Digital Assets: largest put-call iv spreads

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	25Δ put − call IV
BITOProShares Bitcoin ETF	$10.92	89.69 pp
ETHAiShares Ethereum Trust ETF Shares	$54.44	5.98 pp
IBITiShares Bitcoin Trust ETF Shares	$46.32	2.31 pp