Simplify Analyticsrr_25d
25-delta risk reversal: put-wing minus call-wing implied volatility.
value
-0.6 pts
1y percentile
69.1%
3y percentile
69.1%
all percentile
69.1%
robust z
0.59
rank 1y
42.9%
n
34
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.
Rank and percentile disagree by 26 points. rank 43% sits far below percentile 69%, both over every reading on record, less than a year of them: one violent spike stretched the range, so this reading looks low against the high while being high against almost every other reading in it
2026-07-3134 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 |
|---|---|---|---|---|---|---|
| DIA | +7.0 pts1d | 98.6% | 98.6% | 100.0% | 8.17 | 35 |
| XOM | +4.0 pts1d | 98.6% | 98.6% | 100.0% | 2.02 | 35 |
| SPY | +9.1 pts1d | 98.5% | 98.5% | 100.0% | 13.96 | 34 |
| META | -0.0 pts1d | 95.7% | 95.7% | 99.3% | 2.24 | 35 |
| AMD | +1.7 pts1d | 92.9% | 92.9% | 96.0% | 2.35 | 35 |
| XLI | +2.0 pts1d | 92.9% | 92.9% | 74.2% | 2.69 | 35 |
| SPCX | +0.7 pts1d | 92.6% | 92.6% | 87.6% | 1.03 | 34 |
| STX | +3.0 pts1d | 92.6% | 92.6% | 47.5% | 2.36 | 34 |
| MU | -0.3 pts1d | 87.1% | 87.1% | 76.6% | 1.03 | 35 |
| XLE | -0.3 pts1d | 87.1% | 87.1% | 38.2% | 1.35 | 35 |
| DE | +1.3 pts1d | 81.4% | 81.4% | 68.3% | 0.88 | 35 |
| INTC | -1.9 pts1d | 78.6% | 78.6% | 77.1% | 1.12 | 35 |
| AAPL | -0.0 pts1d | 75.7% | 75.7% | 36.6% | 0.97 | 35 |
| MRVL | -1.1 pts1d | 75.7% | 75.7% | 51.6% | 0.39 | 35 |
| XLV | -0.4 pts1d | 72.9% | 72.9% | 64.3% | 0.67 | 35 |
| XLP | -0.6 pts1d | 69.1% | 69.1% | 42.9% | 0.59 | 34 |
| LMT | +2.1 pts1d | 67.1% | 67.1% | 75.7% | 0.50 | 35 |
| DELL | -1.2 pts1d | 64.3% | 64.3% | 60.7% | 0.38 | 35 |
| AVGO | -1.9 pts1d | 55.7% | 55.7% | 55.2% | 0.07 | 35 |
| MSFT | +0.2 pts1d | 55.7% | 55.7% | 42.4% | 0.07 | 35 |
| XLU | -0.9 pts1d | 55.7% | 55.7% | 65.3% | 0.01 | 35 |
| PLTR | +0.0 pts1d | 54.4% | 54.4% | 72.3% | 0.14 | 34 |
| CAT | -1.1 pts1d | 52.9% | 52.9% | 43.2% | 0.00 | 35 |
| SNDK | -2.6 pts1d | 47.1% | 47.1% | 39.2% | -0.02 | 35 |
| ORCL | -5.0 pts1d | 41.4% | 41.4% | 76.6% | -0.13 | 35 |
| AMZN | -1.2 pts1d | 38.6% | 38.6% | 50.5% | -0.19 | 35 |
| GOOG | -1.7 pts1d | 32.9% | 32.9% | 42.3% | -0.47 | 35 |
| CRWD | -2.7 pts1d | 27.1% | 27.1% | 42.9% | -0.77 | 35 |
| SMH | +0.9 pts1d | 15.7% | 15.7% | 10.1% | -1.09 | 35 |
| QQQ | +1.8 pts1d | 10.3% | 10.3% | 17.1% | -0.79 | 34 |
| NVDA | -0.5 pts1d | 7.1% | 7.1% | 22.8% | -0.90 | 35 |
| IWM | +1.2 pts1d | 4.3% | 4.3% | 3.8% | -1.20 | 35 |
| SOXX | -0.1 pts1d | 4.3% | 4.3% | 30.6% | -2.40 | 35 |
| WDC | -5.9 pts1d | 4.3% | 4.3% | 3.3% | -1.22 | 35 |
| PANW | -4.3 pts1d | 1.4% | 1.4% | 0.0% | -1.37 | 35 |
| XLF | -2.2 pts1d | 1.4% | 1.4% | 0.0% | -2.44 | 35 |
| XLK | -2.9 pts1d | 1.4% | 1.4% | 0.0% | -2.89 | 35 |
| XLY | -5.1 pts1d | 1.4% | 1.4% | 0.0% | -5.80 | 35 |
| CRSR | -21.2 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 25-delta risk reversal, and Page 4's skew small-multiples
- Point-in-time
- IMMUTABLE