rr_10d
10-delta risk reversal. Wider than the 25-delta on most days, as the tail of the smile should be.
value
+0.7 pts
1y percentile
55.7%
3y percentile
55.7%
all percentile
55.7%
robust z
0.01
rank 1y
47.4%
n
35
Last observed 2026-09-17, 1 day before 2026-09-18. The value is carried forward; it is not a reading for 2026-09-18.
2026-07-3035 obs2026-09-17
Every symbol at 2026-09-18
39 of 39 with a reading on or before 2026-09-18; 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 |
|---|---|---|---|---|---|---|
| AMD | +5.3 pts1d | 98.6% | 98.6% | 100.0% | 2.41 | 35 |
| DE | +8.4 pts1d | 98.6% | 98.6% | 100.0% | 2.11 | 35 |
| SPCX | +6.7 pts1d | 98.5% | 98.5% | 100.0% | 1.72 | 34 |
| SPY | +10.1 pts1d | 98.5% | 98.5% | 100.0% | 3.72 | 34 |
| META | +0.5 pts1d | 95.7% | 95.7% | 98.8% | 2.99 | 35 |
| XLV | +5.0 pts1d | 95.7% | 95.7% | 90.3% | 2.61 | 35 |
| AAPL | +3.6 pts1d | 92.9% | 92.9% | 84.6% | 2.63 | 35 |
| DIA | +7.6 pts1d | 92.9% | 92.9% | 80.5% | 3.61 | 35 |
| NVDA | +7.2 pts1d | 92.9% | 92.9% | 88.7% | 2.92 | 35 |
| XLP | +1.6 pts1d | 92.6% | 92.6% | 67.6% | 1.87 | 34 |
| LMT | +3.7 pts1d | 87.1% | 87.1% | 81.8% | 1.47 | 35 |
| XLE | +1.5 pts1d | 87.1% | 87.1% | 55.8% | 1.71 | 35 |
| XOM | +2.9 pts1d | 87.1% | 87.1% | 74.2% | 1.07 | 35 |
| MRVL | -0.1 pts1d | 84.3% | 84.3% | 52.6% | 0.73 | 35 |
| STX | +3.5 pts1d | 77.9% | 77.9% | 71.1% | 1.42 | 34 |
| DELL | +0.1 pts1d | 75.7% | 75.7% | 62.2% | 0.63 | 35 |
| XLK | +8.5 pts1d | 75.7% | 75.7% | 62.3% | 0.68 | 35 |
| GOOG | -0.2 pts1d | 67.1% | 67.1% | 35.7% | 0.26 | 35 |
| INTC | -4.0 pts1d | 64.3% | 64.3% | 45.0% | 0.41 | 35 |
| MU | -1.0 pts1d | 61.4% | 61.4% | 59.4% | 0.22 | 35 |
| ORCL | -5.9 pts1d | 58.6% | 58.6% | 84.7% | 0.17 | 35 |
| CAT | +0.7 pts1d | 55.7% | 55.7% | 47.4% | 0.01 | 35 |
| XLI | +2.4 pts1d | 55.7% | 55.7% | 39.9% | 0.09 | 35 |
| XLF | +2.5 pts1d | 50.0% | 50.0% | 24.0% | 0.00 | 35 |
| QQQ | +6.5 pts1d | 42.6% | 42.6% | 38.4% | -0.13 | 34 |
| CRWD | -0.6 pts1d | 38.6% | 38.6% | 53.3% | -0.56 | 35 |
| SNDK | -4.1 pts1d | 32.9% | 32.9% | 31.5% | -0.29 | 35 |
| SOXX | +5.6 pts1d | 30.0% | 30.0% | 27.0% | -0.46 | 35 |
| PLTR | -0.1 pts1d | 27.9% | 27.9% | 48.0% | -0.89 | 34 |
| AMZN | -0.0 pts1d | 27.1% | 27.1% | 34.3% | -0.61 | 35 |
| MSFT | +1.5 pts1d | 27.1% | 27.1% | 35.2% | -0.55 | 35 |
| IWM | +5.1 pts1d | 21.4% | 21.4% | 30.2% | -0.65 | 35 |
| AVGO | -5.0 pts1d | 18.6% | 18.6% | 21.8% | -0.97 | 35 |
| SMH | +3.5 pts1d | 15.7% | 15.7% | 18.1% | -1.41 | 35 |
| WDC | -7.1 pts1d | 12.9% | 12.9% | 34.0% | -1.11 | 35 |
| XLU | -4.4 pts1d | 12.9% | 12.9% | 18.2% | -2.43 | 35 |
| XLY | -2.6 pts1d | 12.9% | 12.9% | 21.6% | -2.04 | 35 |
| PANW | -6.1 pts1d | 4.3% | 4.3% | 1.2% | -1.49 | 35 |
| CRSR | +60.3 pts4d | 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