MSM (MSC Industrial Direct Co., Inc. Class A)
Expected Move & Straddle Price History
The expected move for MSM 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 MSM Expected Move
30-Day Straddle
$8.68
7-Day Straddle
$5.03
Avg IV
0.4%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to MSM'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.
MSM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $8.68 | $5.03 | 0.4% | 0% |
| 20260903 | $8.65 | $5.32 | 0.4% | 0% |
| 20260902 | $5.53 | $5.53 | 0.9% | 100% |
| 20260901 | $6.55 | $6.55 | 0.7% | 61% |
| 20260831 | $5.97 | $5.97 | 0.8% | 79% |
| 20260828 | $6.47 | $6.47 | 0.8% | 88% |
| 20260827 | $6.75 | $6.75 | 0.7% | 74% |
| 20260826 | $6.60 | $6.60 | 0.5% | 31% |
| 20260825 | $7.30 | $7.30 | 0.8% | 83% |
| 20260824 | $6.82 | $6.82 | 0.7% | 63% |
| 20260821 | $6.90 | $1.48 | 0.7% | 60% |
| 20260820 | $6.90 | $3.60 | 0.7% | 69% |
| 20260819 | $8.20 | $2.50 | 0.6% | 49% |
| 20260818 | $8.35 | $3.23 | 0.7% | 63% |
| 20260817 | $8.00 | $3.95 | 0.7% | 65% |
| 20260814 | $8.85 | $4.28 | 0.5% | 23% |
| 20260813 | $9.65 | $4.65 | 0.6% | 44% |
| 20260812 | $9.20 | $5.30 | 0.6% | 43% |
| 20260811 | $9.35 | $5.05 | 0.7% | 62% |
| 20260810 | $9.00 | $5.97 | 0.6% | 38% |
| 20260806 | $10.45 | $6.03 | 0.6% | 42% |
| 20260805 | $7.15 | $7.15 | 0.8% | 80% |
| 20260804 | $6.92 | $6.92 | 0.5% | 15% |
| 20260803 | $6.47 | $6.47 | 0.6% | 37% |
| 20260731 | $6.38 | $6.38 | 0.6% | 42% |
| 20260730 | $7.03 | $7.03 | 0.5% | 27% |
| 20260729 | $7.12 | $7.12 | 0.5% | 20% |
| 20260728 | $7.35 | $7.35 | 0.6% | 32% |
| 20260727 | $7.85 | $7.85 | 0.5% | 24% |
| 20260724 | $7.65 | $7.65 | 0.6% | 34% |
| 20260723 | $8.80 | $8.80 | 0.4% | 9% |
| 20260722 | $9.27 | $9.27 | 0.5% | 14% |
| 20260721 | $9.05 | $9.05 | 0.5% | 13% |
| 20260720 | $8.95 | $8.95 | 0.5% | 21% |
| 20260716 | $9.05 | $2.38 | 0.5% | 12% |
| 20260715 | $9.75 | $3.23 | 0.5% | 25% |
| 20260714 | $9.75 | $3.70 | 0.4% | 5% |
| 20260713 | $10.45 | $4.17 | 0.5% | 12% |
| 20260710 | $9.55 | $3.45 | 0.4% | 8% |
| 20260709 | $10.85 | $4.78 | 0.5% | 10% |
| 20260708 | $10.50 | $5.08 | 0.4% | 7% |
| 20260707 | $10.00 | $5.35 | 0.4% | 8% |
| 20260706 | $10.35 | $6.43 | 0.4% | 0% |
| 20260702 | $6.25 | $6.25 | 0.8% | 80% |
| 20260701 | $6.40 | $6.40 | 0.8% | 82% |
| 20260630 | $8.12 | $8.12 | 0.7% | 51% |
| 20260629 | $8.60 | $8.60 | 0.7% | 52% |
| 20260626 | $8.82 | $8.82 | 0.7% | 60% |
| 20260625 | $9.03 | $9.03 | 0.6% | 42% |
| 20260624 | $8.55 | $8.55 | 0.7% | 52% |
| 20260623 | $8.50 | $8.50 | 0.7% | 46% |
| 20260622 | $8.40 | $8.40 | 0.7% | 51% |
| 20260618 | $9.70 | $3.20 | 0.6% | 43% |
| 20260617 | $9.80 | $2.15 | 0.6% | 24% |
| 20260616 | $10.20 | $4.15 | 0.6% | 42% |
| 20260615 | $10.25 | $3.17 | 0.6% | 41% |
| 20260613 | $11.00 | $3.65 | 0.6% | 34% |
| 20260612 | $11.20 | $3.73 | 0.6% | 35% |
| 20260611 | $11.00 | $4.45 | 0.6% | 37% |
| 20260610 | $11.20 | $4.17 | 0.6% | 40% |