MSCI Inc (MSCI) Expected Move

Tracking the MSCI expected move helps you see how far MSCI Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. MSCI Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the MSCI expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For MSCI, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The MSCI expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks MSCI Inc is unlikely to go.

MSCI Inc., together with its subsidiaries, provides investment decision support tools for the clients to manage their investment processes worldwide. It operates through four segments: Index, Analytics, ESG and Climate, and All Other Private Assets. The Index segment provides indexes for use in various areas of the investment process, including indexed product creation, such as ETFs, mutual funds, annuities, futures, options, structured products, over-the-counter derivatives; performance benchmarking; portfolio construction and rebalancing; and asset allocation, as well as licenses GICS and GICS Direct.

The Analytics segment offers risk management, performance attribution and portfolio management content, application, and service that provides an integrated view of risk and return, and an analysis of market, credit, liquidity, and counterparty risk across asset classes; managed services, including consolidation of client portfolio data from various sources, review and reconciliation of input data and results, and customized reporting; and HedgePlatform to measure, evaluate, and monitor the risk of hedge fund investments. The ESG and Climate segment provides products and services that help institutional investors understand how ESG factors impact the long-term risk and return of their portfolio and individual security-level investments; and data, ratings, research, and tools to help investors navigate increasing regulation. The All Other Private Assets segment includes real estate market and transaction data, benchmarks, return-analytics, climate assessments and market insights for funds, investors, and managers; business intelligence to real estate owners, managers, developers, and brokers; and offers investment decision support tools for private capital. It serves asset owners and managers, financial intermediaries, wealth managers, real estate professionals, and corporates. MSCI Inc. was incorporated in 1998 and is headquartered in New York, New York.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the MSCI expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The MSCI Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about MSCI.