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Utilities: largest put-call iv spreads

EXP 2026-11-20
Data details
Coverage
9 / 12
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
IMSR, SO, STEM
Methodology
Delta calculations
Data
JSON
CompanyPrice25Δ put − call IV
ORAOrmat Technologies Inc $86.642.91 pp
NEENextera Energy Inc $78.332.39 pp
PEGPublic Service Enterprise Group Inc $70.321.77 pp
OKLOOklo Inc. $27.201.09 pp
TLNTalen Energy Corporation $351.220.82 pp
CEGConstellation Energy Corp $263.300.09 pp
DDominion Energy Inc $62.21-0.22 pp
VSTVistra Corp. $149.56-0.62 pp
FLNCFluence Energy Inc $5.86-1.77 pp