Morgan Stanley Direct Lending Fund (MSDL) Gamma Exposure by Expiry | GEX Expiration Analysis - 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
16.41
0.71%
Pre-market: Oct 06, 2025, 08:48 AM EDT

MSDL Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for MSDL across all expirations is 6,937.98 shares per 1% move, with 9,676.8 from calls and 2,738.82 from puts. The put-call GEX ratio of 0.28 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

MSDL GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 362.5 -477.6 -115.1 1.32
Nov 21, 25 575.22 -884.3 -309.08 1.54
Dec 19, 25 2,823.84 -790.75 2,033.09 0.28
Mar 20, 26 5,712.82 -207.23 5,505.59 0.04
Jan 15, 27 202.42 -378.94 -176.52 1.87