Net delta exposure for MSC Industrial Direct Co Inc (MSM) options was -$4.35M per 1% move at the Nov 4, 2026 close. It has been positive on 12 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $9.4M.
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Delta Exposure by Strike
Showing results for MSM, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for MSM, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for MSM, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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MSM Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is MSM delta exposure positive or negative?
MSC Industrial Direct net delta exposure was negative on Nov 4, 2026, at -$4.35M. It has been positive on 12 of the last 20 trading days.
How has MSM delta exposure changed recently?
MSC Industrial Direct net delta exposure went from $9.4M on Oct 7, 2026 to -$4.35M on Nov 4, 2026. See the MSM delta exposure history for a longer view.
What is MSC Industrial Direct Co Inc?
Founded in 1941, MSC Industrial Direct originally manufactured and sold cutting tools to metalworking shops in New York.