Today’s Market Rankings — What Broke From Normal

Each stock’s options metrics — put/call ratio, call and put open interest, and options premium — are compared with that stock’s own 30-day median, and the names furthest from normal rank first. Each ratio is divided by the market-wide median ratio for the day, so moves the whole market shared are taken out first.

Absolute rankings (top options premium) just track market cap, so NVDA, TSLA and AAPL sit on top almost every day. A ranking whose answer you already know is not worth checking. Only “this stock is behaving unlike itself” changes day to day — and it is the axis institutions actually watch.

1. 1BAThursday 105,289,582 · Usual 18,207,694 · vs usual 5.8x
2. 2AVGOThursday 252,110,568 · Usual 50,766,027.5 · vs usual 5.0x
3. 3INTCThursday 130,971,220 · Usual 29,082,215 · vs usual 4.5x
4. 4LLYThursday 85,538,587 · Usual 20,875,107 · vs usual 4.1x
5. 5CATThursday 59,562,977 · Usual 15,893,663 · vs usual 3.7x

Collects only stocks that broke from their own normal on two or more axes at the same time. More axes rank higher; ties go to the larger combined deviation.

A spike on one axis can be noise. When open interest, block trades and squeeze odds all rise together, those are three faces of the same event. This catches the intensity a single-axis ranking misses.

1. 1PLTR2 axes
2. 2MU2 axes
3. 3NFLX2 axes

How far, in percent, the current price sits from max pain — the strike at which the most open options would expire worthless. Widest gap first.

Near expiry, price has been observed to drift toward max pain (pinning). A wide gap means that pull has not taken hold yet — or that a stronger force is pushing price away. It puts a number on the question “where is the close being pulled?”

1. 1AAOI-34.4%
2. 2XP+32.5%
3. 3AEHR-31.4%
4. 4RSI-31.1%
5. 5EQPT-30.7%

How close, in percent, the current price is to the gamma flip level. Closest first.

Above the flip level, dealers hedge in a way that dampens volatility (buying dips, selling rallies); below it, their hedging amplifies moves. For a stock sitting on that boundary, a small move can change the character of trading. This is a read on positioning, not a forecast.

1. 1OKTA0%
2. 2AG-0.1%
3. 3BABA-0.1%
4. 4GM+0.1%
5. 5ZS+0.1%

How strongly the money (the call/put premium ratio) and the standing positions (the call/put open-interest ratio) point in opposite directions. Largest mismatch first.

It really happens that open interest is put-heavy while the money flows into calls — cheap puts stacked up by count, with the dollars going into pricier calls. Read only one of the two and you get the opposite story. The contradiction itself is the information.

1. 1BAPremium C/P 0.03 · OI C/P 2.19
2. 2AVGOPremium C/P 0.09 · OI C/P 1.62
3. 3CATPremium C/P 0.06 · OI C/P 1.03
4. 4PLTRPremium C/P 12.72 · OI C/P 0.87
5. 5COINPremium C/P 10.24 · OI C/P 0.74

Off-exchange (dark pool) volume as a multiple of the stock’s own 20-day average, divided again by the market-wide median multiple for the day. Largest deviation versus the market first.

Off-exchange executions rise when institutions want to move size without disturbing the quote. But on a quiet day every stock’s volume shrinks together and looks like a “deviation” — so we measure against the market.

1. 1CCCThursday 135,965,062 · Usual 9,697,936 · vs usual 12.4x
2. 2PARAThursday 40,625 · Usual 406,250 · vs usual 9%
3. 3ACVAThursday 916,616 · Usual 5,092,311 · vs usual 16%
4. 4PAGThursday 1,249,683 · Usual 205,202 · vs usual 5.4x
5. 5HOMBThursday 1,911,619 · Usual 396,601 · vs usual 4.3x

How many percentage points the short share of off-exchange volume departed from the stock’s own normal. Largest departure first.

⚠️ The short share by itself is not a directional bet. The market-wide median is about 49%, because wholesalers filling retail buy orders sell short first and cover later — about half of it is structural. Reading “46% short” as a bearish bet is a misread. Only the departure from the stock’s own normal carries information.

1. 1BWX+53.2pp (Usual 34.3)
2. 2CORN-43.7pp (Usual 50.3)
3. 3GNTX-40.1pp (Usual 60.2)
4. 4ZNTL-39.4pp (Usual 53)
5. 5REXR-38.5pp (Usual 61.5)

Scores from 0 to 100 the combination of off-exchange volume above its normal (volume percentile up) with a below-normal short share of that volume (short percentile down). 70 and above reads as accumulation, 30 and below as distribution.

It separates quietly buying off the public book from quietly selling. Volume alone has no direction, and the short share alone is fooled by its structural half. Only overlaying the two gives a direction. This is a read on positioning, not a forecast.

1. 1STUB2 / 100 · distribution
2. 2UNF4 / 100 · distribution
3. 3CPA6 / 100 · distribution
4. 4NEO7 / 100 · distribution
5. 5UMBF7 / 100 · distribution

From insider filings across the entire US market, only SEC transaction code P (open-market purchases) is kept, and the dollar amounts are summed per stock. Grants and awards (A), option exercises (M) and tax withholding (F) are all excluded.

It keeps only what the people who know the company best bought in the open market with their own money. Stock received as compensation says nothing — in our sample, more than half of 908 filings were exactly that. And because it scans the whole market rather than a fixed watchlist, it surfaces tickers nobody was watching.

1. 1BPRE$5,523,827 · 5 buyers
2. 2CXM$850,500 · 1 buyer
3. 3QVCG$16,697,200 · 1 buyer
4. 4FLSC$3,000,000 · 1 buyer
5. 5CRBG$8,801,941 · 1 buyer

Stocks with a high free-cash-flow yield (FCF ÷ market cap) whose EV/EBITDA is at least 40% below the universe median and whose long-term debt-to-equity is 0.8 or less.

This axis looks at cash, not charts: companies generating strong cash whose share price has fallen anyway. Every other ranking here is about options and flows, built for short-term traders; this one speaks to swing and value investors — a different audience.

1. 1MUFCF 6.9% · EV/EBITDA 9.37
2. 2UNHFCF 7.87% · EV/EBITDA 14.41
3. 3NFLXFCF 2.5% · EV/EBITDA 8.74
4. 4MSFTFCF 0.81% · EV/EBITDA 13.2

Stocks whose at-the-money implied volatility sits in a high percentile of their own history (IV session percentile) while no earnings date falls within the next 14 days. Highest IV session percentile first.

The market is paying up for a move, yet the reason is not on the calendar. ⚠️ Most IV spikes in large caps are scheduled earnings — ranking those would just repeat a free earnings calendar, with no edge. So we remove what is known (earnings) and look only at what is left. If it is not earnings, it tends to be an unscheduled event: FDA decisions, M&A, litigation or guidance.

1. 1AAPLIV session pctl 100
2. 2CATIV session pctl 100
3. 3NVDAIV session pctl 95
4. 4AMDIV session pctl 95
5. 5QQQIV session pctl 90