Options Skew Analytics

Where an option’s implied volatility sits in its own history

End-of-day implied volatility surfaces for US-listed equities and exchange-traded funds. Each ticker page reports at-the-money implied volatility at four constant maturities, the 25-delta risk reversal and butterfly, the term-structure slope, and where each of those readings sits in the distribution of its own trailing history.

Data as of 9 November 2026 (end of day)

Largest one-session changes in the 25-delta risk reversal

Ranked by absolute change, so a steepening and a flattening rank alike.

Symbol30-day RRPreviousChange30-day ATM IV
WULF-0.11+15.68+15.79104.12%
SOXS-27.64-11.87+15.77158.35%
NUGT+1.18+14.18+13.0091.14%
BYND-11.14+1.33+12.47116.85%
SVXY+20.27+8.20+12.0631.49%

Risk reversal is quoted in volatility points: the 25-delta put volatility minus the 25-delta call volatility. A positive number means the put carries the higher implied volatility.

Covered symbols (752)

A, AA, AAL, AAP, AAPL, ABBV, ABNB, ABT and 744 more

Most recent session 9 November 2026. Every ticker page is free to read.