Net delta positioning extremes

Which liquid chains had the strongest positive and negative delta-weighted positioning on Oct 15, 2026?

Aggregate option-holder delta divided by 100 shares times total open interest. The 25 most positive observations appear first, followed by the 25 most negative. Data through Oct 15, 2026 close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: AVTR (0.747), PBR.A (0.696), VTRS (0.597), NNDM (0.573), XP (0.513).

Net delta positioning extremes as of Oct 15, 2026 close
#	Ticker	Close	Open interest	Normalized net delta
1	AVTR	16.09	134,292	0.747
2	PBR.A	22.61	219,841	0.696
3	VTRS	18.22	124,166	0.597
4	NNDM	1.44	135,739	0.573
5	XP	30.04	1,196,952	0.513
6	CRON	3.20	105,318	0.508
7	CORN	18.35	133,064	0.499
8	PGEN	7.20	113,750	0.499
9	CHGG	0.76	126,928	0.484
10	HLF	14.57	138,549	0.469
11	INO	1.04	117,792	0.467
12	SG	10.60	272,925	0.457
13	CODI	10.62	259,436	0.455
14	CNC	70.51	237,424	0.431
15	BMBL	5.93	105,812	0.422
16	PACB	1.96	193,294	0.418
17	QSI	1.31	108,213	0.405
18	NAK	0.92	232,745	0.405
19	BNO	64.86	313,696	0.399
20	IBRX	10.00	699,220	0.398
21	OSCR	33.47	450,320	0.398
22	UPXI	1.06	160,644	0.392
23	GME	28.02	2,025,839	0.387
24	ETSY	89.18	177,407	0.381
25	DLO	15.10	239,419	0.379
26	ARDX	3.27	230,253	-0.383
27	UAA	4.88	503,952	-0.317
28	ABR	2.80	202,026	-0.273
29	CG	36.81	114,710	-0.250
30	KKR	87.63	285,653	-0.240
31	BX	109.26	515,414	-0.204
32	OWL	8.97	850,069	-0.187
33	SPXS	24.00	281,840	-0.172
34	KORU	12.01	386,665	-0.172
35	XE	11.45	138,386	-0.170
36	GT	4.42	181,518	-0.166
37	EWJ	95.43	111,280	-0.158
38	COHR	250.60	301,195	-0.155
39	HYG	77.13	10,838,745	-0.153
40	XEL	75.12	208,768	-0.139
41	BN	36.81	103,457	-0.137
42	AGNC	8.82	810,920	-0.137
43	VSH	28.76	107,689	-0.136
44	ASHR	31.49	577,270	-0.136
45	KBE	63.55	216,009	-0.134
46	NLY	18.43	235,231	-0.130
47	CCJ	83.23	492,336	-0.130
48	SERV	3.49	224,679	-0.129
49	LCID	3.50	912,496	-0.127
50	GRRR	8.41	147,320	-0.126

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