MSC Industrial Direct Co., Inc.
(MSM)
New York Stock Exchange - Industrials - Industrial - Distribution
Total Open Interest
Report Date: 2025-07-04
Total Volume
Report Date: 2025-07-04
Earnings
Next Earnings:
-
Dividends
Next Dividend:
-
Key Fundamentals
Volume
706
Vol 5D
1,490
Vol 20D
691
Vol 60D
563
52 High
$90.81
52 Low
$68.10
$ Target
$89.00
Mkt Cap
4.5B
Beta
0.82
Profit %
5.69%
Divd %
3.76%
P/E
23.53
Fwd P/E
-
PEG
-2.47
RoA
8.66%
RoE
15.45%
RoOM
8.98%
Rev/S
67.25%
P/S
1.34
P/B
3.70
Bk Value
$24.46
EPS
$0.70
EPS Est.
-
EPS Next
-
EV/R
1.48
EV/EB
13.73
F/SO
81.54%
IVol Rank
22
1D
0.40%
5D
6.13%
10D
9.60%
1M
10.43%
3M
14.87%
6M
25.90%
1Y
-
Open Interest by Expiration
Report Date: 2025-07-04
30D RVOL & IVOL
Report Date: 2025-07-04
Balance Sheet
Report Date:
2025-03-01
Income
Report Date:
2025-03-01
Options Market
Report Date: 2025-07-04
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 | 916.0 |
| 2025-07-18 | CALL | 85.0 | 859.0 |
| 2025-07-18 | PUT | 75.0 | 600.0 |
| 2025-07-18 | PUT | 85.0 | 451.0 |
| 2025-07-18 | CALL | 90.0 | 423.0 |
| 2025-07-18 | CALL | 100.0 | 234.0 |
| 2025-07-18 | CALL | 80.0 | 33.0 |
| 2025-07-18 | PUT | 65.0 | 22.0 |
| 2025-07-18 | PUT | 90.0 | 17.0 |
| 2025-07-18 | CALL | 105.0 | 9.0 |
| 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 | CALL | 40.0 | 1.0 |
| 2025-07-18 | CALL | 110.0 | 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 | 916.0 |
| 2025-07-18 | CALL | 85.0 | 859.0 |
| 2025-07-18 | PUT | 75.0 | 600.0 |
| 2025-08-15 | PUT | 90.0 | 500.0 |
| 2025-07-18 | PUT | 85.0 | 451.0 |
| 2025-07-18 | CALL | 90.0 | 423.0 |
| 2025-10-17 | CALL | 95.0 | 260.0 |
| 2025-10-17 | CALL | 90.0 | 249.0 |
| 2025-07-18 | CALL | 100.0 | 234.0 |
| 2025-08-15 | PUT | 85.0 | 105.0 |
| 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 | 55.0 |
| 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 | 600 | 0.81 | $300.00 | 500.0% | 0.0% | $0.24 |
| 2025-07-18 | 80.00 | PUT | 2,238 | 5.59 | $330.00 | 1100.0% | 2.0% | $8.07 |
| 2025-07-18 | 85.00 | PUT | 451 | 2.82 | $230.00 | 177.0% | 25.0% | $57.53 |
| 2025-07-18 | 90.00 | CALL | 423 | 8.05 | $410.00 | 256.0% | 96.0% | $393.65 |
| 2025-07-18 | 95.00 | CALL | 916 | 6.37 | $535.00 | 1529.0% | 25.0% | $133.82 |
| 2025-07-18 | 100.00 | CALL | 234 | 0.76 | $555.00 | 3700.0% | 2.0% | $13.57 |
| 2025-07-18 | 105.00 | CALL | 9 | 0.02 | $565.00 | 11300.0% | 0.0% | $0.46 |
| 2025-08-15 | 70.00 | PUT | 55 | 0.05 | $395.00 | 1129.0% | 0.0% | $0.22 |
| 2025-08-15 | 75.00 | PUT | 1 | 0.00 | $345.00 | 406.0% | 1.0% | $2.78 |
| 2025-08-15 | 80.00 | PUT | 3 | 0.01 | $320.00 | 291.0% | 8.0% | $25.64 |
| 2025-08-15 | 85.00 | PUT | 105 | 0.50 | $245.00 | 132.0% | 34.0% | $83.82 |
| 2025-08-15 | 90.00 | CALL | 34 | 0.31 | $350.00 | 117.0% | 96.0% | $336.04 |
| 2025-08-15 | 95.00 | CALL | 25 | 0.18 | $520.00 | 400.0% | 34.0% | $177.90 |
| 2025-08-15 | 100.00 | CALL | 12 | 0.05 | $595.00 | 1082.0% | 8.0% | $47.67 |
| 2025-08-15 | 105.00 | CALL | 0 | 0.00 | $575.00 | 767.0% | 1.0% | $4.63 |
| 2025-08-15 | 110.00 | CALL | 0 | 0.00 | $590.00 | 983.0% | 0.0% | $0.23 |
| 2025-09-19 | 70.00 | PUT | 42 | 0.04 | $455.00 | 535.0% | 0.0% | $0.25 |
| 2025-09-19 | 75.00 | PUT | 28 | 0.05 | $425.00 | 370.0% | 1.0% | $3.42 |
| 2025-09-19 | 80.00 | PUT | 22 | 0.06 | $365.00 | 209.0% | 8.0% | $29.24 |
| 2025-09-19 | 85.00 | PUT | 88 | 0.33 | $230.00 | 74.0% | 40.0% | $90.93 |
| 2025-09-19 | 90.00 | CALL | 26 | 0.18 | $340.00 | 71.0% | 96.0% | $326.44 |
| 2025-09-19 | 95.00 | CALL | 19 | 0.11 | $555.00 | 209.0% | 34.0% | $189.87 |
| 2025-09-19 | 100.00 | CALL | 4 | 0.02 | $690.00 | 531.0% | 8.0% | $55.28 |
| 2025-09-19 | 105.00 | CALL | 21 | 0.05 | $755.00 | 1162.0% | 1.0% | $6.08 |
| 2025-09-19 | 110.00 | CALL | 0 | 0.00 | $740.00 | 925.0% | 0.0% | $0.41 |
| 2025-10-17 | 65.00 | PUT | 11 | 0.01 | $490.00 | 544.0% | 0.0% | $0.06 |
| 2025-10-17 | 70.00 | PUT | 39 | 0.04 | $520.00 | 867.0% | 0.0% | $1.19 |
| 2025-10-17 | 75.00 | PUT | 25 | 0.04 | $480.00 | 480.0% | 2.0% | $9.01 |
| 2025-10-17 | 80.00 | PUT | 14 | 0.04 | $345.00 | 147.0% | 12.0% | $41.79 |
| 2025-10-17 | 85.00 | PUT | 2 | 0.01 | $200.00 | 53.0% | 40.0% | $79.07 |
| 2025-10-17 | 90.00 | CALL | 249 | 1.39 | $380.00 | 73.0% | 96.0% | $364.85 |
| 2025-10-17 | 95.00 | CALL | 260 | 1.36 | $580.00 | 181.0% | 40.0% | $229.29 |
| 2025-10-17 | 100.00 | CALL | 102 | 0.44 | $685.00 | 319.0% | 12.0% | $82.98 |
| 2025-10-17 | 105.00 | CALL | 63 | 0.17 | $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% | $0.10 |
Call/Put Open Interest and Volatility Skew
Vega