Schaeffer's Volatility Index vs Historical Volatility Filter
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| Symbol | Current Historical Volatility | Current Schaeffer's Volatility Index | Volatility Index As % Of Hist. Vol. | Call Open Interest | Put Open Interest | Closing | Tools |
BNI
| 90.08 % | 8.31 % | 9.23 % | 82,447.00 | 95,518.00 | $98.08 |
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EWBC
| 173.31 % | 62.54 % | 36.09 % | 1,804.00 | 2,785.00 | $14.08 |
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AMZN
| 86.98 % | 35.48 % | 40.79 % | 295,581.00 | 318,309.00 | $128.99 |
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PSYS
| 99.24 % | 41.42 % | 41.74 % | 10,861.00 | 12,015.00 | $21.24 |
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RHB
| 94.18 % | 42.64 % | 45.28 % | 3,056.00 | 3,576.00 | $26.80 |
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LNY
| 105.57 % | 50.04 % | 47.40 % | 2,428.00 | 2,973.00 | $19.46 |
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FSYS
| 117.42 % | 55.70 % | 47.43 % | 10,678.00 | 11,861.00 | $49.66 |
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TRLG
| 106.96 % | 53.16 % | 49.70 % | 11,457.00 | 13,141.00 | $18.92 |
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REV
| 171.60 % | 90.51 % | 52.75 % | 2,035.00 | 3,634.00 | $17.31 |
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IBKR
| 57.08 % | 31.61 % | 55.38 % | 16,295.00 | 18,077.00 | $16.90 |
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MSTR
| 67.19 % | 38.07 % | 56.65 % | 13,087.00 | 13,105.00 | $89.22 |
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AAWW
| 89.17 % | 50.98 % | 57.17 % | 3,378.00 | 3,954.00 | $30.04 |
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CR
| 61.66 % | 35.40 % | 57.41 % | 1,012.00 | 1,593.00 | $28.80 |
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ASA
| 35.91 % | 20.75 % | 57.79 % | 1,335.00 | 2,024.00 | $80.84 |
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HMIN
| 101.69 % | 58.91 % | 57.93 % | 5,120.00 | 10,431.00 | $35.48 |
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UA
| 82.52 % | 47.82 % | 57.95 % | 14,939.00 | 26,372.00 | $27.81 |
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CRR
| 76.29 % | 44.58 % | 58.44 % | 4,320.00 | 6,481.00 | $60.85 |
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OKS
| 26.73 % | 16.05 % | 60.07 % | 2,384.00 | 3,031.00 | $57.16 |
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SYMC
| 46.55 % | 28.86 % | 62.01 % | 93,932.00 | 104,763.00 | $17.87 |
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WFMI
| 65.88 % | 41.78 % | 63.41 % | 93,053.00 | 98,626.00 | $26.97 |
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ORLY
| 45.92 % | 29.16 % | 63.49 % | 13,782.00 | 17,810.00 | $38.97 |
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SAP
| 42.85 % | 27.64 % | 64.51 % | 22,666.00 | 23,544.00 | $48.20 |
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MOLX
| 56.32 % | 36.55 % | 64.89 % | 1,701.00 | 2,700.00 | $19.26 |
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BIDU
| 55.90 % | 37.78 % | 67.58 % | 82,543.00 | 84,763.00 | $428.01 |
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DLB
| 46.04 % | 31.20 % | 67.76 % | 6,206.00 | 8,090.00 | $42.95 |
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Schaeffer's Stock Screener
Quick Start- Pick a Sentiment Bias
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