Morgan Stanley (MS)

Morgan Stanley

Q2 2026 Earnings

Reports in

-3days

Wed, Jul 15 · Before open

Options-implied move

±5.6%

$205.40 · $229.60 · via ATM straddle

ATM IV

34.4%

Δ term slope 0.1 v/30d

IV-based EM

±7.0%

σ 34% · 15d

ATM Straddle

$12.10

Strike $217.50

IV Rank

44%

52w 21–45%

Provider signals

Crowding and flow context

Signal score 24

Short days

2.5

17.7M shares short

P/C volume

0.70x

4.8K puts / 6.8K calls

P/C OI

1.14x

45.9K puts / 40.3K calls

Actions

5/0

dividend / split events

massive · short 2026-06-30 · IV coverage 77%

Expected move

Probability density around spot

Log-normal model with ATM IV 34.4% over 15 days. Range $205.40–$229.60.

$194.74 · -10.5%Spot $217.50$240.26 · +10.5%

Spot

−5.6%

+5.6%

Straddle bandIV bandLog-normal density

Hover for probability · click to pin

Term structure

Implied range across expiries

Spot × (1 ± EM) at each expiry. Hover an expiry for details.

4 expiries

Historical

Realized moves · last 8 quarters

Close-to-close moves; implied range pending historical option chains.

EPS beat 8/8

EPS surprisevs sell-side consensus

Realized (up)Realized (down)

ATM greeks

Greeks by expiry

ATM call · delta hedge ratios, sensitivity to vol and time.

Expiry	DTE	ATM IV	Δ Delta	Γ Gamma	𝜈 Vega	Θ Theta	Straddle
Jul 31Earnings K $218	15d	34.41%	0.518	0.0258	0.18	-0.15	$12.10
Aug 14 K $220	29d	30.64%	0.466	0.0209	0.24	-0.11	$15.14
Aug 28 K $220	43d	32.49%	0.482	0.0161	0.30	-0.10	$19.50
Sep 18 K $220	64d	31.42%	0.505	0.0137	0.36	-0.09	$22.89

Options data · as of 2026-07-16Method: options math baseline