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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
3/3/2024 OGN Pharmaceuticals and Biotechnology $17.41 100
3/3/2024 SNBR Household Goods and Home Construction $16.52 100
3/3/2024 CMTL Telecommunications Equipment $6.76 100
3/3/2024 AES Electricity $15.20 100
3/3/2024 ZIM Industrial Transportation $11.91 100
3/3/2024 FMC Chemicals $56.39 100
3/3/2024 CM Banks $47.30 100
3/3/2024 HASI Real Estate Investment Trusts $25.17 100
3/3/2024 ALK Travel and Leisure $37.39 100
3/3/2024 HDGE $19.85 100
3/3/2024 TWO Mortgage Real Estate Investment Trusts $12.67 100
3/3/2024 VICR Electronic and Electrical Equipment $37.24 99
3/3/2024 LUV Travel and Leisure $34.27 99
3/3/2024 WOOF Retailers $2.60 99
3/3/2024 NYCB Banks $4.79 99
3/3/2024 BCE Telecommunications Service Providers $37.09 99
3/3/2024 TREE Finance and Credit Services $39.57 99
3/3/2024 IVZ Investment Banking and Brokerage Services $15.41 99
3/3/2024 ES Electricity $58.70 99
3/3/2024 MTZ Construction and Materials $75.46 99
3/3/2024 EL Personal Goods $148.58 99
3/3/2024 ABR Mortgage Real Estate Investment Trusts $13.40 99
3/3/2024 HA Travel and Leisure $14.11 99
3/3/2024 RPV $83.27 99
3/3/2024 EXTR Telecommunications Equipment $12.64 99
3/3/2024 SPR Aerospace and Defense $28.60 99
3/3/2024 VRNT Software & Computer Services $31.61 99
3/3/2024 WOLF Technology Hardware & Equipment $26.02 99
3/3/2024 AY Electricity $17.96 99
3/3/2024 WPC Real Estate Investment Trusts $56.33 99
3/3/2024 SPYD $38.87 99
3/3/2024 SEE General Industrials $34.87 98
3/3/2024 CWH Leisure Goods $26.69 98
3/3/2024 PEAK Real Estate Investment Trusts $16.75 98
3/3/2024 TFI $46.78 98
3/3/2024 RY Banks $97.07 98
3/3/2024 DAL Travel and Leisure $42.27 98
3/3/2024 DPST $70.59 98
3/3/2024 ADTN Telecommunications Equipment $5.69 98
3/3/2024 JETS $20.16 98
3/3/2024 USB Banks $41.96 98
3/3/2024 MBI Non-life Insurance $6.53 98
3/3/2024 AYX Software & Computer Services $48.04 98
3/3/2024 BEN Investment Banking and Brokerage Services $27.45 98
3/3/2024 DAN Automobiles and Parts $12.50 98
3/3/2024 LC Finance and Credit Services $8.11 98
3/3/2024 LAZ Investment Banking and Brokerage Services $38.54 98
3/3/2024 ALB Chemicals $137.85 98
3/3/2024 APPS Software & Computer Services $3.17 98
3/3/2024 VSAT Telecommunications Equipment $19.57 98
3/3/2024 RF Banks $18.63 98
3/3/2024 O Real Estate Investment Trusts $52.11 97
3/3/2024 JLL Real Estate Investment and Services Development $190.24 97
3/3/2024 RYN Real Estate Investment Trusts $34.43 97
3/3/2024 ADM Food Producers $53.11 97
3/3/2024 BKU Banks $26.82 97
3/3/2024 DFS Banks $120.70 97
3/3/2024 GNK Industrial Transportation $20.40 97
3/3/2024 MASI Medical Equipment and Services $128.54 97
3/3/2024 CG Investment Banking and Brokerage Services $45.85 97
3/3/2024 HDB Banks $53.50 97
3/3/2024 INMD Medical Equipment and Services $22.00 97
3/3/2024 CNHI Industrial Transportation $11.95 97
3/3/2024 MKTX Investment Banking and Brokerage Services $213.41 97
3/3/2024 KBWB $49.74 97
3/3/2024 KRNT Industrial Engineering $17.99 97
3/3/2024 VTRS Pharmaceuticals and Biotechnology $12.37 97
3/3/2024 RH Retailers $274.40 97
3/3/2024 SMTC Technology Hardware & Equipment $21.20 97
3/3/2024 HSY Food Producers $187.92 97
3/3/2024 VLY Banks $8.19 97
3/3/2024 GEN $21.49 96
3/3/2024 IEP General Industrials $20.01 96
3/3/2024 SQM Chemicals $49.72 96
3/3/2024 CMA Banks $49.38 96
3/3/2024 DAVA Software & Computer Services $37.17 96
3/3/2024 IYG $191.01 96
3/3/2024 MNRO Automobiles and Parts $33.57 96
3/3/2024 RVTY $109.59 96
3/3/2024 DVY $116.46 96
3/3/2024 UHAL Consumer Services $64.38 96
3/3/2024 ALGT Travel and Leisure $72.78 96
3/3/2024 IJJ $112.45 96
3/3/2024 IAT $40.39 96
3/3/2024 SDGR Software & Computer Services $25.46 96
3/3/2024 DV Software & Computer Services $30.89 96
3/3/2024 NWL Household Goods and Home Construction $7.50 96
3/3/2024 MS Investment Banking and Brokerage Services $86.04 96
3/3/2024 REM $22.34 96
3/3/2024 CHEF Personal Care & Drug and Grocery Stores $38.01 96
3/3/2024 SDIV $21.17 96
3/3/2024 UTY 95
3/3/2024 ASH Chemicals $93.64 95
3/3/2024 SCHW Investment Banking and Brokerage Services $66.78 95
3/3/2024 VFH $97.93 95
3/3/2024 MAXN Alternative Energy $4.01 95
3/3/2024 PAYC Software & Computer Services $182.39 95
3/3/2024 KRE $48.14 95
3/3/2024 NVCR Pharmaceuticals and Biotechnology $15.31 95
3/3/2024 CLFD Telecommunications Equipment $30.17 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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