Biggest Regime Stress Change
As of June 8, 2026 (end-of-day snapshot). Pages update daily after the market close.
Day-over-day delta in regime stress score, catching fresh regime transitions as the market re-prices. Positive deltas signal stress loading (moving toward STRESS/CRISIS); negative deltas signal stress relief. Pairs naturally with model divergence for a complete regime-transition stack.
Top 50 by Δ Stress
The live regime-stress-change leaderboard loads after the page hydrates. Rows are ranked by absolute day-over-day change in regime stress score. Regime universe (~124 symbols spanning single stocks, sector ETFs, and bond ETFs).
Methodology
Computed as today's regime stress score minus the prior session's, sourced from the daily regime detector across all scopes. Ranked by absolute change descending. Requires two consecutive sessions.
Frequently Asked Questions
How quickly do scores change?
Day-over-day changes in regime stress score above 0.3 are meaningful; above 0.8 are unusual and typically correspond to regime-level news events: earnings releases, FOMC meetings, FDA decisions, macro prints, geopolitical surprises. The stress-score change captures the rate at which the seven regime features (vol, tail, term structure, model disagreement, turbulence, surface complexity, skew) are collectively repricing. A name jumping from NORMAL to STRESS in a single session is rare and almost always traces back to a specific catalyst that is identifiable from the news.
Is a negative delta bullish?
Not directly. Stress score decreasing accompanies vol mean-reversion, term structure normalizing, and model disagreement narrowing, which collectively signal a less stressed regime than yesterday. That is not the same as price moving up. Bullish-vs-bearish directional signal comes from elsewhere (trend, GEX flip levels, dealer positioning). A drop in regime stress can happen during a sharp price decline if the vol expansion was already priced and the realized move just brings the regime back toward equilibrium.
Why might a CRISIS symbol show zero delta?
The delta captures incremental change between two consecutive sessions, not absolute level. A persistent CRISIS regime shows zero delta while still being meaningful: the underlying is in a stressed regime, but it has been there long enough that today is no different from yesterday. Use the regime-stress-leaders screener for absolute level (who is currently in CRISIS) and this delta screener for fresh transitions (who is moving INTO or OUT OF CRISIS today). Combining both gives the complete regime picture: state plus motion.
How does this relate to biggest-iv-change?
IV change is a single-feature signal; it captures only one dimension of regime motion. Regime stress change is multi-feature, incorporating term structure, skew, tail dominance, surface complexity, turbulence, and model disagreement alongside IV level. When the two screeners agree (large IV change AND large stress change), the regime shift is unambiguous and broad-based. When they disagree (large IV change but small stress change, or vice versa), a non-IV feature is driving, perhaps skew flattening or term structure repricing without the headline IV moving much. Cross-referencing both surfaces what is actually changing.
How fresh is the data on this screener?
All public screener data refreshes once per trading day after the 4:00 PM ET market close, typically available by 5:30 PM ET. The platform uses end-of-day OPRA aggregates which are licensed for free public display. Authenticated API-tier users with their own Tradier or tastytrade BYOK credentials can pull intraday data through the streaming endpoints.
Where does the underlying data come from?
End-of-day OPRA aggregates for the options data, exchange-published stock prices for the spot reference, and a calibrated implied-volatility surface computed from the listed chain. Ranking metrics like IV rank, GEX, and unusual-activity counts are computed nightly from these primary inputs. Methodology details are in each screener's "How it's computed" section above.
Are these stocks recommended trades?
No. The screener is a ranked list of names that meet a quantitative filter at the close of the prior trading session, a research starting point, not a buy or sell signal. Whether any name on the list represents a tradeable opportunity depends on the underlying catalyst, your strategy, current market context, and risk tolerance. The platform does not give trade advice; the lists are descriptive, not prescriptive.
How often does the ranking change?
The ranking refreshes every trading day after the close. Names move on and off the list as their underlying metric (IV rank, gamma exposure, volume, etc.) crosses thresholds. Most screeners show meaningful day-over-day churn at the top of the list during active markets and lower turnover during low-volatility regimes. The "biggest change" screeners specifically target fast-moving names.
Is the screener tradeable in real-time during market hours?
The screener itself ranks on end-of-day data. To trade names on the list during market hours, use your own broker's real-time chain data; the platform's per-ticker pages link directly to real-time chains for authenticated users. The screener's job is to surface the universe of candidates that met yesterday's filter; the trade decision uses live data.
Can I export the ranked list?
Pro and API tier users can export rankings via the API (REST endpoint per screener slug returns a JSON list with all metric columns) or pull them programmatically through the Python SDK. Free users have the full ranking visible on the page; programmatic access requires authentication. Daily snapshots are also available for backtesting research through the API tier.