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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
5/28/2023 ABR Mortgage Real Estate Investment Trusts $12.24 100
5/28/2023 HBI Personal Goods $3.93 100
5/28/2023 ULCC Travel and Leisure $7.90 100
5/28/2023 SI Banks 100
5/28/2023 CIM Mortgage Real Estate Investment Trusts $4.54 100
5/28/2023 OGN Pharmaceuticals and Biotechnology $19.86 100
5/28/2023 TSE Chemicals $14.02 100
5/28/2023 GTN Media $7.16 100
5/28/2023 REM $20.57 100
5/28/2023 CSR Real Estate Investment Trusts $57.80 100
5/28/2023 SPYD $35.21 99
5/28/2023 APAM Investment Banking and Brokerage Services $32.58 99
5/28/2023 IFF Chemicals $78.26 99
5/28/2023 XDN 99
5/28/2023 SPTI $28.46 99
5/28/2023 ARE Real Estate Investment Trusts $111.22 99
5/28/2023 HASI Real Estate Investment Trusts $22.91 99
5/28/2023 CDLX Media $5.32 99
5/28/2023 T Telecommunications Service Providers $15.15 99
5/28/2023 ALGT Travel and Leisure $98.95 99
5/28/2023 HLF Food Producers $11.47 99
5/28/2023 CRUS Technology Hardware & Equipment $75.30 99
5/28/2023 MKC Food Producers $87.21 99
5/28/2023 PPL Electricity $26.00 99
5/28/2023 FSK $19.03 99
5/28/2023 VSCO Retailers $21.68 99
5/28/2023 RCM Health Care Providers $15.82 99
5/28/2023 OMI Medical Equipment and Services $19.90 99
5/28/2023 AB Investment Banking and Brokerage Services $33.41 98
5/28/2023 EWM $20.73 98
5/28/2023 UHAL Consumer Services $62.57 98
5/28/2023 UHS Health Care Providers $127.60 98
5/28/2023 BMO Banks $82.85 98
5/28/2023 KIM Real Estate Investment Trusts $17.89 98
5/28/2023 CM Banks $41.63 98
5/28/2023 AGNC Mortgage Real Estate Investment Trusts $8.75 98
5/28/2023 YCL $29.28 98
5/28/2023 FIGS Personal Goods $8.13 98
5/28/2023 SCZ $58.62 98
5/28/2023 SPAB $25.22 98
5/28/2023 MAC Real Estate Investment Trusts $9.27 98
5/28/2023 AXL Automobiles and Parts $6.82 98
5/28/2023 CLFD Telecommunications Equipment $37.73 98
5/28/2023 FRC Banks 98
5/28/2023 HAIN Food Producers $12.75 98
5/28/2023 NVS Pharmaceuticals and Biotechnology $97.78 98
5/28/2023 KEY Banks $10.11 98
5/28/2023 TEVA Pharmaceuticals and Biotechnology $7.33 97
5/28/2023 OLN Chemicals $49.84 97
5/28/2023 FIS Industrial Support Services $53.28 97
5/28/2023 SMG Chemicals $65.18 97
5/28/2023 PSEC $6.21 97
5/28/2023 CNK Media $16.81 97
5/28/2023 PLAB Technology Hardware & Equipment $20.25 97
5/28/2023 TFI $45.49 97
5/28/2023 IDV $26.51 97
5/28/2023 WAL Banks $35.43 97
5/28/2023 DAN Automobiles and Parts $13.00 97
5/28/2023 FXY $66.42 97
5/28/2023 WMS Construction and Materials $96.94 97
5/28/2023 PEAK Real Estate Investment Trusts $19.28 97
5/28/2023 EWS $19.01 97
5/28/2023 NWL Household Goods and Home Construction $8.46 97
5/28/2023 XEL Electricity $64.29 97
5/28/2023 VTR Real Estate Investment Trusts $42.81 97
5/28/2023 NVT Electronic and Electrical Equipment $43.58 96
5/28/2023 PHG Medical Equipment and Services $19.13 96
5/28/2023 AU Precious Metals and Mining $23.48 96
5/28/2023 VCIT $78.33 96
5/28/2023 VTEB $49.54 96
5/28/2023 SMTC Technology Hardware & Equipment $21.15 96
5/28/2023 AMD Technology Hardware & Equipment $120.35 96
5/28/2023 IEP General Industrials $20.63 96
5/28/2023 LUMN Telecommunications Service Providers $1.88 96
5/28/2023 PFF $29.96 96
5/28/2023 ASGN Industrial Support Services $66.08 96
5/28/2023 NYCB Banks $10.37 96
5/28/2023 UBS Investment Banking and Brokerage Services $19.60 96
5/28/2023 WBA Personal Care & Drug and Grocery Stores $29.97 96
5/28/2023 MPW Real Estate Investment Trusts $7.69 96
5/28/2023 BEN Investment Banking and Brokerage Services $24.26 96
5/28/2023 BABA Retailers $78.78 96
5/28/2023 ALB Chemicals $204.97 96
5/28/2023 DVY $109.19 96
5/28/2023 IAT $32.82 95
5/28/2023 BNS Banks $48.92 95
5/28/2023 ULE $11.20 95
5/28/2023 ARMK Travel and Leisure $39.02 95
5/28/2023 AMKR Technology Hardware & Equipment $24.09 95
5/28/2023 UAA Personal Goods $7.05 95
5/28/2023 TSM Technology Hardware & Equipment $100.95 95
5/28/2023 MMM General Industrials $97.05 95
5/28/2023 KBWB $39.72 95
5/28/2023 STWD Mortgage Real Estate Investment Trusts $17.03 95
5/28/2023 VFC Personal Goods $17.45 95
5/28/2023 SBGI Media $15.17 95
5/28/2023 KMB Personal Care & Drug and Grocery Stores $137.04 95
5/28/2023 MAIN $39.27 95
5/28/2023 NOV Oil & Gas and Coal $15.22 95
5/28/2023 UTY 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.