Fixed Income: largest put-call iv spreads

EXP 2026-11-20

Data details

Coverage: 4 / 4
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
TBTProShares Trust UltraShort Lehman 20+ Year Treasury	$40.62	20.54 pp
TLTiShares 20 Year Treasury Bond ETF	$79.52	2.07 pp
LQDiShares iBoxx $ Investment Grade Corporate Bond ETF	$102.88	-3.68 pp
HYGiShares iBoxx $ High Yield Corporate Bond ETF	$76.83	-22.35 pp