Data through close

25-delta risk-reversal extremes

Where was downside or upside volatility skew most pronounced on Oct 16, 2026?

25-delta put IV minus 25-delta call IV for the front window. The 25 strongest put-skew observations appear first, followed by the 25 strongest call-skew observations. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: BBBY (268.5 pp), GAP (242.6 pp), PCG (230.7 pp), ZIM (216.2 pp), SONY (194.2 pp).

25-delta risk-reversal extremes as of Oct 16, 2026 close
# Ticker Close Open interest Put IV − call IV
1 BBBY 4.36 143,870 268.5 pp
2 GAP 23.12 159,636 242.6 pp
3 PCG 13.09 2,137,296 230.7 pp
4 ZIM 29.21 229,772 216.2 pp
5 SONY 24.88 143,973 194.2 pp
6 KGC 24.02 219,344 179.9 pp
7 RR 1.29 176,671 171.2 pp
8 BEKE 18.07 251,966 165.2 pp
9 JD 27.01 806,320 160.5 pp
10 PAGP 27.45 159,452 143.9 pp
11 WYNN 75.60 289,464 133.6 pp
12 TJX 147.32 124,358 119.6 pp
13 FHN 22.88 361,544 118.0 pp
14 SHEL 106.66 184,532 102.6 pp
15 BRUN 8.89 153,338 100.2 pp
16 M 24.00 124,398 95.2 pp
17 SNAP 6.12 1,293,208 88.7 pp
18 ABR 2.69 165,220 81.9 pp
19 ETSY 85.14 155,185 76.1 pp
20 BP 50.21 381,348 74.3 pp
21 CAN 0.23 148,437 65.1 pp
22 CNQ 53.80 121,830 65.0 pp
23 GFL 43.85 482,508 59.4 pp
24 TRIP 9.32 304,222 58.0 pp
25 TEVA 41.50 272,224 56.1 pp
26 F 12.43 1,707,836 -232.4 pp
27 CVNA 58.83 876,977 -214.3 pp
28 JETS 25.85 184,295 -209.6 pp
29 XPEV 9.23 364,248 -203.1 pp
30 OUST 28.43 112,426 -201.8 pp
31 MBLY 7.22 259,167 -194.4 pp
32 NN 9.59 547,820 -187.3 pp
33 UPXI 0.97 158,525 -175.6 pp
34 NVO 38.83 1,369,531 -170.9 pp
35 WHR 27.89 203,408 -166.3 pp
36 XP 29.23 1,197,182 -162.3 pp
37 PFE 29.57 2,111,722 -156.8 pp
38 IEP 6.65 150,275 -154.8 pp
39 SOC 3.32 274,460 -150.5 pp
40 SRAD 11.91 138,452 -148.6 pp
41 ENPH 30.62 368,448 -145.9 pp
42 ORBS 0.74 182,010 -138.3 pp
43 DOW 29.93 402,262 -134.4 pp
44 CAG 14.47 183,508 -133.5 pp
45 BAC 51.23 2,319,581 -132.4 pp
46 CMPX 0.86 128,434 -129.9 pp
47 SILJ 25.66 558,470 -128.3 pp
48 B 40.82 723,287 -127.9 pp
49 NU 14.56 2,068,255 -127.1 pp
50 BKNG 163.45 595,487 -124.6 pp

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