Data through close

Options catalyst watch

Which liquid chains showed the strongest combined evidence of an options-implied catalyst on Oct 16, 2026?

A transparent 0–100 cross-sectional score built from four equally weighted groups: volatility level, front-versus-back term premium, volume/open-interest activity, and skew/smile shape. Correlated measurements share a group so one volatility surface does not receive several votes. This flags unusual pricing, not a known event or expected direction. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: BRUN (84.8 · 25Δ risk reversal 100.2 pp; front IV premium 11.3 pp; volume/OI 0.12), MUU (80.3 · front IV premium 23.4 pp; volume/OI 0.14; 25Δ risk reversal 22.8 pp), VXX (80.3 · volume/OI 0.49; smile convexity 18.8 pp; 25Δ risk reversal -58.1 pp), CZR (79.5 · smile convexity -28.3 pp; volume/OI 0.30; 25Δ risk reversal -22.7 pp), CLF (79.4 · front IV premium 54.2 pp; smile convexity 25.5 pp; volume/OI 0.13).

Options catalyst watch as of Oct 16, 2026 close
# Ticker Close Open interest Catalyst score / strongest drivers
1 BRUN 8.89 153,338 84.8 · 25Δ risk reversal 100.2 pp; front IV premium 11.3 pp; volume/OI 0.12
2 MUU 24.34 154,177 80.3 · front IV premium 23.4 pp; volume/OI 0.14; 25Δ risk reversal 22.8 pp
3 VXX 18.38 312,472 80.3 · volume/OI 0.49; smile convexity 18.8 pp; 25Δ risk reversal -58.1 pp
4 CZR 28.80 136,347 79.5 · smile convexity -28.3 pp; volume/OI 0.30; 25Δ risk reversal -22.7 pp
5 CLF 12.12 686,045 79.4 · front IV premium 54.2 pp; smile convexity 25.5 pp; volume/OI 0.13
6 UVXY 18.50 231,014 77.0 · volume/OI 0.60; front IV premium 26.9 pp; smile convexity -18.0 pp
7 KORU 10.64 354,756 76.3 · front IV premium 36.1 pp; smile convexity 25.3 pp; IV rank 100
8 RXRX 3.46 315,502 75.3 · 25Δ risk reversal -41.2 pp; front IV premium 8.6 pp; IV rank 100
9 AI 11.32 200,700 75.1 · volume/OI 0.62; smile convexity -21.1 pp; IV rank 100
10 GM 83.96 268,173 75.0 · front IV premium 25.9 pp; IV rank 100
11 TSCO 33.16 124,121 74.5 · front IV premium 35.2 pp; smile convexity -22.9 pp; IV rank 100
12 CBRS 127.21 247,678 74.2 · volume/OI 0.29; front IV premium 15.8 pp; IV rank 100
13 QS 4.01 671,791 73.8 · front IV premium 33.6 pp; 25Δ risk reversal 33.7 pp; IV rank 100
14 T 23.43 979,300 73.6 · front IV premium 17.3 pp; 25Δ risk reversal 54.6 pp; IV rank 100
15 DOW 29.93 402,262 73.4 · 25Δ risk reversal -134.4 pp; front IV premium 19.1 pp; smile convexity 11.1 pp
16 CRML 6.97 331,704 72.8 · smile convexity 28.4 pp; front IV premium 8.8 pp; IV rank 100
17 TXN 276.48 194,947 72.3 · front IV premium 37.8 pp; IV rank 100; volume/OI 0.08
18 XRT 87.02 102,047 72.2 · smile convexity -47.7 pp; front IV premium 17.2 pp; 25Δ risk reversal 47.8 pp
19 HUT 67.75 324,390 72.1 · smile convexity -16.8 pp; front IV premium 11.4 pp; volume/OI 0.12
20 GME 26.81 1,653,759 71.9 · volume/OI 0.25; front IV premium 14.3 pp; IV rank 100
21 AKAM 87.81 292,423 71.9 · OI change 0.13σ; IV rank 100; volume/OI 0.09
22 CRWV 61.39 3,264,093 71.7 · volume/OI 0.32; front IV premium 15.6 pp; IV rank 100
23 UPXI 0.97 158,525 71.5 · front IV premium 44.4 pp; 25Δ risk reversal -175.6 pp; IV rank 100
24 RAM 7.94 111,767 71.0 · front IV premium 23.1 pp; smile convexity 15.4 pp; IV rank 100
25 IBKR 82.69 124,345 70.9 · volume/OI 0.14; front IV premium 10.6 pp; smile convexity -14.3 pp
26 BE 221.31 884,042 70.8 · front IV premium 36.9 pp; volume/OI 0.16; smile convexity 12.1 pp
27 GRRR 7.78 143,015 70.1 · 25Δ risk reversal -102.5 pp; front IV premium 12.9 pp; IV rank 100
28 EWY 150.44 972,725 70.0 · volume/OI 0.17; front IV premium 8.8 pp; IV rank 100
29 BP 50.21 381,348 70.0 · 25Δ risk reversal 74.3 pp; IV rank 100; volume/OI 0.07
30 VIX 20.06 15,363,220 69.8 · front IV premium 61.6 pp; OI change 0.12σ; volume/OI 0.15
31 DOCN 98.69 112,594 69.7 · front IV premium 14.8 pp; volume/OI 0.10; IV rank 100
32 CIFR 8.98 1,782,961 69.5 · front IV premium 12.9 pp; IV rank 100; smile convexity -9.8 pp
33 OXY 62.38 678,165 69.4 · volume/OI 0.13; IV rank 100; smile convexity -10.6 pp
34 XBI 144.32 565,719 69.3 · volume/OI 0.22; smile convexity 16.5 pp; IV rank 100
35 NLY 18.23 164,006 69.2 · smile convexity 27.8 pp; 25Δ risk reversal -118.0 pp; front IV premium 13.7 pp
36 MBLY 7.22 259,167 69.1 · smile convexity -33.5 pp; 25Δ risk reversal -194.4 pp; front IV premium 15.1 pp
37 AXTI 51.47 233,462 69.1 · front IV premium 9.8 pp; IV rank 100; volume/OI 0.08
38 LUV 39.50 183,113 68.9 · front IV premium 27.4 pp; IV rank 100
39 STX 639.01 286,515 68.6 · front IV premium 16.9 pp; volume/OI 0.10; IV rank 100
40 WDC 332.00 502,274 68.1 · front IV premium 34.8 pp; volume/OI 0.11; IV rank 100
41 AA 41.46 235,860 68.0 · volume/OI 0.21; IV rank 100; front IV premium 6.5 pp
42 LUMN 4.65 467,873 67.9 · smile convexity 16.7 pp; front IV premium 12.5 pp; IV rank 100
43 XSP 765.94 777,520 67.8 · volume/OI 0.46; IV rank 100
44 TIGR 4.05 115,800 67.8 · front IV premium 22.1 pp; IV rank 100
45 PLUG 1.38 751,786 67.7 · 25Δ risk reversal -24.7 pp; IV rank 100
46 LRCX 263.94 495,230 67.6 · front IV premium 24.8 pp; IV rank 100; volume/OI 0.08
47 IBM 232.14 517,777 67.5 · front IV premium 36.1 pp; IV rank 100; volume/OI 0.07
48 UEC 7.91 211,169 67.4 · front IV premium 10.4 pp; smile convexity 12.0 pp; IV rank 100
49 BBD 3.96 235,567 67.3 · front IV premium 9.0 pp; IV rank 100; 25Δ risk reversal 18.0 pp
50 CMCSA 21.90 761,175 67.1 · front IV premium 25.3 pp; IV rank 100

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