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Biggest volatility risk premium
Where implied volatility most exceeds realized volatility.
“Top 30 stocks by volatility risk premium with options liquidity score above 70, excluding biotech”
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Thirty US optionable stocks with the highest volatility risk premium, liquid options, and biotech removed.
Filters: Options liquidity score > 70; Industry not Biotechnology; Has listed options
Top matches on data as of October 26, 2026
| Symbol | Company | VRP (IV30-HV20) | Opt Liquidity | IV30 | HV20 | IV Rank | Sector | Industry | Market Cap (USD) |
|---|---|---|---|---|---|---|---|---|---|
| NAK | Northern Dynasty Minerals Ltd. | 2.46 | 81 | 3.0% | 49.2% | 100 | Materials | Industrial Materials | $428.0M |
| HIVE | HIVE Digital Technologies Ltd. | 0.91 | 83 | 135.8% | 44.9% | 51.67 | Technology | Information Technology Services | $492.8M |
| JBLU | JetBlue Airways Corporation | 0.9 | 100 | 1.6% | 67.9% | 76.45 | Industrials | Airlines, Airports & Air Services | $873.3M |
| DPRO | Draganfly Inc. | 0.78 | 72 | 1.5% | 72.8% | 55.71 | Industrials | Aerospace & Defense | $123.1M |
| ORBS | Eightco Holdings Inc. | 0.76 | 85 | 143.8% | 67.9% | 18.16 | Financials | Financial - Credit Services | $301.8M |
| PCT | PureCycle Technologies, Inc. | 0.73 | 93 | 124.5% | 51.9% | 90.36 | Industrials | Industrial - Pollution & Treatment Controls | $491.9M |
| FUBO | fuboTV Inc. | 0.71 | 73 | 116.7% | 45.7% | 65.04 | Communication Services | Broadcasting | $255.2M |
| NRGV | Energy Vault Holdings, Inc. | 0.69 | 73 | 127.5% | 58.5% | 55.89 | Industrials | Electrical Equipment & Parts | $466.6M |
| NN | NextNav Inc. | 0.65 | 93 | 1.5% | 88.5% | 85.7 | Technology | Software - Infrastructure | $1.6B |
| ETN | Eaton Corporation plc | 0.63 | 85 | 101.5% | 38.2% | 100 | Industrials | Electrical Equipment & Parts | $144.5B |
| HLF | Herbalife Nutrition Ltd. | 0.62 | 76 | 98.1% | 36.2% | 82.23 | Consumer Staples | Packaged Foods | $1.4B |
| WHR | Whirlpool Corporation | 0.6 | 72 | 117.0% | 56.9% | 100 | Consumer Discretionary | Furnishings, Fixtures & Appliances | $1.7B |
| ABR | Arbor Realty Trust | 0.55 | 83 | 120.3% | 65.1% | 34.97 | Real Estate | REIT - Mortgage | $551.4M |
| ADP | Automatic Data Processing, Inc. | 0.55 | 72 | 80.1% | 25.2% | 100 | Technology | Software - Application | $120.3B |
| BYND | Beyond Meat, Inc. | 0.55 | 78 | 109.2% | 54.4% | 78.62 | Consumer Staples | Packaged Foods | $114.6M |
| CLS | Celestica Inc. | 0.55 | 85 | 122.8% | 68.3% | 100 | Technology | Hardware, Equipment & Parts | $28.5B |
| GRRR | Gorilla Technology Group Inc. | 0.54 | 80 | 139.2% | 85.2% | 79.05 | Technology | Software - Infrastructure | $235.2M |
| RILY | BRC Group Holdings, Inc. | 0.54 | 79 | 110.0% | 56.1% | 49.28 | Financials | Financial - Conglomerates | $121.3M |
| SPCE | Virgin Galactic Holdings, Inc. | 0.53 | 87 | 97.5% | 44.2% | 17.6 | Industrials | Aerospace & Defense | $283.5M |
| HTZ | Hertz Global Holdings, Inc. | 0.52 | 99 | 135.3% | 83.4% | 56.18 | Industrials | Rental & Leasing Services | $615.0M |
| CME | CME Group Inc. | 0.52 | 76 | 71.5% | 19.6% | 100 | Financials | Financial - Data & Stock Exchanges | $110.3B |
| TE | T1 Energy Inc | 0.51 | 91 | 122.1% | 71.0% | 34.09 | Industrials | Electrical Equipment & Parts | $593.9M |
| LCID | Lucid Group, Inc. | 0.5 | 96 | 126.3% | 76.4% | 49.63 | Consumer Discretionary | Auto - Manufacturers | $1.3B |
| LMND | Lemonade, Inc. | 0.48 | 80 | 84.5% | 36.2% | 53.27 | Financials | Insurance - Property & Casualty | $3.5B |
| CIFR | Cipher Mining Inc. | 0.48 | 100 | 125.1% | 77.4% | 50.71 | Technology | Information Technology Services | $3.2B |
25 matches. Research data, not investment advice.