Data through close

IV surface dispersion

Which liquid tickers had the widest aggregate implied-volatility range on Oct 28, 2026?

The difference between the highest and lowest valid IV observations in the dated analysis. Only the aggregate range is public; individual observations are withheld. Sparse extreme strikes can affect this measure. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: QQQ (281.7 pp), SO (281.7 pp), XSP (280.8 pp), EFA (280.6 pp), IAU (280.1 pp).

IV surface dispersion as of Oct 28, 2026 close
# Ticker Close Open interest IV range
1 QQQ 725.61 12,659,834 281.7 pp
2 SO 91.52 134,242 281.7 pp
3 XSP 774.44 906,551 280.8 pp
4 EFA 103.68 1,256,788 280.6 pp
5 IAU 76.57 205,767 280.1 pp
6 SPY 772.31 17,492,393 279.4 pp
7 V 400.60 420,189 278.6 pp
8 PG 158.26 375,883 278.5 pp
9 CZR 28.57 187,867 277.6 pp
10 GLD 373.51 4,993,666 277.5 pp
11 CART 58.42 136,041 276.9 pp
12 RUT 2,830.51 837,134 276.8 pp
13 MO 72.97 312,819 276.5 pp
14 BAC 50.85 2,434,465 276.1 pp
15 JPM 339.30 633,850 275.8 pp
16 PSKY 9.81 401,185 275.5 pp
17 USB 59.60 197,183 275.4 pp
18 ABBV 286.41 278,493 274.5 pp
19 SCHW 88.76 497,106 274.4 pp
20 COST 982.73 292,292 273.8 pp
21 EEM 63.52 4,485,830 273.5 pp
22 SHEL 105.19 221,446 273.0 pp
23 PDD 77.46 981,369 272.9 pp
24 XLF 56.13 5,910,711 272.8 pp
25 XLU 42.49 2,662,572 272.6 pp
26 SPXW 7,733.12 5,698,713 272.5 pp
27 BP 49.79 404,909 272.3 pp
28 MDT 94.78 196,683 271.6 pp
29 VALE 11.47 1,721,450 270.7 pp
30 KRE 72.12 2,222,263 269.3 pp
31 KO 91.73 770,536 268.1 pp
32 GE 301.13 279,865 267.5 pp
33 RTX 195.84 210,713 267.5 pp
34 XLB 51.86 251,732 267.4 pp
35 MAGS 71.26 214,139 267.4 pp
36 LOW 198.40 120,380 267.2 pp
37 AAPL 343.83 4,826,579 267.1 pp
38 MS 190.32 442,901 267.0 pp
39 HSBC 86.37 101,106 266.6 pp
40 CVS 89.95 303,638 266.5 pp
41 LVS 36.22 192,516 266.5 pp
42 ZIM 29.66 233,945 266.2 pp
43 GDX 83.94 2,551,720 265.8 pp
44 TMF 28.94 248,382 265.5 pp
45 COP 149.06 300,931 264.5 pp
46 LLY 1,288.78 315,431 264.2 pp
47 UNH 407.10 889,658 263.9 pp
48 TXN 309.83 222,136 263.8 pp
49 IYR 97.31 205,580 263.8 pp
50 PM 202.64 147,320 263.8 pp

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