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
1/23/2022 AMTX $9.63 100
1/23/2022 SPCE $9.10 100
1/23/2022 CPG $6.40 100
1/23/2022 UPST $107.15 100
1/23/2022 ARLP All Optionable $14.01 100
1/23/2022 BNS All Optionable $72.81 100
1/23/2022 HUT $6.22 100
1/23/2022 DDD Machinery Tools $18.40 100
1/23/2022 IEP Real Estate $52.76 100
1/23/2022 SD $9.97 100
1/23/2022 VRNS $37.62 100
1/23/2022 EXPI $26.58 99
1/23/2022 TWTR $37.28 99
1/23/2022 ENVX $16.71 99
1/23/2022 PLUG All Optionable $21.60 99
1/23/2022 PTR All Optionable $50.09 99
1/23/2022 SKIN $14.19 99
1/23/2022 BUD All Optionable $65.59 99
1/23/2022 HUM All Optionable $383.01 99
1/23/2022 SU All Optionable $28.25 99
1/23/2022 SFIX $15.42 99
1/23/2022 SWCH $25.14 99
1/23/2022 PSEC All Optionable $8.77 99
1/23/2022 YELL $10.63 99
1/23/2022 VLO All Optionable $81.41 99
1/23/2022 APPN $53.24 99
1/23/2022 FSLY $29.72 99
1/23/2022 LPI $67.39 99
1/23/2022 VET $15.21 99
1/23/2022 SSYS All Optionable $22.57 98
1/23/2022 LLY All Optionable $243.13 98
1/23/2022 UAN $95.00 98
1/23/2022 AZEK $34.96 98
1/23/2022 TTD $67.73 98
1/23/2022 NRG All Optionable $38.53 98
1/23/2022 BXC All Optionable $72.65 98
1/23/2022 UMC All Optionable $11.13 98
1/23/2022 ARCB All Optionable $88.59 98
1/23/2022 TX All Optionable $45.64 98
1/23/2022 SAM All Optionable $453.76 98
1/23/2022 AMT All Optionable $245.94 98
1/23/2022 CSPR $6.29 98
1/23/2022 BNTX $156.53 98
1/23/2022 CPE All Optionable $50.80 98
1/23/2022 BTU All Optionable $11.30 98
1/23/2022 APP All Optionable $70.90 98
1/23/2022 MSTR All Optionable $457.53 98
1/23/2022 IRM All Optionable $42.59 97
1/23/2022 ZTS $201.96 97
1/23/2022 UPWK $25.88 97
1/23/2022 XOM All Optionable $73.27 97
1/23/2022 UPS Aerospace Airlines $202.29 97
1/23/2022 CRM All Optionable $222.94 97
1/23/2022 CM All Optionable $129.43 97
1/23/2022 IRTC $130.07 97
1/23/2022 SM All Optionable $32.97 97
1/23/2022 TD All Optionable $81.38 97
1/23/2022 AFRM $62.80 97
1/23/2022 DG All Optionable $212.10 97
1/23/2022 VEEV $222.68 97
1/23/2022 RMD All Optionable $237.96 97
1/23/2022 TREX All Optionable $95.34 97
1/23/2022 PYPL $173.28 97
1/23/2022 SPWR All Optionable $19.02 97
1/23/2022 BE $16.66 97
1/23/2022 BG All Optionable $94.76 96
1/23/2022 AWK All Optionable $162.70 96
1/23/2022 PBF $16.53 96
1/23/2022 DPZ All Optionable $452.27 96
1/23/2022 OIH All Optionable $218.57 96
1/23/2022 GO $25.02 96
1/23/2022 APPS $42.57 96
1/23/2022 CDEV $7.25 96
1/23/2022 PLTR $14.62 96
1/23/2022 MO All Optionable $50.33 96
1/23/2022 AZO All Optionable $1932.71 96
1/23/2022 SNPS All Optionable $309.96 96
1/23/2022 PAYC $328.27 96
1/23/2022 DXCM All Optionable $434.64 96
1/23/2022 IBN All Optionable $21.51 96
1/23/2022 TGT All Optionable $221.72 96
1/23/2022 TACO $12.48 96
1/23/2022 IBM All Optionable $130.82 96
1/23/2022 LC $21.98 96
1/23/2022 IGT All Optionable $26.75 95
1/23/2022 MELI All Optionable $1091.31 95
1/23/2022 GNRC $284.11 95
1/23/2022 TRP All Optionable $51.02 95
1/23/2022 OVV $37.88 95
1/23/2022 MRNA All Optionable $167.52 95
1/23/2022 LOGI All Optionable $78.10 95
1/23/2022 NEE All Optionable $83.51 95
1/23/2022 ZS $250.67 95
1/23/2022 AMCX $38.94 95
1/23/2022 SHW All Optionable $297.66 95
1/23/2022 ENPH $134.69 95
1/23/2022 ERF All Optionable $11.38 95
1/23/2022 GRMN All Optionable $123.29 95
1/23/2022 SPOT $208.66 95
1/23/2022 RGEN All Optionable $188.46 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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