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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
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.

 
 
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