Data through close

IV term-structure extremes

Where was front-expiration ATM volatility richest or cheapest versus roughly 60-day volatility on Oct 8, 2026?

Front ATM IV minus a 45–90 DTE ATM IV reference, in volatility percentage points. The 25 largest premiums appear first, followed by the 25 deepest discounts; positive values indicate inversion or near-term event premium. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: IQ (150.5 pp · 1 DTE), LQDA (69.3 pp · 8 DTE), HUM (64.7 pp · 8 DTE), NNDM (49.4 pp · 8 DTE), ALT (44.8 pp · 8 DTE).

IV term-structure extremes as of Oct 8, 2026 close
# Ticker Close Open interest Front IV premium
1 IQ 1.01 187,533 150.5 pp · 1 DTE
2 LQDA 28.02 241,380 69.3 pp · 8 DTE
3 HUM 387.12 178,592 64.7 pp · 8 DTE
4 NNDM 1.56 135,550 49.4 pp · 8 DTE
5 ALT 2.60 179,398 44.8 pp · 8 DTE
6 BEKE 17.09 188,695 37.7 pp · 8 DTE
7 UNH 370.95 892,332 36.1 pp · 8 DTE
8 CZR 29.52 136,403 28.6 pp · 8 DTE
9 VIX 15.41 13,887,304 26.0 pp · 13 DTE
10 MMED 19.80 168,806 22.9 pp · 8 DTE
11 PSKY 9.81 1,720,404 22.6 pp · 8 DTE
12 IBKR 86.47 138,507 20.6 pp · 8 DTE
13 CODI 10.92 259,538 20.6 pp · 8 DTE
14 TLRY 3.59 192,831 20.4 pp · 8 DTE
15 AA 42.83 285,920 19.7 pp · 8 DTE
16 ASML 1,769.79 187,680 18.9 pp · 8 DTE
17 RITM 8.62 145,007 18.8 pp · 8 DTE
18 ACI 12.35 100,552 18.8 pp · 8 DTE
19 WFC 82.06 1,229,052 18.6 pp · 8 DTE
20 GFL 42.33 544,138 18.2 pp · 8 DTE
21 DAL 82.14 520,042 17.9 pp · 8 DTE
22 NIO 3.41 2,476,748 17.8 pp · 8 DTE
23 HLF 12.82 139,156 16.9 pp · 8 DTE
24 BULL 5.95 1,094,650 16.7 pp · 8 DTE
25 BNY 143.63 126,422 15.1 pp · 8 DTE
26 CAPR 8.01 182,910 -157.3 pp · 8 DTE
27 SLS 11.26 1,003,481 -66.4 pp · 8 DTE
28 UVIX 35.06 117,389 -40.3 pp · 8 DTE
29 UVXY 16.64 278,128 -35.4 pp · 8 DTE
30 RXT 3.62 130,673 -32.6 pp · 8 DTE
31 HIVE 2.56 328,424 -29.9 pp · 8 DTE
32 DXYZ 30.53 125,428 -29.1 pp · 8 DTE
33 ENVX 2.50 367,413 -28.3 pp · 8 DTE
34 SERV 4.45 220,521 -24.4 pp · 8 DTE
35 VXX 17.24 470,207 -24.2 pp · 8 DTE
36 IOVA 13.31 421,041 -21.7 pp · 8 DTE
37 QURE 22.54 242,933 -19.5 pp · 8 DTE
38 NN 11.60 622,886 -19.2 pp · 8 DTE
39 TTD 12.34 894,399 -19.2 pp · 8 DTE
40 PTON 4.92 887,473 -19.1 pp · 8 DTE
41 TDOC 5.54 199,138 -19.0 pp · 8 DTE
42 SMMT 17.17 215,909 -18.6 pp · 8 DTE
43 RARE 15.29 140,749 -18.6 pp · 8 DTE
44 ENPH 32.91 397,314 -18.6 pp · 8 DTE
45 CONL 4.85 139,497 -15.6 pp · 8 DTE
46 TE 3.44 419,883 -15.0 pp · 8 DTE
47 SOC 3.86 395,708 -14.2 pp · 8 DTE
48 SNAP 5.87 1,348,196 -14.0 pp · 8 DTE
49 TQQQ 80.23 1,481,898 -14.0 pp · 4 DTE
50 OKTA 220.21 186,355 -13.2 pp · 8 DTE

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