MSC Industrial Direct Co., Inc.
(MSM)
New York Stock Exchange - Industrials - Industrial - Distribution
Total Open Interest
Report Date: 2025-07-03
Total Volume
Report Date: 2025-07-03
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
1,113
Vol 5D
1,479
Vol 20D
668
Vol 60D
571
52 High
$90.81
52 Low
$68.10
$ Target
$89.00
Mkt Cap
4.5B
Beta
0.82
Profit %
5.69%
Divd %
3.77%
P/E
23.44
Fwd P/E
-
PEG
-2.46
RoA
8.66%
RoE
15.45%
RoOM
8.98%
Rev/S
67.25%
P/S
1.33
P/B
3.69
Bk Value
$24.46
EPS
$0.70
EPS Est.
-
EPS Next
-
EV/R
1.48
EV/EB
13.69
F/SO
81.54%
IVol Rank
19
1D
-0.81%
5D
9.40%
10D
9.93%
1M
11.99%
3M
16.53%
6M
22.51%
1Y
-
Open Interest by Expiration
Report Date: 2025-07-03
30D RVOL & IVOL
Report Date: 2025-07-03
Balance Sheet
Report Date:
2025-03-01
Income
Report Date:
2025-03-01
Options Market
Report Date: 2025-07-03
Upcoming OpEx: 2025-07-18
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | PUT | 80.0 | 2,238.0 |
| 2025-07-18 | PUT | 70.0 | 2,070.0 |
| 2025-07-18 | CALL | 95.0 | 903.0 |
| 2025-07-18 | CALL | 85.0 | 875.0 |
| 2025-07-18 | PUT | 75.0 | 603.0 |
| 2025-07-18 | PUT | 85.0 | 465.0 |
| 2025-07-18 | CALL | 90.0 | 442.0 |
| 2025-07-18 | CALL | 100.0 | 226.0 |
| 2025-07-18 | CALL | 80.0 | 37.0 |
| 2025-07-18 | PUT | 65.0 | 22.0 |
| 2025-07-18 | PUT | 90.0 | 17.0 |
| 2025-07-18 | CALL | 105.0 | 8.0 |
| 2025-07-18 | CALL | 75.0 | 4.0 |
| 2025-07-18 | CALL | 70.0 | 3.0 |
| 2025-07-18 | PUT | 115.0 | 2.0 |
| 2025-07-18 | PUT | 110.0 | 0.0 |
| 2025-07-18 | PUT | 95.0 | 0.0 |
| 2025-07-18 | CALL | 45.0 | 0.0 |
| 2025-07-18 | CALL | 50.0 | 0.0 |
| 2025-07-18 | CALL | 55.0 | 0.0 |
Largest OI
| Expiration Date | Type | Strike | Open Interest |
|---|---|---|---|
| 2025-07-18 | PUT | 80.0 | 2,238.0 |
| 2025-07-18 | PUT | 70.0 | 2,070.0 |
| 2025-07-18 | CALL | 95.0 | 903.0 |
| 2025-07-18 | CALL | 85.0 | 875.0 |
| 2025-07-18 | PUT | 75.0 | 603.0 |
| 2025-08-15 | PUT | 90.0 | 500.0 |
| 2025-07-18 | PUT | 85.0 | 465.0 |
| 2025-07-18 | CALL | 90.0 | 442.0 |
| 2025-10-17 | CALL | 95.0 | 260.0 |
| 2025-10-17 | CALL | 90.0 | 249.0 |
| 2025-07-18 | CALL | 100.0 | 226.0 |
| 2025-08-15 | PUT | 85.0 | 134.0 |
| 2025-10-17 | CALL | 100.0 | 102.0 |
| 2025-09-19 | PUT | 85.0 | 88.0 |
| 2025-10-17 | PUT | 60.0 | 64.0 |
| 2025-09-19 | CALL | 85.0 | 64.0 |
| 2025-10-17 | CALL | 105.0 | 63.0 |
| 2025-08-15 | CALL | 85.0 | 60.0 |
| 2025-08-15 | PUT | 70.0 | 55.0 |
| 2025-09-19 | PUT | 65.0 | 43.0 |
Options Table
Probability and Expected Value by Expiration Date
| Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
|---|---|---|---|---|---|---|---|---|
| 2025-07-18 | 75.00 | PUT | 603 | 0.81 | $325.00 | 500.0% | 0.0% | $0.53 |
| 2025-07-18 | 80.00 | PUT | 2,238 | 5.21 | $365.00 | 1460.0% | 3.0% | $11.52 |
| 2025-07-18 | 85.00 | PUT | 465 | 3.00 | $305.00 | 359.0% | 29.0% | $89.58 |
| 2025-07-18 | 90.00 | CALL | 442 | 8.16 | $425.00 | 293.0% | 88.0% | $374.32 |
| 2025-07-18 | 95.00 | CALL | 903 | 5.93 | $535.00 | 1529.0% | 21.0% | $113.05 |
| 2025-07-18 | 100.00 | CALL | 226 | 0.68 | $550.00 | 2750.0% | 2.0% | $13.45 |
| 2025-07-18 | 105.00 | CALL | 8 | 0.01 | $565.00 | 11300.0% | 0.0% | $0.46 |
| 2025-08-15 | 70.00 | PUT | 55 | 0.05 | $335.00 | 447.0% | 0.0% | $0.19 |
| 2025-08-15 | 75.00 | PUT | 1 | 0.00 | $320.00 | 356.0% | 1.0% | $3.45 |
| 2025-08-15 | 80.00 | PUT | 3 | 0.01 | $300.00 | 273.0% | 8.0% | $24.04 |
| 2025-08-15 | 85.00 | PUT | 134 | 0.66 | $220.00 | 116.0% | 40.0% | $86.97 |
| 2025-08-15 | 90.00 | CALL | 35 | 0.31 | $420.00 | 140.0% | 88.0% | $369.92 |
| 2025-08-15 | 95.00 | CALL | 10 | 0.06 | $595.00 | 476.0% | 34.0% | $203.56 |
| 2025-08-15 | 100.00 | CALL | 11 | 0.04 | $625.00 | 658.0% | 6.0% | $40.19 |
| 2025-08-15 | 105.00 | CALL | 0 | 0.00 | $645.00 | 860.0% | 1.0% | $3.84 |
| 2025-08-15 | 110.00 | CALL | 0 | 0.00 | $660.00 | 1100.0% | 0.0% | $0.17 |
| 2025-09-19 | 70.00 | PUT | 42 | 0.04 | $425.00 | 773.0% | 0.0% | $0.24 |
| 2025-09-19 | 75.00 | PUT | 28 | 0.05 | $380.00 | 380.0% | 1.0% | $4.09 |
| 2025-09-19 | 80.00 | PUT | 21 | 0.06 | $285.00 | 146.0% | 8.0% | $22.83 |
| 2025-09-19 | 85.00 | PUT | 88 | 0.34 | $185.00 | 63.0% | 40.0% | $73.14 |
| 2025-09-19 | 90.00 | CALL | 26 | 0.16 | $390.00 | 91.0% | 88.0% | $343.50 |
| 2025-09-19 | 95.00 | CALL | 19 | 0.11 | $610.00 | 290.0% | 34.0% | $208.69 |
| 2025-09-19 | 100.00 | CALL | 4 | 0.02 | $660.00 | 413.0% | 6.0% | $42.44 |
| 2025-09-19 | 105.00 | CALL | 21 | 0.05 | $720.00 | 720.0% | 1.0% | $4.29 |
| 2025-09-19 | 110.00 | CALL | 0 | 0.00 | $740.00 | 925.0% | 0.0% | $0.29 |
| 2025-10-17 | 65.00 | PUT | 12 | 0.01 | $520.00 | 578.0% | 0.0% | $0.09 |
| 2025-10-17 | 70.00 | PUT | 39 | 0.04 | $515.00 | 542.0% | 0.0% | $1.18 |
| 2025-10-17 | 75.00 | PUT | 25 | 0.04 | $460.00 | 307.0% | 2.0% | $11.25 |
| 2025-10-17 | 80.00 | PUT | 14 | 0.04 | $370.00 | 154.0% | 12.0% | $44.82 |
| 2025-10-17 | 85.00 | PUT | 3 | 0.01 | $230.00 | 61.0% | 45.0% | $104.25 |
| 2025-10-17 | 90.00 | CALL | 249 | 1.32 | $390.00 | 76.0% | 88.0% | $343.50 |
| 2025-10-17 | 95.00 | CALL | 260 | 1.31 | $590.00 | 190.0% | 40.0% | $233.24 |
| 2025-10-17 | 100.00 | CALL | 102 | 0.41 | $730.00 | 429.0% | 10.0% | $72.23 |
| 2025-10-17 | 105.00 | CALL | 63 | 0.16 | $770.00 | 592.0% | 2.0% | $14.45 |
| 2025-10-17 | 110.00 | CALL | 0 | 0.00 | $800.00 | 800.0% | 0.0% | $1.30 |
| 2025-10-17 | 115.00 | CALL | 0 | 0.00 | $815.00 | 959.0% | 0.0% | $0.07 |
Call/Put Open Interest and Volatility Skew
Vega