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MSC Industrial Direct Co MSM 110.95 -5.11 -4.4%

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ATM IV
0.341
Put Call Ratio (OI)
0.5
Put Call Ratio (Vol)
0.275
IV Rank
53
IV Percentile
81.4
Max pain
120

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-74.5
74.5
View values by strike
MSM · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
50.00 0 -97.9
60.00 0 -94
70.00 0 -326
75.00 0 -24.5
80.00 0 -558
85.00 422 -83.3
90.00 290 -555
95.00 494 -1.99 K
100.00 6.57 K -9.03 K
105.00 4.5 K -7.17 K
110.00 3.84 K -142 K
115.00 20.5 K -48.1 K
120.00 23.5 K -311 K
125.00 15.4 K -4.49 K
130.00 60.9 K -1.01 K
135.00 152 K -48.8
140.00 20.8 K 0
145.00 6.64 K 0
150.00 19.5 K 0
155.00 563 0
160.00 272 -77.2