Schaeffer's Volatility Scorecard: Stock Rankings and Tool

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	Company Name	Last Close	VolSc
4/27/2025	WEX	WEX Inc	$130.06	100
4/27/2025	FTV	Fortive Corporation	$68.92	100
4/27/2025	DAN	Dana Holding Corporation	$12.53	100
4/27/2025	HIMX	Himax Technologies	$6.92	100
4/27/2025	MRNA	MODERNA, INC	$27.39	100
4/27/2025	IEX	Idex Cp	$173.79	100
4/27/2025	SBUX	Starbucks	$83.86	100
4/27/2025	WPP	Wausau Mosinee Paper Cp	$37.51	100
4/27/2025	MDLZ	Mondelez International	$65.52	100
4/27/2025	TER	Teradyne	$77.30	99
4/27/2025	GSK	Glaxosmithkline Plc	$37.50	99
4/27/2025	ALGT	Allegiant Travel Company	$46.97	99
4/27/2025	FBIN		$54.09	99
4/27/2025	HRI	Herc Holdings	$111.45	99
4/27/2025	OLN	Olin Cp	$22.23	99
4/27/2025	WHR	Whirlpool	$78.97	99
4/27/2025	CRSR	CORSAIR GAMING, INC	$7.10	99
4/27/2025	PDD	PINDUODUO, INC	$103.27	99
4/27/2025	CIVI	Civitas Solutions Inc	$29.43	99
4/27/2025	SAIA	Saia, Inc	$354.22	99
4/27/2025	DAL	Delta Air Lines	$42.02	99
4/27/2025	WBS	Webster Financial Cp	$47.90	99
4/27/2025	BAX	Baxter International	$30.41	99
4/27/2025	CGNX	Cognex Cp	$26.09	99
4/27/2025	AES	AES Corp	$10.12	99
4/27/2025	NFE	NEW FORTESS ENERGY LLC	$5.87	99
4/27/2025	PIPR	Piper Sandler Companies	$236.31	99
4/27/2025	SF	Stifel Financial Cp	$85.74	98
4/27/2025	EMR	Emerson Electric Co	$105.05	98
4/27/2025	WYNN	Wynn Resorts	$81.58	98
4/27/2025	AIR	Aar Cp	$52.64	98
4/27/2025	FIVE	Five Below Inc	$76.07	98
4/27/2025	QRVO	Qorvo, Inc	$63.51	98
4/27/2025	TROX	Tronox Ltd	$5.71	98
4/27/2025	VTLE		$15.34	98
4/27/2025	RDUS	Radius Health Inc	$29.19	98
4/27/2025	DECK	Deckers Outdoor	$110.65	98
4/27/2025	ASPN	ASPEN AEROGELS, INC	$5.46	98
4/27/2025	GSL	Global Ship Lease	$21.13	98
4/27/2025	CHRD	Chordiant Software Inc	$94.75	98
4/27/2025	RNG	RingCentral Inc	$25.01	98
4/27/2025	HELE	Helen of Troy Ltd	$30.04	98
4/27/2025	LAZ	Lazard Ltd Class a	$39.87	98
4/27/2025	CE	Celanese Corporation	$43.71	98
4/27/2025	BZ	Boise Incorporated	$14.60	97
4/27/2025	LW	Lamb Weston Holdings	$52.60	97
4/27/2025	DBRG		$8.40	97
4/27/2025	AAL	American Airlines Group Inc	$9.61	97
4/27/2025	LOGI	Logitech International SA	$77.15	97
4/27/2025	AVAV	Aerovironment Inc.	$148.95	97
4/27/2025	TEAM	Atlassian Corporation Plc	$225.08	97
4/27/2025	LOVE	LOVESAC COMPANY	$20.95	97
4/27/2025	LPX	Louisiana Pacific	$87.03	97
4/27/2025	SVOL		$16.51	97
4/27/2025	EL	Estee Lauder	$58.65	97
4/27/2025	LECO	Lincoln Electric Holdings Inc	$186.34	97
4/27/2025	VOYA	Voya Financial Inc	$59.07	97
4/27/2025	SKX	Skechers	$50.49	97
4/27/2025	PI	Impinj, Inc	$89.75	97
4/27/2025	LULU	Lululemon Athletica	$270.64	97
4/27/2025	YCL	ProShares Ultra Yen	$23.98	97
4/27/2025	OLED	Universal Display	$125.45	97
4/27/2025	NOG	Northern Oil & Gas	$23.75	96
4/27/2025	STRA	Strayer Education Inc	$80.02	96
4/27/2025	TSLS		$10.26	96
4/27/2025	ORCL	Oracle	$137.51	96
4/27/2025	REGN	Regeneron Pharmaceuticals Inc	$599.76	96
4/27/2025	PFG	Principal Financial Group	$75.00	96
4/27/2025	JEPQ		$50.63	96
4/27/2025	ALAB	Alabama National Bancorp	$64.55	96
4/27/2025	MXL		$9.66	96
4/27/2025	PBF	PBF Energy Inc.	$16.06	96
4/27/2025	MKTX	MarketAxess Holdings Inc	$218.19	96
4/27/2025	NMM	Navios Maritime Partners	$34.25	96
4/27/2025	WY	Weyerhaeuser	$25.50	96
4/27/2025	ALK	Alaska Air Group Inc	$41.51	96
4/27/2025	RJF	Raymond James Financial Inc	$137.26	96
4/27/2025	ACHC	Acadia Healthcare Co	$22.18	96
4/27/2025	VITL	VITAL FARMS, INC	$33.61	96
4/27/2025	BLDR	Builders Firstsource Inc	$120.91	95
4/27/2025	PCH	Potlatch Cp	$39.05	95
4/27/2025	CVS	CVS Health Corporation	$65.92	95
4/27/2025	UAL	United Continental Holdings	$69.05	95
4/27/2025	YANG	Direxion Daily China 3X Bear	$41.08	95
4/27/2025	VSCO		$18.57	95
4/27/2025	SAIC	Science Applications International Corporation	$122.16	95
4/27/2025	NWL	Newell Brands Inc	$5.12	95
4/27/2025	BUD	Anheuser-Busch InBev	$65.83	95
4/27/2025	XDN	PHLX Dollar-Settled Japanese Yen Currency Option		95
4/27/2025	APD	Air Products And Chemical Inc	$268.85	95
4/27/2025	COR	Coresite Realty Corp	$282.39	95
4/27/2025	CG	The Carlyle Group LP	$38.79	95
4/27/2025	FTRE		$5.86	95
4/27/2025	AOSL	Alpha & Omega Semiconductor	$19.52	95
4/27/2025	GPN	Global Payments Inc	$72.06	95
4/27/2025	WEN	The Wendy's Company	$12.83	95
4/27/2025	EZU	iShares MSCI EMU	$55.29	95
4/27/2025	STLA		$9.33	94
4/27/2025	NEU	Newmarket Corporation	$606.87	94
4/27/2025	NCNO	NCINO, INC	$23.18	94

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.