rr_10d
10-delta risk reversal. Wider than the 25-delta on most days, as the tail of the smile should be.
value
+8.2 pts
1y percentile
95.6%
3y percentile
95.6%
all percentile
95.6%
robust z
4.59
rank 1y
88.3%
n
34
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.
2026-07-3034 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 |
|---|---|---|---|---|---|---|
| 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 |
| 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 |
| 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 |
| 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 |
| STX | +6.2 pts1d | 92.4% | 92.4% | 93.3% | 2.55 | 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 |
| SPY | +6.9 pts1d | 86.4% | 86.4% | 65.8% | 0.98 | 33 |
| DELL | +1.2 pts1d | 83.8% | 83.8% | 72.5% | 1.19 | 34 |
| XLK | +8.5 pts1d | 77.9% | 77.9% | 62.6% | 0.73 | 34 |
| QQQ | +7.7 pts1d | 77.3% | 77.3% | 56.1% | 1.04 | 33 |
| 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 |
| 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 |
| SNDK | -2.9 pts1d | 69.1% | 69.1% | 36.7% | 0.47 | 34 |
| ORCL | -4.5 pts1d | 66.2% | 66.2% | 87.4% | 0.46 | 34 |
| PLTR | +2.4 pts1d | 65.2% | 65.2% | 71.8% | 0.40 | 33 |
| WDC | -0.1 pts1d | 63.2% | 63.2% | 72.1% | 0.43 | 34 |
| XLV | +0.6 pts1d | 60.3% | 60.3% | 44.2% | 0.15 | 34 |
| CAT | +0.8 pts1d | 57.4% | 57.4% | 48.1% | 0.16 | 34 |
| MSFT | +2.3 pts1d | 45.6% | 45.6% | 47.5% | -0.02 | 34 |
| PANW | -1.4 pts1d | 39.7% | 39.7% | 33.1% | -0.15 | 34 |
| 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 |
| 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