Definition, Examples & Resources:Call Volume All Strikes'
If the Setup you defined in your Brutus Options Ranker Strategy uses call contracts, then the Call Volume All Strikes criterion may be added to your strategy tree as a measure of overall liquidity in the underlying stock or ETF's options at the time of rank.
You will always want to maximize this criterion. Considering the volume of all call contracts for the day gives an excellent measure of how liquid the options were throughout the previous trading day.
Send this to a friend