Data through close

IV term-structure extremes

Where was front-expiration ATM volatility richest or cheapest versus roughly 60-day volatility on Oct 16, 2026?

Front ATM IV minus a 45–90 DTE ATM IV reference, in volatility percentage points. The 25 largest premiums appear first, followed by the 25 deepest discounts; positive values indicate inversion or near-term event premium. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: PSKY (140.5 pp · 14 DTE), VIX (61.6 pp · 5 DTE), TSLL (57.4 pp · 7 DTE), CLF (54.2 pp · 7 DTE), NFLX (51.3 pp · 7 DTE).

IV term-structure extremes as of Oct 16, 2026 close
# Ticker Close Open interest Front IV premium
1 PSKY 9.81 308,412 140.5 pp · 14 DTE
2 VIX 20.06 15,363,220 61.6 pp · 5 DTE
3 TSLL 8.91 717,096 57.4 pp · 7 DTE
4 CLF 12.12 686,045 54.2 pp · 7 DTE
5 NFLX 70.54 4,825,393 51.3 pp · 7 DTE
6 SPOT 530.46 103,289 47.1 pp · 7 DTE
7 UPXI 0.97 158,525 44.4 pp · 35 DTE
8 NOK 9.14 2,791,337 40.8 pp · 7 DTE
9 ISRG 426.70 107,763 40.6 pp · 7 DTE
10 TXN 276.48 194,947 37.8 pp · 7 DTE
11 BE 221.31 884,042 36.9 pp · 7 DTE
12 IBM 232.14 517,777 36.1 pp · 7 DTE
13 KORU 10.64 354,756 36.1 pp · 7 DTE
14 TSCO 33.16 124,121 35.2 pp · 7 DTE
15 WDC 332.00 502,274 34.8 pp · 7 DTE
16 QS 4.01 671,791 33.6 pp · 7 DTE
17 VOD 16.11 174,182 31.1 pp · 7 DTE
18 EWZS 15.69 157,601 27.7 pp · 35 DTE
19 LUV 39.50 183,113 27.4 pp · 7 DTE
20 UVXY 18.50 231,014 26.9 pp · 7 DTE
21 CYPH 2.57 156,934 26.6 pp · 7 DTE
22 GM 83.96 268,173 25.9 pp · 7 DTE
23 GE 313.83 175,968 25.5 pp · 7 DTE
24 CMCSA 21.90 761,175 25.3 pp · 7 DTE
25 LRCX 263.94 495,230 24.8 pp · 7 DTE
26 CAPR 6.71 165,205 -136.4 pp · 7 DTE
27 BTBT 0.96 440,916 -134.3 pp · 7 DTE
28 INO 0.99 108,250 -115.7 pp · 7 DTE
29 QUBT 6.36 485,038 -69.0 pp · 7 DTE
30 SLS 9.98 759,271 -56.9 pp · 7 DTE
31 NN 9.59 547,820 -29.8 pp · 7 DTE
32 TDOC 5.67 178,852 -19.8 pp · 7 DTE
33 PTON 5.22 732,605 -17.5 pp · 7 DTE
34 SG 10.04 244,243 -16.8 pp · 7 DTE
35 RDW 8.39 337,650 -15.8 pp · 7 DTE
36 SRPT 17.10 120,588 -15.6 pp · 7 DTE
37 SPCE 2.43 372,351 -13.9 pp · 7 DTE
38 RIVN 12.42 2,090,869 -12.8 pp · 7 DTE
39 APP 266.13 369,691 -12.7 pp · 7 DTE
40 UNG 10.66 325,285 -11.9 pp · 5 DTE
41 TTD 12.23 837,223 -11.8 pp · 7 DTE
42 TTWO 205.28 280,856 -11.7 pp · 7 DTE
43 WU 6.17 176,638 -11.7 pp · 35 DTE
44 SMR 5.83 475,655 -11.6 pp · 7 DTE
45 RUN 7.30 541,590 -11.3 pp · 7 DTE
46 LMND 44.20 120,230 -10.8 pp · 7 DTE
47 IOVA 13.62 407,481 -10.3 pp · 7 DTE
48 SNAP 6.12 1,293,208 -10.0 pp · 7 DTE
49 BEKE 18.07 251,966 -9.5 pp · 7 DTE
50 PATH 12.85 535,639 -9.4 pp · 7 DTE

Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.