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
10/10/2021 VTNR $5.33 100
10/10/2021 BTU All Optionable $16.45 100
10/10/2021 PLTR $23.73 100
10/10/2021 PLUG All Optionable $26.09 100
10/10/2021 CDEV $7.09 100
10/10/2021 SM All Optionable $30.31 100
10/10/2021 CPE All Optionable $56.83 100
10/10/2021 UPST $307.38 100
10/10/2021 SD $13.27 100
10/10/2021 TTD $70.42 100
10/10/2021 DDD Machinery Tools $26.79 100
10/10/2021 MDP All Optionable $58.08 99
10/10/2021 VRNS $61.95 99
10/10/2021 UAN $80.10 99
10/10/2021 RIOT $26.12 99
10/10/2021 SNPS All Optionable $298.37 99
10/10/2021 MGNI $28.29 99
10/10/2021 MARA $38.42 99
10/10/2021 IIVI All Optionable $57.53 99
10/10/2021 CDNS All Optionable $152.25 99
10/10/2021 KEYS $163.23 99
10/10/2021 SPOK All Optionable $10.20 99
10/10/2021 AXON $168.94 99
10/10/2021 TWTR $63.97 99
10/10/2021 TGT All Optionable $229.82 99
10/10/2021 LSPD $92.72 99
10/10/2021 EXPI $42.13 99
10/10/2021 JMIA $18.60 99
10/10/2021 PYPL $263.54 99
10/10/2021 PINS $51.81 99
10/10/2021 IT All Optionable $305.30 98
10/10/2021 AMRS $12.17 98
10/10/2021 IBN All Optionable $18.90 98
10/10/2021 MDB $472.87 98
10/10/2021 ARR $10.92 98
10/10/2021 PSEC All Optionable $7.97 98
10/10/2021 APPN $91.40 98
10/10/2021 LMND $65.47 98
10/10/2021 ETR All Optionable $103.46 98
10/10/2021 DXCM All Optionable $539.19 98
10/10/2021 LOGI All Optionable $87.77 98
10/10/2021 ROKU $324.47 98
10/10/2021 BXMT Real Estate $31.51 98
10/10/2021 SPCE $23.21 98
10/10/2021 GOOGL All Optionable $2784.50 98
10/10/2021 UPWK $51.36 98
10/10/2021 DCP All Optionable $31.62 98
10/10/2021 NEE All Optionable $80.92 98
10/10/2021 COHR All Optionable $252.62 98
10/10/2021 VERI $23.46 98
10/10/2021 MELI All Optionable $1554.04 97
10/10/2021 PANW $493.68 97
10/10/2021 XONE $23.03 97
10/10/2021 WLL All Optionable $61.45 97
10/10/2021 DHR All Optionable $302.61 97
10/10/2021 HDB All Optionable $73.61 97
10/10/2021 LGFA $14.35 97
10/10/2021 NOW $637.92 97
10/10/2021 GOOG $2783.71 97
10/10/2021 VEDL $15.66 97
10/10/2021 NET $136.92 97
10/10/2021 BILL $277.99 97
10/10/2021 FTNT All Optionable $309.62 97
10/10/2021 IGT All Optionable $28.76 97
10/10/2021 IAC All Optionable $141.93 97
10/10/2021 C All Optionable $72.19 97
10/10/2021 PPC All Optionable $29.15 97
10/10/2021 FSLY $40.61 97
10/10/2021 HES All Optionable $83.61 97
10/10/2021 ARLP All Optionable $11.77 96
10/10/2021 MTDR $41.00 96
10/10/2021 DMTK $33.77 96
10/10/2021 BUD All Optionable $54.77 96
10/10/2021 RHI All Optionable $107.14 96
10/10/2021 LC $29.62 96
10/10/2021 DG All Optionable $210.83 96
10/10/2021 SMG All Optionable $147.99 96
10/10/2021 OPRX $84.81 96
10/10/2021 CLNE All Optionable $8.39 96
10/10/2021 TD All Optionable $68.08 96
10/10/2021 SDGR $51.69 96
10/10/2021 NCTY All Optionable $11.50 96
10/10/2021 FVRR $181.96 96
10/10/2021 PTC All Optionable $120.20 96
10/10/2021 DISCA All Optionable $26.46 96
10/10/2021 RGEN All Optionable $272.17 96
10/10/2021 NOG All Optionable $24.62 96
10/10/2021 EFX All Optionable $259.36 96
10/10/2021 ASAN $108.87 95
10/10/2021 SPWR All Optionable $24.72 95
10/10/2021 LYFT $54.70 95
10/10/2021 FANG $105.12 95
10/10/2021 ATKR $90.83 95
10/10/2021 TEAM Computers $392.98 95
10/10/2021 GSM All Optionable $8.08 95
10/10/2021 MSTR All Optionable $692.79 95
10/10/2021 GDRX $42.24 95
10/10/2021 PAYC $511.69 95
10/10/2021 AMTX $19.18 95
10/10/2021 PBW All Optionable $74.90 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.

 
 
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