SVS

 

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
9/26/2021 DDD Technology Hardware & Equipment $29.15 100
9/26/2021 FTNT Software & Computer Services $311.90 100
9/26/2021 MELI General Retailers $1869.62 100
9/26/2021 PLUG Alternative Energy $26.97 100
9/26/2021 ROKU Leisure Goods $321.89 100
9/26/2021 SPCE $25.04 100
9/26/2021 APPN $107.10 99
9/26/2021 BTU $12.97 99
9/26/2021 DAC Industrial Transportation $78.67 99
9/26/2021 IIVI Electronic & Electrical Equipment $61.48 99
9/26/2021 LOGI Technology Hardware & Equipment $99.35 99
9/26/2021 PANW Software & Computer Services $490.47 99
9/26/2021 PINS Software & Computer Services $54.20 99
9/26/2021 TTD $76.46 99
9/26/2021 TWTR Software & Computer Services $67.22 99
9/26/2021 CDLX $96.45 98
9/26/2021 CPE Oil & Gas Producers $42.70 98
9/26/2021 DXCM Health Care Equipment & Services $560.74 98
9/26/2021 JMIA $19.83 98
9/26/2021 MDB $508.04 98
9/26/2021 RIOT Financial Services $27.93 98
9/26/2021 CDNS Software & Computer Services $163.55 97
9/26/2021 ESTC $166.34 97
9/26/2021 EXPI Financial Services $49.73 97
9/26/2021 FSLY $42.04 97
9/26/2021 GME General Retailers $185.16 97
9/26/2021 LC Financial Services $28.17 97
9/26/2021 LPI Oil & Gas Producers $82.10 97
9/26/2021 PBW Nonequity Investment Instruments $78.57 97
9/26/2021 TGT General Retailers $241.44 97
9/26/2021 UPWK Software & Computer Services $50.52 97
9/26/2021 AMC Travel & Leisure $40.01 96
9/26/2021 BILL $273.13 96
9/26/2021 BYND $109.69 96
9/26/2021 MARA Financial Services $36.18 96
9/26/2021 MSTR Software & Computer Services $599.39 96
9/26/2021 OLN Chemicals $49.24 96
9/26/2021 PYPL General Retailers $278.11 96
9/26/2021 SWCH $26.23 96
9/26/2021 ZS $279.99 96
9/26/2021 AMKR Technology Hardware & Equipment $27.04 95
9/26/2021 C Banks $71.18 95
9/26/2021 CRON $5.68 95
9/26/2021 DDOG $147.32 95
9/26/2021 DISCA Media $25.30 95
9/26/2021 EFX Financial Services $265.50 95
9/26/2021 FCEL Alternative Energy $6.97 95
9/26/2021 KRA Chemicals $41.52 95
9/26/2021 LMND $69.72 95
9/26/2021 MTZ Construction & Materials $86.95 95
9/26/2021 RMD Health Care Equipment & Services $279.48 95
9/26/2021 SNPS Software & Computer Services $321.94 95
9/26/2021 XONE Support Services $23.62 95
9/26/2021 ETSY General Retailers $222.85 94
9/26/2021 ILMN Pharmaceuticals & Biotechnology $432.82 94
9/26/2021 LYFT $55.86 94
9/26/2021 NET $130.36 94
9/26/2021 NIO Automobiles & Parts $35.38 94
9/26/2021 PDD $94.55 94
9/26/2021 PTC Software & Computer Services $123.52 94
9/26/2021 PTON Leisure Goods $92.64 94
9/26/2021 SLM Banks $17.89 94
9/26/2021 SNAP $83.11 94
9/26/2021 SOL Alternative Energy $6.47 94
9/26/2021 AHT Real Estate Investment Trusts $15.76 93
9/26/2021 CLB Oil Equipment, Services & Distribution $27.19 93
9/26/2021 DISCK Media $24.33 93
9/26/2021 ENPH Alternative Energy $153.66 93
9/26/2021 KLIC Technology Hardware & Equipment $65.83 93
9/26/2021 MRNA $430.14 93
9/26/2021 SBNY Banks $260.79 93
9/26/2021 SFIX General Retailers $43.73 93
9/26/2021 SPWR Alternative Energy $22.19 93
9/26/2021 SSL Mining $5.90 93
9/26/2021 STAA Health Care Equipment & Services $142.55 93
9/26/2021 TAN Nonequity Investment Instruments $80.54 93
9/26/2021 VIAC Media $39.99 93
9/26/2021 WW General Retailers $19.24 93
9/26/2021 AINV Equity Investment Instruments $12.93 92
9/26/2021 BLNK General Retailers $29.08 92
9/26/2021 BOOT General Retailers $96.08 92
9/26/2021 BP Oil & Gas Producers $26.24 92
9/26/2021 BUD Beverages $58.11 92
9/26/2021 CLNE General Retailers $8.16 92
9/26/2021 IT Software & Computer Services $324.69 92
9/26/2021 LIT Nonequity Investment Instruments $83.09 92
9/26/2021 MTH Household Goods & Home Construction $100.74 92
9/26/2021 NG Mining $6.62 92
9/26/2021 TME $7.08 92
9/26/2021 UCTT Technology Hardware & Equipment $46.63 92
9/26/2021 WCC Electronic & Electrical Equipment $117.50 92
9/26/2021 AAPL Technology Hardware & Equipment $146.92 91
9/26/2021 AMRS Alternative Energy $14.05 91
9/26/2021 BL $124.66 91
9/26/2021 CRWD $261.75 91
9/26/2021 FFIV Technology Hardware & Equipment $204.15 91
9/26/2021 JKS Alternative Energy $42.34 91
9/26/2021 KEYS Electronic & Electrical Equipment $178.38 91
9/26/2021 NOW Software & Computer Services $666.31 91
9/26/2021 PRLB Industrial Engineering $71.58 91

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.

 
 
Special Offers from Schaeffer's Trading Partners