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 24 September 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.

Symbol	30-day RR	Previous	Change	30-day ATM IV
AMC	-11.08	-29.34	+18.26	61.94%
VIXY	-39.31	-25.45	+13.86	77.14%
EFX	-1.05	+10.10	+11.15	39.97%
PLUG	-11.80	-2.45	+9.35	114.86%
UVXY	-31.46	-39.59	+8.12	83.28%

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 (643)

A, AAL, AAPL, ABBV, ABNB, ABT, ACGL, ACN and 635 more

Most recent session 24 September 2026. Every ticker page is free to read.