Data through close

Modeled dealer-delta extremes

Where was modeled dealer delta most positive or negative on Oct 8, 2026?

The dashboard convention assumes dealers hold the opposite side of listed option-holder delta, normalized by total open interest. It is a scenario model, not observed dealer inventory. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: ARDX (0.382), UAA (0.299), IHI (0.275), ABR (0.252), MMED (0.238).

Modeled dealer-delta extremes as of Oct 8, 2026 close
# Ticker Close Open interest Normalized dealer delta
1 ARDX 3.27 208,970 0.382
2 UAA 4.88 507,883 0.299
3 IHI 51.10 234,057 0.275
4 ABR 3.09 164,738 0.252
5 MMED 19.80 168,806 0.238
6 KKR 89.56 277,113 0.227
7 FEZ 65.57 154,285 0.200
8 XEL 73.36 206,332 0.197
9 CG 38.39 109,954 0.195
10 NLY 18.27 195,303 0.189
11 INFY 10.70 209,524 0.185
12 AGNC 8.68 791,697 0.182
13 BX 112.70 489,455 0.177
14 OWL 9.27 838,663 0.165
15 NVS 143.11 120,673 0.164
16 TCOM 37.96 105,729 0.161
17 ASHR 32.14 568,653 0.161
18 HYG 77.14 10,370,623 0.150
19 XRT 83.91 150,141 0.136
20 EFA 102.70 1,369,279 0.134
21 GIS 32.59 255,966 0.133
22 KRE 69.59 2,579,109 0.124
23 GT 4.75 176,097 0.124
24 IYR 94.67 148,322 0.123
25 LQD 102.47 2,900,808 0.122
26 XP 30.21 1,001,724 -0.664
27 INO 1.09 113,728 -0.574
28 CRON 3.22 105,307 -0.533
29 CHGG 0.74 123,448 -0.531
30 CORN 18.96 131,984 -0.512
31 HE 8.82 115,422 -0.496
32 QSI 1.22 107,261 -0.482
33 REI 1.35 120,842 -0.467
34 PACB 2.30 190,749 -0.457
35 UPXI 1.08 159,091 -0.455
36 APA 45.47 195,885 -0.444
37 CODI 10.92 259,538 -0.441
38 CAN 0.29 150,790 -0.429
39 DHT 24.93 173,780 -0.406
40 BNO 63.64 308,310 -0.404
41 BTG 5.12 588,034 -0.393
42 RBRK 120.89 100,470 -0.392
43 P 150.73 145,182 -0.390
44 IBRX 9.91 680,790 -0.388
45 SG 9.57 275,418 -0.387
46 ETHA 55.70 435,234 -0.386
47 DLO 15.00 239,166 -0.380
48 OSCR 33.10 452,298 -0.380
49 ABCL 12.02 171,120 -0.371
50 PGEN 7.60 113,005 -0.370

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