MSDL · Morgan Stanley Direct Lending Fund

Track MSDL — free

$15.46 -0.11 (-0.71%) At close · Aug 14

Market Cap

$1.30B

84.11M

Options Chain

Underlying $15.46 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 5 days to expiry · 34 contracts · mixed snapshot sessions · Jun 18, 2026–Aug 13, 2026; 20 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 5d Sep 18 33d Dec 18 124d Jan 15 152d Mar 19 215d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	521.2%	0.906	—		—	—	—	—	0
Call · $8 In the money Snapshot session Unknown Last — Breakeven — Implied vol 521.2% Delta 0.906 ≈91% ITM Gamma 0.016 Theta -0.14 Vega 0.004 Open interest 0 Model this call Put · $8 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	446.9%	0.89	—		—	—	—	—	0
Call · $9 In the money Snapshot session Unknown Last — Breakeven — Implied vol 446.9% Delta 0.89 ≈89% ITM Gamma 0.021 Theta -0.135 Vega 0.004 Open interest 0 Model this call Put · $9 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	393.4%	0.867	—		—	—	—	—	0
Call · $10 In the money Snapshot session Unknown Last — Breakeven — Implied vol 393.4% Delta 0.867 ≈87% ITM Gamma 0.028 Theta -0.137 Vega 0.004 Open interest 0 Model this call Put · $10 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	4	333.9%	0.844	$4.32		—	—	—	—	0
Call · $11 In the money Snapshot session Jun 18, 2026 Last $4.32 Breakeven $15.32 Implied vol 333.9% Delta 0.844 ≈84% ITM Gamma 0.037 Theta -0.13 Vega 0.004 Open interest 0 Model this call Put · $11 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	—	—	$3.30		—	—	—	—	0
Call · $12 In the money Snapshot session Jul 22, 2026 Last $3.30 Breakeven $15.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $12 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	220.4%	0.774	—		—	—	—	—	0
Call · $13 In the money Snapshot session Unknown Last — Breakeven — Implied vol 220.4% Delta 0.774 ≈77% ITM Gamma 0.07 Theta -0.107 Vega 0.006 Open interest 0 Model this call Put · $13 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	89.9%	0.82	—		$0.10	-0.133	72.4%	15	3.3k
Call · $14 In the money Snapshot session Unknown Last — Breakeven — Implied vol 89.9% Delta 0.82 ≈82% ITM Gamma 0.152 Theta -0.036 Vega 0.005 Open interest 0 Model this call Put · $14 Snapshot session Jul 31, 2026 Last $0.10 Breakeven $13.90 Implied vol 72.4% Delta -0.133 ≈13% ITM Gamma 0.152 Theta -0.027 Vega 0.005 Open interest 3.3k Model this put
235	7	54.3%	0.675	$0.25		$0.26	-0.312	48.4%	1	99
Call · $15 In the money Snapshot session Aug 3, 2026 Last $0.25 Breakeven $15.25 Implied vol 54.3% Delta 0.675 ≈68% ITM Gamma 0.346 Theta -0.03 Vega 0.007 Open interest 235 Model this call Put · $15 Snapshot session Aug 5, 2026 Last $0.26 Breakeven $14.74 Implied vol 48.4% Delta -0.312 ≈31% ITM Gamma 0.373 Theta -0.03 Vega 0.007 Open interest 99 Model this put
Underlying $15.46
2.3k	808	33.5%	0.205	$0.03		—	-0.998	0.3%	—	0
Call · $16 Snapshot session Aug 13, 2026 Last $0.03 Breakeven $16.03 Implied vol 33.5% Delta 0.205 ≈21% ITM Gamma 0.437 Theta -0.015 Vega 0.005 Open interest 2.3k Model this call Put · $16 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.3% Delta -0.998 ≈100% ITM Gamma 0 Theta -0.005 Vega 0 Open interest 0 Model this put
9	4	—	—	$0.14		—	-0.76	99%	—	0
Call · $17 Snapshot session Jul 16, 2026 Last $0.14 Breakeven $17.14 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $17 In the money Snapshot session Unknown Last — Breakeven — Implied vol 99% Delta -0.76 ≈76% ITM Gamma 0.161 Theta -0.055 Vega 0.005 Open interest 0 Model this put
8	8	101.9%	0.13	$0.05		$3.23	-0.944	73.2%	4	0
Call · $18 Snapshot session Jul 6, 2026 Last $0.05 Breakeven $18.05 Implied vol 101.9% Delta 0.13 ≈13% ITM Gamma 0.106 Theta -0.036 Vega 0.004 Open interest 8 Model this call Put · $18 In the money Snapshot session Jun 23, 2026 Last $3.23 Breakeven $14.77 Implied vol 73.2% Delta -0.944 ≈94% ITM Gamma 0.076 Theta -0.018 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		$4.40	-0.787	177.7%	4	0
Call · $19 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $19 In the money Snapshot session Jun 23, 2026 Last $4.40 Breakeven $14.60 Implied vol 177.7% Delta -0.787 ≈79% ITM Gamma 0.083 Theta -0.089 Vega 0.006 Open interest 0 Model this put
0	—	—	—	—		—	-0.998	0.3%	—	0
Call · $20 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Snapshot session Unknown Last — Breakeven — Implied vol 0.3% Delta -0.998 ≈100% ITM Gamma 0 Theta -0.004 Vega 0 Open interest 0 Model this put
0	—	—	—	—		$6.25	-0.998	0.3%	2	1
Call · $21 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $21 In the money Snapshot session Jun 23, 2026 Last $6.25 Breakeven $14.75 Implied vol 0.3% Delta -0.998 ≈100% ITM Gamma 0 Theta -0.004 Vega 0 Open interest 1 Model this put
0	—	—	—	—		$7.40	—	—	4	0
Call · $22 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22 In the money Snapshot session Jun 23, 2026 Last $7.40 Breakeven $14.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$8.25	-0.94	185.8%	6	0
Call · $23 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $23 In the money Snapshot session Jun 23, 2026 Last $8.25 Breakeven $14.75 Implied vol 185.8% Delta -0.94 ≈94% ITM Gamma 0.031 Theta -0.04 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		$9.25	-0.943	201.4%	2	0
Call · $24 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $24 In the money Snapshot session Jun 23, 2026 Last $9.25 Breakeven $14.75 Implied vol 201.4% Delta -0.943 ≈94% ITM Gamma 0.028 Theta -0.041 Vega 0.002 Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jun 18, 2026–Aug 13, 2026; 20 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 1782524 CUSIP 61774A103 13F (30d) 134 filings 130 filers Visit website Investor relations