Consumer Cyclical: highest implied volatility

EXP 2026-11-20

Data details

Coverage: 80 / 81
Comparison: One expiry; stocks and funds. No liquidity or trading suitability filter.
50Δ IV: Mean call and put annualized IV.
Implied move: 50Δ call plus put premium divided by underlying price.
25Δ spread: Put IV minus call IV in percentage points.
Unavailable: MVST
Methodology: Delta calculations
Data: JSON

Company	Price	50Δ IV
ORBSEightco Holdings Inc.	$0.82	358.25%
LCIDLucid Group Inc	$3.29	118.55%
BRCBBlack Rock Coffee Bar, Inc. Class A Common Stock	$8.61	112.77%
SLDPSolid Power Inc	$2.04	95.27%
CWHCamping World Holdings Inc	$4.52	88.47%
QSQuantumScape Corporation Class A Common Stock	$4.02	86.16%
CVNACarvana Co	$60.24	76.81%
WWayfair Inc	$113.56	76.43%
WHRWhirlpool Corporation	$28.25	72.86%
AAPAdvance Auto Parts Inc	$44.15	69.50%
DKNGDraftKings Inc	$20.41	68.48%
BROSDutch Bros Inc	$44.18	67.16%
BBWIBath & Body Works Inc.	$20.18	67.09%
SHAKShake Shack Inc	$69.74	66.30%
RIVNRivian Automotive Inc	$12.47	64.84%
SESea Ltd	$80.80	64.58%
DASHDoorDash, Inc. Class A Common Stock	$191.65	63.81%
ETSYEtsy, Inc.	$87.41	63.67%
VFCVF Corporation	$17.46	62.73%
RHRH	$120.29	61.78%
TRIPTripAdvisor Inc	$9.55	61.44%
EXPEExpedia Group Inc.	$300.76	59.71%
CPNGCoupang LLC	$14.37	59.55%
KSSKohl's Corporation	$21.80	58.87%
NCLHNorwegian Cruise Line Holdings Ltd	$15.75	58.34%
PENNPenn National Gaming Inc	$14.96	57.53%
CROXCrocs Inc	$121.37	54.73%
TPRTapestry Inc	$117.55	52.55%
XPEVXpeng Inc	$9.95	52.53%
HOGHarley-Davidson Inc	$26.65	52.40%
TSCOTractor Supply Company	$32.94	52.12%
ANFAbercrombie & Fitch Company	$161.73	51.33%
YETIYETI Holdings Inc	$42.55	51.25%
CHWYChewy Inc	$21.53	49.79%
CAKEThe Cheesecake Factory	$116.45	49.51%
MELIMercadoLibre Inc.	$1874.09	48.92%
RCLRoyal Caribbean Cruises Ltd	$288.50	48.84%
BKNGBooking Holdings Inc	$163.73	48.17%
AEOAmerican Eagle Outfitters Inc	$17.92	47.63%
LILi Auto Inc	$11.91	47.34%
TSLATesla Inc	$380.45	46.74%
CMGChipotle Mexican Grill Inc	$29.73	46.47%
MMacy’s Inc	$23.41	45.57%
KMXCarMax Inc	$53.82	45.51%
IPInternational Paper	$33.69	45.26%
CCLCarnival Corporation	$27.15	44.93%
WYNNWynn Resorts Limited	$77.62	44.91%
LENLennar Corporation	$78.68	44.74%
URBNUrban Outfitters Inc	$87.32	44.64%
WSMWilliams-Sonoma Inc	$253.99	44.51%
ABNBAirbnb Inc	$176.30	44.10%
MGMMGM Resorts International	$28.88	44.03%
EBAYeBay Inc	$121.40	43.99%
DHIDR Horton Inc	$140.17	42.53%
BABAAlibaba Group Holding Ltd	$109.14	42.19%
SIGSignet Jewelers Ltd	$115.72	42.10%
BURLBurlington Stores Inc	$258.86	42.04%
LVSLas Vegas Sands Corp	$38.18	41.85%
DKSDick’s Sporting Goods Inc	$143.08	40.83%
FIVEFive Below Inc	$223.80	40.53%
AMZNAmazon.com Inc	$263.45	40.45%
LULULululemon Athletica Inc.	$99.80	40.38%
ASOAcademy Sports Outdoors Inc	$59.50	40.37%
NKENike Inc	$37.69	39.79%
BBYBest Buy Co. Inc	$93.89	39.34%
ROSTRoss Stores Inc	$237.70	38.46%
PDDPDD Holdings Inc.	$81.79	36.37%
LOWLowe's Companies Inc	$198.99	35.79%
RACEFerrari NV	$400.24	35.64%
TOLToll Brothers Inc	$135.50	35.35%
JDJD.com Inc Adr	$26.82	34.57%
SBUXStarbucks Corporation	$98.97	33.81%
CZRCaesars Entertainment Corporation	$29.09	33.59%
DPZDomino's Pizza Inc Common Stock	$316.00	31.99%
HDThe Home Depot Inc	$314.30	31.91%
GMGeneral Motors Company	$77.20	31.05%
ULTAUlta Beauty Inc	$603.10	29.70%
MARMarriott International Inc	$397.00	29.49%
TJXThe TJX Companies Inc	$146.99	27.33%
MCDMcDonald’s Corporation	$245.10	25.01%