Options catalyst watch
Which liquid chains showed the strongest combined evidence of an options-implied catalyst on Oct 9, 2026?
A transparent 0–100 cross-sectional score built from four equally weighted groups: volatility level, front-versus-back term premium, volume/open-interest activity, and skew/smile shape. Correlated measurements share a group so one volatility surface does not receive several votes. This flags unusual pricing, not a known event or expected direction. Data through close. Descriptive only, not a recommendation.
At a glance
50 tickers qualified. First five: GFL (83.3 · front IV premium 34.4 pp; OI change 1.13σ; smile convexity -13.2 pp), RITM (81.7 · front IV premium 66.4 pp; 25Δ risk reversal 121.8 pp; IV rank 97), T (80.9 · volume/OI 0.27; IV rank 100; front IV premium 7.1 pp), UMC (80.6 · smile convexity -34.9 pp; OI change 0.49σ; IV rank 100), MAT (80.1 · OI change 5.74σ; front IV premium 20.3 pp; 25Δ risk reversal -192.9 pp).
| # | Ticker | Close | Open interest | Catalyst score / strongest drivers |
|---|---|---|---|---|
| 1 | GFL | 42.78 | 557,246 | 83.3 · front IV premium 34.4 pp; OI change 1.13σ; smile convexity -13.2 pp |
| 2 | RITM | 8.64 | 145,265 | 81.7 · front IV premium 66.4 pp; 25Δ risk reversal 121.8 pp; IV rank 97 |
| 3 | T | 22.18 | 979,791 | 80.9 · volume/OI 0.27; IV rank 100; front IV premium 7.1 pp |
| 4 | UMC | 22.96 | 339,074 | 80.6 · smile convexity -34.9 pp; OI change 0.49σ; IV rank 100 |
| 5 | MAT | 16.69 | 200,934 | 80.1 · OI change 5.74σ; front IV premium 20.3 pp; 25Δ risk reversal -192.9 pp |
| 6 | ABR | 2.87 | 176,557 | 79.8 · front IV premium 101.4 pp; OI change 1.21σ; volume/OI 0.27 |
| 7 | TMUS | 148.58 | 239,676 | 79.2 · 25Δ risk reversal -241.0 pp; OI change 1.59σ; volume/OI 0.32 |
| 8 | ABCL | 12.55 | 173,438 | 78.9 · IV rank 100; OI change 0.30σ; front IV premium 8.5 pp |
| 9 | PGEN | 7.81 | 113,005 | 77.1 · IV rank 100; front IV premium 4.5 pp; 25Δ risk reversal -53.8 pp |
| 10 | LQDA | 27.38 | 220,730 | 76.8 · smile convexity 84.2 pp; front IV premium 54.5 pp; volume/OI 0.08 |
| 11 | TSCO | 33.70 | 144,639 | 76.5 · OI change 0.49σ; front IV premium 3.0 pp; IV rank 91 |
| 12 | FLG | 11.32 | 235,817 | 75.6 · IV rank 100; OI change 0.10σ; front IV premium 2.2 pp |
| 13 | VZ | 41.65 | 898,915 | 75.4 · volume/OI 0.29; 25Δ risk reversal -154.6 pp; front IV premium 6.3 pp |
| 14 | NLY | 18.30 | 187,014 | 75.3 · 25Δ risk reversal -114.5 pp; front IV premium 6.1 pp; IV rank 91 |
| 15 | UNIT | 6.87 | 133,369 | 75.1 · front IV premium 48.0 pp; 25Δ risk reversal 135.4 pp; IV rank 88 |
| 16 | TEVA | 41.10 | 297,105 | 74.3 · IV rank 100; front IV premium 3.3 pp; OI change 0.02σ |
| 17 | MSOS | 4.34 | 652,402 | 74.1 · smile convexity 55.2 pp; front IV premium 10.9 pp; 25Δ risk reversal -101.4 pp |
| 18 | KO | 88.05 | 659,766 | 73.7 · 25Δ risk reversal 280.1 pp; smile convexity 14.2 pp; IV rank 91 |
| 19 | WEAT | 24.41 | 180,772 | 73.5 · IV rank 100; 25Δ risk reversal 128.7 pp; front IV premium 4.7 pp |
| 20 | V | 385.45 | 385,654 | 73.1 · IV rank 100; smile convexity 14.9 pp; volume/OI 0.09 |
| 21 | MMED | 19.71 | 230,214 | 73.1 · front IV premium 36.1 pp; volume/OI 0.17; 25Δ risk reversal 13.8 pp |
| 22 | CZR | 29.50 | 136,186 | 73.0 · front IV premium 55.7 pp; IV rank 100; OI change 0.03σ |
| 23 | PEP | 125.97 | 369,297 | 72.7 · smile convexity 29.6 pp; IV rank 100; volume/OI 0.10 |
| 24 | ACN | 209.06 | 272,896 | 72.6 · 25Δ risk reversal -201.5 pp; front IV premium 5.9 pp; IV rank 88 |
| 25 | XIFR | 10.37 | 196,677 | 72.1 · 25Δ risk reversal -241.1 pp; IV rank 100; OI change 0.09σ |
| 26 | USB | 57.08 | 191,253 | 72.1 · front IV premium 12.6 pp; IV rank 100; 25Δ risk reversal -93.6 pp |
| 27 | WYNN | 75.15 | 289,322 | 71.5 · 25Δ risk reversal -144.5 pp; smile convexity 16.9 pp; IV rank 88 |
| 28 | KOPN | 4.46 | 129,132 | 71.5 · front IV premium 19.9 pp; 25Δ risk reversal -90.8 pp; volume/OI 0.07 |
| 29 | KMI | 32.49 | 267,263 | 71.5 · IV rank 100; smile convexity 14.7 pp; front IV premium 1.5 pp |
| 30 | SBUX | 90.75 | 489,122 | 71.4 · OI change 0.49σ; IV rank 100; volume/OI 0.07 |
| 31 | SLB | 48.95 | 553,488 | 71.3 · smile convexity 53.6 pp; IV rank 93; OI change 0.03σ |
| 32 | IBRX | 10.51 | 662,864 | 70.9 · 25Δ risk reversal -162.5 pp; IV rank 99; smile convexity -10.4 pp |
| 33 | URNM | 46.50 | 163,274 | 70.7 · OI change 0.84σ; IV rank 100; front IV premium 4.9 pp |
| 34 | CPRT | 27.32 | 110,892 | 70.7 · 25Δ risk reversal -238.0 pp; OI change 0.17σ; IV rank 92 |
| 35 | BULL | 6.31 | 1,067,623 | 70.2 · IV rank 100; front IV premium 5.0 pp; volume/OI 0.11 |
| 36 | KLAC | 195.57 | 370,987 | 70.2 · IV rank 100; front IV premium 6.3 pp |
| 37 | AEO | 18.17 | 115,006 | 69.8 · IV rank 100; front IV premium 4.5 pp |
| 38 | AA | 42.20 | 271,751 | 69.7 · front IV premium 20.9 pp; IV rank 85 |
| 39 | MDT | 88.48 | 334,754 | 69.7 · OI change 3.32σ; front IV premium 12.2 pp |
| 40 | IYR | 96.10 | 147,707 | 69.5 · front IV premium 13.8 pp; IV rank 100 |
| 41 | WMB | 72.67 | 386,708 | 69.5 · volume/OI 0.56; 25Δ risk reversal -105.6 pp; front IV premium 1.2 pp |
| 42 | JPM | 332.99 | 638,088 | 69.3 · IV rank 100; front IV premium 10.8 pp; volume/OI 0.07 |
| 43 | CVS | 86.16 | 314,762 | 69.1 · IV rank 100; smile convexity 12.1 pp; front IV premium 0.9 pp |
| 44 | UNH | 379.30 | 841,315 | 69.1 · front IV premium 34.7 pp; volume/OI 0.09; IV rank 90 |
| 45 | IBKR | 87.87 | 128,884 | 68.9 · front IV premium 17.8 pp; IV rank 100 |
| 46 | M | 22.67 | 130,459 | 68.8 · front IV premium 5.8 pp; volume/OI 0.12; smile convexity 12.3 pp |
| 47 | SMTC | 187.30 | 118,871 | 68.7 · OI change 0.67σ; IV rank 100; front IV premium 7.4 pp |
| 48 | BBBY | 4.36 | 112,411 | 68.7 · OI change 0.74σ; 25Δ risk reversal 33.3 pp; IV rank 82 |
| 49 | SBSW | 10.00 | 230,259 | 68.5 · front IV premium 11.8 pp; 25Δ risk reversal -86.4 pp |
| 50 | GS | 895.32 | 452,693 | 68.3 · front IV premium 14.2 pp; IV rank 95; volume/OI 0.10 |
Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.