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
2/21/2021 DFS Financial Services $93.92 100
2/21/2021 PENN Travel & Leisure $120.35 100
2/21/2021 SNAP $65.52 100
2/21/2021 TSLA Automobiles & Parts $781.30 100
2/21/2021 TUP Household Goods & Home Construction $33.45 100
2/21/2021 BOOT General Retailers $60.91 99
2/21/2021 CEQP Oil Equipment, Services & Distribution $21.71 99
2/21/2021 CP Industrial Transportation $367.79 99
2/21/2021 CWB Nonequity Investment Instruments $91.61 99
2/21/2021 DCP Oil Equipment, Services & Distribution $21.09 99
2/21/2021 OVV Oil & Gas Producers $21.36 99
2/21/2021 SM Oil & Gas Producers $11.32 99
2/21/2021 AAPL Technology Hardware & Equipment $129.87 98
2/21/2021 ALLY Financial Services $42.80 98
2/21/2021 CDLX $152.05 98
2/21/2021 EAT Travel & Leisure $71.63 98
2/21/2021 ENPH Alternative Energy $189.74 98
2/21/2021 FANG Oil & Gas Producers $65.57 98
2/21/2021 JMIA $55.92 98
2/21/2021 LAC Industrial Metals & Mining $21.01 98
2/21/2021 LAD General Retailers $380.69 98
2/21/2021 NIO Automobiles & Parts $55.04 98
2/21/2021 PLUG Alternative Energy $55.89 98
2/21/2021 SPWR Alternative Energy $37.76 98
2/21/2021 ACB Mining $12.21 97
2/21/2021 DKNG $60.91 97
2/21/2021 HAL Oil Equipment, Services & Distribution $20.20 97
2/21/2021 HZO General Retailers $46.43 97
2/21/2021 MS Financial Services $76.00 97
2/21/2021 PFE Pharmaceuticals & Biotechnology $34.44 97
2/21/2021 PLT Technology Hardware & Equipment $40.96 97
2/21/2021 TRGP Oil & Gas Producers $29.96 97
2/21/2021 BBD Banks $4.58 96
2/21/2021 C Banks $65.78 96
2/21/2021 HOME $27.23 96
2/21/2021 IVZ Financial Services $22.47 96
2/21/2021 IWM Nonequity Investment Instruments $225.19 96
2/21/2021 MELI General Retailers $1910.39 96
2/21/2021 RUN Electricity $68.50 96
2/21/2021 SQ Software & Computer Services $276.57 96
2/21/2021 VLO Oil & Gas Producers $71.53 96
2/21/2021 BLNK General Retailers $46.01 95
2/21/2021 GWPH Pharmaceuticals & Biotechnology $213.81 95
2/21/2021 KRA Chemicals $40.07 95
2/21/2021 MPC Oil & Gas Producers $53.00 95
2/21/2021 NS Oil Equipment, Services & Distribution $17.26 95
2/21/2021 NUAN Software & Computer Services $48.16 95
2/21/2021 OSTK General Retailers $101.20 95
2/21/2021 PSX Oil & Gas Producers $82.31 95
2/21/2021 SNV Banks $42.23 95
2/21/2021 TER Technology Hardware & Equipment $142.59 95
2/21/2021 WPRT Industrial Engineering $10.28 95
2/21/2021 ZG Real Estate Investment & Services $191.46 95
2/21/2021 COF Financial Services $119.56 94
2/21/2021 EPD Oil Equipment, Services & Distribution $21.56 94
2/21/2021 IJR Nonequity Investment Instruments $105.99 94
2/21/2021 LIT Nonequity Investment Instruments $68.31 94
2/21/2021 OKE Gas, Water & Multiutilities $45.82 94
2/21/2021 PBW Nonequity Investment Instruments $120.26 94
2/21/2021 PTC Software & Computer Services $146.73 94
2/21/2021 TAN Nonequity Investment Instruments $110.64 94
2/21/2021 XOM Oil & Gas Producers $52.37 94
2/21/2021 AA $23.13 93
2/21/2021 CNQ Oil & Gas Producers $27.74 93
2/21/2021 FVRR Software & Computer Services $318.70 93
2/21/2021 LNC Life Insurance $55.56 93
2/21/2021 OMF Financial Services $48.70 93
2/21/2021 PAGP Oil Equipment, Services & Distribution $8.52 93
2/21/2021 PYPL General Retailers $286.92 93
2/21/2021 SSL Mining $6.35 93
2/21/2021 SSL Chemicals $13.93 93
2/21/2021 TECL Nonequity Investment Instruments $455.85 93
2/21/2021 TNA Nonequity Investment Instruments $97.92 93
2/21/2021 ZM Software & Computer Services $417.26 93
2/21/2021 AINV Equity Investment Instruments $14.10 92
2/21/2021 ARKK Nonequity Investment Instruments $152.61 92
2/21/2021 BKR Oil Equipment, Services & Distribution $23.40 92
2/21/2021 CELH Food Producers $60.82 92
2/21/2021 EPR Real Estate Investment Trusts $43.27 92
2/21/2021 ETSY General Retailers $227.27 92
2/21/2021 MGNI Media $58.56 92
2/21/2021 MTH Household Goods & Home Construction $84.57 92
2/21/2021 MTZ Construction & Materials $85.88 92
2/21/2021 NG Mining $9.03 92
2/21/2021 RF Banks $20.37 92
2/21/2021 STWD Real Estate Investment Trusts $22.10 92
2/21/2021 VERI $40.07 92
2/21/2021 VIAC Media $62.69 92
2/21/2021 WCC Electronic & Electrical Equipment $81.53 92
2/21/2021 AGO Nonlife Insurance $39.50 91
2/21/2021 APPS Media $84.97 91
2/21/2021 CFG Banks $42.51 91
2/21/2021 EXPI Financial Services $71.42 91
2/21/2021 GM Automobiles & Parts $52.57 91
2/21/2021 GS Financial Services $315.62 91
2/21/2021 KBH Household Goods & Home Construction $42.37 91
2/21/2021 KIM Real Estate Investment Trusts $17.67 91
2/21/2021 KIRK General Retailers $26.20 91
2/21/2021 PFSI Financial Services $63.75 91
2/21/2021 PINS Software & Computer Services $85.90 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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