Morgan Stanley (MS)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:39 UTC · Figures derived from the full chain (1,314 contracts, 16 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±7.0% (range 168.07–193.32) by Nov 20, 2026. ATM straddle: 12.62 @ strike 180 · ATM IV: 28.3%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 162.63 | -10% | 88.8% | 11.2% |
| 171.66 | -5% | 71.6% | 28.4% |
| 180.70 | +0% | 48.3% | 51.7% |
| 189.73 | +5% | 26.7% | 73.3% |
| 198.77 | +10% | 11.9% | 88.1% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.4% | 30.6% | 9,202 |
| Oct 30, 2026 | 11 | ±5.0% | 30.2% | 9,707 |
| Nov 06, 2026 | 18 | ±5.8% | 30.0% | 4,448 |
| Nov 13, 2026 | 25 | ±6.5% | 29.3% | 650 |
| Nov 20, 2026 | 32 | ±7.0% | 28.3% | 40.8K |
| Nov 27, 2026 | 39 | ±7.5% | 27.8% | 717 |
| Dec 18, 2026 | 60 | ±9.3% | 28.1% | 56.8K |
| Jan 15, 2027 | 88 | ±11.7% | 29.4% | 91.6K |
| Mar 19, 2027 | 151 | ±15.1% | 29.4% | 30.8K |
| Apr 16, 2027 | 179 | ±16.5% | 29.5% | 5,345 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 170 P · 7,992195 C · 7,233200 C · 6,696180 P · 5,442210 C · 5,210
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 37.6% of the time.
Past earnings reactions
Avg |reaction| 4.0% · median 3.6% (21 reports). Two-session close-to-close window; definition
About Morgan Stanley
Morgan Stanley operates as a prominent financial holding company, delivering a comprehensive suite of financial solutions and services. Its diverse clientele spans major corporations, governmental bodies, financial institutions, and individual clients across various global regions, including the Americas, Europe, the Middle East, Africa, and Asia. The firm's operations are structured into three primary divisions: Institutional Securities, Wealth Management, and Investment Management. Within the Institutional Securities segment, Morgan Stanley provides crucial capital-raising and strategic financial advisory services. This includes underwriting activities for debt, equity, and other financial instruments, alongside expert counsel on mergers and acquisitions, corporate reorganizations, real estate transactions, and project financing. Furthermore, this division is a key player in sales and trading, offering services like sales execution, financing solutions, prime brokerage, and market-making across equity and fixed-income products, encompassing foreign exchange and commodities. It also extends corporate and commercial real estate loans, furnishes secured lending facilities, supports
Financial Services · Financial - Capital Markets · NYSE · Profile: Financial Modeling Prep
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SOFI · IV 59.0%HOOD · IV 67.7%MARA · IV 93.7%COIN · IV 71.9%BAC · IV —RIOT · IV 95.6%