Schaeffer's Volatility Scorecard: Stock Rankings and Tool

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.