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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
2/5/2023 CVNA Retailers $14.25 100
2/5/2023 VCIT $81.35 100
2/5/2023 KB Banks $45.78 100
2/5/2023 IGM $334.78 100
2/5/2023 UIS Software & Computer Services $5.82 100
2/5/2023 CIM Mortgage Real Estate Investment Trusts $7.65 100
2/5/2023 HLF Food Producers $18.30 100
2/5/2023 APAM Investment Banking and Brokerage Services $38.03 100
2/5/2023 BOND $94.23 100
2/5/2023 YCL $35.59 100
2/5/2023 VTC $77.95 99
2/5/2023 MBB $96.43 99
2/5/2023 VTEB $51.02 99
2/5/2023 CMF $57.63 99
2/5/2023 SPTI $29.00 99
2/5/2023 IGIB $52.00 99
2/5/2023 SMG Chemicals $83.92 99
2/5/2023 BIV $77.31 99
2/5/2023 XDN 99
2/5/2023 MAIN $39.96 99
2/5/2023 SCZ $62.22 99
2/5/2023 TFI $47.21 99
2/5/2023 CSR Real Estate Investment Trusts $71.07 99
2/5/2023 FXY $72.38 99
2/5/2023 MPW Real Estate Investment Trusts $12.90 99
2/5/2023 ARE Real Estate Investment Trusts $170.82 99
2/5/2023 LQD $111.81 99
2/5/2023 CDLX Media $8.98 99
2/5/2023 T Telecommunications Service Providers $20.28 98
2/5/2023 CS Investment Banking and Brokerage Services $3.68 98
2/5/2023 EMB $89.55 98
2/5/2023 EWM $23.88 98
2/5/2023 EWS $20.40 98
2/5/2023 PEAK Real Estate Investment Trusts $28.24 98
2/5/2023 ULCC Travel and Leisure $13.50 98
2/5/2023 CENX Industrial Metals and Mining $11.58 98
2/5/2023 IDV $29.12 98
2/5/2023 PZA $24.09 98
2/5/2023 SPAB $26.08 98
2/5/2023 RYT $279.68 98
2/5/2023 LTPZ $62.01 98
2/5/2023 AGNC Mortgage Real Estate Investment Trusts $12.14 98
2/5/2023 YINN $63.66 98
2/5/2023 AGG $100.79 98
2/5/2023 JCI Electronic and Electrical Equipment $64.57 98
2/5/2023 TSM Technology Hardware & Equipment $96.65 98
2/5/2023 PFF $33.81 98
2/5/2023 XPEV Automobiles and Parts $11.05 97
2/5/2023 KMB Personal Care & Drug and Grocery Stores $130.18 97
2/5/2023 EWG $28.87 97
2/5/2023 TUP Household Goods and Home Construction $4.59 97
2/5/2023 SI Banks $20.97 97
2/5/2023 HAIN Food Producers $22.02 97
2/5/2023 SCHZ $47.44 97
2/5/2023 GTN Media $14.06 97
2/5/2023 XDZ 97
2/5/2023 EFA $72.09 97
2/5/2023 WELL Real Estate Investment Trusts $76.27 97
2/5/2023 AB Investment Banking and Brokerage Services $39.55 97
2/5/2023 IEFA $67.70 97
2/5/2023 BURL Retailers $230.81 97
2/5/2023 CM Banks $46.16 97
2/5/2023 SONY Leisure Goods $93.80 97
2/5/2023 UGI Gas & Water and Multi-utilities $42.62 97
2/5/2023 YANG $7.92 97
2/5/2023 OLPX Personal Care & Drug and Grocery Stores $6.89 97
2/5/2023 UNIT Real Estate Investment Trusts $6.73 96
2/5/2023 MGC $144.18 96
2/5/2023 MCO Finance and Credit Services $329.49 96
2/5/2023 IUSB $46.69 96
2/5/2023 DEM $38.76 96
2/5/2023 DIS Media $113.21 96
2/5/2023 REM $27.05 96
2/5/2023 META Software & Computer Services $188.77 96
2/5/2023 PPL Electricity $29.39 96
2/5/2023 UHS Health Care Providers $150.43 96
2/5/2023 XSD $210.40 96
2/5/2023 ABB Electronic and Electrical Equipment $33.93 96
2/5/2023 CIR Electronic and Electrical Equipment $27.52 96
2/5/2023 GBX Industrial Transportation $31.80 96
2/5/2023 FLO Food Producers $27.60 96
2/5/2023 FIGS Personal Goods $9.73 96
2/5/2023 MUB $108.49 96
2/5/2023 PHO $55.50 96
2/5/2023 JOE Real Estate Investment and Services Development $47.53 95
2/5/2023 AXL Automobiles and Parts $9.59 95
2/5/2023 FSK $19.97 95
2/5/2023 VSAT Telecommunications Equipment $36.60 95
2/5/2023 EIX Electricity $68.74 95
2/5/2023 MANU Travel and Leisure $22.38 95
2/5/2023 VFC Personal Goods $31.14 95
2/5/2023 CARR Construction and Materials $47.13 95
2/5/2023 QYLD $16.96 95
2/5/2023 SCHH $21.78 95
2/5/2023 ICF $61.91 95
2/5/2023 APD Chemicals $295.50 95
2/5/2023 TRU Industrial Support Services $75.41 95
2/5/2023 VOD Telecommunications Service Providers $11.62 95
2/5/2023 PAGS Industrial Support Services $10.18 95
2/5/2023 STAR Mortgage Real Estate Investment Trusts $9.64 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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