Data through close

IV term-structure extremes

Where was front-expiration ATM volatility richest or cheapest versus roughly 60-day volatility on Oct 15, 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: CORN (257.6 pp · 1 DTE), HBAN (253.3 pp · 1 DTE), DLO (234.4 pp · 1 DTE), SIL (232.3 pp · 1 DTE), DHT (230.1 pp · 1 DTE).

IV term-structure extremes as of Oct 15, 2026 close
# Ticker Close Open interest Front IV premium
1 CORN 18.35 133,064 257.6 pp · 1 DTE
2 HBAN 15.35 142,016 253.3 pp · 1 DTE
3 DLO 15.10 239,419 234.4 pp · 1 DTE
4 SIL 82.30 133,597 232.3 pp · 1 DTE
5 DHT 23.43 185,357 230.1 pp · 1 DTE
6 APH 81.49 335,694 223.7 pp · 1 DTE
7 CG 36.81 114,710 220.9 pp · 1 DTE
8 CXW 31.23 138,564 220.7 pp · 1 DTE
9 JBS 12.72 135,418 219.2 pp · 1 DTE
10 LW 54.21 110,096 217.4 pp · 1 DTE
11 UCO 60.88 118,714 215.2 pp · 1 DTE
12 AGI 31.98 145,744 212.5 pp · 1 DTE
13 MGM 29.48 274,816 211.7 pp · 1 DTE
14 LYB 62.66 118,172 209.7 pp · 1 DTE
15 URNM 43.78 167,062 209.6 pp · 1 DTE
16 KEY 19.94 106,362 205.6 pp · 1 DTE
17 ZTS 78.43 172,489 202.6 pp · 1 DTE
18 MPC 476.92 129,365 199.8 pp · 1 DTE
19 PCVX 65.27 128,184 199.0 pp · 1 DTE
20 PPLT 14.76 263,997 196.4 pp · 1 DTE
21 EIX 55.65 179,608 196.3 pp · 1 DTE
22 GIS 32.88 249,036 195.8 pp · 1 DTE
23 BNY 142.09 135,926 194.9 pp · 1 DTE
24 FRO 52.54 230,620 194.9 pp · 1 DTE
25 RIO 90.21 127,431 194.3 pp · 1 DTE
26 CAPR 7.27 182,089 -154.0 pp · 8 DTE
27 SLS 11.34 1,052,481 -95.2 pp · 8 DTE
28 PACB 1.96 193,294 -36.5 pp · 36 DTE
29 PTON 5.33 897,160 -31.4 pp · 8 DTE
30 UVIX 34.32 123,255 -29.1 pp · 8 DTE
31 IBRX 10.00 699,220 -28.1 pp · 8 DTE
32 INO 1.04 117,792 -27.0 pp · 8 DTE
33 BRUN 10.08 170,991 -24.9 pp · 8 DTE
34 IQ 0.98 189,573 -24.8 pp · 8 DTE
35 UVXY 16.46 281,068 -24.2 pp · 8 DTE
36 HLF 14.57 138,549 -23.9 pp · 8 DTE
37 GRRR 8.41 147,320 -23.4 pp · 8 DTE
38 NN 10.71 632,497 -22.5 pp · 8 DTE
39 LCID 3.50 912,496 -19.6 pp · 8 DTE
40 GTM 4.08 128,308 -19.0 pp · 8 DTE
41 MBLY 7.43 267,991 -18.7 pp · 8 DTE
42 SG 10.60 272,925 -17.6 pp · 8 DTE
43 VXX 17.08 483,152 -16.7 pp · 8 DTE
44 VFC 17.00 637,675 -15.8 pp · 8 DTE
45 TDOC 5.97 207,553 -15.1 pp · 8 DTE
46 SPCE 2.58 451,103 -14.3 pp · 8 DTE
47 XP 30.04 1,196,952 -14.3 pp · 8 DTE
48 RDW 8.91 392,863 -13.2 pp · 8 DTE
49 KLAR 13.51 227,480 -12.9 pp · 8 DTE
50 BROS 41.10 103,537 -12.1 pp · 8 DTE

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