Peers today: 26 names — every Core single (no SPDR sector fund holds TSM).
Nothing unusual to report on 2026-10-02: no registered metric for this name has a robust z with at least its n_min readings behind it and a current reading.
from earnings: 4 reports since 2025-10-03 marked on the chart. The latest with an implied move, 2026-07-16, moved -2.32% against 3.55% implied.
Price from core.prices_asof() - split- and price-factor-adjusted to the as-of date, dividends left in. Volume as collected. The flip overlay is this name's own gamma_flip_level on each session whose gamma_flip_state found one, bounded at what was knowable on the as-of date.
from earnings: The next report (2026-10-15) falls inside the 30-day IV's tenor from 2026-10-01: part of that IV is the event.from technicals: 30-day IV 32.7% (2026-10-01) against 21-session realised vol 25.2% (2026-10-01).
from options: A 30-DTE option bought 2026-10-02 expires 2026-11-01: the report's first session (2026-10-15) falls inside its life.
from technicals: Fee 0.25% on 2026-10-01, with the price 3.59% below its 252-session high on 2026-10-01.
from technicals: Busiest day since 2026-07-27: 2026-07-28, 6 headlines; not a trading session.
from peers: Ranked against all 26 Core singles: no SPDR sector fund holds TSM.
core.etf_holdings at each fund's newest vendor vintage on or before the as-of date - not this name's newest row, so a fund that dropped it in a later composition drops out here too. Weights are percent; a sum slightly over 100 is cash and rounding.
250 sessions from 2025-10-03 · ER marks 4 past reports
25 of 26 peers had a reading on 2026-10-01, the subject's own session. Excluded, with no reading on it (their newest on or before it): SPCX (none).
Constant-maturity IV, the variance risk premium and skew from the vendor's interpolated surface; net GEX and the 0DTE share from the chain book. No export: the chain is the vendor's personal-use tier (ADR-0020).
| 2026-07-16 | 2026-06-30 | premarket | 3.55% | -2.32% | 0.65x | -37.07% | +13.63% |
| 2026-04-16 | 2026-03-31 | premarket | 4.04% | -3.13% | 0.78x | -34.70% | +22.90% |
| 2026-01-15 | 2025-12-31 | premarket | 3.48% | +4.44% | 1.28x | +2.18% | -18.04% |
| 2025-10-16 | 2025-09-30 | premarket | 4.30% | -1.60% | 0.37x | -53.82% | +45.98% |
| 2025-07-17 | 2025-06-30 | premarket | 3.69% | +3.38% | 0.92x | -22.75% | +11.33% |
| 2025-04-17 | 2025-03-31 | premarket | 4.68% | +0.05% | 0.01x | -93.25% | +86.58% |
| 2025-01-16 | 2024-12-31 | unknown | — | -1.53% | — | — | — |
| 2024-10-17 | 2024-09-30 | premarket | 4.74% | +9.79% | 2.07x | +71.37% | -85.62% |
| 2024-07-18 | 2024-06-30 | postmarket | 2.30% | -3.55% | 1.54x | +11.56% | -59.61% |
| 2024-04-18 | 2024-03-31 | postmarket | 1.72% | -3.46% | 2.00x | +43.64% | -74.05% |
| 2024-01-18 | 2023-12-31 | premarket | 3.80% | +9.79% | 2.58x | +107.45% | -135.52% |
| 2023-10-19 | 2023-09-30 | postmarket | 1.36% | -1.72% | 1.27x | +7.53% | -30.83% |
| 2023-07-20 | 2023-06-30 | premarket | 4.25% | -5.05% | 1.19x | -4.00% | -8.61% |
| 2023-04-20 | 2023-03-31 | premarket | 3.40% | +2.36% | 0.69x | -30.99% | +20.53% |
| 2023-01-12 | 2022-12-31 | premarket | 4.06% | +6.38% | 1.57x | +22.41% | -32.90% |
| 2022-10-13 | 2022-09-30 | premarket | 5.04% | +3.92% | 0.78x | -25.33% | +19.25% |
| 2022-07-14 | 2022-06-30 | premarket | 4.18% | +2.93% | 0.70x | -44.74% | +16.02% |
| 2022-04-14 | 2022-03-31 | premarket | 3.86% | -3.09% | 0.80x | -25.53% | +13.56% |
| 2022-01-28 | 2021-12-31 | postmarket | — | +4.30% | — | -2.82% | -23.94% |
| 2021-10-14 | 2021-09-30 | premarket | — | +2.35% | — | +24.55% | -39.87% |
| 2021-07-15 | 2021-06-30 | premarket | — | -5.51% | — | -85.92% | +77.05% |
| 2021-04-15 | 2021-03-31 | premarket | — | -2.06% | — | — | — |
| 2021-01-14 | 2020-12-31 | postmarket | — | -0.96% | — | — | — |
| 2020-10-15 | 2020-09-30 | premarket | — | -0.51% | — | — | — |
| 2020-07-16 | 2020-06-30 | postmarket | — | -0.29% | — | — | — |
103 reports on this security, the newest 28 listed. An implied move is served from 2019-10-30 and the straddle returns from 2021-06-07, so n sits near its floor for names with a shorter history. One report a quarter, so the one-session windows never overlap and n is already the effective n.
core.earnings_events read point-in-time: the vintages that existed at the end of the as-of day, with the quarter and epoch flags re-derived over that set (migration 7a5161d44b1e). A past report is one that happened - the only date for its quarter, or one carrying actual EPS.
| META | 0.43% | 2026-10-01 |
| INTC | 0.43% | 2026-10-01 |
| CAT | 0.41% | 2026-10-01 |
| PANW | 0.41% | 2026-10-01 |
| WDC | 0.41% | 2026-10-01 |
| CRSR | 0.40% | 2026-10-01 |
| XOM | 0.35% | 2026-10-01 |
| MRVL | 0.30% | 2026-10-01 |
| DE | 0.28% | 2026-10-01 |
| SPCX | 0.27% | 2026-10-01 |
| CRWD | 0.25% | 2026-10-01 |
| AAPL | 0.25% | 2026-10-01 |
| AMD | 0.25% | 2026-10-01 |
| AMZN | 0.25% | 2026-10-01 |
| AVGO | 0.25% | 2026-10-01 |
| DELL | 0.25% | 2026-10-01 |
| GOOG | 0.25% | 2026-10-01 |
| LMT | 0.25% | 2026-10-01 |
| MSFT | 0.25% | 2026-10-01 |
| MU | 0.25% | 2026-10-01 |
| NVDA | 0.25% | 2026-10-01 |
| ORCL | 0.25% | 2026-10-01 |
Ranked 12 of 26 names with a snapshot on 2026-10-01. A peer whose newest snapshot falls on a different day - older or newer - is listed with that day and excluded from the rank, never compared across days.
core.borrow_rates, the accrued snapshot series. The percentile is the house midrank - (below + half the ties) / n - over one reading per ET day, computed in SQL and NULL below its floor. Fee rates sit on a general-collateral floor, so ties are the common case and the midrank is what keeps a floor reading from reading as the minimum.
Complete days 2026-07-27 to 2026-09-30; the newest headline in the feed is 2026-10-01 20:43 ET.
core.news_headlines, matched on the feed's own ticker array. A ticker in this feed is a bare symbol, not an identifier: a foreign listing sharing the symbol is tagged the same way, and nothing here can tell the two apart, so headlines are shown exactly as the feed tagged them.
