Data through close

IV surface dispersion

Which liquid tickers had the widest aggregate implied-volatility range on Oct 8, 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: SPY (287.8 pp), DIA (285.7 pp), NDX (281.3 pp), FXI (280.8 pp), LQD (280.8 pp).

IV surface dispersion as of Oct 8, 2026 close
# Ticker Close Open interest IV range
1 SPY 773.93 18,356,858 287.8 pp
2 DIA 511.65 590,829 285.7 pp
3 NDX 30,725.81 198,202 281.3 pp
4 FXI 33.45 3,310,507 280.8 pp
5 LQD 102.47 2,900,808 280.8 pp
6 T 24.89 1,026,649 280.5 pp
7 IWM 277.63 10,668,320 280.0 pp
8 QQQ 747.58 12,241,583 279.7 pp
9 XSP 776.55 813,648 278.8 pp
10 GSAT 83.22 104,150 278.5 pp
11 XLB 49.27 225,384 278.3 pp
12 DIS 107.09 626,720 278.0 pp
13 ZIM 30.26 239,801 277.5 pp
14 KVUE 17.73 131,874 276.8 pp
15 EEM 66.10 4,512,797 276.1 pp
16 CNQ 49.05 133,514 276.0 pp
17 VOO 711.28 124,973 276.0 pp
18 IEF 89.45 1,852,508 275.3 pp
19 IAU 77.66 230,698 275.1 pp
20 BRK.B 511.20 527,164 274.9 pp
21 RUT 2,794.13 799,591 274.8 pp
22 COST 947.92 304,808 274.7 pp
23 SPXW 7,762.05 5,086,124 273.5 pp
24 AXP 308.10 249,007 273.4 pp
25 MDT 87.75 285,221 272.5 pp
26 EFA 102.70 1,369,279 272.4 pp
27 GS 882.59 478,460 272.4 pp
28 PM 200.50 144,428 272.1 pp
29 XOM 168.56 1,065,267 271.6 pp
30 NVDA 230.48 14,835,313 270.8 pp
31 V 375.10 394,328 270.8 pp
32 BAC 53.61 2,428,572 270.4 pp
33 PEP 128.34 419,490 270.3 pp
34 BMY 59.58 767,976 270.2 pp
35 AMGN 407.44 133,451 270.0 pp
36 XLU 41.07 2,901,957 269.9 pp
37 MO 71.42 291,099 269.3 pp
38 GOOGL 348.29 3,688,800 269.1 pp
39 LVS 36.10 178,576 269.1 pp
40 UBER 70.24 1,444,844 268.9 pp
41 RSP 211.87 310,491 268.9 pp
42 AAPL 340.42 4,903,010 268.7 pp
43 NLY 18.27 195,303 268.4 pp
44 SU 70.91 155,717 268.3 pp
45 SMH 607.27 1,879,743 267.8 pp
46 PDD 78.26 1,004,529 267.7 pp
47 EPD 36.75 167,374 267.4 pp
48 KO 87.77 693,508 267.3 pp
49 MRK 142.40 521,806 267.1 pp
50 MCD 236.90 455,379 267.1 pp

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