Expected-move extremes

Which liquid tickers carried the largest near-term one-standard-deviation option-implied moves on Oct 8, 2026?

Near-term ATM implied volatility scaled by the square root of time. The front window prefers expirations from 2–21 DTE and falls back to the nearest positive-DTE expiration. Data through Oct 8, 2026 close. Descriptive only, not a recommendation.

At a glance

Results unavailable: This view requires option-pricing inputs that are outside the public aggregate dataset. This is not a zero-match result.

Expected-move extremes as of Oct 8, 2026 close
#	Ticker	Close	Open interest

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