Cash-Secured Put Entries on Mega Caps
Cash-Secured Put13 trades pass on MS
- Annualized return
- 5.6% to 34.1%
- Probability of profit
- 76.5% to 97.2%
Morgan Stanley · Financials
As of the close on . In the app, data is refreshed intraday.
MS closed at $188.01 on Oct 1, 2026 with 30-day implied volatility of 34.1%. That is in the upper half of its one-year range (IV rank 51), so premiums are somewhat richer than usual for MS. Measured by IV percentile, IV is higher than 77% of the past year's readings. Options expiring Oct 30 (29 days out) price a one standard deviation move of about $18.13, or 9.6%.
The price is below both its 50-day (-10.4%) and 200-day (-3.0%) moving averages. It is 17.7% below its 52-week high and 23.8% above its 52-week low. The 14-day RSI of 24.5 is under 30, a level often described as oversold. The 14-day average true range is $4.83, about 2.6% of the price, a measure of a typical day's range.
Option volume at the close (26.3K contracts) was 2.1x its average, far busier than usual. A beta of 1.39 means MS has tended to move about 1.4 times as much as the broad market. 5 of our preset screens found trades on MS at the close, led by Cash-Secured Put Entries on Mega Caps with 13 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20268 days | 29.7% | ±$8.26 (4.4%) | $179.75 to $196.27 | $6.61 |
| Oct 30, 202629 days | 34.2% | ±$18.13 (9.6%) | $169.88 to $206.14 | $14.55 |
| Nov 20, 202650 days | 32.5% | ±$22.60 (12.0%) | $165.41 to $210.61 | $18.08 |
| Dec 18, 202678 days | 31.7% | ±$27.58 (14.7%) | $160.43 to $215.59 | $22.00 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for MS from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
13 trades pass on MS
11 trades pass on MS
8 trades pass on MS
3 trades pass on MS
3 trades pass on MS
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.