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rr_25d

25-delta risk reversal: put-wing minus call-wing implied volatility.

vol_points_fractionIMMUTABLEcore.risk_reversaln_min 20CSV
value
-0.5 pts
1y percentile
83.8%
3y percentile
83.8%
all percentile
83.8%
robust z
2.26
rank 1y
90.4%
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.

-0.5 pts2026-09-16

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.

symbolvalue1y pct3y pct1y rankrobust zn
DELL+1.4 pts1d98.5%98.5%100.0%2.0834
DIA+6.2 pts1d98.5%98.5%100.0%7.4234
SMH+7.7 pts1d98.5%98.5%100.0%4.8634
QQQ+4.8 pts1d98.5%98.5%100.0%3.6533
SPY+3.9 pts1d98.5%98.5%100.0%4.4233
STX+10.9 pts1d98.5%98.5%100.0%7.3333
AVGO+0.3 pts1d95.6%95.6%91.4%1.3334
IWM+4.0 pts1d95.6%95.6%33.7%2.8834
MRVL+1.5 pts1d95.6%95.6%68.2%1.1234
MU+0.9 pts1d95.6%95.6%94.2%1.7234
XLK+5.0 pts1d95.6%95.6%70.0%1.5834
SPCX+2.0 pts1d95.5%95.5%99.7%1.5033
XLF+3.8 pts1d92.6%92.6%76.8%3.6234
XLI+1.9 pts1d92.6%92.6%72.8%2.6534
PLTR+1.3 pts1d92.4%92.4%96.3%1.4433
CAT+2.1 pts1d89.7%89.7%78.9%1.6734
CRWD+0.8 pts1d89.7%89.7%87.1%0.8734
GOOG+0.0 pts1d89.7%89.7%75.0%1.1934
AAPL+0.5 pts1d86.8%86.8%45.8%1.8034
AMD+0.4 pts1d86.8%86.8%81.6%1.6734
INTC-0.5 pts1d83.8%83.8%90.4%2.2634
META-1.0 pts1d83.8%83.8%77.4%1.2734
ORCL-2.5 pts1d83.8%83.8%83.7%0.9834
XLE-0.7 pts1d83.8%83.8%32.3%0.9334
AMZN-0.1 pts1d80.9%80.9%72.3%0.7034
NVDA+2.1 pts1d80.9%80.9%85.2%1.0834
SOXX+4.1 pts1d77.9%77.9%71.5%0.5134
DE+0.9 pts1d75.0%75.0%65.0%0.7234
MSFT+0.6 pts1d75.0%75.0%52.9%0.4434
XLU+0.4 pts1d75.0%75.0%81.0%0.6234
XLV-0.4 pts1d75.0%75.0%64.4%0.6434
LMT+2.4 pts1d72.1%72.1%77.4%0.6034
XLP-0.5 pts1d71.2%71.2%46.0%0.6733
WDC-1.1 pts1d60.3%60.3%50.4%0.2734
XOM+0.9 pts1d57.4%57.4%62.4%0.3334
XLY+0.4 pts1d33.8%33.8%46.0%-0.6434
PANW-1.6 pts1d27.9%27.9%29.1%-0.3534
SNDK-3.2 pts1d25.0%25.0%34.7%-0.5434
CRSR-21.2 pts3dinsufficient 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