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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
1/22/2023 CVNA Retailers $6.38 100
1/22/2023 MBB $96.12 100
1/22/2023 EIX Electricity $65.67 100
1/22/2023 AGNC Mortgage Real Estate Investment Trusts $11.37 100
1/22/2023 APAM Investment Banking and Brokerage Services $35.01 100
1/22/2023 ARE Real Estate Investment Trusts $154.34 100
1/22/2023 TRP Oil & Gas and Coal $43.02 100
1/22/2023 UIS Software & Computer Services $5.29 99
1/22/2023 FXY $72.66 99
1/22/2023 APD Chemicals $299.89 99
1/22/2023 BURL Retailers $222.93 99
1/22/2023 BLK Investment Banking and Brokerage Services $729.87 99
1/22/2023 PPL Electricity $29.15 99
1/22/2023 OEC Chemicals $19.54 99
1/22/2023 JCI Electronic and Electrical Equipment $64.83 99
1/22/2023 UHS Health Care Providers $146.29 99
1/22/2023 SRE Gas & Water and Multi-utilities $155.78 99
1/22/2023 X Industrial Metals and Mining $27.64 99
1/22/2023 NUE Industrial Metals and Mining $150.80 99
1/22/2023 LQD $111.13 99
1/22/2023 MFIC $12.21 98
1/22/2023 QYLD $16.56 98
1/22/2023 KMB Personal Care & Drug and Grocery Stores $132.16 98
1/22/2023 EMB $88.70 98
1/22/2023 MAIN $38.58 98
1/22/2023 NEE Electricity $82.59 98
1/22/2023 CIM Mortgage Real Estate Investment Trusts $6.73 98
1/22/2023 RMBS Technology Hardware & Equipment $40.88 98
1/22/2023 T Telecommunications Service Providers $18.94 98
1/22/2023 MANU Travel and Leisure $23.00 98
1/22/2023 SI Banks $12.15 98
1/22/2023 SMG Chemicals $57.80 98
1/22/2023 MPW Real Estate Investment Trusts $13.34 98
1/22/2023 UNIT Real Estate Investment Trusts $5.95 97
1/22/2023 BHP Industrial Metals and Mining $68.88 97
1/22/2023 SONY Leisure Goods $87.97 97
1/22/2023 MCO Finance and Credit Services $312.96 97
1/22/2023 TEVA Pharmaceuticals and Biotechnology $10.55 97
1/22/2023 CLF Industrial Metals and Mining $20.38 97
1/22/2023 HLF Food Producers $16.86 97
1/22/2023 ENVX Electronic and Electrical Equipment $7.73 97
1/22/2023 EWA $24.06 97
1/22/2023 UBS Investment Banking and Brokerage Services $21.02 97
1/22/2023 AB Investment Banking and Brokerage Services $36.48 97
1/22/2023 CM Banks $43.07 97
1/22/2023 EFX Industrial Support Services $217.45 97
1/22/2023 CRK Oil & Gas and Coal $12.58 96
1/22/2023 HSBC Banks $36.39 96
1/22/2023 SPGI Finance and Credit Services $361.13 96
1/22/2023 CENX Industrial Metals and Mining $10.12 96
1/22/2023 DLR Real Estate Investment Trusts $104.96 96
1/22/2023 XPEV Automobiles and Parts $8.95 96
1/22/2023 SPWR Alternative Energy $16.56 96
1/22/2023 HZNP Pharmaceuticals and Biotechnology $113.06 96
1/22/2023 MDB Software & Computer Services $189.31 96
1/22/2023 JEPI $54.63 96
1/22/2023 PM Tobacco $101.19 96
1/22/2023 AMBA Technology Hardware & Equipment $83.81 96
1/22/2023 DB Banks $12.80 96
1/22/2023 CARR Construction and Materials $41.91 95
1/22/2023 WELL Real Estate Investment Trusts $71.65 95
1/22/2023 ADP Industrial Support Services $233.32 95
1/22/2023 TROW Investment Banking and Brokerage Services $114.00 95
1/22/2023 BKR Oil & Gas and Coal $30.49 95
1/22/2023 EFA $70.39 95
1/22/2023 ISRG Medical Equipment and Services $252.50 95
1/22/2023 IRM Real Estate Investment Trusts $51.10 95
1/22/2023 XLRE $38.77 95
1/22/2023 CC Chemicals $32.62 95
1/22/2023 TRU Industrial Support Services $65.36 95
1/22/2023 CCI Real Estate Investment Trusts $145.24 95
1/22/2023 EXC Electricity $42.04 95
1/22/2023 NDAQ Investment Banking and Brokerage Services $61.00 94
1/22/2023 AMT Real Estate Investment Trusts $223.35 94
1/22/2023 EXR Real Estate Investment Trusts $150.00 94
1/22/2023 XEO 94
1/22/2023 ADM Food Producers $85.31 94
1/22/2023 EWG $27.51 94
1/22/2023 AWK Gas & Water and Multi-utilities $150.19 94
1/22/2023 SHW General Industrials $234.34 94
1/22/2023 ACN Industrial Support Services $272.89 94
1/22/2023 ROK Electronic and Electrical Equipment $265.32 94
1/22/2023 OLPX Personal Care & Drug and Grocery Stores $5.91 94
1/22/2023 PLD Real Estate Investment Trusts $121.29 94
1/22/2023 OEX 94
1/22/2023 PAGS Industrial Support Services $8.98 93
1/22/2023 COST Retailers $469.49 93
1/22/2023 AAWW Industrial Transportation $101.78 93
1/22/2023 PFF $32.87 93
1/22/2023 ASML Technology Hardware & Equipment $630.25 93
1/22/2023 CIEN Telecommunications Equipment $50.14 93
1/22/2023 ICE Investment Banking and Brokerage Services $106.92 93
1/22/2023 CDLX Media $4.88 93
1/22/2023 AXL Automobiles and Parts $8.14 93
1/22/2023 XLU $68.82 93
1/22/2023 EWZ $29.52 93
1/22/2023 PPC Food Producers $25.73 93
1/22/2023 PNW Electricity $74.19 93
1/22/2023 TW Investment Banking and Brokerage Services $71.15 92
1/22/2023 FIGS Personal Goods $7.83 92

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.

 
 
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