MSC Industrial Direct Co Inc

MSMNYSE · USD
122.21USD0.00 (+0.37%)
769

MSC Industrial Direct Co Inc (MSM) Historical Volatility

MSM 30-day historical volatility is 23%. This ranks in the 21th percentile of readings over the past year.

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Tracking MSM historical volatility helps you see how much MSC Industrial Direct Co Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, MSC Industrial Direct Co Inc's HV tells you what really happened. Use our scanner to monitor MSM 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The MSM 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing MSC Industrial Direct Co Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

MSC Industrial Direct Co., Inc., together with its subsidiaries, distributes metalworking and maintenance, repair, and operations (MRO) products and services in the United States, Canada, Mexico, and the United Kingdom. Its MRO products include cutting tools, measuring instruments, tooling components, metalworking products, fasteners, flat stock products, raw materials, abrasives, machinery hand and power tools, safety and janitorial supplies, plumbing supplies, materials handling products, power transmission components, and electrical supplies. The company offers approximately 1.9 million stock-keeping units through its catalogs and brochures; e-commerce channels, including its Website, mscdirect.com; inventory management solutions; and call-centers and branches.

It operates through a distribution network of 28 branch offices, 11 customer fulfilment centers, and seven regional inventory centers. The company serves individual machine shops, Fortune 1000 manufacturing companies, and government agencies, as well as manufacturers of various sizes. MSC Industrial Direct Co., Inc. was founded in 1941 and is headquartered in Melville, New York.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts MSC Industrial Direct Co Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where MSM HV is running hot, cold, or in line. Make the MSM 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 18, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 18, 2026

See how volatility has moved over time

Track MSM historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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