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Funds: largest put-call iv spreads

EXP 2026-11-20
Data details
Coverage
20 / 53
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
AGQ, AMDL, BITX, BNO, BOIL, CONL, COPX, DPST, EMET, EMXC, ETH, ETHE, ETHU, EWJ, FBTC, ICLN, IQQ, LABU, MSOS, MSTU, MSTX, MTUM, NASA, NVDX, RAM, SCHD, SCO, SPXS, SVIX, TMF, UNG, UVIX, XOVR
Methodology
Delta calculations
Data
JSON
CompanyPrice25Δ put − call IV
KORUDirexion Daily MSCI South Korea Bull 3X ETF $11.9518.32 pp
NVDLGraniteShares ETF Trust GraniteShares 2x Long NVDA Daily ETF $34.1413.49 pp
SNXXTradr 2X Long SNDK Daily ETF $10.3713.12 pp
SPCHLeverage Shares 2X Long SPCX Daily ETF $11.259.87 pp
VXUSVanguard STAR Funds Vanguard Total International Stock ETF $84.095.99 pp
NAILDirexion Daily Homebuilders & Supplies Bull 3X ETF $27.775.74 pp
MAGSRoundhill Magnificent Seven ETF $73.065.28 pp
MUUDirexion Shares ETF Trust Direxion Daily MU Bull 2X ETF $26.325.28 pp
VOOVanguard S&P 500 ETF $711.075.01 pp
GBTCGrayscale Bitcoin Trust ETF $65.264.94 pp
VTIVanguard Morningstar Total Stock Market ETF $379.474.50 pp
IGViShares Expanded Tech-Software Sector ETF $109.334.04 pp
TSLLDirexion Shares ETF Trust Direxion Daily TSLA Bull 2X ETF $10.583.28 pp
METUDirexion Shares ETF Trust Direxion Daily META Bull 2X ETF $28.982.33 pp
IEFiShares 7-10 Year Treasury Bond ETF $90.281.79 pp
DRAMRoundhill Memory ETF $49.120.94 pp
IAUiShares Gold Trust $77.63-1.28 pp
SILJAmplify Junior Silver Miners ETF $25.32-2.14 pp
SNDQTradr 2X Short SNDK Daily ETF $15.80-4.67 pp
UVXYProShares Ultra VIX Short-Term Futures ETF $16.86-37.26 pp