Vanna exposure extremes

Which liquid chains had the largest positive and negative volatility-sensitive delta exposure on Sep 17, 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 Sep 17, 2026 close. Descriptive only, not a recommendation.

Vanna exposure extremes as of Sep 17, 2026 close
#	Ticker	Close	Open interest	Vanna per 100k OI
1	GRAB	2.81	1,957,658	6,146
2	PYPL	52.94	1,855,910	5,361
3	XLU	41.69	1,948,873	5,229
4	TLT	81.78	13,237,604	4,955
5	RIVN	15.40	2,392,848	4,874
6	IEF	91.25	1,410,039	4,415
7	CRWV	79.88	2,578,824	4,393
8	VALE	14.47	1,768,518	4,370
9	F	13.61	1,930,623	4,336
10	WFC	86.89	1,124,391	4,309
11	NIO	3.62	2,507,071	4,233
12	RKT	12.57	1,306,729	3,957
13	AAL	12.94	2,220,901	3,941
14	EWZ	37.74	7,891,603	3,912
15	KRE	72.74	2,084,067	3,896
16	ORCL	150.59	3,476,457	3,783
17	AMZN	251.19	4,895,607	3,741
18	IBIT	43.30	7,964,573	3,711
19	UBER	70.87	1,427,825	3,639
20	EEM	66.91	5,665,496	3,581
21	AVGO	347.30	2,435,212	3,559
22	WBD	28.24	3,179,358	3,558
23	GLD	398.36	6,546,419	3,531
24	IGV	105.78	1,467,218	3,489
25	PCG	13.38	3,132,587	3,472
26	CRWD	245.70	1,399,293	-803
27	TQQQ	71.38	1,720,687	172
28	NBIS	217.99	1,438,405	839
29	CIFR	16.94	1,744,250	875
30	SOXL	114.82	1,616,842	1,142
31	AAPL	337.00	5,226,142	1,153
32	INTC	108.80	6,394,922	1,227
33	MU	977.50	3,454,976	1,352
34	MRVL	240.76	1,827,144	1,641
35	AMD	545.09	3,296,643	1,702
36	GME	22.77	1,822,316	1,713
37	XOM	163.27	1,134,080	1,732
38	MSTR	132.25	2,826,390	1,736
39	SPX	7,637.76	20,175,294	1,754
40	HOOD	109.81	1,858,738	1,803
41	RIG	5.66	1,225,732	1,807
42	PLTR	176.18	3,633,527	1,839
43	ETHA	18.47	2,579,194	1,915
44	GOOG	343.72	1,869,784	1,916
45	SMH	560.61	2,099,904	1,955
46	SPXW	7,640.32	5,373,379	1,995
47	HTZ	1.86	1,342,395	2,024
48	CCL	22.17	1,159,973	2,033
49	BMNR	23.89	1,669,913	2,068
50	XLE	64.47	4,863,035	2,073

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