Data through close

Charm exposure extremes

Which liquid chains had the largest positive and negative time-decay-sensitive delta exposure on Oct 28, 2026?

Modeled net charm normalized to 100,000 open contracts. The 25 most positive observations appear first, followed by the 25 most negative; values are scenario estimates rather than observed hedge orders. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: RDDT (57,562,161), CBRS (53,159,812), MAGS (45,519,430), VLO (34,220,592), META (31,456,277).

Charm exposure extremes as of Oct 28, 2026 close
# Ticker Close Open interest Charm per 100k OI
1 RDDT 134.70 489,161 57,562,161
2 CBRS 112.56 340,084 53,159,812
3 MAGS 71.26 214,139 45,519,430
4 VLO 388.48 179,868 34,220,592
5 META 612.49 3,241,150 31,456,277
6 TER 313.24 104,730 26,440,502
7 ETHA 53.61 194,517 25,531,190
8 HUT 69.46 391,973 18,417,200
9 SPCX 145.23 4,876,575 17,475,823
10 APP 259.97 408,379 16,552,040
11 CMG 28.75 1,085,507 16,040,629
12 DASH 169.49 179,827 14,996,366
13 LI 11.39 142,435 14,940,685
14 HUM 411.87 131,790 14,632,103
15 HOOD 91.43 1,940,140 14,358,591
16 CCJ 83.84 450,014 12,930,507
17 KVUE 19.33 138,192 12,810,917
18 MRK 141.12 529,042 11,198,740
19 CEG 258.08 238,196 10,394,205
20 TTWO 195.29 315,213 9,922,679
21 CRCL 81.71 734,824 9,859,175
22 FIGR 23.33 148,540 9,710,721
23 SHOP 168.22 523,437 9,121,659
24 BA 167.14 1,072,456 9,051,575
25 DKS 136.17 103,430 9,031,487
26 NDX 29,813.16 180,916 -8,139,759,493
27 SPXW 7,733.12 5,698,713 -3,840,549,362
28 LITE 913.95 290,031 -456,411,387
29 RUT 2,830.51 837,134 -315,480,885
30 QQQ 725.61 12,659,834 -306,271,393
31 CLS 299.80 179,527 -282,130,837
32 SNDK 1,404.77 957,296 -266,984,258
33 LLY 1,288.78 315,431 -250,770,873
34 IWM 281.36 10,538,059 -207,952,174
35 XSP 774.44 906,551 -155,651,373
36 CIEN 363.21 107,879 -155,639,060
37 MU 983.23 3,351,180 -155,160,644
38 SPY 772.31 17,492,393 -153,268,990
39 BE 228.08 1,046,964 -153,198,474
40 ALAB 297.20 245,680 -136,955,720
41 ASML 1,662.85 186,128 -132,294,323
42 STX 697.97 340,924 -125,573,326
43 VRT 242.94 546,933 -110,182,692
44 SOXL 107.35 1,742,760 -109,523,379
45 MSFT 531.01 3,476,043 -106,845,142
46 BRK.B 540.34 544,950 -105,801,728
47 ADI 428.27 124,353 -103,415,413
48 MRNA 214.16 885,654 -100,275,853
49 WDC 396.42 549,547 -92,312,933
50 AXTI 64.38 258,180 -86,560,844

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