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.
| Symbol | Underlying | Vol Rank | Market Cap | IV Rank | ATM IV | Wing IV | Wing Strike | Gap | Percentile | Liquidity | DTE | Quote |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AA | 48.77 | 337 | 13.8B | 33 | 64.8% | — | — | — | — | wide (47%) | 29 | |
| AAOI | 120.80 | 96 | 11.9B | 4 | 127.3% | — | — | — | — | wide (29%) | 29 | |
| ABTC | 0.57 | 939 | 724M | 40 | 188.6% | — | — | — | — | n/a | 29 | |
| AEHR | 69.64 | 419 | 3.0B | 19 | 151.7% | — | — | — | — | wide (50%) | 29 | |
| AES | 14.62 | 713 | 10.5B | 20 | 18.8% | — | — | — | — | n/a | 29 | |
| AGNC | 10.94 | 350 | 12.5B | 23 | 22.7% | — | — | — | — | wide (33%) | 29 | |
| ALB | 134.56 | 505 | 15.9B | 19 | 57.7% | — | — | — | — | wide (50%) | 29 | |
| ALDX | 2.27 | 1915 | 128M | 26 | 214.4% | — | — | — | — | n/a | 29 | |
| ANVS | 1.95 | 1155 | 79M | 14 | 229.5% | — | — | — | — | wide (192%) | 29 | |
| APLD | 32.84 | 107 | 10.7B | 39 | 110.7% | — | — | — | — | wide (48%) | 29 | |
| APT | 5.61 | 998 | 57M | 61 | 88.7% | — | — | — | — | n/a | 29 | |
| ASPI | 5.61 | 576 | 783M | 35 | 116.1% | — | — | — | — | wide (143%) | 29 | |
| AXTI | 56.71 | 179 | 4.7B | 23 | 158.0% | — | — | — | — | wide (58%) | 29 | |
| BEKE | 15.08 | 954 | 15.5B | 31 | 36.8% | — | — | — | — | n/a | 29 | |
| BHC | 4.87 | 955 | 1.8B | 100 | 68.7% | — | — | — | — | wide (120%) | 29 | |
| BKLN | 20.36 | 511 | — | 22 | 14.2% | — | — | — | — | n/a | 29 | |
| BRR | 1.66 | 563 | 139M | 19 | 240.0% | — | — | — | — | n/a | 29 | |
| BTBT | 1.66 | 485 | 629M | 56 | 151.0% | — | — | — | — | wide (67%) | 29 | |
| BTG | 4.05 | 360 | 5.0B | 16 | 54.9% | — | — | — | — | wide (120%) | 29 | |
| CGC | 1.01 | 545 | 401M | 40 | 84.0% | — | — | — | — | n/a | 29 | |
| CORZ | 21.32 | 145 | 8.1B | 31 | 93.9% | — | — | — | — | wide (67%) | 29 | |
| CRWD | 193.87 | 118 | 194.3B | 100 | 1699.2% | — | — | — | — | wide (34%) | 29 | |
| CRWV | 81.81 | 36 | 54.3B | 38 | 91.6% | — | — | — | — | 9% | 29 | |
| CZR | 30.35 | 452 | 6.1B | 22 | 25.7% | — | — | — | — | n/a | 29 | |
| DBRG | 15.78 | 1775 | 2.9B | 47 | 17.9% | — | — | — | — | n/a | 29 | |
| DLR | 172.69 | 821 | 64.2B | 22 | 31.0% | — | — | — | — | wide (50%) | 29 | |
| DNN | 3.17 | 1264 | 2.8B | 26 | 68.6% | — | — | — | — | wide (100%) | 29 | |
| DNUT | 3.53 | 1009 | 609M | 43 | 72.8% | — | — | — | — | wide (93%) | 29 | |
| FFAI | 0.24 | 1100 | 80M | 10 | 303.4% | — | — | — | — | wide (40%) | 29 | |
| GLXY | 24.35 | 266 | 5.2B | 32 | 104.9% | — | — | — | — | wide (49%) | 29 | |
| HIVE | 3.27 | 422 | 973M | 39 | 108.6% | — | — | — | — | n/a | 29 | |
| HPE | 40.97 | 226 | 59.7B | 16 | 69.6% | — | — | — | — | wide (54%) | 29 | |
| ICLN | 19.59 | 221 | — | 9 | 50.1% | — | — | — | — | n/a | 29 | |
| IEF | 94.15 | 357 | — | 8 | 6.8% | — | — | — | — | 8% | 29 | |
| INO | 1.24 | 917 | 91M | 6 | 174.9% | — | — | — | — | n/a | 29 | |
| IOVA | 4.21 | 683 | 1.9B | 31 | 97.5% | — | — | — | — | n/a | 29 | |
| IQ | 1.02 | 725 | 1.0B | 24 | 56.2% | — | — | — | — | n/a | 29 | |
| KORU | 525.12 | 398 | — | 38 | 243.8% | — | — | — | — | 17% | 29 | |
| LABD | 7.57 | 626 | — | 95 | 104.8% | — | — | — | — | wide (133%) | 29 | |
| LAC | 3.75 | 508 | 1.4B | 23 | 77.5% | — | — | — | — | wide (67%) | 29 | |
| LASE | 1.42 | 1176 | 63M | 51 | 247.2% | — | — | — | — | wide (120%) | 29 | |
| LDI | 1.22 | 1476 | 678M | 100 | 302.9% | — | — | — | — | wide (67%) | 29 | |
| MVIS | 0.38 | 477 | 113M | 26 | 238.7% | — | — | — | — | n/a | 29 | |
| NB | 4.72 | 1419 | 702M | 28 | 93.4% | — | — | — | — | n/a | 29 | |
| NFE | 0.36 | 1158 | 104M | 67 | 384.2% | — | — | — | — | n/a | 29 | |
| NLY | 22.46 | 441 | 16.4B | 22 | 19.0% | — | — | — | — | wide (108%) | 29 | |
| NMAX | 8.95 | 1413 | 1.1B | 21 | 94.6% | — | — | — | — | n/a | 29 | |
| NVAX | 9.63 | 495 | 1.5B | 43 | 103.7% | — | — | — | — | wide (145%) | 29 | |
| NVDL | 28.07 | 231 | — | 33 | 75.0% | — | — | — | — | wide (122%) | 29 | |
| ONDS | 7.40 | 57 | 4.4B | 42 | 87.6% | — | — | — | — | wide (26%) | 29 |
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.