Consumer Cyclical: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 80 / 81
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: MVST
Methodology: Delta calculations
Data: JSON

Company	Price	Implied move
ORBSEightco Holdings Inc.	$0.77	63.16%
BRCBBlack Rock Coffee Bar, Inc. Class A Common Stock	$8.47	30.63%
LCIDLucid Group Inc	$3.09	30.53%
CWHCamping World Holdings Inc	$4.41	23.60%
SLDPSolid Power Inc	$1.98	20.65%
QSQuantumScape Corporation Class A Common Stock	$3.92	20.29%
CVNACarvana Co	$58.77	18.71%
WWayfair Inc	$111.98	18.08%
WHRWhirlpool Corporation	$26.50	17.73%
BROSDutch Bros Inc	$42.81	16.64%
DKNGDraftKings Inc	$19.79	16.48%
RIVNRivian Automotive Inc	$12.32	15.45%
ETSYEtsy, Inc.	$85.26	15.45%
VFCVF Corporation	$17.14	15.15%
RHRH	$114.03	15.05%
BBWIBath & Body Works Inc.	$19.84	15.01%
SHAKShake Shack Inc	$71.83	14.72%
AAPAdvance Auto Parts Inc	$43.85	14.50%
SESea Ltd	$88.67	14.47%
KSSKohl's Corporation	$21.44	14.19%
DASHDoorDash, Inc. Class A Common Stock	$193.98	14.09%
CPNGCoupang LLC	$14.34	14.06%
CROXCrocs Inc	$120.18	14.01%
EXPEExpedia Group Inc.	$292.62	13.76%
TRIPTripAdvisor Inc	$9.28	13.34%
NCLHNorwegian Cruise Line Holdings Ltd	$15.26	12.64%
TPRTapestry Inc	$117.71	12.45%
PENNPenn National Gaming Inc	$14.86	12.31%
XPEVXpeng Inc	$9.23	11.98%
CAKEThe Cheesecake Factory	$116.00	11.98%
YETIYETI Holdings Inc	$42.12	11.96%
ANFAbercrombie & Fitch Company	$162.01	11.79%
HOGHarley-Davidson Inc	$26.73	11.74%
RCLRoyal Caribbean Cruises Ltd	$281.79	11.69%
TSCOTractor Supply Company	$32.85	11.47%
CMGChipotle Mexican Grill Inc	$29.88	11.29%
IPInternational Paper	$33.75	11.19%
MELIMercadoLibre Inc.	$1840.16	11.17%
CHWYChewy Inc	$20.53	11.11%
LILi Auto Inc	$11.32	10.98%
WSMWilliams-Sonoma Inc	$249.43	10.84%
TSLATesla Inc	$368.95	10.64%
KMXCarMax Inc	$51.80	10.58%
MMacy’s Inc	$23.56	10.46%
AEOAmerican Eagle Outfitters Inc	$17.93	10.37%
MGMMGM Resorts International	$28.47	10.36%
ABNBAirbnb Inc	$175.58	10.31%
WYNNWynn Resorts Limited	$76.01	10.26%
BKNGBooking Holdings Inc	$162.61	10.13%
SIGSignet Jewelers Ltd	$116.76	10.10%
LULULululemon Athletica Inc.	$97.69	9.92%
LENLennar Corporation	$76.24	9.91%
LVSLas Vegas Sands Corp	$38.07	9.89%
CCLCarnival Corporation	$26.44	9.83%
DHIDR Horton Inc	$135.31	9.77%
BURLBurlington Stores Inc	$262.74	9.76%
URBNUrban Outfitters Inc	$86.83	9.73%
BABAAlibaba Group Holding Ltd	$108.75	9.72%
FIVEFive Below Inc	$225.61	9.69%
EBAYeBay Inc	$120.47	9.59%
DKSDick’s Sporting Goods Inc	$143.77	9.55%
AMZNAmazon.com Inc	$263.20	9.52%
NKENike Inc	$37.45	9.38%
ROSTRoss Stores Inc	$238.66	9.04%
PDDPDD Holdings Inc.	$81.60	8.90%
GMGeneral Motors Company	$82.40	8.89%
ASOAcademy Sports Outdoors Inc	$58.24	8.88%
CZRCaesars Entertainment Corporation	$29.07	8.70%
JDJD.com Inc Adr	$26.79	8.65%
BBYBest Buy Co. Inc	$91.77	8.64%
LOWLowe's Companies Inc	$195.92	8.51%
RACEFerrari NV	$394.25	8.18%
DPZDomino's Pizza Inc Common Stock	$306.64	7.83%
TOLToll Brothers Inc	$131.12	7.68%
SBUXStarbucks Corporation	$97.75	7.60%
HDThe Home Depot Inc	$310.00	7.59%
ULTAUlta Beauty Inc	$591.56	6.91%
TJXThe TJX Companies Inc	$147.10	6.60%
MARMarriott International Inc	$391.61	6.52%
MCDMcDonald’s Corporation	$242.79	5.94%