Consumer Defensive: highest implied volatility

EXP 2026-11-20

Data details

Coverage: 31 / 32
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: HNST
Methodology: Delta calculations
Data: JSON

Company	Price	50Δ IV
COTYCoty Inc	$3.21	85.61%
LRNStride Inc	$77.05	77.39%
COCOVita Coco Company Inc	$61.87	68.09%
ELFELF Beauty Inc	$114.58	66.90%
CELHCelsius Holdings Inc	$29.85	63.63%
SFMSprouts Farmers Market LLC	$65.00	55.99%
EDUNew Oriental Education & Technology	$61.15	44.73%
TGTTarget Corporation	$154.00	42.37%
CLXThe Clorox Company	$87.08	39.78%
DLTRDollar Tree Inc	$124.96	35.76%
CPBCampbell’s Co	$19.64	34.53%
DGDollar General Corporation	$134.19	34.03%
ADMArcher-Daniels-Midland Company	$80.06	33.39%
CAGConagra Brands, Inc.	$14.38	32.55%
HSYHershey Co	$169.58	31.97%
MDLZMondelez International Inc	$63.64	31.30%
WMTWalmart Inc.	$116.94	31.24%
KHCThe Kraft Heinz Company	$23.78	30.86%
BUDAnheuser Busch Inbev NV ADR	$83.33	30.59%
PMPhilip Morris International Inc	$199.00	29.93%
KMBKimberly-Clark Corporation	$107.91	29.90%
KRKroger Company	$62.98	29.18%
STZConstellation Brands Inc Class A	$132.74	28.40%
HRLHormel Foods Corporation	$20.72	27.06%
MOAltria Group	$74.52	26.74%
SYYSysco Corporation	$82.89	25.32%
CLColgate-Palmolive Company	$94.54	24.56%
PGProcter & Gamble Company	$158.45	22.50%
PEPPepsiCo Inc	$133.22	21.96%
KOThe Coca-Cola Company	$92.70	21.18%
COSTCostco Wholesale Corp	$990.35	19.40%