US Broad Market Equity: highest implied volatility

EXP 2026-11-20

Data details

Coverage: 11 / 16
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: SPXL, SPXU, SPY, SQQQ, SSO
Methodology: Delta calculations
Data: JSON

Company	Price	50Δ IV
TZADirexion Daily Small Cap Bear 3x ETF	$51.05	63.42%
TQQQProShares UltraPro QQQ	$70.86	62.25%
TNADirexion Daily Small Cap Bull 3x ETF	$53.19	58.01%
SDOWProShares UltraPro Short Dow 30	$24.66	43.13%
UPROProShares UltraPro S&P 500	$148.27	40.86%
SDSProShares UltraShort S&P500	$54.18	32.60%
QQQInvesco QQQ Trust, Series 1	$719.02	21.59%
IWMiShares Russell 2000 ETF	$271.28	19.86%
IVViShares Core S&P 500 ETF	$770.01	14.48%
DIAState Street SPDR Dow Jones Industrial Average ETF Trust	$518.92	14.11%
RSPInvesco S&P 500 Equal Weight ETF	$213.40	13.66%