Schaeffer's Volatility Index vs Historical Volatility Filter
Symbol Current Historical Volatility Current Schaeffer's Volatility Volatility Index As % Call Open Interest Put Open Interest Closing Tools
MSCC 141.82 % 61.39 % 43.29 % 2,462.00 4,065.00 $12.88
SLG 178.94 % 84.64 % 47.30 % 4,519.00 19,409.00 $24.86
DRE 200.77 % 104.25 % 51.92 % 6,703.00 13,041.00 $10.76
PFG 157.10 % 83.52 % 53.17 % 9,758.00 16,604.00 $23.60
LRY 149.67 % 84.13 % 56.21 % 1,644.00 1,997.00 $21.72
EQR 141.46 % 86.36 % 61.05 % 3,898.00 8,860.00 $28.23
WFSL 130.39 % 80.38 % 61.65 % 1,179.00 1,203.00 $15.03
HBI 129.78 % 81.71 % 62.96 % 4,524.00 5,046.00 $13.18
MAC 180.17 % 114.38 % 63.48 % 4,593.00 14,013.00 $18.41
VNO 115.35 % 73.35 % 63.59 % 5,217.00 8,515.00 $58.29
DRI 91.09 % 58.80 % 64.55 % 9,284.00 10,914.00 $29.54
SPG 123.59 % 80.08 % 64.80 % 24,782.00 33,684.00 $51.49
VRGY 74.20 % 48.34 % 65.15 % 5,307.00 6,373.00 $10.11
PRU 139.52 % 91.23 % 65.38 % 118,417.00 120,053.00 $30.77
EME 100.28 % 65.62 % 65.44 % 2,584.00 2,653.00 $23.17
PNC 89.86 % 59.15 % 65.83 % 40,735.00 49,064.00 $48.59
SNPS 49.65 % 33.10 % 66.67 % 9,004.00 13,112.00 $18.93
IYR 108.32 % 73.14 % 67.52 % 155,841.00 325,216.00 $36.21
KSU 97.93 % 66.15 % 67.55 % 6,932.00 11,299.00 $20.39
KIM 139.23 % 94.28 % 67.72 % 7,393.00 12,918.00 $18.20
BBG 95.69 % 64.93 % 67.86 % 3,787.00 6,726.00 $23.91
BKC 63.61 % 43.29 % 68.06 % 2,657.00 2,868.00 $24.44
FSLR 111.37 % 76.91 % 69.05 % 55,944.00 59,072.00 $151.50
HOT 113.41 % 78.39 % 69.11 % 46,952.00 48,431.00 $20.80
JPM 89.40 % 61.88 % 69.21 % 846,465.00 936,574.00 $31.35
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Schaeffer's Stock Screener
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