Fixed Income: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 4 / 4
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: —
Methodology: Delta calculations
Data: JSON

Company	Price	Implied move
TBTProShares Trust UltraShort Lehman 20+ Year Treasury	$40.62	6.52%
LQDiShares iBoxx $ Investment Grade Corporate Bond ETF	$102.88	4.76%
HYGiShares iBoxx $ High Yield Corporate Bond ETF	$76.83	3.84%
TLTiShares 20 Year Treasury Bond ETF	$79.52	3.34%