SVS

 

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
6/13/2021 BMO Banks $104.50 100
6/13/2021 HOME $36.40 100
6/13/2021 KIRK General Retailers $23.77 100
6/13/2021 MELI General Retailers $1392.75 100
6/13/2021 MGNI Media $32.85 100
6/13/2021 NIO Automobiles & Parts $45.68 100
6/13/2021 ARNC $38.00 99
6/13/2021 CELH Food Producers $63.81 99
6/13/2021 DAC Industrial Transportation $73.93 99
6/13/2021 FSLY $54.38 99
6/13/2021 IIVI Electronic & Electrical Equipment $70.10 99
6/13/2021 IRM Real Estate Investment Trusts $46.28 99
6/13/2021 QDEL Health Care Equipment & Services $114.77 99
6/13/2021 ROKU Leisure Goods $346.98 99
6/13/2021 APPS Media $73.90 98
6/13/2021 BLNK General Retailers $39.50 98
6/13/2021 CDLX $112.47 98
6/13/2021 FTCH $49.30 98
6/13/2021 LAC Industrial Metals & Mining $14.98 98
6/13/2021 LAD General Retailers $333.99 98
6/13/2021 MGA Automobiles & Parts $98.37 98
6/13/2021 MTZ Construction & Materials $117.22 98
6/13/2021 OTRK Health Care Equipment & Services $30.86 98
6/13/2021 PBW Nonequity Investment Instruments $89.43 98
6/13/2021 RIOT Financial Services $31.03 98
6/13/2021 RY Banks $103.82 98
6/13/2021 SQ Software & Computer Services $219.34 98
6/13/2021 TUP Household Goods & Home Construction $24.49 98
6/13/2021 CEQP Oil Equipment, Services & Distribution $32.99 97
6/13/2021 ETSY General Retailers $165.82 97
6/13/2021 ICLN Nonequity Investment Instruments $22.53 97
6/13/2021 LIT Nonequity Investment Instruments $70.29 97
6/13/2021 PLUG Alternative Energy $31.85 97
6/13/2021 PWR Construction & Materials $92.12 97
6/13/2021 TAN Nonequity Investment Instruments $79.82 97
6/13/2021 VIAC Media $42.35 97
6/13/2021 DISCK Media $28.94 96
6/13/2021 ERF Oil & Gas Producers $7.09 96
6/13/2021 FVRR Software & Computer Services $205.39 96
6/13/2021 MARA Financial Services $26.55 96
6/13/2021 NOG Oil & Gas Producers $19.24 96
6/13/2021 PENN Travel & Leisure $83.84 96
6/13/2021 RUN Electricity $44.96 96
6/13/2021 SDGR $77.51 96
6/13/2021 SU Oil & Gas Producers $25.01 96
6/13/2021 ZM Software & Computer Services $366.40 96
6/13/2021 CCJ Industrial Metals & Mining $21.42 95
6/13/2021 CPE Oil & Gas Producers $48.96 95
6/13/2021 CRON $8.91 95
6/13/2021 DE Industrial Engineering $341.57 95
6/13/2021 FDX Industrial Transportation $296.09 95
6/13/2021 GRPN Media $46.29 95
6/13/2021 KRA Chemicals $34.34 95
6/13/2021 PTON Leisure Goods $113.12 95
6/13/2021 SM Oil & Gas Producers $21.74 95
6/13/2021 TSLA Automobiles & Parts $609.89 95
6/13/2021 VERI $21.67 95
6/13/2021 BGFV General Retailers $29.21 94
6/13/2021 DFS Financial Services $123.15 94
6/13/2021 IBRX Pharmaceuticals & Biotechnology $15.19 94
6/13/2021 JMIA $30.06 94
6/13/2021 OSTK General Retailers $90.16 94
6/13/2021 PACB Pharmaceuticals & Biotechnology $29.22 94
6/13/2021 PDD $121.97 94
6/13/2021 PLCE General Retailers $97.25 94
6/13/2021 PYPL General Retailers $271.45 94
6/13/2021 QLD Nonequity Investment Instruments $66.48 94
6/13/2021 SBNY Banks $248.33 94
6/13/2021 TCBI Banks $68.11 94
6/13/2021 TER Technology Hardware & Equipment $127.98 94
6/13/2021 TTD $599.81 94
6/13/2021 AAPL Technology Hardware & Equipment $127.35 93
6/13/2021 ARKW Nonequity Investment Instruments $140.46 93
6/13/2021 BLDP Alternative Energy $18.22 93
6/13/2021 CNQ Oil & Gas Producers $37.26 93
6/13/2021 LIN $291.22 93
6/13/2021 PANW Software & Computer Services $365.84 93
6/13/2021 PFE Pharmaceuticals & Biotechnology $40.15 93
6/13/2021 PRTY General Retailers $10.09 93
6/13/2021 SOL Alternative Energy $9.45 93
6/13/2021 SSL Mining $8.95 93
6/13/2021 STAA Health Care Equipment & Services $147.01 93
6/13/2021 AGCO Industrial Engineering $130.81 92
6/13/2021 AINV Equity Investment Instruments $15.09 92
6/13/2021 BIDU Software & Computer Services $187.69 92
6/13/2021 BOOT General Retailers $75.90 92
6/13/2021 C Banks $76.48 92
6/13/2021 DDD Technology Hardware & Equipment $29.83 92
6/13/2021 DQ Chemicals $68.69 92
6/13/2021 JCOM Software & Computer Services $129.08 92
6/13/2021 MTH Household Goods & Home Construction $98.60 92
6/13/2021 NG Mining $9.72 92
6/13/2021 REGI Alternative Energy $66.81 92
6/13/2021 SPWR Alternative Energy $25.90 92
6/13/2021 TGT General Retailers $232.94 92
6/13/2021 TSM Technology Hardware & Equipment $118.25 92
6/13/2021 WCC Electronic & Electrical Equipment $111.00 92
6/13/2021 ZS $207.79 92
6/13/2021 BILI $111.41 91
6/13/2021 BL $106.10 91

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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