Communication Services: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 26 / 28
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: SPOT, STUB
Methodology: Delta calculations
Data: JSON

Company	Price	Implied move
NBISNebius Group N.V.	$170.10	22.33%
SNAPSnap Inc	$6.29	21.87%
RBLXRoblox Corp	$50.84	19.94%
TTDTrade Desk Inc	$12.32	19.42%
RDDTReddit, Inc.	$155.14	18.82%
CHTRCharter Communications Inc	$108.51	16.82%
ZZillow Group Inc Class C	$30.49	16.48%
PINSPinterest Inc	$22.34	15.67%
MANUManchester United Ltd	$20.43	14.77%
BILIBilibili Inc	$14.04	12.49%
TTWOTake-Two Interactive Software Inc	$205.50	12.42%
NFLXNetflix Inc	$69.69	11.67%
MTCHMatch Group Inc	$44.94	11.49%
METAMeta Platforms Inc.	$705.60	10.46%
BIDUBaidu Inc	$79.95	9.94%
FOXAFox Corp Class A	$65.30	9.50%
CMCSAComcast Corp	$21.96	9.48%
TMUST-Mobile US Inc	$156.15	9.12%
TKOTKO Group Holdings, Inc.	$174.24	8.90%
GOOGLAlphabet Inc Class A	$344.42	8.54%
GOOGAlphabet Inc Class C	$340.30	8.52%
DISWalt Disney Company	$109.59	7.81%
IRDMIridium Communications Inc	$44.31	7.41%
TAT&T Inc.	$23.19	7.30%
VZVerizon Communications Inc	$44.25	6.66%
ROKURoku Inc	$155.50	4.81%