Data through close

Charm exposure extremes

Which liquid chains had the largest positive and negative time-decay-sensitive delta exposure on Oct 15, 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 (16,549,515,401), CIEN (11,594,181,335), SNDK (10,348,351,541), STX (7,787,284,979), ASML (6,935,666,093).

Charm exposure extremes as of Oct 15, 2026 close
# Ticker Close Open interest Charm per 100k OI
1 LITE 869.54 317,574 16,549,515,401
2 CIEN 356.52 131,779 11,594,181,335
3 SNDK 1,394.83 1,011,678 10,348,351,541
4 STX 690.81 330,374 7,787,284,979
5 ASML 1,657.44 207,122 6,935,666,093
6 BIRK 35.89 104,163 6,934,377,632
7 BKLN 20.47 149,258 6,791,925,741
8 WDC 356.45 570,809 5,853,464,785
9 TER 343.21 107,980 4,669,118,701
10 COHR 250.60 301,195 4,545,633,965
11 YPF 51.11 168,827 3,906,455,036
12 AMAT 430.01 594,989 3,754,348,168
13 MMED 18.00 259,588 3,382,226,488
14 RUT 2,767.28 860,301 3,348,901,630
15 ALAB 301.98 263,073 3,270,853,734
16 DOCN 109.47 146,187 3,263,033,391
17 CBRS 142.17 362,405 3,156,638,302
18 ANET 185.58 326,956 3,071,994,804
19 IBKR 86.03 140,847 2,945,525,303
20 BE 236.30 1,069,842 2,901,755,604
21 VRT 214.75 533,498 2,697,482,549
22 MU 931.24 3,596,450 2,636,308,092
23 NBIS 188.41 1,655,391 2,531,315,979
24 CLS 315.25 137,900 2,357,150,607
25 MDB 366.49 284,955 2,279,535,854
26 AG 16.09 1,094,461 -27,141,518,200
27 DBA 28.28 138,058 -23,864,813,600
28 DAL 78.08 580,859 -23,286,949,840
29 RGTI 12.63 709,935 -18,312,793,115
30 LLY 1,251.61 343,401 -16,916,199,851
31 URA 36.12 421,641 -16,055,168,861
32 GSAT 82.97 107,002 -12,544,942,676
33 AVTR 16.09 134,292 -12,297,415,468
34 COST 978.01 305,307 -11,958,389,436
35 UNG 11.09 498,577 -11,053,066,081
36 RUN 7.64 656,062 -10,825,881,515
37 BFLY 7.85 110,271 -9,614,066,349
38 RARE 15.17 139,270 -8,135,303,510
39 OKE 90.65 107,712 -7,902,509,533
40 HBAN 15.35 142,016 -7,900,802,293
41 FCX 70.01 992,662 -7,672,372,658
42 FIGR 27.67 136,060 -6,853,092,965
43 CART 51.13 110,803 -6,466,475,159
44 NDX 29,935.59 202,768 -6,424,588,690
45 MA 616.32 147,715 -6,141,941,993
46 SOXS 43.64 235,753 -5,960,677,164
47 AS 29.94 222,193 -5,638,511,530
48 KEY 19.94 106,362 -5,562,419,986
49 QURE 22.52 252,849 -5,431,923,872
50 CAVA 55.40 186,612 -5,402,292,399

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