Data through close

IV term-structure extremes

Where was front-expiration ATM volatility richest or cheapest versus roughly 60-day volatility on Oct 28, 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: PINS (232.3 pp · 2 DTE), RDDT (225.9 pp · 2 DTE), FTNT (220.3 pp · 2 DTE), RIVN (203.3 pp · 2 DTE), NOW (195.4 pp · 2 DTE).

IV term-structure extremes as of Oct 28, 2026 close
# Ticker Close Open interest Front IV premium
1 PINS 20.92 330,718 232.3 pp · 2 DTE
2 RDDT 134.70 489,161 225.9 pp · 2 DTE
3 FTNT 174.08 153,151 220.3 pp · 2 DTE
4 RIVN 11.67 2,278,100 203.3 pp · 2 DTE
5 NOW 150.13 1,118,482 195.4 pp · 2 DTE
6 MBLY 7.06 257,253 183.8 pp · 2 DTE
7 STM 48.52 320,387 182.1 pp · 2 DTE
8 AUR 5.09 559,410 176.3 pp · 2 DTE
9 INTC 95.53 6,762,718 157.5 pp · 2 DTE
10 FSLR 176.30 797,093 151.8 pp · 2 DTE
11 AMZN 254.60 4,611,409 149.8 pp · 2 DTE
12 CMG 28.75 1,085,507 148.8 pp · 2 DTE
13 BHC 6.92 145,413 148.2 pp · 2 DTE
14 GFL 43.59 565,524 146.5 pp · 2 DTE
15 TDOC 6.88 189,148 141.3 pp · 2 DTE
16 KEEL 2.43 1,082,500 135.0 pp · 2 DTE
17 NCLH 16.06 587,888 134.0 pp · 2 DTE
18 KVUE 19.33 138,192 131.2 pp · 2 DTE
19 COIN 162.32 971,478 128.9 pp · 2 DTE
20 SNDK 1,404.77 957,296 124.2 pp · 2 DTE
21 RKT 11.57 1,163,039 122.8 pp · 2 DTE
22 SIRI 27.32 238,266 118.4 pp · 2 DTE
23 FRMI 3.02 813,836 116.2 pp · 2 DTE
24 VKTX 25.36 298,343 116.0 pp · 2 DTE
25 KORU 13.79 416,376 115.1 pp · 2 DTE
26 CAPR 6.23 204,522 -105.0 pp · 2 DTE
27 ARDX 3.10 232,292 -66.4 pp · 23 DTE
28 SLS 10.38 827,974 -46.7 pp · 2 DTE
29 SRAD 12.30 140,676 -30.6 pp · 23 DTE
30 PTON 5.27 751,315 -18.9 pp · 2 DTE
31 FLNC 6.19 206,994 -13.3 pp · 23 DTE
32 CORN 17.42 133,022 -11.9 pp · 23 DTE
33 SBSW 9.41 199,981 -8.3 pp · 23 DTE
34 FRO 55.53 209,697 -4.6 pp · 23 DTE
35 AES 14.98 174,950 -3.6 pp · 23 DTE
36 ARCC 18.53 152,899 -3.3 pp · 23 DTE
37 PPLT 13.99 252,124 -2.3 pp · 23 DTE
38 AGI 31.67 130,918 -1.9 pp · 23 DTE
39 XEL 77.18 225,932 -1.5 pp · 23 DTE
40 CODI 10.77 246,689 -1.2 pp · 23 DTE
41 INFY 12.09 171,717 -0.7 pp · 23 DTE
42 BNY 148.59 128,068 -0.1 pp · 23 DTE
43 DGXX 2.48 127,761 -0.0 pp · 23 DTE
44 DXYZ 27.65 104,894 0.0 pp · 232 DTE
45 CRON 3.35 100,503 0.0 pp · 79 DTE
46 KEY 21.20 109,354 0.0 pp · 23 DTE
47 UBS 46.69 110,265 0.1 pp · 23 DTE
48 SPX 7,743.98 17,822,742 0.2 pp · 23 DTE
49 GDS 23.86 106,809 0.5 pp · 23 DTE
50 WEAT 22.12 158,911 0.6 pp · 23 DTE

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