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.

Filter Criteria
Liquidity & size filters
Single-name skew is dominated by earnings, idiosyncratic news, and corporate events. The percentile rank still works as a self-relative read, but interpret moves with care.
Screening Results
Symbol Underlying Vol Rank Market Cap IV Rank ATM IV Wing IV Wing Strike Gap Percentile Liquidity DTE Quote
AADX 18.00 2234 3.1B 13 60.8% 101.3% 12.50 +40.5 pts — wide (175%) 35
ACET 8.38 4131 78M 6 169.1% 196.8% 5.00 +27.7 pts — n/a 35
AEVA 23.28 1404 1.6B 37 100.2% — — — — wide (124%) 35
AGRO 8.91 2670 1.3B 52 53.0% — — — — wide (80%) 35
AIEQ 51.61 5267 — 8 14.2% — — — — n/a 35
AMOM 60.15 4962 — 33 30.1% 81.2% 45.00 +51.1 pts — wide (143%) 35
AMZD 8.36 3940 — 31 39.3% — — — — n/a 35
ARBE 0.80 2708 98M 29 153.4% — — — — n/a 35
AREN 1.15 2856 55M 35 284.7% — — — — n/a 35
AROW 39.25 4620 727M 27 43.2% — — — — n/a 35
ATAT 34.19 3954 4.7B 0 41.2% — — — — n/a 35
AUTL 2.15 2290 572M 56 160.8% — — — — n/a 35
AVDE 94.29 4743 — 6 18.0% — — — — n/a 35
BAI 46.77 3204 — 16 38.9% — — — — wide (51%) 35
BCD 37.06 4895 — 29 34.0% — — — — n/a 35
BLNK 0.59 2057 86M 27 137.2% — — — — n/a 35
BNDD 95.24 5358 — 36 15.7% — — — — n/a 35
BZUN 2.83 3506 165M 28 76.2% — — — — n/a 35
CAIE 27.47 4397 — 36 16.4% 43.5% 23.00 +27.2 pts — n/a 35
CAPL 23.68 4249 901M 27 65.7% — — — — n/a 35
CCOR 26.56 5515 — 24 17.3% — — — — n/a 35
CE 45.70 1434 5.0B 33 39.8% — — — — wide (58%) 35
CHT 42.58 4787 33.0B 19 17.8% 55.2% 35.00 +37.5 pts — n/a 35
ACIC 9.86 2941 466M 6 37.0% — — — — n/a 35
ADBG 4.71 2922 — 15 91.4% — — — — n/a 35
AIRG 5.51 4076 72M 26 81.9% — — — — n/a 35
ALM 15.09 689 4.4B 32 87.2% — — — — n/a 35
AMYY 14.46 4556 — 0 35.9% — — — — n/a 35
ANGI 4.72 1515 191M 13 78.8% — — — — n/a 35
APGE 134.55 2516 10.2B 15 13.0% — — — — wide (196%) 35
ARDX 4.06 548 1.0B 32 54.7% — — — — n/a 35
AVIR 5.12 3170 411M 7 95.6% — — — — n/a 35
AVSC 75.25 5436 — 0 17.3% — — — — n/a 35
AWAY 20.40 4737 — 16 74.6% — — — — n/a 35
BAB 26.41 5387 — 10 15.5% — — — — n/a 35
BDC 135.90 2823 5.3B 14 38.8% — — — — wide (44%) 35
BLSG 1.69 4717 — 18 191.4% — — — — n/a 35
BRR 1.68 1518 148M 4 158.3% — — — — n/a 28
BTGO 5.76 3044 677M 0 75.9% — — — — wide (100%) 35
BUCK 23.38 4736 — 32 65.1% — — — — n/a 35
BUL 64.13 4716 — 27 32.2% — — — — wide (133%) 35
CATH 92.50 4761 — 67 23.3% — — — — n/a 35
CATO 3.40 3641 68M 49 146.3% — — — — n/a 35
CBC 32.67 5053 7.8B 35 46.5% — — — — n/a 35
CHMI 2.92 3064 108M 32 79.2% — — — — n/a 35
CIM 11.80 1766 988M 18 18.5% — — — — n/a 35
CNTB 2.55 3771 161M 66 347.0% — — — — n/a 35
CNVS 2.69 3358 64M 67 146.1% — — — — n/a 35
ABSI 9.18 924 1.6B 29 108.0% — — — — wide (40%) 35
ACIU 2.49 3314 248M 20 148.1% — — — — n/a 35

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.