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
$11.35
7-Day Straddle
$5.72
Avg IV
0.6%
IV Rank
38%
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 |
|---|---|---|---|---|
| 20260609 | $11.35 | $5.72 | 0.6% | 38% |
| 20260608 | $11.60 | $4.93 | 0.6% | 39% |
| 20260605 | $11.35 | $5.68 | 0.6% | 36% |
| 20260604 | $11.80 | $6.38 | 0.6% | 36% |
| 20260603 | $11.50 | $7.38 | 0.5% | 24% |
| 20260602 | $6.38 | $6.38 | 0.8% | 85% |
| 20260601 | $7.12 | $7.12 | 0.9% | 90% |
| 20260529 | $6.32 | $6.32 | 0.8% | 82% |
| 20260528 | $7.10 | $7.10 | 0.8% | 81% |
| 20260527 | $7.53 | $7.53 | 0.8% | 72% |
| 20260526 | $7.33 | $7.33 | 0.8% | 71% |
| 20260510 | $7.75 | $3.47 | 0.6% | 48% |
| 20260508 | $7.75 | $3.47 | 0.6% | 42% |
| 20260507 | $8.35 | $3.33 | 0.6% | 40% |
| 20260506 | $7.60 | $3.75 | 0.6% | 40% |
| 20260505 | $8.45 | $4.70 | 0.5% | 30% |
| 20260504 | $8.55 | $4.88 | 0.6% | 42% |
| 20260502 | $5.22 | $5.22 | 0.7% | 51% |
| 20260501 | $5.38 | $5.38 | 0.6% | 47% |
| 20260430 | $5.72 | $5.72 | 0.9% | 84% |
| 20260429 | $4.45 | $4.45 | 0.7% | 64% |
| 20260428 | $5.58 | $5.58 | 0.8% | 79% |
| 20260427 | $5.95 | $5.95 | 0.6% | 39% |
| 20260424 | $5.82 | $5.82 | 0.5% | 26% |
| 20260423 | $5.60 | $5.60 | 0.6% | 41% |
| 20260422 | $6.53 | $6.53 | 0.6% | 38% |
| 20260421 | $6.43 | $6.43 | 0.7% | 54% |
| 20260420 | $6.42 | $6.42 | 0.6% | 36% |
| 20260417 | $6.10 | $3.15 | 0.5% | 29% |
| 20260416 | $5.93 | $2.33 | 0.6% | 40% |
| 20260415 | $6.22 | $2.15 | 0.5% | 21% |
| 20260414 | $6.07 | $2.23 | 0.5% | 30% |
| 20260413 | $6.67 | $2.35 | 0.5% | 27% |
| 20260410 | $6.42 | $3.17 | 0.5% | 17% |
| 20260409 | $7.78 | $4.20 | 0.5% | 26% |
| 20260408 | $6.92 | $3.72 | 0.5% | 15% |
| 20260407 | $7.70 | $4.50 | 0.5% | 18% |
| 20260406 | $7.57 | $4.20 | 0.5% | 17% |
| 20260402 | $7.95 | $4.42 | 0.4% | 12% |
| 20260401 | $4.93 | $4.93 | 0.7% | 47% |
| 20260331 | $7.38 | $7.38 | 0.7% | 47% |
| 20260330 | $6.35 | $6.35 | 0.7% | 54% |
| 20260327 | $7.60 | $7.60 | 0.7% | 48% |
| 20260326 | $7.80 | $7.80 | 0.7% | 44% |
| 20260325 | $7.32 | $7.32 | 0.6% | 36% |
| 20260324 | $7.22 | $7.22 | 0.6% | 34% |
| 20260323 | $8.60 | $8.60 | 0.6% | 36% |
| 20260320 | $7.15 | $1.82 | 0.6% | 34% |
| 20260319 | $7.05 | $3.65 | 0.6% | 34% |
| 20260318 | $7.30 | $2.60 | 0.6% | 32% |
| 20260317 | $7.72 | $2.60 | 0.6% | 27% |
| 20260316 | $7.05 | $2.88 | 0.6% | 29% |
| 20260313 | $7.83 | $3.33 | 0.5% | 24% |
| 20260312 | $7.62 | $3.90 | 0.5% | 24% |
| 20260311 | $7.92 | $4.10 | 0.5% | 17% |
| 20260310 | $7.55 | $3.95 | 0.5% | 22% |
| 20260309 | $7.97 | $3.95 | 0.5% | 23% |
| 20260308 | $8.50 | $4.70 | 0.5% | 21% |
| 20260306 | $8.50 | $4.70 | 0.5% | 19% |
| 20260305 | $8.80 | $5.45 | 0.5% | 17% |