Shared snapshot Delayed 15 min

Market data delayed 15 minutes, as of Nov 6, 2026, 3:45 PM ET. A saved copy, not connected to live data.

Skew & Volatility Levels

How much the options market pays for downside versus upside, and how rich volatility is, for the most active names.

Connecting

Median risk reversal

Puts versus calls, top 50

Put skew above 0

Downside puts priced above at-the-money

Inverted call skew : names whose upside calls are priced above at-the-money. Usually a small minority; a high share has marked past euphoria peaks.

Upside chased

Spot up, volatility up

Price and implied volatility both up today

Risk reversal: positive means puts are richer than calls. ✱ earnings · ▲ upside chased · ⚠ hard to borrow · hatched bars rest on few contracts.

Put skew volatility pts

How to read this

How much more downside puts cost than at-the-money options. Taller bars mean the market pays more for crash protection. Redder bars are steeper.

Call skew volatility pts

How to read this

How upside calls are priced against at-the-money. Below zero is normal. Green bars above zero mean upside calls cost more than at-the-money: traders are chasing the upside.

Risk reversal volatility pts

How to read this

Puts versus calls at the same distance from the money. Red bars (positive) mean puts are richer than calls; green bars (negative) mean calls are richer. Each name also carries a word label: Put bias, Balanced or Call bias.