Data through close

Charm exposure extremes

Which liquid chains had the largest positive and negative time-decay-sensitive delta exposure on Oct 8, 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: LITE (10,923,645,183), DOCN (5,037,286,398), SNDK (4,353,617,388), UNH (3,858,168,855), WDC (3,305,977,736).

Charm exposure extremes as of Oct 8, 2026 close
# Ticker Close Open interest Charm per 100k OI
1 LITE 1,048.60 295,060 10,923,645,183
2 DOCN 123.90 137,369 5,037,286,398
3 SNDK 1,609.46 968,501 4,353,617,388
4 UNH 370.95 892,332 3,858,168,855
5 WDC 393.31 536,601 3,305,977,736
6 ASML 1,769.79 187,680 2,907,932,192
7 STX 774.83 332,637 2,800,229,928
8 CAT 796.18 245,262 2,566,571,868
9 ALAB 347.05 259,704 2,290,307,988
10 COHR 302.35 271,562 1,940,653,822
11 SKHY 170.50 946,471 1,782,422,122
12 SOXL 142.52 1,503,611 1,691,410,764
13 BE 272.82 1,008,043 1,528,875,407
14 CBRS 167.92 303,865 1,469,928,525
15 NET 341.69 211,507 1,433,132,447
16 SOXX 563.28 538,835 1,425,209,740
17 NBIS 219.71 1,424,985 1,379,679,530
18 AAOI 105.90 372,345 1,273,329,841
19 RUT 2,794.13 799,591 1,199,780,895
20 AXTI 71.66 249,645 1,172,957,031
21 CLS 356.53 128,231 1,104,345,234
22 GS 882.59 478,460 1,039,961,946
23 GTLB 53.56 208,087 1,036,882,228
24 HUT 79.59 279,273 940,892,756
25 KORU 17.65 362,596 935,510,446
26 SPXW 7,762.05 5,086,124 -5,317,643,433
27 ZS 216.81 226,536 -4,193,392,423
28 CDE 16.87 444,185 -3,435,037,457
29 SOXS 33.79 210,949 -2,908,879,937
30 TLN 359.22 145,577 -2,427,886,260
31 VLO 443.80 175,292 -2,329,929,948
32 NUAI 4.83 279,448 -2,199,423,476
33 CIEN 425.93 124,991 -2,187,384,238
34 IBKR 86.47 138,507 -2,155,590,845
35 KR 61.41 136,511 -2,083,811,574
36 PM 200.50 144,428 -1,888,312,221
37 MRNA 197.00 837,577 -1,870,962,022
38 NDX 30,725.81 198,202 -1,806,552,879
39 AI 11.34 324,824 -1,785,985,259
40 DELL 574.73 719,111 -1,750,032,635
41 ISRG 415.41 127,718 -1,492,317,801
42 COST 947.92 304,808 -1,468,845,736
43 SPOT 526.42 127,317 -1,391,232,077
44 VST 156.14 560,538 -1,383,509,283
45 TSLL 10.01 831,383 -1,335,035,288
46 MDB 371.35 287,891 -1,290,023,596
47 BRUN 12.10 145,582 -1,288,869,627
48 RDDT 156.45 515,130 -1,206,170,185
49 SERV 4.45 220,521 -1,136,284,218
50 PLTR 198.78 3,429,542 -1,079,542,161

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