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
1/22/2023	CVNA	Retailers	$6.38	100
1/22/2023	MBB		$96.12	100
1/22/2023	EIX	Electricity	$65.67	100
1/22/2023	AGNC	Mortgage Real Estate Investment Trusts	$11.37	100
1/22/2023	APAM	Investment Banking and Brokerage Services	$35.01	100
1/22/2023	ARE	Real Estate Investment Trusts	$154.34	100
1/22/2023	TRP	Oil & Gas and Coal	$43.02	100
1/22/2023	UIS	Software & Computer Services	$5.29	99
1/22/2023	FXY		$72.66	99
1/22/2023	APD	Chemicals	$299.89	99
1/22/2023	BURL	Retailers	$222.93	99
1/22/2023	BLK	Investment Banking and Brokerage Services	$729.87	99
1/22/2023	PPL	Electricity	$29.15	99
1/22/2023	OEC	Chemicals	$19.54	99
1/22/2023	JCI	Electronic and Electrical Equipment	$64.83	99
1/22/2023	UHS	Health Care Providers	$146.29	99
1/22/2023	SRE	Gas & Water and Multi-utilities	$155.78	99
1/22/2023	X	Industrial Metals and Mining	$27.64	99
1/22/2023	NUE	Industrial Metals and Mining	$150.80	99
1/22/2023	LQD		$111.13	99
1/22/2023	MFIC		$12.21	98
1/22/2023	QYLD		$16.56	98
1/22/2023	KMB	Personal Care & Drug and Grocery Stores	$132.16	98
1/22/2023	EMB		$88.70	98
1/22/2023	MAIN		$38.58	98
1/22/2023	NEE	Electricity	$82.59	98
1/22/2023	CIM	Mortgage Real Estate Investment Trusts	$6.73	98
1/22/2023	RMBS	Technology Hardware & Equipment	$40.88	98
1/22/2023	T	Telecommunications Service Providers	$18.94	98
1/22/2023	MANU	Travel and Leisure	$23.00	98
1/22/2023	SI	Banks	$12.15	98
1/22/2023	SMG	Chemicals	$57.80	98
1/22/2023	MPW	Real Estate Investment Trusts	$13.34	98
1/22/2023	UNIT	Real Estate Investment Trusts	$5.95	97
1/22/2023	BHP	Industrial Metals and Mining	$68.88	97
1/22/2023	SONY	Leisure Goods	$87.97	97
1/22/2023	MCO	Finance and Credit Services	$312.96	97
1/22/2023	TEVA	Pharmaceuticals and Biotechnology	$10.55	97
1/22/2023	CLF	Industrial Metals and Mining	$20.38	97
1/22/2023	HLF	Food Producers	$16.86	97
1/22/2023	ENVX	Electronic and Electrical Equipment	$7.73	97
1/22/2023	EWA		$24.06	97
1/22/2023	UBS	Investment Banking and Brokerage Services	$21.02	97
1/22/2023	AB	Investment Banking and Brokerage Services	$36.48	97
1/22/2023	CM	Banks	$43.07	97
1/22/2023	EFX	Industrial Support Services	$217.45	97
1/22/2023	CRK	Oil & Gas and Coal	$12.58	96
1/22/2023	HSBC	Banks	$36.39	96
1/22/2023	SPGI	Finance and Credit Services	$361.13	96
1/22/2023	CENX	Industrial Metals and Mining	$10.12	96
1/22/2023	DLR	Real Estate Investment Trusts	$104.96	96
1/22/2023	XPEV	Automobiles and Parts	$8.95	96
1/22/2023	SPWR	Alternative Energy	$16.56	96
1/22/2023	HZNP	Pharmaceuticals and Biotechnology	$113.06	96
1/22/2023	MDB	Software & Computer Services	$189.31	96
1/22/2023	JEPI		$54.63	96
1/22/2023	PM	Tobacco	$101.19	96
1/22/2023	AMBA	Technology Hardware & Equipment	$83.81	96
1/22/2023	DB	Banks	$12.80	96
1/22/2023	CARR	Construction and Materials	$41.91	95
1/22/2023	WELL	Real Estate Investment Trusts	$71.65	95
1/22/2023	ADP	Industrial Support Services	$233.32	95
1/22/2023	TROW	Investment Banking and Brokerage Services	$114.00	95
1/22/2023	BKR	Oil & Gas and Coal	$30.49	95
1/22/2023	EFA		$70.39	95
1/22/2023	ISRG	Medical Equipment and Services	$252.50	95
1/22/2023	IRM	Real Estate Investment Trusts	$51.10	95
1/22/2023	XLRE		$38.77	95
1/22/2023	CC	Chemicals	$32.62	95
1/22/2023	TRU	Industrial Support Services	$65.36	95
1/22/2023	CCI	Real Estate Investment Trusts	$145.24	95
1/22/2023	EXC	Electricity	$42.04	95
1/22/2023	NDAQ	Investment Banking and Brokerage Services	$61.00	94
1/22/2023	AMT	Real Estate Investment Trusts	$223.35	94
1/22/2023	EXR	Real Estate Investment Trusts	$150.00	94
1/22/2023	XEO			94
1/22/2023	ADM	Food Producers	$85.31	94
1/22/2023	EWG		$27.51	94
1/22/2023	AWK	Gas & Water and Multi-utilities	$150.19	94
1/22/2023	SHW	General Industrials	$234.34	94
1/22/2023	ACN	Industrial Support Services	$272.89	94
1/22/2023	ROK	Electronic and Electrical Equipment	$265.32	94
1/22/2023	OLPX	Personal Care & Drug and Grocery Stores	$5.91	94
1/22/2023	PLD	Real Estate Investment Trusts	$121.29	94
1/22/2023	OEX			94
1/22/2023	PAGS	Industrial Support Services	$8.98	93
1/22/2023	COST	Retailers	$469.49	93
1/22/2023	AAWW	Industrial Transportation	$101.78	93
1/22/2023	PFF		$32.87	93
1/22/2023	ASML	Technology Hardware & Equipment	$630.25	93
1/22/2023	CIEN	Telecommunications Equipment	$50.14	93
1/22/2023	ICE	Investment Banking and Brokerage Services	$106.92	93
1/22/2023	CDLX	Media	$4.88	93
1/22/2023	AXL	Automobiles and Parts	$8.14	93
1/22/2023	XLU		$68.82	93
1/22/2023	EWZ		$29.52	93
1/22/2023	PPC	Food Producers	$25.73	93
1/22/2023	PNW	Electricity	$74.19	93
1/22/2023	TW	Investment Banking and Brokerage Services	$71.15	92
1/22/2023	FIGS	Personal Goods	$7.83	92

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.