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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
6/9/2024 HDGE $20.60 100
6/9/2024 DV Software & Computer Services $18.81 100
6/9/2024 APPS Software & Computer Services $1.65 100
6/9/2024 BCE Telecommunications Service Providers $34.50 100
6/9/2024 ZIM Industrial Transportation $19.34 100
6/9/2024 NYCB Banks $3.19 100
6/9/2024 LUV Travel and Leisure $27.85 100
6/9/2024 BA Aerospace and Defense $191.42 100
6/9/2024 PEAK Real Estate Investment Trusts 100
6/9/2024 MTZ Construction and Materials $108.38 100
6/9/2024 CM Banks $49.23 100
6/9/2024 LEG Household Goods and Home Construction $12.17 99
6/9/2024 MAXN Alternative Energy $1.47 99
6/9/2024 IYT $64.63 99
6/9/2024 MNRO Automobiles and Parts $24.71 99
6/9/2024 DAVA Software & Computer Services $26.89 99
6/9/2024 DDD Technology Hardware & Equipment $4.39 99
6/9/2024 QCLN $37.61 99
6/9/2024 HUM Health Care Providers $355.43 99
6/9/2024 AES Electricity $20.36 99
6/9/2024 ULTA Retailers $384.88 99
6/9/2024 COO Medical Equipment and Services $95.25 99
6/9/2024 KNSL Non-life Insurance $388.39 99
6/9/2024 VVV Chemicals $41.61 99
6/9/2024 CWEN Electricity $27.73 99
6/9/2024 FMC Chemicals $58.68 99
6/9/2024 NCLH Travel and Leisure $18.17 99
6/9/2024 IBP Construction and Materials $213.62 99
6/9/2024 LTHM Chemicals 99
6/9/2024 IRDM Telecommunications Service Providers $28.58 99
6/9/2024 ALGT Travel and Leisure $53.15 99
6/9/2024 SPR Aerospace and Defense $30.45 99
6/9/2024 TMDX Medical Equipment and Services $133.02 98
6/9/2024 JACK Travel and Leisure $57.47 98
6/9/2024 ALK Travel and Leisure $40.98 98
6/9/2024 AY Electricity $22.00 98
6/9/2024 MASI Medical Equipment and Services $124.80 98
6/9/2024 SNBR Household Goods and Home Construction $14.78 98
6/9/2024 DAL Travel and Leisure $50.43 98
6/9/2024 CHEF Personal Care & Drug and Grocery Stores $39.33 98
6/9/2024 CWH Leisure Goods $19.70 98
6/9/2024 LPX Construction and Materials $93.04 98
6/9/2024 BEPC Electricity $31.39 98
6/9/2024 BAX Medical Equipment and Services $33.32 98
6/9/2024 TPR Personal Goods $43.55 98
6/9/2024 DFS Banks $122.76 98
6/9/2024 CRNC Software & Computer Services $3.01 98
6/9/2024 KHC Food Producers $34.57 98
6/9/2024 MED Food Producers $21.85 98
6/9/2024 INSP Medical Equipment and Services $156.44 98
6/9/2024 JBLU Travel and Leisure $5.49 98
6/9/2024 OGN Pharmaceuticals and Biotechnology $20.67 98
6/9/2024 DAN Automobiles and Parts $13.48 97
6/9/2024 SDS $24.27 97
6/9/2024 PRFT Software & Computer Services $74.21 97
6/9/2024 MDC Household Goods and Home Construction 97
6/9/2024 LI Automobiles and Parts $19.83 97
6/9/2024 DCOM Banks $18.26 97
6/9/2024 WCC Electronic and Electrical Equipment $175.39 97
6/9/2024 FXF $99.92 97
6/9/2024 TREE Finance and Credit Services $44.56 97
6/9/2024 GEN $25.44 97
6/9/2024 SH $11.78 97
6/9/2024 FOXF Leisure Goods $45.53 97
6/9/2024 NEOG Medical Equipment and Services $16.21 97
6/9/2024 CDLX Media $9.24 97
6/9/2024 ATEC Medical Equipment and Services $10.26 97
6/9/2024 XDS 97
6/9/2024 SQM Chemicals $47.07 97
6/9/2024 SPXU $30.94 97
6/9/2024 NICE Telecommunications Equipment $168.82 97
6/9/2024 PAYC Software & Computer Services $145.25 97
6/9/2024 ZTS Pharmaceuticals and Biotechnology $176.78 97
6/9/2024 SSRM Precious Metals and Mining $5.24 96
6/9/2024 HL Precious Metals and Mining $5.80 96
6/9/2024 DLTR Retailers $112.37 96
6/9/2024 IDXX Medical Equipment and Services $497.84 96
6/9/2024 MDU Construction and Materials $24.39 96
6/9/2024 UTY 96
6/9/2024 SEE General Industrials $39.64 96
6/9/2024 SQ Industrial Support Services $66.40 96
6/9/2024 EPAM Software & Computer Services $175.21 96
6/9/2024 CALX Telecommunications Equipment $35.72 96
6/9/2024 JCI Electronic and Electrical Equipment $69.58 96
6/9/2024 INMD Medical Equipment and Services $18.37 96
6/9/2024 LOGI Technology Hardware & Equipment $102.10 96
6/9/2024 RYN Real Estate Investment Trusts $30.60 96
6/9/2024 IVZ Investment Banking and Brokerage Services $15.26 96
6/9/2024 BKU Banks $28.33 96
6/9/2024 ALGM Technology Hardware & Equipment $29.45 96
6/9/2024 HXL Industrial Materials $66.50 96
6/9/2024 TNDM Medical Equipment and Services $49.57 96
6/9/2024 TFI $45.73 96
6/9/2024 RH Retailers $279.25 96
6/9/2024 ILMN Pharmaceuticals and Biotechnology $114.72 95
6/9/2024 HII Aerospace and Defense $250.63 95
6/9/2024 FIVE Retailers $118.72 95
6/9/2024 HTZ Consumer Services $3.79 95
6/9/2024 ADM Food Producers $61.17 95
6/9/2024 RRX Electronic and Electrical Equipment $140.14 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.