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Inverted term structure
Near-term fear priced above longer-dated volatility.
“Liquid optionable stocks whose IV term structure is in backwardation and IV rank is above 70”
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US optionable operating companies with liquid shares, inverted IV term structure and IV rank above 70, strongest IV rank first.
Filters: Optionable; Avg dollar volume (30D) ≥ $20M; IV90 − IV30 < −1 vol pt (backwardation); IV rank > 70
Top matches on data as of October 26, 2026
| Symbol | Company | IV Rank | IV90-IV30 | Term Structure | IV30 | IV90 | Avg $ Volume 30D | Opt Liquidity | Open Interest |
|---|---|---|---|---|---|---|---|---|---|
| ABEV | Ambev S.A. | 100 | -1.34 | Backwardation | 1.8% | 49.5% | $71.6M | 47 | 47,676 |
| CLS | Celestica Inc. | 100 | -0.62 | Backwardation | 122.8% | 60.5% | $769.5M | 85 | 143,108 |
| WHR | Whirlpool Corporation | 100 | -0.51 | Backwardation | 117.0% | 65.9% | $103.9M | 72 | 220,764 |
| FTDR | Frontdoor, Inc. | 100 | -0.45 | Backwardation | 140.7% | 96.2% | $52.7M | 34 | 486 |
| MFG | Mizuho Financial Group, Inc. | 100 | -0.43 | Backwardation | 106.8% | 63.5% | $37.8M | 23 | 453 |
| MSA | MSA Safety Incorporated | 100 | -0.38 | Backwardation | 97.7% | 59.3% | $43.4M | 21 | 207 |
| PAYC | Paycom Software, Inc. | 100 | -0.38 | Backwardation | 83.2% | 44.8% | $157.5M | 53 | 18,197 |
| DIOD | Diodes Incorporated | 100 | -0.36 | Backwardation | 137.4% | 101.3% | $48.1M | 37 | 2,309 |
| WPM | Wheaton Precious Metals Corp. | 100 | -0.36 | Backwardation | 72.9% | 37.4% | $221.2M | 79 | 123,597 |
| OLLI | Ollie's Bargain Outlet Holdings, Inc. | 100 | -0.35 | Backwardation | 81.3% | 45.9% | $151.4M | 61 | 38,097 |
| QDEL | QuidelOrtho Corporation | 100 | -0.33 | Backwardation | 122.6% | 89.7% | $25.5M | 48 | 11,886 |
| PATK | Patrick Industries, Inc. | 100 | -0.32 | Backwardation | 104.1% | 71.7% | $45.1M | 29 | 466 |
| PRKS | United Parks & Resorts Inc. | 100 | -0.31 | Backwardation | 89.9% | 58.8% | $24.6M | 43 | 2,835 |
| FHB | First Hawaiian, Inc. | 100 | -0.31 | Backwardation | 99.4% | 68.4% | $60.9M | 16 | 145 |
| UCB | United Community Banks, Inc. | 100 | -0.31 | Backwardation | 68.6% | 37.9% | $36.8M | 18 | 23 |
| MORN | Morningstar, Inc. | 100 | -0.3 | Backwardation | 117.1% | 87.1% | $55.8M | 32 | 825 |
| ETN | Eaton Corporation plc | 100 | -0.29 | Backwardation | 101.5% | 72.9% | $956.0M | 85 | 172,853 |
| TNL | Travel + Leisure Co. | 100 | -0.28 | Backwardation | 68.2% | 40.4% | $46.1M | 42 | 4,739 |
| ENS | EnerSys | 100 | -0.26 | Backwardation | 94.6% | 68.3% | $97.4M | 52 | 7,642 |
| CCXI | Churchill Capital Corp XI | 100 | -0.25 | Backwardation | 145.5% | 120.7% | $33.9M | 66 | 87,681 |
| UGP | Ultrapar Participações S.A. | 100 | -0.25 | Backwardation | 99.5% | 74.9% | $35.2M | 34 | 1,991 |
| NWE | Northwestern Energy Group Inc | 100 | -0.24 | Backwardation | 49.4% | 25.6% | $41.0M | 30 | 609 |
| ACM | Aecom | 100 | -0.24 | Backwardation | 65.1% | 41.4% | $89.4M | 49 | 10,036 |
| ADP | Automatic Data Processing, Inc. | 100 | -0.21 | Backwardation | 80.1% | 58.7% | $584.1M | 72 | 42,138 |
| VMI | Valmont Industries, Inc. | 100 | -0.21 | Backwardation | 81.4% | 60.1% | $97.1M | 29 | 611 |
25 matches. Research data, not investment advice.