Consumer Defensive: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 31 / 32
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: HNST
Methodology: Delta calculations
Data: JSON

Company	Price	Implied move
COTYCoty Inc	$3.19	21.49%
LRNStride Inc	$80.99	17.10%
ELFELF Beauty Inc	$113.48	16.40%
COCOVita Coco Company Inc	$60.26	15.53%
CELHCelsius Holdings Inc	$29.64	14.78%
SFMSprouts Farmers Market LLC	$64.33	12.60%
EDUNew Oriental Education & Technology	$60.50	11.00%
CLXThe Clorox Company	$85.54	10.47%
TGTTarget Corporation	$153.29	10.07%
DLTRDollar Tree Inc	$123.39	9.26%
ADMArcher-Daniels-Midland Company	$80.51	8.15%
CPBCampbell’s Co	$19.40	8.14%
DGDollar General Corporation	$133.27	8.05%
KHCThe Kraft Heinz Company	$23.17	7.73%
CAGConagra Brands, Inc.	$14.03	7.58%
HSYHershey Co	$167.00	7.45%
WMTWalmart Inc.	$118.95	7.33%
PMPhilip Morris International Inc	$201.12	7.30%
KRKroger Company	$63.05	7.29%
BUDAnheuser Busch Inbev NV ADR	$82.83	7.07%
MOAltria Group	$74.13	6.16%
KMBKimberly-Clark Corporation	$104.56	6.11%
MDLZMondelez International Inc	$63.34	5.95%
STZConstellation Brands Inc Class A	$131.07	5.79%
SYYSysco Corporation	$81.59	5.71%
CLColgate-Palmolive Company	$93.39	5.34%
PGProcter & Gamble Company	$157.69	5.21%
KOThe Coca-Cola Company	$93.45	5.02%
PEPPepsiCo Inc	$133.75	5.00%
HRLHormel Foods Corporation	$20.40	4.95%
COSTCostco Wholesale Corp	$993.00	4.59%