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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
10/2/2022 SRG Real Estate Investment Trusts $8.68 100
10/2/2022 TXMD Pharmaceuticals and Biotechnology $6.73 100
10/2/2022 ANET Telecommunications Equipment $114.75 100
10/2/2022 SI Banks $74.49 100
10/2/2022 BE Industrial Engineering $20.19 100
10/2/2022 ENPH Alternative Energy $277.84 100
10/2/2022 ARLP Oil & Gas and Coal $23.39 100
10/2/2022 CP Industrial Transportation $68.69 100
10/2/2022 KOS Oil & Gas and Coal $5.35 100
10/2/2022 CHD Personal Care & Drug and Grocery Stores $72.92 99
10/2/2022 PAGS Industrial Support Services $13.00 99
10/2/2022 CAR Consumer Services $143.58 99
10/2/2022 BLOK $18.57 99
10/2/2022 ARRY Alternative Energy $16.43 99
10/2/2022 T Telecommunications Service Providers $15.53 99
10/2/2022 NET Software & Computer Services $54.85 99
10/2/2022 TSLA Automobiles and Parts $268.21 99
10/2/2022 PLUG Alternative Energy $21.04 99
10/2/2022 F Automobiles and Parts $11.47 99
10/2/2022 ISRG Medical Equipment and Services $189.06 99
10/2/2022 EPAM Software & Computer Services $362.14 99
10/2/2022 INMD Medical Equipment and Services $28.68 99
10/2/2022 CLF Industrial Metals and Mining $13.77 99
10/2/2022 AFRM Industrial Support Services $19.06 99
10/2/2022 WOLF Technology Hardware & Equipment $104.23 99
10/2/2022 CEG Electricity $83.04 99
10/2/2022 NEWR Software & Computer Services $55.33 98
10/2/2022 SE Software & Computer Services $53.63 98
10/2/2022 X Industrial Metals and Mining $18.54 98
10/2/2022 MOS Chemicals $48.39 98
10/2/2022 RMBS Technology Hardware & Equipment $25.77 98
10/2/2022 SQ Industrial Support Services $55.90 98
10/2/2022 RBLX Leisure Goods $35.38 98
10/2/2022 FIGS Personal Goods $8.87 98
10/2/2022 NEE Electricity $79.97 98
10/2/2022 SPWR Alternative Energy $22.54 98
10/2/2022 SNPS Software & Computer Services $309.22 98
10/2/2022 LSPD Software & Computer Services $18.06 98
10/2/2022 NDAQ Investment Banking and Brokerage Services $57.11 98
10/2/2022 ZBRA Electronic and Electrical Equipment $265.52 98
10/2/2022 APPS Software & Computer Services $14.43 98
10/2/2022 DLTR Retailers $136.84 98
10/2/2022 SJT Oil & Gas and Coal $9.54 97
10/2/2022 PYPL Industrial Support Services $88.70 97
10/2/2022 BLDR Construction and Materials $58.20 97
10/2/2022 CHWY Retailers $31.08 97
10/2/2022 TREX Construction and Materials $44.41 97
10/2/2022 AMBA Technology Hardware & Equipment $57.57 97
10/2/2022 MKC Food Producers $73.51 97
10/2/2022 SHOP Software & Computer Services $26.82 97
10/2/2022 PAYX Industrial Support Services $113.39 97
10/2/2022 FSLR Alternative Energy $130.93 97
10/2/2022 PFE Pharmaceuticals and Biotechnology $44.16 97
10/2/2022 TNK Industrial Transportation $26.42 97
10/2/2022 ROK Electronic and Electrical Equipment $215.78 97
10/2/2022 NVDA Technology Hardware & Equipment $122.20 97
10/2/2022 YELL Industrial Transportation $5.05 97
10/2/2022 CLFD Telecommunications Equipment $98.59 97
10/2/2022 XPEV Automobiles and Parts $12.11 97
10/2/2022 NOVA Electricity $22.02 96
10/2/2022 OSH Health Care Providers $25.73 96
10/2/2022 ADP Industrial Support Services $227.75 96
10/2/2022 NUE Industrial Metals and Mining $105.29 96
10/2/2022 ENVX Electronic and Electrical Equipment $17.49 96
10/2/2022 CHGG Consumer Services $21.63 96
10/2/2022 BG Food Producers $82.24 96
10/2/2022 SPG Real Estate Investment Trusts $89.13 96
10/2/2022 O Real Estate Investment Trusts $57.95 96
10/2/2022 CROX Personal Goods $71.60 96
10/2/2022 JCI Electronic and Electrical Equipment $49.47 96
10/2/2022 SHW General Industrials $207.84 96
10/2/2022 DIS Media $97.45 96
10/2/2022 SHLS Alternative Energy $21.15 96
10/2/2022 ADM Food Producers $80.61 96
10/2/2022 AAPL Technology Hardware & Equipment $142.48 96
10/2/2022 TRP Oil & Gas and Coal $41.28 95
10/2/2022 SPLK Software & Computer Services $77.80 95
10/2/2022 EFX Industrial Support Services $167.10 95
10/2/2022 CCI Real Estate Investment Trusts $144.25 95
10/2/2022 IRM Real Estate Investment Trusts $43.81 95
10/2/2022 BOIL $55.13 95
10/2/2022 CMPS Pharmaceuticals and Biotechnology $10.97 95
10/2/2022 GO Personal Care & Drug and Grocery Stores $33.15 95
10/2/2022 ARKF $15.37 95
10/2/2022 VIRT Investment Banking and Brokerage Services $20.93 95
10/2/2022 INTU Software & Computer Services $396.81 95
10/2/2022 PI Technology Hardware & Equipment $82.03 95
10/2/2022 CRM Software & Computer Services $146.81 95
10/2/2022 TROW Investment Banking and Brokerage Services $107.39 95
10/2/2022 FAST Industrial Metals and Mining $46.57 95
10/2/2022 BPT Oil & Gas and Coal $12.21 95
10/2/2022 ALB Chemicals $265.44 94
10/2/2022 AMD Technology Hardware & Equipment $64.14 94
10/2/2022 DXCM Medical Equipment and Services $82.10 94
10/2/2022 EVBG Software & Computer Services $32.06 94
10/2/2022 MRNA Pharmaceuticals and Biotechnology $118.07 94
10/2/2022 VMW Software & Computer Services $107.48 94
10/2/2022 AMZN Retailers $114.80 94
10/2/2022 ADSK Software & Computer Services $189.46 94
10/2/2022 UIS Software & Computer Services $7.64 94

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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