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Equity Sector & Industry: largest put-call iv spreads

EXP 2026-11-20
Data details
Coverage
16 / 19
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
SOXL, SOXS, SOXX
Methodology
Delta calculations
Data
JSON
CompanyPrice25Δ put − call IV
XLBState Street Materials Select Sector SPDR ETF $50.9528.93 pp
XLYState Street Consumer Discretionary Select Sector SPDR ETF $114.4625.40 pp
FAZDirexion Daily Financial Bear 3x ETF $36.2510.48 pp
XLPState Street Consumer Staples Select Sector SPDR ETF $87.2110.45 pp
AMLPAlerian MLP ETF $52.208.19 pp
XLKState Street Technology Select Sector SPDR ETF $185.967.03 pp
SMHVanEck Semiconductor ETF $548.695.45 pp
XLCState Street Communication Services Select Sector SPDR ETF $110.095.08 pp
FASDirexion Daily Financial Bull 3x ETF $153.121.31 pp
ERXDirexion Daily Energy Bull 2X ETF $121.201.11 pp
XLFState Street Financial Select Sector SPDR ETF $55.060.72 pp
XLUState Street Utilities Select Sector SPDR ETF $41.36-0.52 pp
XLEState Street Energy Select Sector SPDR ETF $67.80-1.11 pp
XLIState Street Industrial Select Sector SPDR ETF $166.68-9.71 pp
XLVState Street Health Care Select Sector SPDR ETF $175.65-10.46 pp
KREState Street SPDR S&P Regional Banking ETF $69.26-56.73 pp