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
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.

 
 
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