Energy: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 33 / 37
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: EU, NFE, STNG, VOC
Methodology: Delta calculations
Data: JSON

Company	Price	Implied move
LEUCentrus Energy Corp.	$110.40	20.57%
LBRTLiberty Energy Inc.	$17.00	17.56%
UUUUEnergy Fuels Inc	$8.16	17.39%
VGVenture Global, Inc.	$12.80	16.99%
UECUranium Energy Corp	$7.89	15.74%
BTUPeabody Energy Corp	$23.77	14.61%
NXENexGen Energy Ltd.	$8.50	13.99%
VLOValero Energy Corporation	$436.30	13.00%
OIIOceaneering International Inc	$44.43	12.84%
MPCMarathon Petroleum Corp	$473.95	12.58%
APAAPA Corporation	$49.95	11.43%
EEExcelerate Energy Inc	$32.64	11.37%
PSXPhillips 66	$290.55	10.84%
CCJCameco Corp	$80.96	10.83%
HALHalliburton Company	$33.11	10.11%
ARAntero Resources Corp	$38.83	9.38%
DVNDevon Energy Corporation	$50.94	9.28%
RRCRange Resources Corp	$43.23	8.68%
SLBSchlumberger NV	$49.00	8.50%
OXYOccidental Petroleum Corporation	$62.72	8.28%
BPBP PLC ADR	$49.50	8.23%
LNGCheniere Energy Inc	$286.60	8.12%
EQTEQT Corporation	$54.42	8.03%
SUSuncor Energy Inc	$78.39	7.96%
COPConocoPhillips	$144.44	7.90%
BSMBlack Stone Minerals LP	$14.82	7.46%
WMBWilliams Companies Inc	$70.38	7.34%
XOMExxon Mobil Corp	$178.40	7.03%
CVXChevron Corp	$224.63	6.97%
SHELShell PLC ADR	$104.82	6.26%
KMIKinder Morgan Inc	$33.39	6.24%
ETEnergy Transfer LP	$20.08	5.61%
EPDEnterprise Products Partners LP	$36.86	5.05%