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Low-IV hedges on high-beta leaders
Possible protective-put underlyings after large rallies, when IV is relatively low.
“US stocks over $10B with beta above 1.2, 6-month return above 20%, IV percentile below 40 and options liquidity score above 70”
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US operating companies over $10B with high beta, strong 6-month returns, low IV percentile and liquid options.
Filters: Market cap > $10B; Beta (1Y) > 1.2; 6-month return > 20%; IV percentile < 40; Options liquidity score > 70
Top matches on data as of November 6, 2026
| Symbol | Company | Sector | Market Cap (USD) | Beta 1Y | 6M Return | IV Percentile | IV Rank | IV30 | Opt Liquidity |
|---|---|---|---|---|---|---|---|---|---|
| U | Unity Software Inc. | Technology | $22.7B | 1.6 | 82.8% | 21.83 | 22.85 | 61.1% | 94 |
| W | Wayfair Inc. | Consumer Discretionary | $15.3B | 2.61 | 68.6% | 20.63 | 16.55 | 56.7% | 86 |
| SHOP | Shopify Inc. | Technology | $191.6B | 2.12 | 34.9% | 34.52 | 35.29 | 54.5% | 95 |
| EL | The Estée Lauder Companies Inc. | Consumer Staples | $40.0B | 1.3 | 27.7% | 21.43 | 22.69 | 37.7% | 87 |
| ROKU | Roku, Inc. | Communication Services | $23.9B | 1.24 | 23.9% | 8.73 | 4.43 | 17.1% | 81 |
5 matches. Research data, not investment advice.