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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TRA
| 77.60 % | 10.15 % | 13.08 % | 90,556 | 92,575 | $46.12 |
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CCE
| 98.96 % | 17.55 % | 17.73 % | 28,196 | 54,942 | $27.33 |
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SII
| 49.71 % | 21.96 % | 44.17 % | 39,903 | 49,415 | $44.34 |
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SPLS
| 43.45 % | 19.70 % | 45.35 % | 28,745 | 37,165 | $23.63 |
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NUVA
| 103.49 % | 49.72 % | 48.04 % | 10,310 | 14,500 | $45.69 |
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RST
| 92.69 % | 51.06 % | 55.08 % | 5,376 | 8,291 | $25.95 |
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ANF
| 49.39 % | 27.67 % | 56.02 % | 70,609 | 81,098 | $43.91 |
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WFMI
| 44.70 % | 25.25 % | 56.49 % | 50,041 | 58,219 | $36.75 |
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ETH
| 86.23 % | 48.94 % | 56.76 % | 2,756 | 11,218 | $21.18 |
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KCI
| 47.81 % | 31.11 % | 65.08 % | 34,192 | 77,241 | $49.89 |
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DECK
| 47.16 % | 31.04 % | 65.83 % | 12,793 | 22,450 | $130.74 |
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PCLN
| 39.60 % | 26.47 % | 66.85 % | 25,080 | 27,577 | $241.81 |
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CLH
| 41.79 % | 28.62 % | 68.49 % | 1,541 | 1,825 | $56.95 |
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FDO
| 29.11 % | 20.04 % | 68.83 % | 10,766 | 22,036 | $35.41 |
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ATHN
| 69.12 % | 47.65 % | 68.94 % | 7,700 | 14,903 | $39.71 |
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AMLN
| 73.90 % | 50.98 % | 68.99 % | 204,699 | 205,173 | $22.88 |
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ADSK
| 32.52 % | 22.56 % | 69.35 % | 47,644 | 77,608 | $29.31 |
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TRLG
| 62.06 % | 43.49 % | 70.07 % | 7,594 | 12,536 | $29.53 |
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ADI
| 29.92 % | 21.06 % | 70.38 % | 9,952 | 14,065 | $30.01 |
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FSLR
| 51.10 % | 37.22 % | 72.85 % | 130,463 | 151,062 | $115.24 |
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EXPD
| 26.08 % | 19.28 % | 73.92 % | 10,070 | 16,423 | $37.49 |
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GRMN
| 32.22 % | 24.80 % | 76.96 % | 50,259 | 75,655 | $35.30 |
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CECO
| 50.75 % | 39.18 % | 77.21 % | 27,041 | 31,126 | $31.38 |
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ESRX
| 30.74 % | 23.74 % | 77.24 % | 24,225 | 56,873 | $99.67 |
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SGMS
| 43.91 % | 35.21 % | 80.17 % | 6,485 | 23,965 | $14.79 |
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