If we had to award one character with the title of best hair, solely based on volume alone, we'd pick Steve (Joe Keery). But unlike many of the other characters, he isn't wearing a wig in the show — only "some extensions in the back" occasionally. So, yes, his hair is naturally just that good.
"Joe has amazing hair," Hindsgual says. "I would never want to try to replicate that and wig him." The secret to his style isn't what you'd expect. "We give him highlights," she says. In fact, almost everybody gets highlights to make their hair visible while shooting in such a dark setting.