Schaeffer's Volatility Index vs Historical Volatility Filter
Symbol Current Historical Volatility Current Schaeffer's Volatility Index Volatility Index As % Of Hist. Vol. Call Open Interest Put Open Interest Closing Tools
STRA 42.99 % N/A 0.00 % 1,564.00 1,916.00 $220.56
FFH 34.79 % N/A 0.00 % 1,097.00 6,266.00 $258.90
ASA 40.52 % 2.51 % 6.20 % 2,207.00 6,299.00 $75.80
FDRY 106.06 % 20.29 % 19.13 % 16,207.00 46,286.00 $17.46
UCBI 110.81 % 28.34 % 25.57 % 1,717.00 3,210.00 $10.80
RTP 54.97 % 15.54 % 28.26 % 3,595.00 3,607.00 $386.50
IYF 65.34 % 22.24 % 34.04 % 2,309.00 2,319.00 $70.58
BXG 227.65 % 82.51 % 36.24 % 1,569.00 3,517.00 $10.81
GET 69.69 % 26.70 % 38.31 % 1,066.00 1,138.00 $29.12
BCE 42.45 % 17.03 % 40.13 % 15,967.00 46,930.00 $38.29
BUD 29.63 % 12.98 % 43.79 % 207,669.00 274,138.00 $67.45
MTB 88.61 % 40.11 % 45.27 % 7,008.00 10,731.00 $68.51
AVB 64.35 % 30.26 % 47.02 % 3,678.00 3,949.00 $92.11
CEC 95.91 % 45.28 % 47.21 % 1,959.00 2,776.00 $36.14
SPX 22.29 % 10.65 % 47.78 % 2,511,811.00 3,945,408.00 $1,252.54
DPZ 95.53 % 49.34 % 51.65 % 3,782.00 8,269.00 $12.77
WFC 116.28 % 62.69 % 53.92 % 274,964.00 627,169.00 $29.15
CMG 105.84 % 59.14 % 55.87 % 17,738.00 19,818.00 $67.30
MRK 53.76 % 30.77 % 57.24 % 177,646.00 194,581.00 $32.22
DIN 144.25 % 83.02 % 57.55 % 4,113.00 4,268.00 $25.17
ARTC 198.70 % 117.59 % 59.18 % 48,333.00 58,574.00 $23.60
COST 57.38 % 34.42 % 59.99 % 69,057.00 82,625.00 $62.98
ZION 158.62 % 95.27 % 60.06 % 25,934.00 52,231.00 $27.20
SHW 69.74 % 41.93 % 60.13 % 10,076.00 11,409.00 $51.90
VIVO 75.70 % 45.65 % 60.30 % 1,481.00 1,641.00 $25.81
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Schaeffer's Stock Screener
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