Data through close

Modeled dealer-delta extremes

Where was modeled dealer delta most positive or negative on Oct 15, 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 (0.383), UAA (0.316), ABR (0.271), CG (0.250), KKR (0.239).

Modeled dealer-delta extremes as of Oct 15, 2026 close
# Ticker Close Open interest Normalized dealer delta
1 ARDX 3.27 230,253 0.383
2 UAA 4.88 503,952 0.316
3 ABR 2.80 202,026 0.271
4 CG 36.81 114,710 0.250
5 KKR 87.63 285,653 0.239
6 BX 109.26 515,414 0.204
7 OWL 8.97 850,069 0.186
8 SPXS 24.00 281,840 0.171
9 XE 11.45 138,386 0.169
10 GT 4.42 181,518 0.166
11 KORU 12.01 386,665 0.166
12 EWJ 95.43 111,280 0.157
13 COHR 250.60 301,195 0.155
14 HYG 77.13 10,838,745 0.152
15 XEL 75.12 208,768 0.139
16 BN 36.81 103,457 0.137
17 VSH 28.76 107,689 0.135
18 ASHR 31.49 577,270 0.135
19 KBE 63.55 216,009 0.134
20 AGNC 8.82 810,920 0.132
21 NLY 18.43 235,231 0.130
22 CCJ 83.23 492,336 0.130
23 SERV 3.49 224,679 0.128
24 GRRR 8.41 147,320 0.126
25 LCID 3.50 912,496 0.126
26 AVTR 16.09 134,292 -0.735
27 PBR.A 22.61 219,841 -0.690
28 VTRS 18.22 124,166 -0.567
29 XP 30.04 1,196,952 -0.510
30 NNDM 1.44 135,739 -0.507
31 CORN 18.35 133,064 -0.499
32 CRON 3.20 105,318 -0.497
33 PGEN 7.20 113,750 -0.497
34 CHGG 0.76 126,928 -0.484
35 INO 1.04 117,792 -0.464
36 CODI 10.62 259,436 -0.454
37 SG 10.60 272,925 -0.435
38 PACB 1.96 193,294 -0.411
39 NAK 0.92 232,745 -0.405
40 QSI 1.31 108,213 -0.404
41 CNC 70.51 237,424 -0.401
42 BNO 64.86 313,696 -0.395
43 UPXI 1.06 160,644 -0.390
44 OSCR 33.47 450,320 -0.386
45 GME 28.02 2,025,839 -0.383
46 IBRX 10.00 699,220 -0.372
47 CVE 31.97 140,479 -0.371
48 HLF 14.57 138,549 -0.371
49 MRLN 1.12 118,657 -0.370
50 REI 1.31 151,727 -0.365

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