Data through close

Vanna exposure extremes

Which liquid chains had the largest positive and negative volatility-sensitive delta exposure on Oct 8, 2026?

Modeled net vanna normalized to 100,000 open contracts. The 25 most positive observations appear first, followed by the 25 most negative; values depend on the published exposure convention. Data through close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: URNM (11,904), KBE (9,818), FSLR (8,499), TMUS (8,109), CWH (7,840).

Vanna exposure extremes as of Oct 8, 2026 close
# Ticker Close Open interest Vanna per 100k OI
1 URNM 46.09 157,719 11,904
2 KBE 63.55 154,062 9,818
3 FSLR 178.85 683,755 8,499
4 TMUS 171.31 223,721 8,109
5 CWH 4.48 109,002 7,840
6 EWC 58.32 388,847 7,543
7 UNIT 7.40 133,334 7,497
8 CSIQ 11.02 158,689 7,116
9 PTON 4.92 887,473 7,058
10 BEKE 17.09 188,695 6,925
11 HL 16.73 804,478 6,707
12 JBLU 3.92 1,066,119 6,658
13 MIR 16.22 100,527 6,203
14 VSAT 67.41 160,990 6,179
15 VFC 14.53 639,743 6,156
16 PYPL 55.02 1,660,893 6,081
17 XLP 83.42 511,438 5,983
18 XEL 73.36 206,332 5,923
19 ASPI 2.83 169,305 5,843
20 UNM 92.64 104,239 5,812
21 RIVN 14.33 2,171,261 5,735
22 ARCC 18.74 137,997 5,715
23 FXY 58.05 102,479 5,670
24 RUN 7.59 647,608 5,668
25 WEN 6.22 330,330 5,494
26 XP 30.21 1,001,724 -3,826
27 SG 9.57 275,418 -2,853
28 CRON 3.22 105,307 -2,618
29 ARDX 3.27 208,970 -2,231
30 PBR.A 22.14 217,196 -2,076
31 SNDL 1.22 144,140 -2,053
32 ASST 28.23 453,695 -1,865
33 INO 1.09 113,728 -1,780
34 ETHA 55.70 435,234 -1,335
35 PACB 2.30 190,749 -1,237
36 IBRX 9.91 680,790 -1,235
37 P 150.73 145,182 -1,232
38 CORN 18.96 131,984 -1,224
39 OSCR 33.10 452,298 -1,125
40 ZETA 33.03 269,048 -1,004
41 ABCL 12.02 171,120 -818
42 PGEN 7.60 113,005 -816
43 BFLY 8.03 104,506 -721
44 PAGP 26.57 170,134 -709
45 CHGG 0.74 123,448 -692
46 CRWD 263.01 1,271,021 -618
47 ABR 3.09 164,738 -602
48 SLS 11.26 1,003,481 -551
49 AEHR 87.21 139,065 -540
50 APA 45.47 195,885 -513

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