Schaeffer's Volatility Index vs Historical Volatility Filter
|
 Print
|
| Symbol | Current Historical Volatility | Current Schaeffer's Volatility
Index | Volatility Index As %
Of Hist. Vol. | Call Open Interest | Put Open Interest | Closing |
|
CCE
| 101.52 % | 19.87 % | 19.57 % | 25,772 | 54,351 | $26.69 |
|
SWM
| 148.90 % | 36.42 % | 24.46 % | 7,741 | 8,390 | $44.99 |
|
ETH
| 84.92 % | 38.27 % | 45.07 % | 2,708 | 11,137 | $21.14 |
|
SII
| 49.99 % | 24.26 % | 48.53 % | 40,131 | 48,951 | $43.13 |
|
SPLS
| 43.51 % | 21.70 % | 49.88 % | 27,610 | 37,161 | $23.14 |
|
NUVA
| 102.47 % | 51.74 % | 50.50 % | 10,152 | 11,276 | $45.20 |
|
RST
| 93.29 % | 50.20 % | 53.81 % | 5,346 | 8,278 | $25.64 |
|
WFMI
| 44.94 % | 28.04 % | 62.39 % | 47,152 | 59,166 | $35.61 |
|
CLH
| 42.11 % | 26.45 % | 62.81 % | 1,544 | 1,801 | $55.55 |
|
ANF
| 49.40 % | 31.15 % | 63.07 % | 68,392 | 69,956 | $43.47 |
|
TRLG
| 62.12 % | 40.33 % | 64.93 % | 8,766 | 10,607 | $29.32 |
|
DECK
| 47.07 % | 30.59 % | 64.99 % | 13,653 | 22,288 | $129.37 |
|
ADSK
| 32.97 % | 22.07 % | 66.96 % | 48,345 | 77,291 | $29.03 |
|
RAIL
| 42.26 % | 28.85 % | 68.28 % | 1,777 | 2,764 | $24.98 |
|
WBMD
| 26.14 % | 17.97 % | 68.75 % | 1,932 | 2,056 | $45.59 |
|
ESRX
| 31.18 % | 21.89 % | 70.19 % | 23,913 | 56,055 | $99.25 |
|
EXPD
| 26.65 % | 18.89 % | 70.88 % | 10,018 | 16,246 | $37.26 |
|
FDO
| 29.59 % | 21.11 % | 71.36 % | 10,465 | 20,359 | $35.32 |
|
SGMS
| 47.03 % | 33.65 % | 71.55 % | 6,513 | 24,039 | $14.66 |
|
PCLN
| 39.05 % | 28.34 % | 72.57 % | 25,356 | 27,332 | $242.21 |
|
CPRT
| 30.43 % | 22.36 % | 73.48 % | 4,713 | 5,638 | $35.24 |
|
CSKI
| 87.57 % | 65.18 % | 74.43 % | 2,370 | 2,454 | $17.44 |
|
LZB
| 64.46 % | 48.55 % | 75.32 % | 2,545 | 2,892 | $14.93 |
|
TECD
| 33.53 % | 25.27 % | 75.37 % | 3,065 | 4,305 | $43.35 |
|
KCI
| 48.06 % | 36.36 % | 75.65 % | 38,252 | 75,906 | $49.29 |
| 1 2 3 4 |
|
|
|
|
Schaeffer's Stock Screener
Quick Start- Pick a Sentiment Bias
|
|
|
|
working... 
