Basic Materials: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 31 / 33
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: LGO, OMEX
Methodology: Delta calculations
Data: JSON

Company	Price	Implied move
NVANova Minerals Corp	$3.17	63.89%
CRMLCritical Metals Corp. Ordinary Shares	$6.42	27.67%
ASPIASP Isotopes Inc. Common Stock	$2.03	27.20%
SLIStandard Lithium Ltd	$1.47	24.04%
NBNioCorp Developments Ltd. Common Stock	$3.09	23.03%
TMCTMC the metals company Inc	$2.64	22.35%
USARUSA Rare Earth, Inc.	$10.09	22.07%
IEIvanhoe Electric Inc.	$8.78	21.15%
LACLithium Americas Corp	$2.17	19.18%
IDRIdaho Strategic Resources Inc	$21.04	17.64%
PPTAPerpetua Resources Corp	$18.40	16.74%
MPMP Materials Corp	$39.00	15.35%
CCChemours Co	$12.62	15.13%
OLNOlin Corporation	$15.19	15.12%
CLFCleveland-Cliffs Inc	$14.13	14.95%
ALBAlbemarle Corp	$94.64	13.71%
SKESkeena Resources Ltd	$31.50	12.93%
CSTMConstellium Nv	$25.55	11.48%
TECKTeck Resources Ltd Class B	$63.48	11.25%
FCXFreeport-McMoran Copper & Gold Inc	$69.20	11.03%
WPMWheaton Precious Metals Corp	$131.99	10.67%
AAAlcoa Corp	$41.55	10.63%
MTArcelorMittal SA ADR	$62.64	10.54%
CFCF Industries Holdings Inc	$118.51	10.48%
NEMNewmont Goldcorp Corp	$117.66	10.07%
SQMSociedad Quimica y Minera de Chile SA ADR B	$60.13	10.06%
NUENucor Corp	$260.73	9.80%
DOWDow Inc	$30.08	9.17%
NTRNutrien Ltd	$69.70	8.74%
DDDupont De Nemours Inc	$129.34	8.01%
PPGPPG Industries Inc	$107.55	7.66%