Skew Screener
Rank symbols by where today's wing-vs-ATM put skew sits in its own trailing-3-year history. High percentile = wings are richer than usual.
Screener results are algorithmic and informational only. Percentiles are relative to each symbol's own history; high percentile does not predict direction. Past performance is not indicative of future results. See Terms §17.
Screening Results
| Symbol | Underlying | Vol Rank | Market Cap | IV Rank | ATM IV | Wing IV | Wing Strike | Gap | Percentile | Liquidity | DTE | Quote |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABR | 3.74 | 517 | 692M | 5 | 72.7% | — | — | — | — | n/a | 28 | |
| ABVX | 93.73 | 234 | 8.3B | 9 | 68.0% | — | — | — | — | wide (140%) | 28 | |
| ACHR | 5.00 | 452 | 3.9B | 38 | 61.2% | — | — | — | — | wide (56%) | 28 | |
| ACI | 11.82 | 754 | 5.7B | 53 | 44.8% | — | — | — | — | wide (33%) | 28 | |
| AFL | 110.53 | 716 | 55.7B | 27 | 19.1% | — | — | — | — | wide (91%) | 28 | |
| AIG | 74.78 | 870 | 39.4B | 11 | 17.5% | — | — | — | — | wide (59%) | 28 | |
| ALDX | 1.18 | 2780 | 78M | 30 | 445.9% | — | — | — | — | n/a | 28 | |
| ALT | 2.75 | 956 | 537M | 26 | 235.2% | — | — | — | — | n/a | 28 | |
| AMC | 2.80 | 132 | 2.5B | 38 | 89.8% | — | — | — | — | wide (40%) | 28 | |
| AMPG | 3.15 | 1728 | 93M | 4 | 118.8% | — | — | — | — | n/a | 28 | |
| AMPX | 9.85 | 269 | 1.4B | 1 | 75.7% | — | — | — | — | wide (100%) | 28 | |
| APT | 5.06 | 975 | 52M | 39 | 73.7% | — | — | — | — | n/a | 28 | |
| ASPI | 2.84 | 1134 | 414M | 10 | 86.2% | — | — | — | — | wide (120%) | 28 | |
| AUR | 5.62 | 307 | 11.1B | 19 | 68.0% | — | — | — | — | wide (75%) | 28 | |
| BAX | 23.75 | 917 | 12.2B | 26 | 52.5% | — | — | — | — | wide (90%) | 28 | |
| BBAI | 2.72 | 240 | 1.3B | 31 | 66.9% | — | — | — | — | wide (67%) | 28 | |
| BBWI | 16.27 | 558 | 3.3B | 34 | 50.4% | — | — | — | — | wide (150%) | 28 | |
| BEKE | 16.60 | 78 | 18.3B | 28 | 46.5% | — | — | — | — | wide (158%) | 28 | |
| BHC | 5.68 | 950 | 2.1B | 68 | 48.4% | — | — | — | — | n/a | 28 | |
| BILL | 43.41 | 667 | 3.7B | 18 | 52.6% | — | — | — | — | wide (143%) | 28 | |
| BITO | 11.51 | 247 | — | 40 | 41.0% | — | — | — | — | wide (137%) | 28 | |
| BKKT | 8.00 | 1135 | 347M | 58 | 79.5% | — | — | — | — | wide (176%) | 28 | |
| BROS | 39.13 | 643 | 5.3B | 33 | 46.7% | — | — | — | — | wide (55%) | 28 | |
| BRR | 4.13 | 2477 | 360M | 22 | 235.3% | — | — | — | — | n/a | 28 | |
| BTBT | 1.74 | 841 | 584M | 8 | 82.9% | — | — | — | — | wide (62%) | 28 | |
| BTG | 5.23 | 884 | 6.8B | 23 | 52.3% | — | — | — | — | n/a | 28 | |
| BYND | 8.31 | 325 | 142M | 6 | 94.3% | — | — | — | — | wide (152%) | 28 | |
| CAG | 13.30 | 505 | 6.3B | 11 | 28.2% | — | — | — | — | wide (85%) | 28 | |
| CAPR | 9.05 | 538 | 520M | 12 | 134.8% | — | — | — | — | n/a | 28 | |
| CC | 13.77 | 1513 | 2.0B | 13 | 48.0% | — | — | — | — | wide (148%) | 28 | |
| CELH | 26.99 | 319 | 6.9B | 14 | 48.6% | — | — | — | — | wide (93%) | 28 | |
| CGC | 0.89 | 1791 | 373M | 53 | 79.7% | — | — | — | — | n/a | 28 | |
| CL | 84.41 | 739 | 67.4B | 29 | 25.7% | — | — | — | — | wide (173%) | 28 | |
| CMCSA | 21.79 | 323 | 77.0B | 41 | 38.9% | — | — | — | — | wide (70%) | 28 | |
| CNQ | 47.41 | 503 | 98.5B | 14 | 30.7% | — | — | — | — | wide (111%) | 28 | |
| CONL | 5.85 | 537 | — | 7 | 133.1% | — | — | — | — | n/a | 28 | |
| CPNG | 13.70 | 229 | 24.8B | 32 | 43.7% | — | — | — | — | wide (91%) | 28 | |
| CRH | 82.62 | 970 | 54.4B | 48 | 41.2% | — | — | — | — | wide (163%) | 28 | |
| CRML | 7.17 | 530 | 1.1B | 58 | 109.1% | — | — | — | — | wide (114%) | 28 | |
| CRSP | 55.19 | 1192 | 5.4B | 23 | 60.5% | — | — | — | — | wide (110%) | 28 | |
| CSX | 47.33 | 540 | 86.2B | 27 | 28.3% | — | — | — | — | wide (102%) | 28 | |
| CYPH | 3.21 | 757 | 315M | 19 | 161.2% | — | — | — | — | n/a | 28 | |
| CZR | 29.65 | 936 | 6.0B | 36 | 34.7% | — | — | — | — | n/a | 28 | |
| DBX | 34.11 | 1059 | 7.4B | 75 | 50.0% | — | — | — | — | n/a | 28 | |
| DJX | 512.29 | 409 | — | 0 | 7.8% | — | — | — | — | wide (132%) | 28 | |
| DKNG | 19.54 | 101 | 9.6B | 72 | 59.2% | — | — | — | — | wide (143%) | 28 | |
| DNN | 2.62 | 536 | 2.3B | 20 | 58.6% | — | — | — | — | n/a | 28 | |
| DNUT | 2.91 | 1323 | 503M | 36 | 55.7% | — | — | — | — | n/a | 28 | |
| DPRO | 5.49 | 1080 | 215M | 24 | 93.3% | — | — | — | — | wide (138%) | 28 | |
| DUOL | 145.29 | 781 | 6.9B | 4 | 54.8% | — | — | — | — | wide (97%) | 28 |
How to Read This
What "wing-vs-ATM gap" means
For the chosen DTE bucket, we find the strike whose put has a delta closest to the chosen wing delta (10d, 15d, or 30d) and compare its implied volatility against the at-the-money IV. The difference, in vol points, is the "gap." Positive gap = the wing is pricing in more vol than the body — the canonical put-skew signature.
Why the percentile matters
There is no universal "rich/cheap" gap. SPX always shows put skew; some single names invert. What matters is where today's gap sits in the symbol's own trailing-3-year history. A 90th-percentile gap is rich relative to how this symbol normally trades.
What it doesn't tell you
- Direction. High percentile is not a sell signal on the underlying.
- Tail certainty. Tails get priced; sometimes they pay.
- Liquidity. Wide bid/asks are flagged, but a "tight" flag isn't permission to size up.