← Back to Stock / ETF implied volatility screener

MSM - MSC Industrial Direct Co. - Class A
Implied Volatility Analysis

Implied Volatility:
40.7%
Put/Call-Ratio:
0.49

MSC Industrial Direct Co. - Class A has an Implied Volatility (IV) of 40.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for MSM is 47 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for MSM is 0.88 standard deviations away from its 1 year mean.

Market Cap$3.47B
Dividend Yield4.04% ($2.96)
Next Earnings Date10/20/2022 (17d)
Implied Volatility (IV) 30d
40.71
Implied Volatility Rank (IVR) 1y
46.57
Implied Volatility Percentile (IVP) 1y
84.40
Historical Volatility (HV) 30d
22.42
IV / HV
1.82
Open Interest
1.43K
Option Volume
235.00
Put/Call Ratio (Volume)
0.49

Data was calculated after the 9/30/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.