Morgan Stanley Direct Lending Fund (MSDL) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Morgan Stanley Direct Len...

NYSE: MSDL · Real-Time Price · USD
16.30
-0.10 (-0.61%)
At close: Oct 03, 2025, 3:59 PM
16.35
0.34%
Pre-market: Oct 06, 2025, 04:02 AM EDT

MSDL Delta Exposure By Expiry

The total Delta Exposure (DEX) for MSDL across all expirations shows 8,115.92 net shares that market makers must hedge, with 21,597.73 from calls and 13,481.81 from puts. The put-call delta ratio of 0.62 suggests neutral market maker positioning.

MSDL DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 8,720.66 -1,977.35 6,743.31 0.23
Nov 21, 25 1,094.62 -2,398.96 -1,304.34 2.19
Dec 19, 25 3,552.79 -3,926.87 -374.08 1.11
Mar 20, 26 7,599.95 -1,117.29 6,482.66 0.15
Jan 15, 27 629.71 -4,061.34 -3,431.63 6.45