 | $1.53 | 1.0% | 63% |
| 20260626 | $0.97 | $0.97 | 0.9% | 61% |
| 20260625 | $0.55 | $0.55 | 0.8% | 44% |
| 20260624 | $0.70 | $0.70 | 0.9% | 61% |
| 20260623 | $0.78 | $0.78 | 0.8% | 42% |
| 20260622 | $0.88 | $0.88 | 0.9% | 57% |
| 20260618 | $0.82 | $0.45 | 0.7% | 36% |
| 20260617 | $1.10 | $1.82 | 0.9% | 58% |
| 20260616 | $1.07 | $0.57 | 0.8% | 43% |
| 20260615 | $0.88 | $0.55 | 0.8% | 49% |
| 20260613 | $1.10 | $1.48 | 0.5% | 13% |
| 20260612 | $1.10 | $1.48 | 0.6% | 29% |
| 20260611 | $1.22 | $0.55 | 0.5% | 16% |
| 20260610 | $1.52 | $0.65 | 0.7% | 34% |