US Broad Market Equity: largest put-call iv spreads

EXP 2026-11-20

Data details

Coverage: 11 / 16
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: SPXL, SPXU, SPY, SQQQ, SSO
Methodology: Delta calculations
Data: JSON

Company	Price	25Δ put − call IV
TQQQProShares UltraPro QQQ	$70.86	20.91 pp
UPROProShares UltraPro S&P 500	$148.27	15.45 pp
TNADirexion Daily Small Cap Bull 3x ETF	$53.19	12.28 pp
RSPInvesco S&P 500 Equal Weight ETF	$213.40	8.60 pp
QQQInvesco QQQ Trust, Series 1	$719.02	7.21 pp
IWMiShares Russell 2000 ETF	$271.28	4.83 pp
IVViShares Core S&P 500 ETF	$770.01	3.84 pp
DIAState Street SPDR Dow Jones Industrial Average ETF Trust	$518.92	3.53 pp
SDSProShares UltraShort S&P500	$54.18	-7.33 pp
SDOWProShares UltraPro Short Dow 30	$24.66	-10.27 pp
TZADirexion Daily Small Cap Bear 3x ETF	$51.05	-15.18 pp