Schaeffer's Volatility Scorecard: Stock Rankings and Tool

Using our robust historical database here at Schaeffer's Investment Research, we conduct extensive research on each underlying equity and determined which of those underlying equities’ options have historically had underpriced or overpriced options. The Schaeffer's Volatility Scorecard rankings are a reflection of this proprietary options-centric research.

Schaeffer's Volatility Scorecard (SVS) is a lagging indicator that measures a stock's realized volatility against the volatility expectations priced into that stock's options over the past year. Schaeffer's Investment Research's goal is to find which stocks have been the best -- and worst -- for premium buyers. The Schaeffer's Volatility Scorecard can be a very useful tool for premium sellers too, as “the worst” for a premium buyer can be construed as “the best” for a premium seller.

Using Schaeffer's Investment Research's robust historical database, we conduct extensive research on each underlying equity and determine which of those underlying equities’ options have historically had underpriced or overpriced options. Schaeffer's Investment Research ranks each equity’s options relative to the others in our universe, with scores ranging from zero to 100.

For more information on how to use these scores, please review more specific instructions featured below the scorecard.

Date	Ticker	Sector	Last Close	VolSc
11/21/2021	PLUG	All Optionable	$40.42	100
11/21/2021	SPCE		$17.38	100
11/21/2021	MARA		$51.46	100
11/21/2021	UPST		$226.37	100
11/21/2021	ZS		$365.65	100
11/21/2021	TD	All Optionable	$73.22	100
11/21/2021	MRNA	All Optionable	$251.41	100
11/21/2021	MSTR	All Optionable	$727.36	100
11/21/2021	SM	All Optionable	$32.92	100
11/21/2021	JEF	All Optionable	$40.18	100
11/21/2021	BNS	All Optionable	$65.67	100
11/21/2021	MDP	All Optionable	$58.86	100
11/21/2021	SNPS	All Optionable	$352.09	99
11/21/2021	FCEL	All Optionable	$9.46	99
11/21/2021	CPE	All Optionable	$57.78	99
11/21/2021	NEWT	Wall Street	$29.96	99
11/21/2021	CDEV		$7.10	99
11/21/2021	ENVX		$35.55	99
11/21/2021	APPN		$81.30	99
11/21/2021	TQQQ	All Optionable	$174.19	99
11/21/2021	MDB		$567.79	99
11/21/2021	MAIN		$46.59	99
11/21/2021	TSLA	All Optionable	$1096.38	99
11/21/2021	COST	All Optionable	$529.37	99
11/21/2021	BMO	All Optionable	$110.18	99
11/21/2021	NVDA	All Optionable	$316.75	99
11/21/2021	SFIX		$30.20	99
11/21/2021	SBNY	All Optionable	$328.00	99
11/21/2021	ADBE	All Optionable	$670.96	99
11/21/2021	GS	All Optionable	$391.37	99
11/21/2021	ASML	All Optionable	$879.12	99
11/21/2021	NEE	All Optionable	$87.60	99
11/21/2021	RIOT		$33.63	98
11/21/2021	TECL	All Optionable	$82.53	98
11/21/2021	LPI		$65.86	98
11/21/2021	BXMT	Real Estate	$32.76	98
11/21/2021	TWO		$6.06	98
11/21/2021	XOM	All Optionable	$63.61	98
11/21/2021	CLNE	All Optionable	$7.86	98
11/21/2021	EOG	All Optionable	$89.62	98
11/21/2021	BAC	All Optionable	$46.32	98
11/21/2021	CM	All Optionable	$117.74	98
11/21/2021	WFC	All Optionable	$49.90	98
11/21/2021	DG	All Optionable	$222.34	98
11/21/2021	FANG		$107.96	98
11/21/2021	UAN		$79.51	98
11/21/2021	RRD	All Optionable	$9.33	98
11/21/2021	TIGR	Software	$6.58	98
11/21/2021	DDD	Machinery Tools	$24.52	98
11/21/2021	BTCM		$6.61	98
11/21/2021	PSEC	All Optionable	$8.92	98
11/21/2021	MRO	All Optionable	$16.12	98
11/21/2021	MPWR	All Optionable	$560.95	97
11/21/2021	SCHN	All Optionable	$53.83	97
11/21/2021	EXR	All Optionable	$203.31	97
11/21/2021	APP	All Optionable	$99.64	97
11/21/2021	LLY	All Optionable	$261.33	97
11/21/2021	AMRS		$7.14	97
11/21/2021	AMTX		$18.53	97
11/21/2021	WAL	All Optionable	$114.85	97
11/21/2021	MTDR		$42.51	97
11/21/2021	C	All Optionable	$67.11	97
11/21/2021	SSYS	All Optionable	$30.37	97
11/21/2021	HES	All Optionable	$80.74	97
11/21/2021	CDNS	All Optionable	$186.05	97
11/21/2021	BE		$29.83	97
11/21/2021	ADSK	All Optionable	$322.18	97
11/21/2021	SOXL	All Optionable	$67.98	97
11/21/2021	AZO	All Optionable	$1875.85	97
11/21/2021	ASAN		$136.98	97
11/21/2021	DHR	All Optionable	$312.65	97
11/21/2021	SD		$12.27	97
11/21/2021	OVV		$35.90	96
11/21/2021	QLD	All Optionable	$91.37	96
11/21/2021	UMC	All Optionable	$11.48	96
11/21/2021	BNTX		$274.06	96
11/21/2021	MAXN		$17.61	96
11/21/2021	NMM	All Optionable	$26.04	96
11/21/2021	CHWY		$72.92	96
11/21/2021	PDCE	All Optionable	$55.87	96
11/21/2021	MP		$43.54	96
11/21/2021	SU	All Optionable	$25.63	96
11/21/2021	PLTR		$21.50	96
11/21/2021	LSPD		$63.04	96
11/21/2021	REMX		$115.92	96
11/21/2021	BILI		$67.12	96
11/21/2021	OIH	All Optionable	$194.14	96
11/21/2021	CAN		$9.43	96
11/21/2021	CRWD		$264.72	96
11/21/2021	ROKU		$235.85	96
11/21/2021	MS	All Optionable	$97.68	96
11/21/2021	MGNI		$21.18	96
11/21/2021	ISRG	All Optionable	$359.20	95
11/21/2021	ESTC		$179.48	95
11/21/2021	AMC		$40.41	95
11/21/2021	NVAX	All Optionable	$191.05	95
11/21/2021	BTU	All Optionable	$10.19	95
11/21/2021	OPRX		$71.85	95
11/21/2021	TRP	All Optionable	$48.16	95
11/21/2021	PBW	All Optionable	$89.19	95

High Schaeffer's Volatility Scorecard (SVS) readings, on a scale of 0 to 100, indicate that a stock has consistently delivered bigger returns than its options implied volatility (IV) levels have predicted, meaning it may be a strong candidate for premium-buying strategies going forward according to Schaeffer's Investment Research.

Low Schaeffer's Volatility Scorecard (SVS) readings, going all the way down to zero, point to stocks that have consistently realized lower volatility than their options have priced in -- pointing to possible premium-selling candidates according to Schaeffer's Investment Research.

The Schaeffer's Volatility Scorecard ranking system is updated weekly by Schaeffer's Investment Research to reflect the newest and most actionable trading insights.