Schaeffer's Volatility Index vs Historical Volatility Filter
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| Symbol | Current Historical Volatility | Current Schaeffer's Volatility Index | Volatility Index As % Of Hist. Vol. | Call Open Interest | Put Open Interest | Closing | Tools |
LNY
| 96.34 % | 26.93 % | 27.95 % | 1,891.00 | 2,034.00 | $14.65 |
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IFLO
| 23.45 % | 10.04 % | 42.82 % | 1,526.00 | 2,954.00 | $12.63 |
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CVS
| 81.68 % | 36.30 % | 44.44 % | 81,740.00 | 106,855.00 | $28.87 |
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TRLG
| 105.46 % | 57.10 % | 54.14 % | 10,067.00 | 12,269.00 | $20.18 |
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CR
| 61.04 % | 33.54 % | 54.95 % | 1,006.00 | 1,630.00 | $29.56 |
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IBKR
| 58.32 % | 32.25 % | 55.30 % | 15,906.00 | 18,188.00 | $17.07 |
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MSTR
| 66.42 % | 37.94 % | 57.12 % | 11,956.00 | 12,487.00 | $86.78 |
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PSYS
| 98.81 % | 57.18 % | 57.87 % | 9,655.00 | 11,382.00 | $20.33 |
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ING
| 99.29 % | 60.59 % | 61.03 % | 27,241.00 | 36,180.00 | $14.42 |
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GNTX
| 67.24 % | 41.23 % | 61.33 % | 1,757.00 | 2,254.00 | $16.73 |
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AAWW
| 91.18 % | 56.11 % | 61.54 % | 3,058.00 | 3,148.00 | $26.71 |
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ORLY
| 49.63 % | 31.16 % | 62.78 % | 11,906.00 | 17,486.00 | $37.78 |
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UA
| 79.79 % | 50.56 % | 63.38 % | 14,672.00 | 29,738.00 | $27.84 |
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CRR
| 77.39 % | 49.18 % | 63.55 % | 3,989.00 | 6,419.00 | $61.01 |
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SYMC
| 48.25 % | 30.89 % | 64.02 % | 99,196.00 | 102,757.00 | $17.45 |
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WFMI
| 65.69 % | 43.91 % | 66.85 % | 91,827.00 | 98,296.00 | $27.10 |
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KOP
| 70.07 % | 47.17 % | 67.32 % | 1,784.00 | 2,171.00 | $28.78 |
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MOLX
| 58.11 % | 39.48 % | 67.94 % | 1,651.00 | 2,700.00 | $19.28 |
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SAP
| 44.43 % | 30.45 % | 68.54 % | 16,656.00 | 20,899.00 | $47.09 |
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NLY
| 29.87 % | 20.54 % | 68.75 % | 69,189.00 | 84,605.00 | $17.21 |
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BBBB
| 43.15 % | 29.76 % | 68.96 % | 3,699.00 | 3,968.00 | $41.06 |
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LMT
| 38.94 % | 26.92 % | 69.14 % | 49,121.00 | 52,068.00 | $72.86 |
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CYH
| 60.77 % | 42.37 % | 69.73 % | 11,873.00 | 18,150.00 | $33.74 |
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KMP
| 22.39 % | 15.82 % | 70.67 % | 13,492.00 | 17,485.00 | $55.22 |
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DLB
| 50.16 % | 35.56 % | 70.90 % | 7,159.00 | 8,209.00 | $41.74 |
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Schaeffer's Stock Screener
Quick Start- Pick a Sentiment Bias
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