Options Skew Analytics

Cross-sectional screener

Every tracked symbol, as of the most recent session

Data as of 23 September 2026 (end of day)

643 symbols

Sorting reloads the page; there is no client-side state to lose.

SymbolType30-day ATM IVIV pct 1yIV rank 1yIV pct 2y25Δ RR25Δ BFTerm slopeP/C OIOpen interest
BSXStock43.59%99%84%99%+0.25-0.480.9700.58555,325
KLACStock57.77%98%79%98%-1.34-2.080.9901.30264,650
WDCStock70.93%98%74%98%-3.46-1.311.0350.92233,408
JNJStock27.32%98%65%98%+0.67-0.150.9350.55231,868
NOWStock57.13%97%68%97%-0.66+0.530.9870.83906,253
IBMStock46.30%97%71%97%-0.13-0.070.8460.85409,976
LRCXStock62.74%97%63%97%-2.03-0.110.9810.88392,706
STXStock70.71%97%83%97%-1.65+0.851.0090.68133,241
ABTStock31.54%97%52%97%+0.43-1.100.8960.50135,334
PMStock32.15%97%65%97%+1.30+0.390.9120.8685,617
CMCSAStock37.40%96%86%96%+1.41+0.640.9220.56522,070
VLOStock53.35%96%60%96%+1.59-0.000.9651.26112,069
ACNStock52.72%96%94%96%-2.12+0.360.8881.08153,176
MPCStock50.70%96%58%96%+0.91+0.160.9970.8166,949
INTCStock74.29%96%68%96%-5.71+0.970.9530.794,426,749
TMUSStock31.66%95%53%95%+0.50+0.331.0940.67105,357
LMTStock30.00%95%53%95%+0.27+0.300.9740.9741,728
HPQStock49.33%95%76%95%-2.57+1.041.0950.89316,988
TXNStock46.12%95%48%95%+1.65-0.090.9270.75143,287
DHRStock37.12%95%44%95%+1.44+0.200.8940.3546,666
MOSStock47.93%95%71%95%+0.98+0.641.0300.90219,956
ISRGStock42.86%95%52%95%+2.26-0.110.8820.8768,431
CFStock44.43%95%91%95%-1.42+0.301.0160.6542,446
PGStock22.45%95%50%95%+2.33+0.320.9190.75245,010
GLWStock58.63%94%91%94%-2.61-0.401.0541.03383,848
VZStock26.45%94%57%94%+2.39-0.240.8920.72609,271
MDTStock29.59%94%61%94%-1.12+0.031.0210.90138,900
PANWStock53.26%94%76%94%+1.25-0.851.0940.51336,696
BLKStock30.15%94%35%94%+0.39-0.690.9340.9516,601
HONStock32.14%94%53%94%+2.39+1.040.9370.7531,511
RTXStock29.41%94%40%94%+1.12+0.130.9200.85106,299
PSXStock43.71%93%44%93%+2.12+0.041.0440.6151,195
ADSKStock41.63%93%52%93%-0.51+0.581.0901.1229,735
LUVStock46.63%93%40%93%+2.43+0.820.8820.74131,137
AMATStock53.74%93%62%93%-0.76+0.491.0471.02340,241
HPEStock61.89%93%70%93%-0.14+0.201.0920.47372,064
USOETF49.88%93%58%93%+1.03+1.150.9531.521,243,352
TStock29.78%93%52%93%+1.99+0.030.8850.58786,048
PEPStock25.02%93%45%93%+0.12-0.060.9680.71254,529
CHTRStock52.01%92%79%92%-1.86+1.881.1552.2478,122
GDXJETF48.47%92%77%92%-1.98-2.680.9850.53108,307
BKNGStock39.95%92%53%92%+1.44+0.121.0111.51384,233
CSCOStock30.92%91%59%91%+0.68-0.341.1780.82612,238
WDAYStock48.60%91%74%91%+4.26+0.090.9440.2679,230
INTUStock45.30%91%58%91%+0.69+0.191.1102.02101,507
AKAMStock54.57%91%85%91%+0.29-0.851.1360.61100,284
QCOMStock48.60%90%49%90%-2.48+0.441.0540.83730,624
NEMStock43.36%89%53%89%-2.45-1.151.0090.52322,698
SLBStock37.64%89%36%89%-0.88+0.440.9910.47422,923
FCXStock47.86%89%33%89%+0.11+0.890.9970.72672,073
EOGStock33.15%89%36%89%+0.73+0.400.9980.6358,679
NXPIStock45.78%89%60%89%+0.85-0.780.9900.16126,626
ADMStock32.33%88%35%88%+1.17+0.141.0260.3958,690
ARMStock73.28%88%59%88%-5.83+2.001.0360.58554,045
EEMETF22.32%88%59%88%+3.01+0.551.0741.462,817,316
GEStock37.12%88%35%88%+1.91+0.450.9041.01142,540
NTAPStock45.72%87%59%87%+0.81+0.031.1250.6330,826
GDXETF42.10%87%60%87%-0.72+0.911.0251.141,556,539
ILMNStock53.79%87%37%87%-0.80-0.531.0390.2313,551
KOStock19.82%87%37%87%+1.75-0.151.0440.64486,444
ADIStock38.17%87%30%87%+2.93-0.531.0340.3484,940
SOXXETF39.08%87%38%87%+3.36-0.121.0441.49361,018
METAStock44.66%86%63%84%-1.19+0.511.0030.382,655,263
GSStock34.27%86%33%86%+0.03+0.490.9700.94246,668
TWLOStock56.96%86%55%86%+2.08+0.011.1340.1637,714
DOWStock42.44%85%40%85%+2.84+0.820.9611.02268,390
MCDStock22.38%85%34%85%-0.29-0.141.0750.74256,913
CNCStock42.29%85%49%85%+1.07+1.201.0570.26173,721
MSStock33.82%85%29%85%+1.70+0.190.9491.26205,760
CATStock35.34%85%36%85%+2.45+1.211.0920.92125,406
SLVETF36.14%85%59%85%-4.16+0.991.0750.434,775,596
SOXLETF110.09%85%39%85%+12.04+3.641.0981.411,046,602
DDOGStock55.91%85%53%85%+0.55-0.541.1180.58134,395
NUGTETF79.52%85%52%85%-7.18+5.351.0710.7215,699
UNHStock40.89%85%55%85%+1.63-0.560.8240.76617,127
NKEStock46.91%84%59%84%-0.74+0.160.9390.851,404,631
SOXSETF116.30%84%41%84%+0.32+1.071.0900.93127,833
JETSETF35.64%84%48%84%+1.00+0.790.9390.24307,846
FANGStock36.63%83%34%83%+0.99+0.001.0080.4346,295
GLDETF21.13%83%59%83%-1.17+0.451.0860.544,709,430
NFLXStock44.29%83%48%83%-0.49+0.310.8520.773,071,333
CStock32.95%83%29%83%+2.09-0.050.9360.97648,078
JPMStock27.39%83%51%84%+3.10-0.370.9080.95458,279
MUStock63.77%83%56%83%-3.06+0.400.9590.742,134,071
ORCLStock49.53%83%54%83%-1.54+0.671.1490.992,395,123
CRWDStock54.02%83%51%83%-0.44+0.331.0850.49726,966
CVXStock26.71%82%27%82%+1.28+0.041.0130.52358,874
DELLStock61.08%82%61%82%-1.87+0.731.1020.73369,484
BXStock37.44%82%27%82%+2.51+0.870.9942.05286,618
RCLStock44.03%81%31%81%-0.51-0.131.0261.8364,923
UNPStock24.32%80%35%80%+0.54+0.620.9850.4947,234
COHRStock73.72%80%48%80%-3.04-0.551.0351.29167,053
HUMStock63.87%80%55%80%+4.35-2.210.8220.6787,318
ZSStock55.52%79%50%79%-2.02+0.721.1140.58155,537
XOPETF32.65%78%23%78%-0.56+0.641.0151.86223,462
KHCStock25.97%78%42%78%-0.90+0.651.0790.55268,937
HALStock39.73%78%31%78%+0.67+0.840.9400.50280,750
ABBVStock27.48%78%29%78%+2.67-0.181.0490.50191,652
MRVLStock66.87%78%45%78%-2.55+0.641.0361.021,233,647
AMDStock53.21%77%39%77%-2.23+0.411.0820.751,988,796
OXYStock33.87%77%27%77%+0.54-0.291.0070.31568,026
NCLHStock53.04%77%26%77%+1.21-0.581.0111.18400,923
STZStock35.47%77%47%77%+0.58+0.420.8842.8340,571
EBAYStock33.43%75%43%75%+2.26-0.011.0380.5252,027
MAStock22.32%75%23%75%+1.78+0.461.0610.8176,116
OKTAStock57.99%75%66%75%-2.61-0.04—0.2893,367
HDStock26.68%75%32%75%+0.51+0.001.0861.37136,746
KKRStock38.65%74%24%74%+0.84+0.080.9932.87184,412
MOStock21.33%74%29%74%+1.42+0.431.1140.79187,243
SCHWStock31.54%74%28%74%-2.13-0.210.8850.97327,524
XBIETF31.03%74%27%74%+2.90+0.971.0160.94328,415
BACStock28.02%74%22%74%+3.77+0.170.9381.121,734,543
WFCStock31.46%74%23%74%+2.26-0.520.9011.43861,583
GMStock38.81%73%33%73%+1.78+0.050.9030.50201,158
ONStock55.97%73%39%73%-0.42-0.941.0490.79205,676
NETStock58.25%73%41%73%-0.92+0.081.0960.53129,870
DVNStock36.73%73%24%73%-1.10-0.130.9930.45319,262
PNCStock27.56%72%26%72%+3.89-0.370.9081.1825,465
COPStock31.02%72%21%72%+0.24+0.141.0350.50206,235
LOWStock28.04%71%28%71%+1.23-0.321.1002.1875,468
DKNGStock54.61%70%43%70%+1.55+1.161.1050.42445,152
AXPStock29.26%70%22%70%+1.82+0.400.9251.47110,658
TJXStock24.44%70%41%70%+0.80-0.021.0600.81104,376
FTNTStock45.35%70%49%70%-0.79+0.331.2070.5190,956
CCLStock48.77%70%32%70%-0.60-0.170.9611.33685,009
MRNAStock78.89%69%59%69%-5.88-0.52—0.56537,744
MRKStock30.15%69%37%69%+1.09-1.141.0820.46316,892
GOOGStock31.33%69%33%69%-0.76+0.361.0770.641,459,701
AALStock51.26%68%32%68%-0.92+0.510.9081.391,303,461
ARKGETF49.04%68%26%68%+2.13+0.321.0100.65122,537
DALStock45.79%68%27%68%+0.81+0.120.9050.33398,283
USBStock27.71%68%22%68%+1.14+0.190.9110.55134,779
TTWOStock36.87%67%61%67%-1.72+0.311.2940.62210,813
VStock21.47%67%22%67%+2.73+0.341.0560.81264,132
RBLXStock58.73%67%45%67%-2.06+0.911.1350.69244,840
DEStock30.26%67%39%67%+3.50+0.441.1260.6028,217
LABUETF88.82%66%20%66%+8.52+1.771.0081.0811,841
TTDStock54.26%66%35%66%-2.46+1.251.2200.47534,876
MMMStock28.13%65%21%65%+2.80-0.240.9590.4166,837
DASHStock43.39%64%35%64%+1.35+0.341.0980.59104,687
MARStock25.65%63%18%63%+3.79+0.151.0340.6720,950
CROXStock46.52%63%26%63%+1.64+0.671.0630.4717,506
SHOPStock52.24%63%30%63%+0.10+0.311.1120.43388,538
CRMStock38.93%63%50%63%+0.08+0.351.1180.86487,246
ROSTStock27.59%62%47%62%-1.10-0.371.1071.4331,685
GILDStock27.65%62%26%62%+1.05+0.251.0910.27103,718
IBBETF21.51%62%26%62%+0.50+0.241.0470.3318,381
WMTStock23.63%62%27%62%-0.01-0.491.1600.70852,873
UALStock53.47%61%24%61%-0.70-0.780.8620.56201,948
CMGStock35.74%61%36%61%+0.91+0.251.1241.23477,248
MDBStock59.40%61%46%61%-0.01+1.311.1320.4195,738
APAStock44.69%61%25%61%+0.29+1.001.0490.26132,981
DECKStock45.38%60%29%60%-0.68-0.290.9801.8137,001
KRStock26.62%60%38%60%+1.53+0.491.0511.3366,555
ENPHStock70.03%60%43%60%-3.78-0.130.9960.96245,935
PINSStock46.18%60%26%60%+2.95+0.641.1971.06167,846
ABNBStock35.81%60%27%60%+4.71+1.231.0881.12154,375
APOStock35.80%59%15%59%+2.89+0.401.0372.13159,774
MCHPStock46.07%58%24%58%+2.09+0.711.1410.27372,762
SNOWStock48.01%58%42%58%-0.57-0.091.1760.59364,140
XOMStock29.07%57%61%74%+1.51-0.151.0300.56715,175
CIStock28.72%56%40%56%+1.43+0.381.0680.5956,952
BBYStock35.17%55%24%55%+1.35+0.111.1300.6561,098
ADBEStock39.70%55%53%55%-0.66-0.641.0911.10321,349
KMIStock25.60%53%24%53%+2.05+0.970.9930.47179,514
FStock32.12%53%20%53%+1.02+0.631.1021.001,261,257
ANETStock46.86%53%32%53%+0.54-0.071.1040.51208,795
DISStock24.12%53%17%53%+0.74-0.201.2041.03342,772
PYPLStock31.99%52%14%52%-0.58+1.071.1720.42678,334
BABAStock41.92%52%32%52%-3.39+1.351.0730.531,504,945
AMGNStock27.12%51%22%51%+0.71+0.611.0400.7381,193
COFStock31.88%51%16%51%+2.56+1.660.9831.2778,793
NUEStock37.06%51%21%51%+1.79-0.290.9960.5936,991
LVSStock35.69%50%18%50%+4.76+0.511.0010.6489,375
SMHETF34.02%49%19%49%+2.93+0.661.0871.421,337,455
LULUStock40.35%49%30%49%-0.24+1.071.2031.01267,249
LLYStock33.42%48%23%48%+0.55+0.251.1060.67173,891
COSTStock23.90%48%27%48%-0.28-0.150.9711.12176,320
LENStock37.87%46%37%46%+1.75+0.571.0411.2464,574
FDXStock27.74%45%19%45%+0.55+0.511.2031.6025,704
TGTStock30.06%45%21%45%+0.43-0.581.1630.45239,590
UPSStock24.39%45%12%45%+1.46+0.031.2600.94246,615
XLFETF16.47%45%26%47%+1.12+0.601.0211.254,135,996
CVSStock31.29%43%20%43%+1.24-0.061.0120.70181,151
SBUXStock27.08%42%16%42%+2.14-0.211.1390.98298,704
GOOGLStock31.48%41%30%52%-0.71+0.221.0780.642,439,657
DIAETF12.91%41%9%41%+1.99+0.641.1021.31371,605
CVNAStock56.38%40%19%40%+0.72+1.211.1111.04592,156
FASETF47.10%39%11%39%+2.52-0.191.0150.3021,734
ALGNStock40.47%39%16%39%+1.18+1.351.0900.7718,431
AMZNStock31.36%38%29%46%+0.24+0.241.1220.673,620,328
ALBStock50.34%34%20%34%+0.97-0.921.0241.3799,719
MSFTStock26.65%34%29%56%+1.18+0.121.0970.462,861,893
TSLAStock44.18%34%25%18%-0.49+0.460.9520.663,988,429
VRTStock53.43%33%14%33%+1.36+1.551.1280.89321,137
COINStock66.58%33%36%33%-4.63-0.561.0260.70758,098
DHIStock32.78%33%21%33%-0.30+0.411.0960.6026,177
TQQQETF52.36%32%16%32%+10.55+1.991.1280.961,177,101
TPRStock33.88%32%17%32%+0.65+1.711.2201.3323,890
ULTAStock31.53%31%20%31%+1.23-0.141.1950.6623,357
BMYStock26.21%30%17%30%+0.87+0.381.2021.06469,701
HOODStock61.72%30%20%30%-2.38+1.171.0610.621,298,609
SPXIndex12.53%29%9%29%+3.78+0.671.0921.4012,903,855
WYNNStock33.35%28%16%28%+0.72+0.861.0891.44143,289
GEVStock45.97%28%11%28%+1.43+0.121.0611.25146,308
PHMStock33.48%28%14%28%+1.49+1.901.0461.4110,622
FSLRStock49.87%27%14%27%-1.53-1.021.0821.06321,041
DXCMStock38.35%26%11%26%+0.98+0.751.0630.4847,354
XSPIndex12.20%25%10%25%+3.60+0.601.1232.49741,010
AAPLStock23.11%23%39%26%+1.73+0.141.0870.643,687,443
QQQETF17.96%23%23%35%+4.05+0.611.1311.4110,753,743
SQQQETF54.85%23%12%23%-13.34+2.651.1580.95461,554
UPROETF36.76%22%9%22%+7.70+1.331.1000.6151,678
APPStock56.39%22%17%22%-0.69-0.261.1660.87235,269
EQTStock33.06%21%15%21%-3.46+0.211.0172.34223,860
DGStock32.85%21%20%21%+0.12+0.461.1620.7840,783
UStock59.91%21%13%21%-2.31+1.241.0700.27256,949
BAStock30.09%19%8%19%+0.53+0.081.1120.98565,414
MSTRStock69.04%19%14%19%-6.64+1.871.0460.681,864,851
SMCIStock71.76%19%4%19%-2.84+1.251.0970.811,597,469
CHWYStock44.84%17%24%17%+1.99+1.551.1610.94141,523
VOOETF12.17%17%7%17%+3.58+0.551.1380.5454,537
PLTRStock48.05%17%13%17%+0.10+0.571.1530.942,507,236
CEGStock41.08%16%9%16%+0.15+0.761.0731.81132,769
UBERStock33.03%14%12%14%-1.76+0.391.1400.91969,456
RUTIndex18.29%14%8%14%+3.49+0.551.0381.74347,069
IWMETF17.95%13%11%7%+3.54+0.471.0512.378,288,965
ARKKETF33.67%13%10%13%+2.50+0.131.0630.83364,923
RDDTStock58.11%13%11%13%-2.17+0.491.1110.87345,148
ELStock37.16%13%8%13%-0.69-1.331.1210.30129,020
TLTETF12.40%11%16%11%+0.80+0.081.0230.638,287,725
DLTRStock34.75%10%9%10%+1.64+1.231.1660.5045,761
GMEStock56.00%9%12%9%-22.27+4.561.0190.171,248,328
SPYETF12.26%9%10%16%+3.69+0.541.1372.3314,847,553
PFEStock21.35%8%6%8%+0.61+0.441.1530.681,568,452
IEFETF6.05%6%12%6%+0.05+0.051.0730.65889,800
NEEStock20.81%5%3%5%+1.26+0.361.0771.23273,240
TNAETF51.43%5%5%5%+12.43+2.440.9991.18111,707
AFRMStock52.53%4%4%4%+2.31-0.241.1230.92143,000
PDDStock31.39%4%7%4%+1.49-1.031.1481.12694,536
JDStock31.31%3%4%3%-1.00+1.291.1650.82524,960
UVXYETF83.28%3%5%3%-31.46+7.931.3260.42153,903
BOILETF68.48%3%13%3%-1.65+4.331.3870.4940,011
LIStock45.04%3%6%3%+2.66+2.121.0820.6191,068
SOFIStock45.21%3%2%3%-2.90+0.461.1670.522,630,681
AVGOStock34.90%2%3%2%-2.13+0.681.1920.921,693,607
RIVNStock51.56%2%3%2%-5.24+1.521.1520.611,031,169
UPSTStock59.04%1%2%1%-1.77+1.861.1530.91155,690
VSTStock40.61%1%1%1%-2.82+0.791.1101.01317,862
NVDAStock30.66%1%1%0%+2.18+0.451.1720.7810,796,680
XPEVStock48.40%0%0%0%-5.99+1.441.1570.41280,550
AStock32.71%———+2.22+0.451.0660.1517,212
ACGLStock———————2.312,862
ADPStock28.98%———+0.79+0.451.0011.0421,293
AEEStock———————1.821,017
AEPStock———————0.9529,108
AESStock———————1.9687,738
AFLStock19.66%———+2.91+0.861.0290.7133,113
AGGETF———————2.95869
AIGStock———————1.4332,072
AIZStock———————0.35195
AJGStock———————0.907,513
ALLStock———————1.2719,673
ALLEStock———————0.066,513
ALNYStock———————0.8421,298
AMCStock———————0.24746,924
AMCRStock———————0.5710,894
AMEStock———————0.1010,495
AMPStock———————0.283,267
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AONStock———————8.355,341
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APDStock———————0.929,584
APHStock43.17%———-0.01+0.101.0201.16215,528
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AREStock40.16%———+1.78+0.551.1021.0032,378
ARESStock41.83%———+2.99+0.521.0162.8242,850
ARKWETF———————0.04502
ATOStock———————0.811,304
AVYStock———————0.38527
AWKStock———————0.305,700
AXONStock56.07%———+0.44+0.061.2041.1027,123
AZOStock———————2.167,993
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BAXStock40.50%———+0.53+0.311.0730.4042,283
BDXStock28.02%———+1.91+0.351.0230.318,281
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BGStock36.16%———+3.25+0.991.0170.8223,152
BIIBStock32.96%———+2.78+1.171.1440.2019,537
BKStock———————0.2129,160
BKRStock———————0.6244,125
BLDRStock———————1.4219,515
BNDETF———————0.51663
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BNYStock———————1.9581,095
BRStock———————0.185,968
BROStock———————0.822,095
BWAStock35.65%———+0.44+1.181.0570.4620,903
BXPStock———————0.814,038
CAGStock36.24%———+4.34+0.430.9180.68105,466
CAHStock28.28%———+1.27+0.141.0550.5720,837
CARRStock35.75%———+1.09+0.841.0019.85138,418
CASYStock32.13%———-0.54+0.381.1362.436,188
CBStock20.12%———+1.38+0.361.0410.7325,023
CBOEStock34.82%———+3.03+0.841.0121.0022,832
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CCIStock29.58%———+0.34+0.171.0420.5041,487
CDNSStock40.04%———+2.10+0.971.0781.1032,913
CDWStock42.24%———+5.32+1.351.0510.3010,629
CFGStock———————0.4213,198
CHDStock———————0.173,294
CHRWStock———————0.2726,771
CIENStock65.29%———-1.24+1.061.0660.8959,619
CINFStock———————0.501,738
CLStock21.16%———+1.10+0.441.0590.7535,252
CLXStock32.62%———-0.22+0.071.0601.4149,619
CMEStock27.11%———+1.97+0.910.9531.0332,009
CMIStock34.02%———+1.81+0.221.0731.5210,158
CMSStock———————0.931,675
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COOStock———————1.029,622
CORStock———————0.946,107
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CRHStock34.85%———+3.15+1.361.0391.4116,839
CRLStock48.08%———+1.87-1.010.9920.164,892
CSGPStock———————1.6140,942
CSXStock28.39%———+1.37+0.210.9140.71108,662
CTASStock29.85%———+3.39+0.640.8770.7217,765
CTSHStock45.96%———-0.33-0.500.9860.6742,407
CTVAStock———————0.455,412
DStock———————0.7432,871
DBAETF———————0.0588,512
DBCETF———————0.239,470
DDStock———————0.344,850
DGXStock———————1.114,195
DJXIndex———————0.4526,859
DLRStock29.62%———+2.14+0.871.0532.5530,296
DOCStock———————0.057,553
DOVStock———————0.642,410
DPZStock41.33%———+1.81+0.040.8483.079,943
DRIStock36.24%———+2.72+0.090.8870.8012,077
DTEStock———————3.59523
DUKStock———————1.0646,485
DUSTETF———————0.743,107
DVAStock36.05%———+0.43+0.611.0980.3031,243
EAStock———————0.4846,840
ECHOStock42.45%———-0.31+0.341.0720.58313,554
ECLStock———————0.1013,363
EDStock———————1.838,502
EFAETF13.28%———+2.79+0.331.0922.67601,812
EFXStock———————2.011,438
EGStock———————3.73998
EIXStock35.05%———+0.22-0.111.0801.65102,908
ELVStock31.93%———+1.40+0.491.0200.6016,092
EMBETF———————33.9510,870
EMEStock———————0.413,804
EMRStock30.10%———+1.72+0.321.0460.2535,221
EQIXStock29.31%———+4.59+0.321.0881.8811,862
ERIEStock———————0.10659
ESStock———————0.584,569
ESSStock———————0.40714
ETNStock38.14%———-0.07-0.351.0210.5946,081
ETRStock———————0.682,697
EVRGStock———————2.706,107
EWStock27.49%———+2.40+1.431.1000.4927,299
EWJETF———————2.5855,072
EWZETF42.71%———-0.08+0.741.0090.247,286,221
EXASStock———————1.1921,081
EXCStock———————1.4122,494
EXEStock31.21%———-2.17+0.171.0631.36108,437
EXPDStock———————0.252,362
EXPEStock———————1.0029,122
EXRStock———————43.902,604
FASTStock———————0.5062,893
FAZETF———————1.435,219
FDSStock52.86%———+1.22+1.190.9173.047,765
FDXFStock———————2.042,672
FEStock———————2.3520,104
FERGStock———————1.162,286
FFIVStock41.10%———+3.58-0.231.0480.386,389
FIStock35.81%———+2.46+0.200.8510.4268,616
FICOStock51.01%———-0.38-0.670.9961.909,119
FISStock35.69%———+3.58+2.481.1253.4717,838
FISVStock39.75%———+0.10+1.461.1541.87115,231
FITBStock———————0.6123,016
FIXStock57.36%———+4.37-0.381.0331.0111,972
FLEXStock62.91%———+0.51-0.921.0310.4935,273
FOXStock———————0.03793
FOXAStock———————0.2832,757
FRTStock———————0.132,388
FTVStock———————0.0021
FXIETF20.87%———+1.78+0.741.1020.852,040,506
GDStock21.81%———+1.25+0.231.0540.9113,173
GDDYStock55.96%———+0.50+1.650.9580.1421,396
GEHCStock30.37%———+3.20+0.881.0930.8929,765
GENStock———————0.2022,307
GISStock34.70%———-0.49+0.590.9261.12156,289
GLStock———————0.082,529
GNRCStock47.33%———-1.98+0.861.0810.6038,488
GPCStock———————0.175,176
GPNStock38.57%———+1.29+0.391.0450.3948,217
GRMNStock———————0.225,126
GWWStock———————0.5414,740
HASStock31.42%———+3.08+1.291.0300.339,328
HBANStock———————4.1642,693
HCAStock31.48%———+2.88-0.211.0300.5220,014
HIGStock———————0.943,097
HIIStock———————0.982,751
HLTStock26.29%———+3.35+0.531.0260.6418,731
HONAStock45.22%———+0.87-1.880.9800.2271,539
HRLStock24.78%———+4.30+0.811.0771.6744,963
HSICStock———————0.015,636
HSTStock———————0.35343
HSYStock25.16%———+1.03+0.501.0711.1019,376
HUBBStock———————1.934,855
HWMStock34.47%———+1.72+0.621.1272.8851,534
HYGETF———————6.156,107,215
IBKRStock41.86%———+1.50+0.190.9300.3883,109
ICEStock25.15%———+1.04+0.691.0420.5424,414
ICLNETF———————0.0218,427
IDXXStock29.45%———+3.68+0.001.1480.501,608
IEXStock———————0.09134
IFFStock———————0.255,497
INCYStock37.49%———+0.50+1.751.0610.9310,891
INVHStock———————3.295,628
IPStock35.81%———+2.58+1.321.1291.5536,642
IQVStock———————0.578,091
IRStock———————0.677,887
IRMStock32.17%———+2.82-0.731.0370.5114,382
ITStock51.37%———+1.47+0.381.0040.739,488
ITBETF———————1.7324,026
ITWStock———————0.307,180
IVVETF11.68%———+3.18+0.901.1900.327,995
IVZStock———————0.1416,568
IYRETF———————1.1822,222
JStock———————0.511,840
JBHTStock39.29%———+2.36-0.000.9390.727,970
JBLStock56.56%———+1.32-0.340.9370.4513,737
JCIStock32.19%———+0.61+0.121.0700.1740,388
JKHYStock———————0.74561
JNKETF————————15
KStock———————0.9813,775
KDPStock———————0.2630,786
KEYStock———————0.5358,392
KEYSStock36.84%———+2.38-0.641.1490.3514,241
KIMStock———————0.951,851
KMBStock23.87%———+1.43+0.321.0520.9951,912
KOLDETF———————0.9313,603
KREETF22.49%———+2.00+1.081.0252.551,081,073
KVUEStock———————0.4539,902
LStock———————0.52155
LABDETF———————1.321,987
LCIDStock———————1.55386,631
LDOSStock———————0.438,733
LHStock———————0.402,389
LHXStock25.39%———+0.09-0.001.1060.6816,723
LIIStock———————4.641,082
LINStock21.63%———+1.49+1.281.0502.2633,396
LITEStock73.13%———-2.15-0.131.0541.03168,898
LNTStock———————0.96378
LQDETF6.40%———+1.33+0.141.1421.571,589,622
LYBStock41.78%———+0.11+0.321.0533.0388,295
LYVStock28.30%———+2.13+0.701.0560.4198,228
MAAStock———————5.853,413
MASStock———————4.225,687
MCKStock26.87%———+2.81-0.491.0860.589,178
MCOStock26.37%———+2.52+0.421.0411.158,044
MDLZStock21.65%———+1.54+0.541.0730.8450,215
METStock———————0.9666,211
MGAStock———————0.245,862
MGMStock———————0.44135,909
MKCStock———————0.7427,816
MLMStock———————0.394,681
MMCStock———————1.038,413
MNSTStock28.22%———+0.92+0.061.0630.4857,564
MOOETF———————0.03748
MPWRStock56.64%———+0.44-0.371.0040.7910,128
MROStock—————————
MRSHStock———————2.665,074
MSCIStock28.55%———+2.01+0.281.0611.874,094
MSIStock———————0.127,808
MTBStock———————0.642,620
MTCHStock———————0.5633,242
MTDStock———————0.062,151
MUBETF———————8618.2043,096
NDAQStock27.23%———+1.09+1.110.9950.2613,747
NDSNStock———————0.361,388
NDXIndex18.38%———+3.85+0.701.0871.23104,793
NIStock———————2.871,141
NIOStock———————0.731,758,380
NOCStock29.35%———+1.43+1.030.9951.5413,903
NRGStock46.44%———-0.92-0.671.0360.5172,990
NSCStock———————1.527,470
NTRSStock———————0.134,360
NVAXStock73.34%———-5.75+0.401.0110.36115,852
NWSStock———————0.809
NWSAStock———————0.0711,419
OStock———————1.0988,546
ODFLStock34.48%———+2.10+0.751.0351.615,187
OKEStock———————0.2764,585
OMCStock———————3.5414,533
ORLYStock———————0.7532,055
OTISStock———————0.4717,329
PARAStock———————2.74514,143
PAYXStock28.42%———+0.72+0.561.0210.8822,146
PCARStock———————3.317,655
PCGStock———————0.331,391,725
PDBCETF———————2.2414,047
PEGStock———————2.013,795
PFGStock———————0.18888
PGRStock29.45%———+1.19+0.920.9243.0428,015
PHStock———————0.744,148
PKGStock———————0.111,039
PLDStock———————1.3541,403
PLUGStock———————0.26490,305
PNRStock———————1.686,418
PNWStock———————2.45345
PODDStock44.03%———+0.40+1.111.0283.066,328
PPGStock29.01%———+2.62+0.880.9900.645,367
PPLStock———————19.3018,335
PRUStock———————0.6546,727
PSAStock———————2.952,229
PSKYStock55.31%———-1.35+2.291.0970.80957,803
PTCStock———————0.277,932
PVHStock———————0.548,232
PWRStock———————1.7326,452
QStock53.50%———+2.32+0.171.0360.8528,792
QSStock75.01%———-6.65+5.011.0010.31413,103
REGStock———————1.4632
REGNStock———————0.4113,579
RFStock———————3.1225,527
RJFStock———————1.334,742
RLStock33.34%———+0.13+0.671.0551.864,020
RMDStock———————3.7612,898
ROKStock30.30%———+0.60+0.011.0741.228,512
ROKUStock———————0.5139,079
ROLStock———————1.389,175
ROPStock———————0.742,240
RSGStock———————0.501,938
RVTYStock———————0.521,017
SBACStock———————10.002,674
SHWStock———————1.2310,864
SHYETF———————43.5415,855
SJMStock———————1.0213,366
SKXStock———————0.0340,218
SNAStock———————0.54544
SNAPStock———————0.33909,261
SNDKStock73.34%———-4.00+0.321.0290.80596,442
SNPSStock43.86%———+1.01-0.371.0620.7446,266
SOStock17.32%———+2.40+0.701.1031.6948,628
SOLVStock———————0.0113,071
SPGStock———————1.4729,420
SPGIStock26.68%———+1.99+0.601.0601.9714,908
SPXUETF———————0.4118,216
SQStock50.31%———+0.31-2.841.0720.55546,015
SREStock———————6.777,801
SRPTStock76.98%———+0.28+4.241.0470.4450,757
STEStock———————8.28640
STLAStock———————0.78161,341
STLDStock40.30%———+1.18-0.051.0050.4413,167
STTStock33.52%———+2.31+0.950.9280.4818,797
SVXYETF———————0.204,760
SWStock———————0.0914,745
SWKStock34.80%———+0.24-0.111.0500.1065,409
SWKSStock59.49%———-0.59+0.930.9740.6445,269
SYFStock———————0.8826,390
SYKStock31.95%———+0.48-0.631.0081.6719,145
SYYStock22.70%———+2.18+0.211.0410.6122,819
TANETF———————1.2013,248
TAPStock———————1.5717,659
TDGStock———————1.192,635
TDOCStock———————0.94107,619
TDYStock———————0.28249
TECHStock———————0.003,836
TELStock34.90%———+1.00+0.431.0600.598,679
TERStock64.25%———-1.49+0.151.1010.8444,323
TFCStock———————1.1279,194
TIPETF———————5.872,048
TKOStock———————0.454,788
TMOStock———————0.1623,602
TPLStock42.66%———-0.34+1.920.9881.2317,186
TRGPStock32.75%———+0.58-0.141.0220.2410,322
TRMBStock———————0.697,245
TROWStock———————0.5115,657
TRVStock26.07%———+0.58+0.560.9300.439,095
TSCOStock44.10%———-0.84-0.560.9140.3377,349
TSNStock———————1.8720,324
TTStock29.22%———+1.02-0.031.0221.167,513
TXTStock———————2.972,754
TYLStock———————0.274,324
TZAETF———————0.2914,146
UDRStock———————19.36285
UHSStock———————0.173,467
UNGETF42.96%———-2.57+0.561.2540.28400,305
URIStock35.11%———+0.86-0.681.0540.369,392
VEEVStock39.24%———+1.28+0.601.1720.1623,905
VICIStock———————1.4657,151
VIXIndex82.24%———-59.24+6.500.9500.3111,800,897
VIXYETF———————0.4513,982
VLTOStock———————0.032,386
VMCStock———————0.612,903
VMRKStock———————1.984,484
VNQETF———————2.1011,643
VRSKStock———————1.321,066
VRSNStock———————0.106,510
VRTXStock———————0.4818,068
VTIETF12.71%———+3.87+0.711.1010.3524,497
VTRStock———————0.313,262
VTRSStock———————0.1292,944
VXXETF———————0.50241,815
WABStock———————0.311,419
WATStock———————0.101,486
WBDStock———————1.661,582,435
WECStock———————2.09900
WELLStock———————0.8434,547
WMStock———————1.1520,756
WMBStock29.11%———+0.76-0.091.0270.94254,815
WRBStock———————0.211,474
WSMStock39.00%———+1.56+0.181.0320.587,309
WSTStock———————0.122,138
WTWStock———————0.30786
WYStock———————1.9218,192
XELStock———————19.06135,672
XLBETF17.76%———+2.33+1.201.0270.59142,632
XLCETF16.89%———+2.27+0.621.0431.6241,966
XLEETF26.28%———+0.47+0.171.0191.122,397,731
XLIETF17.08%———+1.64+1.101.1462.79370,081
XLKETF23.68%———+3.99+0.501.0740.76389,133
XLPETF14.53%———+0.60+0.121.0562.72318,311
XLREStock———————0.8410,241
XLUETF16.29%———+0.39+0.401.0352.02930,064
XLVETF16.33%———+0.84+0.251.0530.56295,776
XLYETF20.10%———+2.27+0.201.0382.58300,248
XRTETF22.61%———+1.23+1.861.0377.3588,559
XYLStock———————0.3910,513
XYZStock38.84%———+1.57+0.211.1500.58302,507
YUMStock———————0.7513,090
ZBHStock———————1.334,385
ZBRAStock38.85%———+4.36+0.651.0540.543,301
ZTSStock———————1.0366,813

Reading the columns

IV percentile is the share of sessions in the window whose 30-day at-the-money implied volatility was below the current reading. IV rank is the position between the lowest and highest readings in the same window. They answer different questions, and a single past extreme moves the second one without touching the first.

25Δ RR is the 25-delta put volatility minus the 25-delta call volatility, in volatility points. 25Δ BF is the average of those two wings minus the at-the-money reading. Term slope is the 90-day at-the-money volatility divided by the 30-day.

A dash means the statistic could not be computed for that session. Percentiles are withheld until the window holds at least 180 observations.