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Morgan Stanley MS

i

Market datapartial · fetched 2026-11-03T14:42:50.742Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T14:42:30.427836755Z

FundamentalsAlpha Vantage · unavailable

Share price$185.75
1D-0.4%
$185.64$185.88$186.12$186.36$186.595:30 AM6:30 AM9:00 AM1:00 PMMS
Sold putSold call

Morgan Stanley options

Live interpolated MS call and put midpoint premiums by absolute delta.Morgan Stanley$0.59$2.96$5.34$7.72$10.09$176.14$181.26$186.38$191.50$196.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MS spot · $185.75MS PRICE$0.84$1.12$1.41$1.89$2.37$2.81$3.17$3.53$4.50$5.46$6.64$7.93$9.41$0.93$1.20$1.48$1.84$2.25$2.65$3.10$3.55$4.03$4.58$5.12$5.60$6.04
PutsExpensive2.44×
CallsExpensive2.82×
SkewBullish-7.20 pp
Implied moveBalanced±$6.27
TiltBullish9.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ192.5745.7%4.1%179.1548.6%4.1%
25Δ191.2445.1%3.6%180.7046.5%3.4%
30Δ189.9444.6%3.0%181.9645.2%2.8%
35Δ189.0147.1%2.8%183.0644.8%2.4%
40Δ188.0949.6%2.5%184.0445.0%2.1%
45Δ187.1150.4%2.2%185.0145.3%1.8%
50Δ186.0548.4%1.9%185.9444.6%1.6%
55Δ184.9946.3%1.5%186.8843.9%1.3%
60Δ183.7750.2%1.4%187.8043.1%1.1%
65Δ182.5554.0%1.2%188.7142.1%0.9%
70Δ181.0356.8%1.0%189.6241.1%0.7%
75Δ179.4159.2%0.9%190.4039.0%0.5%
80Δ177.5861.3%0.7%191.1036.0%0.4%

20Δ

Calls
Pseudo strike
192.57
IV
45.7%
B/E move
4.1%
Puts
Pseudo strike
179.15
IV
48.6%
B/E move
4.1%

25Δ

Calls
Pseudo strike
191.24
IV
45.1%
B/E move
3.6%
Puts
Pseudo strike
180.70
IV
46.5%
B/E move
3.4%

30Δ

Calls
Pseudo strike
189.94
IV
44.6%
B/E move
3.0%
Puts
Pseudo strike
181.96
IV
45.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
189.01
IV
47.1%
B/E move
2.8%
Puts
Pseudo strike
183.06
IV
44.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
188.09
IV
49.6%
B/E move
2.5%
Puts
Pseudo strike
184.04
IV
45.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
187.11
IV
50.4%
B/E move
2.2%
Puts
Pseudo strike
185.01
IV
45.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
186.05
IV
48.4%
B/E move
1.9%
Puts
Pseudo strike
185.94
IV
44.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
184.99
IV
46.3%
B/E move
1.5%
Puts
Pseudo strike
186.88
IV
43.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
183.77
IV
50.2%
B/E move
1.4%
Puts
Pseudo strike
187.80
IV
43.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
182.55
IV
54.0%
B/E move
1.2%
Puts
Pseudo strike
188.71
IV
42.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
181.03
IV
56.8%
B/E move
1.0%
Puts
Pseudo strike
189.62
IV
41.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
179.41
IV
59.2%
B/E move
0.9%
Puts
Pseudo strike
190.40
IV
39.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
177.58
IV
61.3%
B/E move
0.7%
Puts
Pseudo strike
191.10
IV
36.0%
B/E move
0.4%

Options history

IV · four-Friday blend33.16%
Daily close
MS24.5%32.8%41.0%2026-08-05: 34.01%2026-08-06: 32.84%2026-08-07: 29.41%2026-08-10: 31.39%2026-08-11: 30.07%2026-08-12: 28.80%2026-08-13: 28.35%2026-08-14: 26.24%2026-08-17: 30.49%2026-08-18: 29.10%2026-08-19: 30.09%2026-08-20: 30.70%2026-08-21: 27.81%2026-08-24: 30.12%2026-08-25: 30.04%2026-08-26: 29.91%2026-08-27: 28.27%2026-08-28: 25.63%2026-08-31: 26.90%2026-09-01: 29.07%2026-09-02: 29.56%2026-09-03: 28.58%2026-09-04: 27.93%2026-09-08: 31.38%2026-09-09: 31.45%2026-09-10: 32.02%2026-09-11: 28.54%2026-09-14: 32.99%2026-09-15: 33.41%2026-09-16: 34.03%2026-09-17: 29.95%2026-09-18: 29.98%2026-09-21: 31.27%2026-09-22: 32.55%2026-09-23: 32.36%2026-09-24: 32.85%2026-09-25: 30.74%2026-09-28: 33.71%2026-09-29: 33.17%2026-09-30: 33.55%2026-10-01: 35.68%2026-10-02: 33.25%2026-10-05: 34.00%2026-10-06: 34.29%2026-10-07: 33.61%2026-10-08: 35.94%2026-10-09: 35.40%2026-10-12: 38.98%2026-10-13: 39.87%2026-10-14: 32.05%2026-10-15: 31.01%2026-10-16: 30.48%2026-10-19: 30.32%2026-10-20: 30.42%2026-10-21: 31.21%2026-10-22: 34.96%2026-10-23: 32.81%2026-10-26: 33.65%2026-10-27: 32.46%2026-10-28: 32.58%2026-10-29: 32.02%2026-10-30: 33.16%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.01%
32.84%
29.41%
31.39%
30.07%
28.80%
28.35%
26.24%
30.49%
29.10%
30.09%
30.70%
27.81%
30.12%
30.04%
29.91%
28.27%
25.63%
26.90%
29.07%
29.56%
28.58%
27.93%
31.38%
31.45%
32.02%
28.54%
32.99%
33.41%
34.03%
29.95%
29.98%
31.27%
32.55%
32.36%
32.85%
30.74%
33.71%
33.17%
33.55%
35.68%
33.25%
34.00%
34.29%
33.61%
35.94%
35.40%
38.98%
39.87%
32.05%
31.01%
30.48%
30.32%
30.42%
31.21%
34.96%
32.81%
33.65%
32.46%
32.58%
32.02%
33.16%