Biggest expected move stocks
From the October 20, 2026 closing options book · 656 tickers ranked · updated after every close
Tickers whose options priced the largest one-day move, as a percent of price. MRNA leads at ±9.72%, followed by SNXX (±9.71%) and SOXL (±8.49%).
| # | Ticker | Close | 1-day move | ATM IV | IV rank | Net gamma |
|---|---|---|---|---|---|---|
| 1 | MRNA | 242.08 | ±9.72% | 154.3% | 98 | +$25.9M |
| 2 | SNXX | 10.02 | ±9.71% | 154.1% | 28 | +$135K |
| 3 | SOXL | 97.55 | ±8.49% | 134.8% | 38 | −$18.1M |
| 4 | SOXS | 47.13 | ±8.36% | 132.7% | 38 | +$2.9M |
| 5 | AXTI | 57.09 | ±7.84% | 124.4% | 11 | +$20K |
| 6 | TWLO | 258.69 | ±7.31% | 116.1% | 78 | −$882K |
| 7 | WULF | 12.01 | ±7.18% | 114.0% | 75 | −$1.1M |
| 8 | DOCN | 99.48 | ±7.17% | 113.8% | 66 | −$766K |
| 9 | HUT | 69.04 | ±7.07% | 112.2% | 23 | −$1.8M |
| 10 | IREN | 26.62 | ±6.93% | 110.0% | 26 | −$2.4M |
| 11 | AAOI | 76.74 | ±6.82% | 108.3% | 15 | −$65K |
| 12 | BE | 222.65 | ±6.75% | 107.1% | 15 | −$15.4M |
| 13 | CRWV | 62.13 | ±6.46% | 102.6% | 45 | −$6.6M |
| 14 | SMTC | 136.20 | ±6.43% | 102.1% | 54 | +$978K |
| 15 | SMCI | 32.47 | ±6.37% | 101.2% | 44 | +$7.8M |
| 16 | META | 694.25 | ±6.20% | 98.5% | 100 | −$56.1M |
| 17 | MARA | 7.48 | ±6.19% | 98.3% | 61 | +$1.8M |
| 18 | ASTS | 41.13 | ±5.99% | 95.1% | 31 | −$1.4M |
| 19 | AUR | 5.01 | ±5.88% | 93.4% | 95 | +$40K |
| 20 | ZLAB | 25.08 | ±5.73% | 91.0% | 12 | +$28 |
| 21 | SEDG | 32.36 | ±5.72% | 90.8% | 17 | −$50K |
| 22 | COHR | 231.80 | ±5.71% | 90.6% | 30 | −$8.2M |
| 23 | ALAB | 284.80 | ±5.68% | 90.1% | 20 | +$855K |
| 24 | TEM | 66.75 | ±5.67% | 90.0% | 18 | +$109K |
| 25 | VSAT | 60.17 | ±5.61% | 89.1% | 53 | −$69K |
| 26 | TMDX | 74.75 | ±5.56% | 88.3% | 100 | +$584K |
| 27 | CELC | 60.00 | ±5.50% | 87.3% | 41 | −$6K |
| 28 | CLS | 299.69 | ±5.42% | 86.1% | 28 | −$3.4M |
| 29 | RDDT | 155.65 | ±5.40% | 85.7% | 18 | +$1.9M |
| 30 | RMBS | 92.42 | ±5.29% | 84.0% | 29 | −$52K |
| 31 | TER | 336.59 | ±5.25% | 83.4% | 48 | −$4.3M |
| 32 | CVNA | 60.26 | ±5.22% | 82.8% | 45 | −$2.2M |
| 33 | STX | 675.13 | ±5.22% | 82.8% | 42 | −$26.1M |
| 34 | SPCX | 147.79 | ±5.21% | 82.7% | 45 | +$6.4M |
| 35 | AMKR | 41.70 | ±5.19% | 82.4% | 39 | −$1.0M |
| 36 | CHTR | 110.03 | ±5.18% | 82.2% | 41 | −$610K |
| 37 | CRCL | 85.87 | ±5.15% | 81.7% | 28 | +$5.9M |
| 38 | OKLO | 27.48 | ±5.15% | 81.8% | 23 | −$468K |
| 39 | LITE | 822.51 | ±5.12% | 81.2% | 17 | −$22.0M |
| 40 | CIEN | 341.95 | ±5.11% | 81.2% | 19 | −$2.2M |
| 41 | ONTO | 219.62 | ±5.10% | 81.0% | 33 | −$149K |
| 42 | TECL | 194.53 | ±5.02% | 79.7% | 9 | −$132K |
| 43 | ARM | 221.06 | ±4.99% | 79.2% | 41 | −$14.0M |
| 44 | RKLB | 50.90 | ±4.97% | 78.9% | 24 | −$2.8M |
| 45 | SNDK | 1,365.38 | ±4.88% | 77.4% | 12 | −$35.5M |
| 46 | WDC | 364.32 | ±4.87% | 77.2% | 29 | −$1.2M |
| 47 | LRCX | 263.45 | ±4.83% | 76.7% | 31 | −$5.7M |
| 48 | APP | 272.46 | ±4.80% | 76.2% | 29 | −$7.3M |
| 49 | AKAM | 89.63 | ±4.75% | 75.3% | 17 | −$316K |
| 50 | NET | 291.69 | ±4.72% | 75.0% | 17 | −$4.8M |
The one-day expected move is at-the-money implied volatility scaled to one session. It is roughly a one-standard-deviation range: about two days in three finish inside it.
More rankings
Most negative gamma stocksMost positive gamma stocksHighest implied volatility stocksLowest implied volatility stocksHighest IV rank stocksLowest IV rank stocksHighest put/call ratio stocksLowest put/call ratio stocksStocks closing near their call wallStocks closing near their put wallStocks closing near max pain
Ranked from the closing options book and rebuilt after every close. Nothing on this page is live. Not investment advice.