MSM · Delta exposure

MSC Industrial Direct Co MSM 119.88 0.6 0.5%

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ATM IV

0.289

Put Call Ratio (OI)

0.505

Put Call Ratio (Vol)

0.498

IV Rank

36.8

IV Percentile

41.7

Max Pain

120

Delta exposure (2026-09-15)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

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|\Delta|

Moneyness

MSM MSC Industrial Direct Co MSM 119.88 0.6 0.5%

Delta exposure (2026-09-15) Delta Delta approximates how many cents the option moves for a $1 move in the underlying.A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money. Got it

MSC Industrial Direct Co MSM 119.88 0.6 0.5%

Delta exposure (2026-09-15)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.