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
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.