25-delta risk-reversal extremes
Where was downside or upside volatility skew most pronounced on Oct 15, 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: PAA (269.3 pp), OXY (261.5 pp), AMGN (254.4 pp), BBBY (248.2 pp), RIG (224.3 pp).
| # | Ticker | Close | Open interest | Put IV − call IV |
|---|---|---|---|---|
| 1 | PAA | 25.15 | 237,775 | 269.3 pp |
| 2 | OXY | 60.67 | 773,968 | 261.5 pp |
| 3 | AMGN | 434.03 | 140,382 | 254.4 pp |
| 4 | BBBY | 4.36 | 141,475 | 248.2 pp |
| 5 | RIG | 5.51 | 1,180,047 | 224.3 pp |
| 6 | EL | 107.19 | 195,700 | 216.5 pp |
| 7 | AS | 29.94 | 222,193 | 205.5 pp |
| 8 | PSKY | 9.81 | 1,877,500 | 200.3 pp |
| 9 | PFE | 29.44 | 2,334,279 | 199.4 pp |
| 10 | APA | 47.23 | 201,172 | 184.0 pp |
| 11 | KGC | 23.85 | 228,283 | 169.7 pp |
| 12 | HLF | 14.57 | 138,549 | 147.9 pp |
| 13 | HIVE | 2.22 | 327,686 | 138.1 pp |
| 14 | RARE | 15.17 | 139,270 | 137.5 pp |
| 15 | ETSY | 89.18 | 177,407 | 135.2 pp |
| 16 | SNPS | 468.11 | 105,761 | 127.6 pp |
| 17 | CPRT | 27.75 | 118,529 | 124.6 pp |
| 18 | KO | 92.00 | 727,841 | 117.3 pp |
| 19 | VTRS | 18.22 | 124,166 | 117.3 pp |
| 20 | TCOM | 39.93 | 115,595 | 113.4 pp |
| 21 | ZIM | 29.54 | 243,481 | 103.4 pp |
| 22 | BBY | 94.17 | 107,137 | 97.8 pp |
| 23 | GSAT | 82.97 | 107,002 | 92.7 pp |
| 24 | EXE | 90.80 | 187,440 | 83.8 pp |
| 25 | UPXI | 1.06 | 160,644 | 81.9 pp |
| 26 | UEC | 8.17 | 226,480 | -214.9 pp |
| 27 | F | 12.31 | 1,805,520 | -210.3 pp |
| 28 | WRBY | 24.59 | 116,113 | -205.1 pp |
| 29 | USAS | 3.86 | 103,433 | -201.1 pp |
| 30 | CELH | 28.16 | 635,756 | -188.1 pp |
| 31 | EXK | 8.29 | 172,463 | -184.8 pp |
| 32 | BMBL | 5.93 | 105,812 | -178.6 pp |
| 33 | CDE | 15.41 | 448,464 | -177.2 pp |
| 34 | PURR | 9.80 | 545,570 | -173.7 pp |
| 35 | CORZ | 14.45 | 1,436,410 | -164.3 pp |
| 36 | OWL | 8.97 | 850,069 | -160.0 pp |
| 37 | DOW | 29.66 | 426,532 | -157.6 pp |
| 38 | UNM | 92.41 | 106,453 | -154.1 pp |
| 39 | UNIT | 6.01 | 174,304 | -152.1 pp |
| 40 | BTBT | 1.08 | 443,679 | -145.1 pp |
| 41 | IEP | 6.64 | 165,680 | -145.1 pp |
| 42 | OUST | 31.33 | 121,905 | -143.1 pp |
| 43 | BBAI | 2.33 | 712,563 | -137.7 pp |
| 44 | XME | 101.34 | 147,357 | -131.4 pp |
| 45 | BMEA | 0.84 | 104,002 | -125.8 pp |
| 46 | KLAR | 13.51 | 227,480 | -124.0 pp |
| 47 | DGXX | 2.79 | 146,822 | -119.1 pp |
| 48 | QSI | 1.31 | 108,213 | -118.3 pp |
| 49 | HPQ | 30.85 | 460,875 | -115.3 pp |
| 50 | LBTYA | 8.04 | 138,795 | -110.1 pp |
Screens describe what the data shows after the close. They are not trade recommendations; see the disclaimer and the methodology.