rr_25d
25-delta risk reversal: put-wing minus call-wing implied volatility.
value
+0.6 pts
1y percentile
75.0%
3y percentile
75.0%
all percentile
75.0%
robust z
0.44
rank 1y
52.9%
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 |
|---|---|---|---|---|---|---|
| SNDK | -3.2 pts1d | 25.0% | 25.0% | 34.7% | -0.54 | 34 |
| PANW | -1.6 pts1d | 27.9% | 27.9% | 29.1% | -0.35 | 34 |
| XLY | +0.4 pts1d | 33.8% | 33.8% | 46.0% | -0.64 | 34 |
| XOM | +0.9 pts1d | 57.4% | 57.4% | 62.4% | 0.33 | 34 |
| WDC | -1.1 pts1d | 60.3% | 60.3% | 50.4% | 0.27 | 34 |
| XLP | -0.5 pts1d | 71.2% | 71.2% | 46.0% | 0.67 | 33 |
| LMT | +2.4 pts1d | 72.1% | 72.1% | 77.4% | 0.60 | 34 |
| DE | +0.9 pts1d | 75.0% | 75.0% | 65.0% | 0.72 | 34 |
| MSFT | +0.6 pts1d | 75.0% | 75.0% | 52.9% | 0.44 | 34 |
| XLU | +0.4 pts1d | 75.0% | 75.0% | 81.0% | 0.62 | 34 |
| XLV | -0.4 pts1d | 75.0% | 75.0% | 64.4% | 0.64 | 34 |
| SOXX | +4.1 pts1d | 77.9% | 77.9% | 71.5% | 0.51 | 34 |
| AMZN | -0.1 pts1d | 80.9% | 80.9% | 72.3% | 0.70 | 34 |
| NVDA | +2.1 pts1d | 80.9% | 80.9% | 85.2% | 1.08 | 34 |
| INTC | -0.5 pts1d | 83.8% | 83.8% | 90.4% | 2.26 | 34 |
| META | -1.0 pts1d | 83.8% | 83.8% | 77.4% | 1.27 | 34 |
| ORCL | -2.5 pts1d | 83.8% | 83.8% | 83.7% | 0.98 | 34 |
| XLE | -0.7 pts1d | 83.8% | 83.8% | 32.3% | 0.93 | 34 |
| AAPL | +0.5 pts1d | 86.8% | 86.8% | 45.8% | 1.80 | 34 |
| AMD | +0.4 pts1d | 86.8% | 86.8% | 81.6% | 1.67 | 34 |
| CAT | +2.1 pts1d | 89.7% | 89.7% | 78.9% | 1.67 | 34 |
| CRWD | +0.8 pts1d | 89.7% | 89.7% | 87.1% | 0.87 | 34 |
| GOOG | +0.0 pts1d | 89.7% | 89.7% | 75.0% | 1.19 | 34 |
| PLTR | +1.3 pts1d | 92.4% | 92.4% | 96.3% | 1.44 | 33 |
| XLF | +3.8 pts1d | 92.6% | 92.6% | 76.8% | 3.62 | 34 |
| XLI | +1.9 pts1d | 92.6% | 92.6% | 72.8% | 2.65 | 34 |
| SPCX | +2.0 pts1d | 95.5% | 95.5% | 99.7% | 1.50 | 33 |
| AVGO | +0.3 pts1d | 95.6% | 95.6% | 91.4% | 1.33 | 34 |
| IWM | +4.0 pts1d | 95.6% | 95.6% | 33.7% | 2.88 | 34 |
| MRVL | +1.5 pts1d | 95.6% | 95.6% | 68.2% | 1.12 | 34 |
| MU | +0.9 pts1d | 95.6% | 95.6% | 94.2% | 1.72 | 34 |
| XLK | +5.0 pts1d | 95.6% | 95.6% | 70.0% | 1.58 | 34 |
| QQQ | +4.8 pts1d | 98.5% | 98.5% | 100.0% | 3.65 | 33 |
| SPY | +3.9 pts1d | 98.5% | 98.5% | 100.0% | 4.42 | 33 |
| STX | +10.9 pts1d | 98.5% | 98.5% | 100.0% | 7.33 | 33 |
| DELL | +1.4 pts1d | 98.5% | 98.5% | 100.0% | 2.08 | 34 |
| DIA | +6.2 pts1d | 98.5% | 98.5% | 100.0% | 7.42 | 34 |
| SMH | +7.7 pts1d | 98.5% | 98.5% | 100.0% | 4.86 | 34 |
| CRSR | -21.2 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 25-delta risk reversal, and Page 4's skew small-multiples
- Point-in-time
- IMMUTABLE