Break from own normal
During the sessionHow this is built
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.
- 1IWMFriday 211,634,612 · Usual 44,619,813 · vs usual 4.7x
- 2INTCFriday 130,971,220 · Usual 30,691,688.5 · vs usual 4.3x
- 3AVGOFriday 211,417,263 · Usual 50,766,027.5 · vs usual 4.2x
- 4BAFriday 60,343,338 · Usual 16,019,054 · vs usual 3.8x
- 5CATFriday 29,836,204 · Usual 10,524,642 · vs usual 2.8x
- 6MUFriday 1,291,366,209 · Usual 581,682,645 · vs usual 2.2x
- 7COSTFriday 23,414 · Usual 50,451 · vs usual 46%
- 8AMDFriday 349,768,687 · Usual 179,332,939 · vs usual 2.0x
- 9LLYFriday 27,346 · Usual 49,916.5 · vs usual 55%
- 10NFLXFriday 139,043 · Usual 213,346 · vs usual 65%
What we guard against
- One representative snapshot per day (the one with the largest total open interest)
- Expiry roll-overs: only chains of comparable size are compared
- Guard against a collapsing MAD denominator
- Thresholds: |z| ≥ 3 and a ratio of at least 1.35×
- Normalized by the market-wide median ratio (put open interest moved together across 90% of names when measured)
- Axes chosen by measurement — an axis that swings more within a day than between days has no stable daily value and is left out (whale score, DEX, squeeze probability)
Source: Daily options-chain snapshots (our own collected history)
Updated: 2026-10-16 13:14 UTC