Data through close

Vanna exposure extremes

Which liquid chains had the largest positive and negative volatility-sensitive delta exposure on Oct 16, 2026?

Modeled net vanna normalized to 100,000 open contracts. The 25 most positive observations appear first, followed by the 25 most negative; values depend on the published exposure convention. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: URNM (11,987), KBE (10,927), UNIT (8,376), FSLR (8,132), EWC (7,600).

Vanna exposure extremes as of Oct 16, 2026 close
# Ticker Close Open interest Vanna per 100k OI
1 URNM 43.22 158,374 11,987
2 KBE 63.62 215,700 10,927
3 UNIT 5.60 179,619 8,376
4 FSLR 172.64 694,637 8,132
5 EWC 60.58 397,574 7,600
6 CWH 4.51 106,849 7,448
7 TMUS 159.10 248,083 7,365
8 BBBY 4.36 143,870 6,998
9 BEKE 18.07 251,966 6,977
10 HL 15.30 779,731 6,965
11 JBLU 2.93 1,246,059 6,855
12 VFC 16.85 580,444 6,651
13 ARCC 18.72 136,070 6,296
14 XEL 76.31 202,480 6,253
15 CSIQ 9.81 153,158 6,235
16 PTON 5.22 732,605 6,153
17 RIVN 12.42 2,090,869 6,089
18 MIR 15.15 101,760 6,073
19 GRAB 2.94 2,228,242 6,070
20 BKLN 20.44 111,089 5,845
21 RUN 7.30 541,590 5,682
22 XLP 87.62 648,584 5,609
23 SRAD 11.91 138,452 5,523
24 UPXI 0.97 158,525 5,520
25 PYPL 56.70 1,505,757 5,491
26 SG 10.04 244,243 -3,413
27 XP 29.23 1,197,182 -2,353
28 ARDX 3.09 201,015 -2,339
29 PBR.A 23.30 216,080 -2,143
30 INO 0.99 108,250 -1,562
31 HLF 14.60 135,727 -1,207
32 ASST 24.09 267,839 -1,155
33 SNDL 1.25 137,714 -1,054
34 SLS 9.98 759,271 -907
35 IBRX 9.18 633,602 -880
36 BNO 67.19 196,348 -870
37 AEHR 60.60 123,346 -779
38 CHGG 0.73 127,423 -772
39 OSCR 31.89 410,975 -703
40 CAN 0.23 148,437 -674
41 ABCL 11.80 125,379 -640
42 ZETA 31.80 251,111 -517
43 ZTS 79.32 146,249 -438
44 ETSY 85.14 155,185 -409
45 CLOV 4.48 294,660 -388
46 GME 26.81 1,653,759 -362
47 APA 49.15 164,603 -301
48 PBR 26.00 2,137,541 -228
49 CNC 69.16 207,182 -126
50 CORN 18.19 131,579 -20

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