Net delta positioning extremes

Which liquid chains had the strongest positive and negative delta-weighted positioning on Oct 16, 2026?

Aggregate option-holder delta divided by 100 shares times total open interest. The 25 most positive observations appear first, followed by the 25 most negative. Data through Oct 16, 2026 close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: PBR.A (0.568), CHGG (0.500), INO (0.497), EH (0.486), HLF (0.483).

Net delta positioning extremes as of Oct 16, 2026 close
#	Ticker	Close	Open interest	Normalized net delta
1	PBR.A	23.30	216,080	0.568
2	CHGG	0.73	127,423	0.500
3	INO	0.99	108,250	0.497
4	EH	3.61	234,144	0.486
5	HLF	14.60	135,727	0.483
6	NNDM	1.41	135,199	0.480
7	XP	29.23	1,197,182	0.463
8	BNO	67.19	196,348	0.441
9	LAES	1.79	836,814	0.437
10	PAA	25.25	232,633	0.435
11	REI	1.37	135,433	0.433
12	CWH	4.51	106,849	0.424
13	CNC	69.16	207,182	0.421
14	CAN	0.23	148,437	0.415
15	CODI	10.01	258,567	0.404
16	BTG	5.31	527,383	0.400
17	NAK	0.89	224,653	0.397
18	ALT	2.20	178,695	0.396
19	SG	10.04	244,243	0.395
20	PACB	1.73	175,075	0.385
21	IOVA	13.62	407,481	0.372
22	IBRX	9.18	633,602	0.365
23	ETSY	85.14	155,185	0.364
24	KOS	2.78	264,035	0.361
25	DLO	14.67	227,726	0.361
26	ARDX	3.09	201,015	-0.430
27	UAA	4.74	497,093	-0.308
28	KKR	86.21	258,084	-0.257
29	ABR	2.69	165,220	-0.257
30	BX	106.63	456,854	-0.227
31	OWL	8.85	727,148	-0.195
32	COHR	232.90	257,074	-0.183
33	HYG	76.86	9,306,382	-0.179
34	CCJ	81.52	397,150	-0.177
35	KORU	10.64	354,756	-0.171
36	GT	4.29	169,052	-0.168
37	CBRS	127.21	247,678	-0.167
38	RUT	2,721.37	707,213	-0.162
39	SOXX	493.39	496,974	-0.160
40	NLY	18.23	164,006	-0.154
41	AGNC	8.72	693,210	-0.153
42	IWM	270.44	9,513,883	-0.147
43	ASHR	31.12	362,303	-0.146
44	APO	110.78	330,276	-0.146
45	SKHY	136.49	982,154	-0.140
46	KBE	63.62	215,700	-0.136
47	LCID	3.13	835,064	-0.136
48	SMH	539.79	1,492,950	-0.129
49	XLI	167.76	504,946	-0.128
50	XEL	76.31	202,480	-0.127

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