Consumer Cyclical: largest put-call iv spreads

EXP 2026-11-20

Data details

Coverage: 80 / 81
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: MVST
Methodology: Delta calculations
Data: JSON

Company	Price	25Δ put − call IV
ORBSEightco Holdings Inc.	$0.77	23.31 pp
CZRCaesars Entertainment Corporation	$29.07	22.49 pp
LILi Auto Inc	$11.32	20.80 pp
CWHCamping World Holdings Inc	$4.41	15.78 pp
BBWIBath & Body Works Inc.	$19.84	8.12 pp
LVSLas Vegas Sands Corp	$38.07	8.06 pp
IPInternational Paper	$33.75	7.97 pp
RHRH	$114.03	7.09 pp
LENLennar Corporation	$76.24	6.75 pp
WYNNWynn Resorts Limited	$76.01	6.47 pp
CVNACarvana Co	$58.77	6.22 pp
WSMWilliams-Sonoma Inc	$249.43	6.10 pp
CCLCarnival Corporation	$26.44	6.09 pp
EXPEExpedia Group Inc.	$292.62	6.02 pp
CHWYChewy Inc	$20.53	5.83 pp
MARMarriott International Inc	$391.61	5.78 pp
ANFAbercrombie & Fitch Company	$162.01	5.57 pp
CROXCrocs Inc	$120.18	5.48 pp
KMXCarMax Inc	$51.80	5.42 pp
DASHDoorDash, Inc. Class A Common Stock	$193.98	5.27 pp
BRCBBlack Rock Coffee Bar, Inc. Class A Common Stock	$8.47	4.52 pp
PENNPenn National Gaming Inc	$14.86	4.45 pp
KSSKohl's Corporation	$21.44	4.06 pp
ULTAUlta Beauty Inc	$591.56	4.04 pp
AMZNAmazon.com Inc	$263.20	4.03 pp
RCLRoyal Caribbean Cruises Ltd	$281.79	3.83 pp
CAKEThe Cheesecake Factory	$116.00	3.80 pp
BROSDutch Bros Inc	$42.81	3.61 pp
AAPAdvance Auto Parts Inc	$43.85	3.30 pp
NKENike Inc	$37.45	3.06 pp
ABNBAirbnb Inc	$175.58	3.02 pp
VFCVF Corporation	$17.14	3.00 pp
TSLATesla Inc	$368.95	2.92 pp
MELIMercadoLibre Inc.	$1840.16	2.84 pp
SIGSignet Jewelers Ltd	$116.76	2.64 pp
BBYBest Buy Co. Inc	$91.77	2.63 pp
CMGChipotle Mexican Grill Inc	$29.88	2.38 pp
HOGHarley-Davidson Inc	$26.73	2.30 pp
HDThe Home Depot Inc	$310.00	2.23 pp
WWayfair Inc	$111.98	1.96 pp
DHIDR Horton Inc	$135.31	1.91 pp
SBUXStarbucks Corporation	$97.75	1.91 pp
TJXThe TJX Companies Inc	$147.10	1.88 pp
SHAKShake Shack Inc	$71.83	1.87 pp
LOWLowe's Companies Inc	$195.92	1.72 pp
DPZDomino's Pizza Inc Common Stock	$306.64	1.49 pp
YETIYETI Holdings Inc	$42.12	1.44 pp
XPEVXpeng Inc	$9.23	1.39 pp
TOLToll Brothers Inc	$131.12	1.29 pp
TPRTapestry Inc	$117.71	1.14 pp
DKNGDraftKings Inc	$19.79	0.92 pp
BKNGBooking Holdings Inc	$162.61	0.91 pp
ASOAcademy Sports Outdoors Inc	$58.24	0.91 pp
RACEFerrari NV	$394.25	0.91 pp
ETSYEtsy, Inc.	$85.26	0.91 pp
EBAYeBay Inc	$120.47	0.90 pp
LULULululemon Athletica Inc.	$97.69	0.67 pp
BABAAlibaba Group Holding Ltd	$108.75	0.47 pp
MCDMcDonald’s Corporation	$242.79	0.37 pp
WHRWhirlpool Corporation	$26.50	0.11 pp
MGMMGM Resorts International	$28.47	0.05 pp
PDDPDD Holdings Inc.	$81.60	-0.21 pp
SESea Ltd	$88.67	-0.35 pp
FIVEFive Below Inc	$225.61	-0.37 pp
TSCOTractor Supply Company	$32.85	-1.00 pp
BURLBurlington Stores Inc	$262.74	-1.51 pp
JDJD.com Inc Adr	$26.79	-1.66 pp
GMGeneral Motors Company	$82.40	-1.80 pp
RIVNRivian Automotive Inc	$12.32	-2.11 pp
CPNGCoupang LLC	$14.34	-3.84 pp
URBNUrban Outfitters Inc	$86.83	-4.17 pp
AEOAmerican Eagle Outfitters Inc	$17.93	-4.53 pp
DKSDick’s Sporting Goods Inc	$143.77	-4.57 pp
ROSTRoss Stores Inc	$238.66	-4.75 pp
MMacy’s Inc	$23.56	-7.43 pp
SLDPSolid Power Inc	$1.98	-21.94 pp
QSQuantumScape Corporation Class A Common Stock	$3.92	-23.84 pp
TRIPTripAdvisor Inc	$9.28	-32.27 pp
NCLHNorwegian Cruise Line Holdings Ltd	$15.26	-116.64 pp
LCIDLucid Group Inc	$3.09	-299.34 pp