Data through close

Vanna exposure extremes

Which liquid chains had the largest positive and negative volatility-sensitive delta exposure on Oct 28, 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 (11,952), KBE (10,724), BEKE (10,718), FSLR (9,023), XRX (8,178).

Vanna exposure extremes as of Oct 28, 2026 close
# Ticker Close Open interest Vanna per 100k OI
1 URNM 45.79 164,217 11,952
2 KBE 65.64 215,715 10,724
3 BEKE 17.35 259,876 10,718
4 FSLR 176.30 797,093 9,023
5 XRX 2.79 120,537 8,178
6 TMUS 148.08 276,994 7,894
7 EWC 61.51 404,952 7,678
8 CWH 4.58 101,686 7,618
9 PTON 5.27 751,315 7,599
10 HL 14.92 821,681 7,461
11 CSIQ 9.59 159,651 6,975
12 LAES 1.62 859,154 6,911
13 VFC 17.23 595,830 6,856
14 BBBY 4.36 146,607 6,693
15 XEL 77.18 225,932 6,436
16 IHI 54.64 128,382 6,421
17 UNIT 4.86 180,242 6,298
18 RIVN 11.67 2,278,100 6,228
19 RUN 7.42 573,333 6,208
20 GRAB 2.75 2,215,275 6,068
21 ARCC 18.53 152,899 6,022
22 CZR 28.57 187,867 5,958
23 UMC 18.82 285,635 5,804
24 PYPL 56.55 1,560,609 5,742
25 CMCSA 21.57 804,109 5,571
26 PACB 2.83 208,632 -3,814
27 CHGG 0.70 125,602 -2,956
28 SG 11.24 311,353 -2,645
29 GMAB 57.29 101,017 -2,312
30 SLS 10.38 827,974 -1,915
31 ETSY 92.35 168,907 -1,819
32 APA 51.11 174,358 -1,766
33 CRON 3.35 100,503 -1,729
34 BNO 70.14 223,297 -1,704
35 PAA 26.60 234,952 -1,688
36 ASST 27.53 315,917 -1,573
37 NNDM 1.42 135,665 -1,397
38 LODE 1.71 107,376 -1,381
39 ARDX 3.10 232,292 -1,352
40 REPL 16.06 110,045 -1,326
41 INO 0.93 134,135 -1,136
42 SGHC 10.51 132,371 -1,125
43 QSI 1.72 101,950 -1,020
44 RBRK 136.00 104,809 -1,009
45 CLOV 4.79 316,433 -587
46 AEHR 64.54 133,943 -508
47 IBRX 8.81 652,379 -447
48 CNQ 54.81 130,782 -437
49 KOS 2.76 284,988 -408
50 MDB 393.44 289,376 -316

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