Vanna exposure extremes

Which liquid chains had the largest positive and negative volatility-sensitive delta exposure on Oct 15, 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 Oct 15, 2026 close. Descriptive only, not a recommendation.

At a glance

50 tickers qualified. First five: URNM (10,822), KBE (10,691), FSLR (8,383), UNIT (8,123), EWC (7,860).

Vanna exposure extremes as of Oct 15, 2026 close
#	Ticker	Close	Open interest	Vanna per 100k OI
1	URNM	43.78	167,062	10,822
2	KBE	63.55	216,009	10,691
3	FSLR	178.81	723,609	8,383
4	UNIT	6.01	174,304	8,123
5	EWC	60.33	399,409	7,860
6	JBLU	3.15	1,328,155	7,306
7	TMUS	157.03	284,396	7,302
8	BBBY	4.36	141,475	7,050
9	CSIQ	10.57	167,000	7,035
10	HL	15.56	827,671	6,980
11	VFC	17.00	637,675	6,798
12	BEKE	17.83	262,382	6,784
13	BHC	6.31	173,929	6,449
14	PTON	5.33	897,160	6,428
15	ARCC	18.92	140,453	6,329
16	XEL	75.12	208,768	6,079
17	RIVN	13.02	2,248,992	5,893
18	LBTYA	8.04	138,795	5,863
19	GRAB	3.00	2,302,065	5,795
20	CWH	4.57	109,437	5,789
21	MIR	15.54	103,665	5,653
22	ASPI	2.21	174,138	5,552
23	PYPL	57.16	1,647,499	5,526
24	TRIP	9.39	320,054	5,509
25	CMCSA	21.77	858,151	5,448
26	PBR.A	22.61	219,841	-4,326
27	SG	10.60	272,925	-3,904
28	XP	30.04	1,196,952	-2,614
29	INO	1.04	117,792	-1,464
30	OSCR	33.47	450,320	-1,369
31	MRLN	1.12	118,657	-1,348
32	ASST	25.65	408,442	-1,282
33	BMBL	5.93	105,812	-1,227
34	CORN	18.35	133,064	-1,087
35	CHGG	0.76	126,928	-1,069
36	SLS	11.34	1,052,481	-1,059
37	HLF	14.57	138,549	-1,023
38	ETSY	89.18	177,407	-1,007
39	GME	28.02	2,025,839	-970
40	IBRX	10.00	699,220	-967
41	VTRS	18.22	124,166	-912
42	CAN	0.25	146,445	-831
43	ZETA	33.57	281,747	-801
44	AEHR	69.21	141,947	-780
45	ARDX	3.27	230,253	-684
46	CLOV	4.68	330,295	-611
47	ZTS	78.43	172,489	-539
48	CRON	3.20	105,318	-452
49	BNO	64.86	313,696	-376
50	LODE	1.89	120,699	-372

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