MSCIMSCI, Inc.
Options Analysis Report•SERVICES-BUSINESS SERVICES, NEC
Market Cap $41.6B|NYSE
● 2026-04-17$568.55
NEUTRAL
Analysis: 2026-04-16 EOD data
1Y +6.6%YTD +0.6%7D +6.0%
Options Vol
418
30D
Implied Move
±10.6%
IV Rank
63%
MSCI Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
4.6
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 39.9% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.31x — IV premium over HV
Sector Relative≤50%
Sector percentile 63% — above sector median
Term Structure
<1.1xFront/Back 1.18x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 33.3% — normal range
Spread-Adjusted Value
<80%Effective IV 76.0% (ATM 33.3% + spread 21.3% + bias) — fair
Execution Efficiency
<3.0%Total drag 33.01% (spread 21.33% + slippage 11.68%) — high friction
Vega Efficiency
≥5.0Vega efficiency 83.84 (vega 178.841 / spread 21.33%) — efficient
Sentiment
Bullish or bearish?
4.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Moderate signal (Conviction: -10%, Raw: -9%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -10% (bearish) — Raw: -9%
OI Skew Magnitude
≥15%|OI skew| 17.4% — put-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +15.3%, OI skew -17.4% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 17%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -100%, ATM: +31%, OTM: -11% — strong bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 42% — bullish vs sector
Activity
Unusual activity?
5.4
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.9x avg — elevated
Turnover Rate
≥15%Vol/OI 8.0% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +4.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 75% — active vs sector
Trade Quality
≥30%Large trade volume 48% — institutional presence
Execution Urgency
≥60%Aggressive execution 32% — patient
Flow Conviction
≥30Conviction -10 (bearish) — mixed
Liquidity
Can I trade efficiently?
2.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks0/8 checks passed
Tradeable Spread
≤5.0%Spread 21.3% — wide
Adequate OI
≥10,000OI 5,259 — thin
Active Volume
≥500Volume 418/day — thin
Reasonable Cost
≤$0.50$1.07 to cross — expensive
Strike Coverage
≥5 strikes1 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 65% — wider than sector
Order Book Depth
≥100 contractsDepth 23.7 contracts (bid:12.6 ask:11.1) — thin
Execution Quality
<1.0%Avg slippage 11.68% — poor
Timing
Is now a good time?
6.0
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks5/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +18.2% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 40% — neutral
Event Detection
≥10pts kinkIV kink 5.8pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1315.97 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: Earnings in 4d (elevated risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -10% @ 55% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 78 (ITM 20% + inst 48%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls4.6
bullishIV fair, mixed flow
Long Puts4.7
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put4.8
bullishIV fair, mixed flow
Covered Call4.9
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.