Equity Sector & Industry: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 16 / 19
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: SOXL, SOXS, SOXX
Methodology: Delta calculations
Data: JSON

Company	Price	Implied move
ERXDirexion Daily Energy Bull 2X ETF	$121.20	12.23%
FAZDirexion Daily Financial Bear 3x ETF	$36.25	11.38%
FASDirexion Daily Financial Bull 3x ETF	$153.12	11.09%
SMHVanEck Semiconductor ETF	$548.69	8.71%
XLEState Street Energy Select Sector SPDR ETF	$67.80	6.91%
XLBState Street Materials Select Sector SPDR ETF	$50.95	6.39%
XLKState Street Technology Select Sector SPDR ETF	$185.96	6.10%
XLPState Street Consumer Staples Select Sector SPDR ETF	$87.21	5.80%
KREState Street SPDR S&P Regional Banking ETF	$69.26	5.61%
XLIState Street Industrial Select Sector SPDR ETF	$166.68	5.43%
XLCState Street Communication Services Select Sector SPDR ETF	$110.09	5.22%
XLYState Street Consumer Discretionary Select Sector SPDR ETF	$114.46	4.96%
XLVState Street Health Care Select Sector SPDR ETF	$175.65	4.60%
XLUState Street Utilities Select Sector SPDR ETF	$41.36	4.54%
AMLPAlerian MLP ETF	$52.20	4.49%
XLFState Street Financial Select Sector SPDR ETF	$55.06	3.68%