Commodities: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 3 / 3
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: —
Methodology: Delta calculations
Data: JSON

Company	Price	Implied move
KOLDProShares UltraShort Bloomberg Natural Gas	$27.46	22.08%
UCOProShares Ultra Bloomberg Crude Oil	$63.83	15.36%
USOUnited States Oil Fund, LP	$160.81	10.76%