MSM · Msc Industrial Direct Co Inc

Track MSM — free Ask ALVIS about MSM

$125.64 -0.19 (-0.15%) At close · Jul 24

Market Cap

$7.02B

55.85M

Options Chain

15-min delayed Underlying $125.64 · at close Jul 24, 2026 Options Calculator

Positioning

Aug 21, 2026 · 27 days to expiry · 46 contracts

Put / call OI

2.26

Put-heavy positioning

Open interest

2,808

contracts outstanding

Volume

327

traded today

Max pain

$125.00

$0.64 below spot

ATM implied vol

27.7%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

150

155

160

165

170

175

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 27d Sep 18 55d Dec 18 146d Mar 19 237d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	128.3%	0.981	—		—	—	—	—	0
Call · $65 In the money Last — Breakeven — Implied vol 128.3% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.034 Vega 0.012 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	107.6%	0.984	—		—	—	—	—	0
Call · $70 In the money Last — Breakeven — Implied vol 107.6% Delta 0.984 ≈98% ITM Gamma 0.001 Theta -0.024 Vega 0.013 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	99.7%	0.98	—		—	—	—	—	0
Call · $75 In the money Last — Breakeven — Implied vol 99.7% Delta 0.98 ≈98% ITM Gamma 0.001 Theta -0.029 Vega 0.013 Open interest 0 Model this call Put · $75 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	88.7%	0.978	—		—	—	—	—	0
Call · $80 In the money Last — Breakeven — Implied vol 88.7% Delta 0.978 ≈98% ITM Gamma 0.002 Theta -0.028 Vega 0.014 Open interest 0 Model this call Put · $80 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	80.4%	0.973	—		—	—	—	—	0
Call · $85 In the money Last — Breakeven — Implied vol 80.4% Delta 0.973 ≈97% ITM Gamma 0.002 Theta -0.031 Vega 0.028 Open interest 0 Model this call Put · $85 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	68%	0.973	—		—	-0.038	73.9%	—	0
Call · $90 In the money Last — Breakeven — Implied vol 68% Delta 0.973 ≈97% ITM Gamma 0.003 Theta -0.026 Vega 0.029 Open interest 0 Model this call Put · $90 Last — Breakeven — Implied vol 73.9% Delta -0.038 ≈4% ITM Gamma 0.003 Theta -0.038 Vega 0.029 Open interest 0 Model this put
0	—	69.5%	0.945	—		—	-0.043	64%	—	0
Call · $95 In the money Last — Breakeven — Implied vol 69.5% Delta 0.945 ≈94% ITM Gamma 0.005 Theta -0.049 Vega 0.03 Open interest 0 Model this call Put · $95 Last — Breakeven — Implied vol 64% Delta -0.043 ≈4% ITM Gamma 0.004 Theta -0.037 Vega 0.03 Open interest 0 Model this put
0	—	61.7%	0.927	—		$1.22	-0.054	56.2%	1	0
Call · $100 In the money Last — Breakeven — Implied vol 61.7% Delta 0.927 ≈93% ITM Gamma 0.006 Theta -0.054 Vega 0.054 Open interest 0 Model this call Put · $100 Last $1.22 Breakeven $98.78 Implied vol 56.2% Delta -0.054 ≈5% ITM Gamma 0.006 Theta -0.039 Vega 0.031 Open interest 0 Model this put
1	1	54.7%	0.902	$16.02		$0.41	-0.064	46.5%	1	1
Call · $105 In the money Last $16.02 Breakeven $121.02 Implied vol 54.7% Delta 0.902 ≈90% ITM Gamma 0.009 Theta -0.06 Vega 0.055 Open interest 1 Model this call Put · $105 Last $0.41 Breakeven $104.59 Implied vol 46.5% Delta -0.064 ≈6% ITM Gamma 0.008 Theta -0.037 Vega 0.055 Open interest 1 Model this put
2	2	46.5%	0.873	$14.40		$0.57	-0.083	37.6%	5	16
Call · $110 In the money Last $14.40 Breakeven $124.40 Implied vol 46.5% Delta 0.873 ≈87% ITM Gamma 0.013 Theta -0.062 Vega 0.084 Open interest 2 Model this call Put · $110 Last $0.57 Breakeven $109.43 Implied vol 37.6% Delta -0.083 ≈8% ITM Gamma 0.012 Theta -0.036 Vega 0.056 Open interest 16 Model this put
5	1	40.8%	0.81	$12.65		$1.43	-0.126	31%	1	1.6k
Call · $115 In the money Last $12.65 Breakeven $127.65 Implied vol 40.8% Delta 0.81 ≈81% ITM Gamma 0.019 Theta -0.071 Vega 0.086 Open interest 5 Model this call Put · $115 Last $1.43 Breakeven $113.57 Implied vol 31% Delta -0.126 ≈13% ITM Gamma 0.02 Theta -0.041 Vega 0.086 Open interest 1.6k Model this put
7	2	35.4%	0.71	$8.07		$2.22	-0.258	29.6%	301	301
Call · $120 In the money Last $8.07 Breakeven $128.07 Implied vol 35.4% Delta 0.71 ≈71% ITM Gamma 0.028 Theta -0.078 Vega 0.116 Open interest 7 Model this call Put · $120 Last $2.22 Breakeven $117.78 Implied vol 29.6% Delta -0.258 ≈26% ITM Gamma 0.032 Theta -0.06 Vega 0.116 Open interest 301 Model this put
18	2	30.5%	0.556	$6.09		$3.80	-0.436	24.8%	1	19
Call · $125 In the money Last $6.09 Breakeven $131.09 Implied vol 30.5% Delta 0.556 ≈56% ITM Gamma 0.038 Theta -0.078 Vega 0.135 Open interest 18 Model this call Put · $125 Last $3.80 Breakeven $121.20 Implied vol 24.8% Delta -0.436 ≈44% ITM Gamma 0.047 Theta -0.061 Vega 0.135 Open interest 19 Model this put
Underlying $125.64
816	2	29.9%	0.367	$2.27		$6.11	-0.667	24.1%	1	3
Call · $130 Last $2.27 Breakeven $132.27 Implied vol 29.9% Delta 0.367 ≈37% ITM Gamma 0.037 Theta -0.073 Vega 0.121 Open interest 816 Model this call Put · $130 In the money Last $6.11 Breakeven $123.89 Implied vol 24.1% Delta -0.667 ≈67% ITM Gamma 0.044 Theta -0.054 Vega 0.121 Open interest 3 Model this put
9	1	28.7%	0.203	$0.95		$11.70	-0.874	21.7%	3	1
Call · $135 Last $0.95 Breakeven $135.95 Implied vol 28.7% Delta 0.203 ≈20% ITM Gamma 0.029 Theta -0.052 Vega 0.095 Open interest 9 Model this call Put · $135 In the money Last $11.70 Breakeven $123.30 Implied vol 21.7% Delta -0.874 ≈87% ITM Gamma 0.029 Theta -0.026 Vega 0.063 Open interest 1 Model this put
4	1	32.7%	0.128	$0.59		$14.00	—	—	1	3
Call · $140 Last $0.59 Breakeven $140.59 Implied vol 32.7% Delta 0.128 ≈13% ITM Gamma 0.019 Theta -0.044 Vega 0.064 Open interest 4 Model this call Put · $140 In the money Last $14.00 Breakeven $126.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	35.6%	0.079	—		—	—	—	—	0
Call · $145 Last — Breakeven — Implied vol 35.6% Delta 0.079 ≈8% ITM Gamma 0.012 Theta -0.034 Vega 0.066 Open interest 0 Model this call Put · $145 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	41.7%	0.069	—		—	-0.944	39.4%	—	0
Call · $150 Last — Breakeven — Implied vol 41.7% Delta 0.069 ≈7% ITM Gamma 0.009 Theta -0.036 Vega 0.039 Open interest 0 Model this call Put · $150 In the money Last — Breakeven — Implied vol 39.4% Delta -0.944 ≈94% ITM Gamma 0.009 Theta -0.025 Vega 0.037 Open interest 0 Model this put
0	—	—	—	—		—	-0.95	45.2%	—	0
Call · $155 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $155 In the money Last — Breakeven — Implied vol 45.2% Delta -0.95 ≈95% ITM Gamma 0.007 Theta -0.026 Vega 0.037 Open interest 0 Model this put
0	—	—	—	—		—	-0.954	50.8%	—	0
Call · $160 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $160 In the money Last — Breakeven — Implied vol 50.8% Delta -0.954 ≈95% ITM Gamma 0.006 Theta -0.027 Vega 0.037 Open interest 0 Model this put
0	—	—	—	—		—	-0.957	56.2%	—	0
Call · $165 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $165 In the money Last — Breakeven — Implied vol 56.2% Delta -0.957 ≈96% ITM Gamma 0.005 Theta -0.028 Vega 0.037 Open interest 0 Model this put
0	—	—	—	—		—	-0.96	61.4%	—	0
Call · $170 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $170 In the money Last — Breakeven — Implied vol 61.4% Delta -0.96 ≈96% ITM Gamma 0.004 Theta -0.029 Vega 0.037 Open interest 0 Model this put
0	—	—	—	—		—	-0.962	66.5%	—	0
Call · $175 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $175 In the money Last — Breakeven — Implied vol 66.5% Delta -0.962 ≈96% ITM Gamma 0.004 Theta -0.031 Vega 0.037 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. 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. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1003078 CUSIP 553530106 13F (30d) 83 filings 82 filers Visit website Investor relations