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
5/15/2022	AMPY	Oil & Gas and Coal	$6.62	100
5/15/2022	AMR	Oil & Gas and Coal	$153.01	100
5/15/2022	TEN	Automobiles and Parts	$16.36	100
5/15/2022	BPT	Oil & Gas and Coal	$14.79	100
5/15/2022	AEHR	Technology Hardware & Equipment	$7.42	100
5/15/2022	ARLP	Oil & Gas and Coal	$17.88	100
5/15/2022	NEX	Oil & Gas and Coal	$9.55	100
5/15/2022	ENVX	Electronic and Electrical Equipment	$8.23	100
5/15/2022	DG	Retailers	$231.86	100
5/15/2022	BNTX	Pharmaceuticals and Biotechnology	$158.00	100
5/15/2022	DLTR	Retailers	$159.19	99
5/15/2022	TGT	Retailers	$217.27	99
5/15/2022	CHPT	Alternative Energy	$9.62	99
5/15/2022	TRGP	Oil & Gas and Coal	$68.33	99
5/15/2022	CP	Industrial Transportation	$68.07	99
5/15/2022	AMX	Telecommunications Service Providers	$19.76	99
5/15/2022	LFC	Life Insurance	$7.04	99
5/15/2022	HP	Oil & Gas and Coal	$44.12	99
5/15/2022	MRNA	Pharmaceuticals and Biotechnology	$130.17	99
5/15/2022	BHP	Industrial Metals and Mining	$61.98	99
5/15/2022	TRP	Oil & Gas and Coal	$54.38	99
5/15/2022	BTI	Tobacco	$40.95	99
5/15/2022	ZIM	Industrial Transportation	$59.32	99
5/15/2022	BTU	Oil & Gas and Coal	$20.14	99
5/15/2022	COST	Retailers	$486.18	99
5/15/2022	SU	Oil & Gas and Coal	$35.25	99
5/15/2022	RRC	Oil & Gas and Coal	$27.07	99
5/15/2022	NUE	Industrial Metals and Mining	$124.64	99
5/15/2022	ARRY	Alternative Energy	$6.20	98
5/15/2022	SD	Oil & Gas and Coal	$17.77	98
5/15/2022	UMC	Technology Hardware & Equipment	$7.96	98
5/15/2022	NKE	Personal Goods	$107.90	98
5/15/2022	AON	Non-life Insurance	$275.74	98
5/15/2022	EQX	Precious Metals and Mining	$5.36	98
5/15/2022	SKIN	Personal Care & Drug and Grocery Stores	$10.63	98
5/15/2022	LWLG	Investment Banking and Brokerage Services	$6.93	98
5/15/2022	OIH		$250.77	98
5/15/2022	ASTS	Telecommunications Equipment	$7.61	98
5/15/2022	INMD	Medical Equipment and Services	$22.08	98
5/15/2022	VLO	Oil & Gas and Coal	$120.41	98
5/15/2022	BE	Industrial Engineering	$12.35	98
5/15/2022	ZS	Software & Computer Services	$137.63	98
5/15/2022	NVDA	Technology Hardware & Equipment	$161.75	98
5/15/2022	LXU	Chemicals	$17.82	98
5/15/2022	VGR	Tobacco	$11.59	98
5/15/2022	RY	Banks	$96.08	98
5/15/2022	HQY	Health Care Providers	$54.76	97
5/15/2022	CEIX	Oil & Gas and Coal	$46.62	97
5/15/2022	CNQ	Oil & Gas and Coal	$57.54	97
5/15/2022	LLY	Pharmaceuticals and Biotechnology	$291.80	97
5/15/2022	DXCM	Medical Equipment and Services	$311.52	97
5/15/2022	EVGO	Alternative Energy	$8.58	97
5/15/2022	ORGN	Chemicals	$5.71	97
5/15/2022	PAYX	Industrial Support Services	$117.93	97
5/15/2022	LPI	Oil & Gas and Coal	$55.99	97
5/15/2022	PBF	Oil & Gas and Coal	$28.90	97
5/15/2022	BNS	Banks	$61.58	97
5/15/2022	KOS	Oil & Gas and Coal	$6.31	97
5/15/2022	ADBE	Software & Computer Services	$388.49	97
5/15/2022	DOCU	Software & Computer Services	$69.84	97
5/15/2022	AMT	Real Estate Investment Trusts	$225.50	97
5/15/2022	AR	Oil & Gas and Coal	$32.18	97
5/15/2022	OSCR	Life Insurance	$5.72	97
5/15/2022	OVV	Oil & Gas and Coal	$42.40	97
5/15/2022	AVAV	Aerospace and Defense	$76.04	97
5/15/2022	SAIL	Software & Computer Services	$61.16	96
5/15/2022	ADSK	Software & Computer Services	$185.05	96
5/15/2022	EXR	Real Estate Investment Trusts	$174.72	96
5/15/2022	LULU	Personal Goods	$294.00	96
5/15/2022	ATHM	Software & Computer Services	$25.20	96
5/15/2022	TX	Industrial Metals and Mining	$39.21	96
5/15/2022	KR	Personal Care & Drug and Grocery Stores	$54.22	96
5/15/2022	VEEV	Health Care Providers	$164.15	96
5/15/2022	EWZ		$31.09	96
5/15/2022	ATVI	Leisure Goods	$77.38	96
5/15/2022	LICY	Waste and Disposal Services	$6.31	96
5/15/2022	ENLC	Oil & Gas and Coal	$9.51	96
5/15/2022	ENPH	Alternative Energy	$140.94	96
5/15/2022	TD	Banks	$70.50	96
5/15/2022	VET	Oil & Gas and Coal	$17.90	96
5/15/2022	ACI	Personal Care & Drug and Grocery Stores	$29.97	96
5/15/2022	O	Real Estate Investment Trusts	$65.39	96
5/15/2022	AMBA	Technology Hardware & Equipment	$71.35	96
5/15/2022	ACN	Industrial Support Services	$281.21	95
5/15/2022	APPS	Software & Computer Services	$23.89	95
5/15/2022	QYLD		$18.00	95
5/15/2022	EGY	Oil & Gas and Coal	$5.82	95
5/15/2022	GO	Personal Care & Drug and Grocery Stores	$35.51	95
5/15/2022	HAL	Oil & Gas and Coal	$34.56	95
5/15/2022	DGX	Medical Equipment and Services	$136.09	95
5/15/2022	GUSH		$147.43	95
5/15/2022	PSX	Oil & Gas and Coal	$91.19	95
5/15/2022	INTU	Software & Computer Services	$353.89	95
5/15/2022	TROW	Investment Banking and Brokerage Services	$119.24	95
5/15/2022	AZO	Retailers	$1954.76	95
5/15/2022	AMED	Health Care Providers	$115.45	95
5/15/2022	IIPR	Real Estate Investment Trusts	$126.90	95
5/15/2022	ISRG	Medical Equipment and Services	$211.69	95
5/15/2022	BXC	Construction and Materials	$85.54	95
5/15/2022	AAPL	Technology Hardware & Equipment	$142.56	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.