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 |
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TNB
| 73.65 % | 13.85 % | 18.80 % | 2,879 | 2,978 | $71.40 |
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URBN
| 82.07 % | 33.20 % | 40.45 % | 16,956 | 32,841 | $27.69 |
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GGC
| 102.63 % | 47.02 % | 45.82 % | 18,951 | 23,045 | $34.76 |
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CCL
| 60.43 % | 29.00 % | 47.99 % | 41,651 | 65,263 | $32.00 |
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WSM
| 52.54 % | 25.54 % | 48.62 % | 8,115 | 19,396 | $36.87 |
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RRD
| 64.33 % | 32.72 % | 50.87 % | 9,651 | 15,855 | $11.91 |
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TCB
| 42.92 % | 22.57 % | 52.59 % | 1,248 | 3,797 | $10.65 |
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JCP
| 65.48 % | 36.04 % | 55.05 % | 137,595 | 138,769 | $41.06 |
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SNE
| 56.97 % | 31.50 % | 55.30 % | 7,369 | 16,361 | $19.21 |
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OTEX
| 56.59 % | 31.53 % | 55.71 % | 4,762 | 6,107 | $60.81 |
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TSLA
| 97.33 % | 54.68 % | 56.17 % | 13,605 | 34,068 | $31.15 |
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MLNX
| 61.34 % | 34.78 % | 56.71 % | 2,659 | 4,100 | $37.52 |
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EW
| 56.87 % | 32.85 % | 57.75 % | 2,938 | 4,037 | $71.54 |
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PSMT
| 59.98 % | 35.17 % | 58.63 % | 1,728 | 4,394 | $66.01 |
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WHR
| 58.75 % | 34.46 % | 58.65 % | 26,283 | 60,147 | $68.66 |
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INFY
| 38.78 % | 22.91 % | 59.07 % | 7,305 | 9,383 | $57.09 |
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UAN
| 44.51 % | 26.50 % | 59.54 % | 1,255 | 3,487 | $29.96 |
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NVS
| 25.32 % | 15.25 % | 60.22 % | 30,014 | 34,104 | $55.72 |
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RGS
| 41.43 % | 25.08 % | 60.54 % | 1,447 | 2,266 | $17.62 |
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NEU
| 52.92 % | 33.07 % | 62.50 % | 1,868 | 2,380 | $191.63 |
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ISRG
| 34.14 % | 21.36 % | 62.56 % | 16,618 | 18,257 | $492.01 |
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CME
| 36.80 % | 23.05 % | 62.63 % | 11,899 | 17,829 | $273.43 |
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CPX
| 41.22 % | 26.02 % | 63.12 % | 1,923 | 2,147 | $35.51 |
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EPD
| 22.10 % | 13.96 % | 63.13 % | 7,014 | 14,280 | $49.95 |
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GMCR
| 89.32 % | 56.99 % | 63.80 % | 106,587 | 115,214 | $66.21 |
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