Consumer Defensive: largest put-call iv spreads

EXP 2026-11-20

Data details

Coverage: 31 / 32
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: HNST
Methodology: Delta calculations
Data: JSON

Company	Price	25Δ put − call IV
COCOVita Coco Company Inc	$60.26	19.62 pp
MDLZMondelez International Inc	$63.34	17.20 pp
CLXThe Clorox Company	$85.54	9.06 pp
CAGConagra Brands, Inc.	$14.03	6.33 pp
PGProcter & Gamble Company	$157.69	5.35 pp
ELFELF Beauty Inc	$113.48	5.24 pp
CLColgate-Palmolive Company	$93.39	4.78 pp
SYYSysco Corporation	$81.59	4.28 pp
KRKroger Company	$63.05	3.77 pp
ADMArcher-Daniels-Midland Company	$80.51	3.45 pp
HSYHershey Co	$167.00	3.38 pp
TGTTarget Corporation	$153.29	2.80 pp
CPBCampbell’s Co	$19.40	1.52 pp
STZConstellation Brands Inc Class A	$131.07	1.50 pp
DGDollar General Corporation	$133.27	1.43 pp
PMPhilip Morris International Inc	$201.12	1.40 pp
WMTWalmart Inc.	$118.95	1.28 pp
KOThe Coca-Cola Company	$93.45	1.10 pp
COSTCostco Wholesale Corp	$993.00	0.60 pp
DLTRDollar Tree Inc	$123.39	0.54 pp
KMBKimberly-Clark Corporation	$104.56	0.29 pp
KHCThe Kraft Heinz Company	$23.17	0.01 pp
PEPPepsiCo Inc	$133.75	-0.34 pp
SFMSprouts Farmers Market LLC	$64.33	-0.45 pp
CELHCelsius Holdings Inc	$29.64	-0.67 pp
BUDAnheuser Busch Inbev NV ADR	$82.83	-0.71 pp
MOAltria Group	$74.13	-0.86 pp
LRNStride Inc	$80.99	-1.85 pp
EDUNew Oriental Education & Technology	$60.50	-3.95 pp
COTYCoty Inc	$3.19	-23.45 pp
HRLHormel Foods Corporation	$20.40	-35.99 pp