Volatility: largest options-implied moves

EXP 2026-11-20

Data details

Coverage: 3 / 3
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
VXXiPath Series B S&P 500 VIX Short-Term Futures ETN	$17.79	20.11%
VIXYProShares VIX Short-Term Futures ETF	$17.01	19.72%
SVXYProShares Short VIX Short-Term Futures ETF	$63.26	8.33%