25-delta risk-reversal extremes
Where was downside or upside volatility skew most pronounced on Oct 8, 2026?
25-delta put IV minus 25-delta call IV for the front window. The 25 strongest put-skew observations appear first, followed by the 25 strongest call-skew observations. Data through close. Descriptive only, not a recommendation.
At a glance
50 tickers qualified. First five: BBBY (244.6 pp), STLA (234.8 pp), VTRS (234.5 pp), CVE (192.3 pp), RCAT (176.0 pp).
| # | Ticker | Close | Open interest | Put IV − call IV |
|---|---|---|---|---|
| 1 | BBBY | 4.36 | 107,296 | 244.6 pp |
| 2 | STLA | 4.52 | 445,206 | 234.8 pp |
| 3 | VTRS | 17.44 | 123,955 | 234.5 pp |
| 4 | CVE | 31.49 | 139,420 | 192.3 pp |
| 5 | RCAT | 5.91 | 301,016 | 176.0 pp |
| 6 | TDOC | 5.54 | 199,138 | 171.1 pp |
| 7 | HIMX | 13.26 | 108,659 | 166.8 pp |
| 8 | PBR.A | 22.14 | 217,196 | 162.0 pp |
| 9 | INFQ | 11.16 | 255,228 | 157.7 pp |
| 10 | RITM | 8.62 | 145,007 | 152.0 pp |
| 11 | YPF | 49.90 | 166,434 | 141.8 pp |
| 12 | LQDA | 28.02 | 241,380 | 141.2 pp |
| 13 | MAGS | 73.03 | 161,138 | 128.3 pp |
| 14 | SCHD | 33.15 | 170,548 | 109.5 pp |
| 15 | PGEN | 7.60 | 113,005 | 104.7 pp |
| 16 | MRLN | 1.36 | 116,257 | 101.9 pp |
| 17 | BTBT | 1.36 | 430,279 | 100.9 pp |
| 18 | ENVX | 2.50 | 367,413 | 99.7 pp |
| 19 | ASPI | 2.83 | 169,305 | 80.0 pp |
| 20 | UPXI | 1.08 | 159,091 | 78.6 pp |
| 21 | PSKY | 9.81 | 1,720,404 | 57.6 pp |
| 22 | BHC | 6.04 | 176,453 | 57.2 pp |
| 23 | CZR | 29.52 | 136,403 | 50.3 pp |
| 24 | AVTR | 15.39 | 126,292 | 46.9 pp |
| 25 | WEAT | 24.76 | 180,493 | 43.2 pp |
| 26 | NLY | 18.27 | 195,303 | -258.8 pp |
| 27 | SPXS | 23.77 | 200,184 | -255.1 pp |
| 28 | KGC | 23.34 | 216,416 | -252.9 pp |
| 29 | FLG | 11.35 | 234,816 | -247.2 pp |
| 30 | DKS | 134.63 | 130,396 | -246.4 pp |
| 31 | CCL | 26.13 | 1,056,180 | -245.2 pp |
| 32 | SIRI | 26.33 | 273,891 | -242.5 pp |
| 33 | QS | 4.58 | 650,874 | -228.2 pp |
| 34 | CMCSA | 21.21 | 833,615 | -227.2 pp |
| 35 | REI | 1.35 | 120,842 | -223.3 pp |
| 36 | LBTYA | 8.93 | 138,948 | -220.1 pp |
| 37 | BB | 8.63 | 612,746 | -219.2 pp |
| 38 | OKE | 90.29 | 104,382 | -217.3 pp |
| 39 | SRAD | 12.44 | 145,784 | -207.1 pp |
| 40 | DBA | 28.34 | 138,439 | -207.0 pp |
| 41 | SILJ | 26.68 | 564,046 | -206.0 pp |
| 42 | VG | 13.29 | 699,196 | -199.2 pp |
| 43 | BRUN | 12.10 | 145,582 | -198.4 pp |
| 44 | MPT | 3.19 | 670,513 | -197.0 pp |
| 45 | VSH | 34.56 | 110,525 | -194.7 pp |
| 46 | JBLU | 3.92 | 1,066,119 | -194.1 pp |
| 47 | MMED | 19.80 | 168,806 | -192.4 pp |
| 48 | TOST | 30.53 | 298,579 | -192.4 pp |
| 49 | JETS | 27.48 | 302,180 | -187.5 pp |
| 50 | LCID | 3.82 | 818,908 | -187.3 pp |
Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.