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
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.