MSC Industrial Direct Company (MSM)'s 30-day implied volatility (IV30) was 32.1% at the close on November 6, 2026, down from 33.4% the day before, against a 52-week range of 21.7% to 44.1%. Its 20-day historical volatility was 31.4%.

Key numbers

30-day implied volatility (IV30): 32.1%
IV30 52-week range: 21.7% to 44.1% (median 28.6%)
Historical volatility: 20-day 31.4%, 1-year 29.6%
Implied move by the nearest expiration: ±2.1%

Data as of November 6, 2026.

MSM Implied Volatility (IV) vs Historical Volatility (HV)

Name: MSM Implied Volatility
Creator: Market Chameleon