Data through close

25-delta risk-reversal extremes

Where was downside or upside volatility skew most pronounced on Oct 28, 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 (267.3 pp), XLU (261.4 pp), XLF (259.7 pp), SLB (225.4 pp), BRK.B (205.5 pp).

25-delta risk-reversal extremes as of Oct 28, 2026 close
# Ticker Close Open interest Put IV − call IV
1 BBBY 4.36 146,607 267.3 pp
2 XLU 42.49 2,662,572 261.4 pp
3 XLF 56.13 5,910,711 259.7 pp
4 SLB 53.75 552,285 225.4 pp
5 BRK.B 540.34 544,950 205.5 pp
6 KRE 72.12 2,222,263 193.8 pp
7 DYN 16.98 106,702 192.6 pp
8 PPLT 13.99 252,124 187.4 pp
9 CSX 51.98 193,530 171.5 pp
10 CAG 13.92 192,198 160.7 pp
11 CHTR 105.39 215,302 149.7 pp
12 LYFT 16.34 627,218 148.4 pp
13 ARDX 3.10 232,292 147.7 pp
14 PSKY 9.81 401,185 145.7 pp
15 CPB 20.59 173,253 129.2 pp
16 BBD 2.73 320,437 126.5 pp
17 REPL 16.06 110,045 121.7 pp
18 DIS 109.06 575,900 121.5 pp
19 EXE 91.57 160,834 119.7 pp
20 RBRK 136.00 104,809 117.0 pp
21 IQ 0.83 190,270 110.3 pp
22 SRPT 19.32 125,823 98.6 pp
23 SO 91.52 134,242 94.2 pp
24 BTBT 0.97 466,677 93.5 pp
25 TJX 138.39 135,411 90.9 pp
26 EEM 63.52 4,485,830 -226.3 pp
27 BAC 50.85 2,434,465 -223.2 pp
28 EQT 56.23 342,624 -218.6 pp
29 PFE 29.45 2,198,831 -204.5 pp
30 CELH 27.98 604,049 -202.3 pp
31 FCX 66.60 951,235 -200.3 pp
32 FLNC 6.19 206,994 -188.9 pp
33 QSI 1.72 101,950 -179.6 pp
34 KR 65.02 145,872 -178.2 pp
35 WEAT 22.12 158,911 -173.8 pp
36 CPRT 28.96 133,029 -162.7 pp
37 CNC 67.05 246,125 -159.4 pp
38 CMPS 12.28 126,046 -153.4 pp
39 USB 59.60 197,183 -150.3 pp
40 INO 0.93 134,135 -144.8 pp
41 WSC 17.98 110,760 -140.2 pp
42 QURE 24.97 185,109 -138.4 pp
43 HIVE 2.12 329,477 -130.6 pp
44 KGC 22.98 231,316 -128.4 pp
45 SRAD 12.30 140,676 -124.8 pp
46 DOW 34.13 439,947 -122.7 pp
47 VIX 16.91 11,594,749 -121.5 pp
48 VIXW 17.00 100,134 -111.8 pp
49 SBET 7.36 682,941 -97.3 pp
50 HSBC 86.37 101,106 -95.7 pp

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