Energy: highest implied volatility

EXP 2026-11-20

Data details

Coverage: 34 / 37
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: EU, NFE, VOC
Methodology: Delta calculations
Data: JSON

Company	Price	50Δ IV
LEUCentrus Energy Corp.	$111.58	84.12%
UUUUEnergy Fuels Inc	$8.21	81.60%
LBRTLiberty Energy Inc.	$16.63	77.86%
VGVenture Global, Inc.	$12.58	69.69%
UECUranium Energy Corp	$7.83	66.98%
BTUPeabody Energy Corp	$22.65	63.25%
VLOValero Energy Corporation	$433.42	55.82%
MPCMarathon Petroleum Corp	$475.04	55.09%
NXENexGen Energy Ltd.	$8.60	54.96%
OIIOceaneering International Inc	$44.07	52.29%
APAAPA Corporation	$49.88	50.31%
EEExcelerate Energy Inc	$32.74	49.66%
CCJCameco Corp	$80.51	48.43%
PSXPhillips 66	$291.03	47.03%
STNGScorpio Tankers Inc	$80.79	46.42%
ARAntero Resources Corp	$38.83	40.84%
DVNDevon Energy Corporation	$50.06	39.48%
BSMBlack Stone Minerals LP	$14.75	38.87%
SLBSchlumberger NV	$49.97	38.52%
OXYOccidental Petroleum Corporation	$62.65	37.13%
RRCRange Resources Corp	$43.63	36.48%
SUSuncor Energy Inc	$78.44	35.87%
COPConocoPhillips	$145.56	35.69%
EQTEQT Corporation	$54.83	35.30%
HALHalliburton Company	$33.59	35.08%
LNGCheniere Energy Inc	$283.30	34.81%
BPBP PLC ADR	$49.39	34.52%
WMBWilliams Companies Inc	$70.22	33.57%
XOMExxon Mobil Corp	$177.29	30.90%
CVXChevron Corp	$225.35	30.66%
KMIKinder Morgan Inc	$33.57	26.90%
SHELShell PLC ADR	$104.38	26.65%
EPDEnterprise Products Partners LP	$36.98	22.38%
ETEnergy Transfer LP	$19.98	21.96%