rr_10d

10-delta risk reversal. Wider than the 25-delta on most days, as the tail of the smile should be.

vol_points_fractionIMMUTABLEcore.risk_reversaln_min 20CSV

value

+6.9 pts

1y percentile

86.4%

3y percentile

86.4%

all percentile

86.4%

robust z

0.98

rank 1y

65.8%

Last observed 2026-09-16, 1 day before 2026-09-17. The value is carried forward; it is not a reading for 2026-09-17.

+6.9 pts2026-09-16

2026-07-3133 obs2026-09-16

Every symbol at 2026-09-17

39 of 39 with a reading on or before 2026-09-17; 39 carried forward from an earlier day (marked). Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.

symbol	value	1y pct ↑	3y pct	1y rank	robust z	n
DE	-6.7 pts1d	7.4%	7.4%	14.7%	-1.71	34
XLY	-5.2 pts1d	7.4%	7.4%	4.7%	-2.82	34
PANW	-1.4 pts1d	39.7%	39.7%	33.1%	-0.15	34
MSFT	+2.3 pts1d	45.6%	45.6%	47.5%	-0.02	34
CAT	+0.8 pts1d	57.4%	57.4%	48.1%	0.16	34
XLV	+0.6 pts1d	60.3%	60.3%	44.2%	0.15	34
WDC	-0.1 pts1d	63.2%	63.2%	72.1%	0.43	34
PLTR	+2.4 pts1d	65.2%	65.2%	71.8%	0.40	33
ORCL	-4.5 pts1d	66.2%	66.2%	87.4%	0.46	34
SNDK	-2.9 pts1d	69.1%	69.1%	36.7%	0.47	34
AMZN	+1.5 pts1d	72.1%	72.1%	60.9%	0.66	34
CRWD	+0.9 pts1d	72.1%	72.1%	66.3%	0.29	34
LMT	+1.3 pts1d	75.0%	75.0%	64.2%	0.62	34
XOM	+2.0 pts1d	75.0%	75.0%	65.0%	0.67	34
QQQ	+7.7 pts1d	77.3%	77.3%	56.1%	1.04	33
XLK	+8.5 pts1d	77.9%	77.9%	62.6%	0.73	34
DELL	+1.2 pts1d	83.8%	83.8%	72.5%	1.19	34
SPY	+6.9 pts1d	86.4%	86.4%	65.8%	0.98	33
AAPL	+3.0 pts1d	89.7%	89.7%	76.7%	2.14	34
IWM	+8.5 pts1d	89.7%	89.7%	83.5%	1.82	34
MRVL	+4.8 pts1d	89.7%	89.7%	76.5%	2.32	34
XLE	+2.0 pts1d	89.7%	89.7%	61.2%	2.04	34
XLI	+5.2 pts1d	89.7%	89.7%	91.6%	3.76	34
STX	+6.2 pts1d	92.4%	92.4%	93.3%	2.55	33
AVGO	+2.6 pts1d	92.6%	92.6%	84.8%	1.15	34
GOOG	+2.3 pts1d	92.6%	92.6%	64.1%	2.35	34
INTC	+1.7 pts1d	92.6%	92.6%	79.0%	1.89	34
AMD	+4.6 pts1d	95.6%	95.6%	97.5%	2.32	34
DIA	+8.2 pts1d	95.6%	95.6%	88.3%	4.59	34
MU	+2.8 pts1d	95.6%	95.6%	98.8%	1.48	34
NVDA	+7.8 pts1d	95.6%	95.6%	95.1%	3.48	34
SMH	+10.9 pts1d	95.6%	95.6%	79.4%	2.60	34
SOXX	+12.4 pts1d	95.6%	95.6%	82.5%	2.47	34
XLF	+10.8 pts1d	95.6%	95.6%	94.8%	5.03	34
SPCX	+6.0 pts1d	98.5%	98.5%	100.0%	1.64	33
XLP	+3.3 pts1d	98.5%	98.5%	100.0%	4.16	33
META	+0.6 pts1d	98.5%	98.5%	100.0%	3.14	34
XLU	+6.8 pts1d	98.5%	98.5%	100.0%	6.20	34
CRSR	+60.3 pts3d	insufficient data (n=1)	insufficient data (n=1)	insufficient data (n=1)	insufficient data (n=1)	1

Provenance

Source: core.risk_reversal
Cadence: daily, XNYS sessions
Read by: DESIGN.md:159's 10-delta risk reversal - the tail of the smile
Point-in-time: IMMUTABLE