# Vanna exposure extremes

Canonical: https://halfonadouble.com/screens/vanna-exposure-extremes
Data through: 2026-09-17 close
Publisher: Half on a Double

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.

50 published matches, in the same order as the HTML screen.

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

An em dash means unavailable or not applicable, not zero. [Definitions and limitations](https://halfonadouble.com/methodology.md).