How this criterion is used in the Brutus Options Ranker

The percent change of the underlying price in the past month

The maximum possible annualized return on the trade.

The maximum possible return in total dollars for the minimum size of the trade.

Current options volume across all puts and calls on the underlying vs. the 20d average

The short ratio divides the number of shares short in the underlying stock by its average daily trading volume

Annualized standard deviation of statistical volatility for one year

The annualized standard deviation of the 30d underlying IV

The average option volume over the last 20 trading days for the underlying across all strikes, expirations, and types.

Underlying 30d IV (w/o Earnings) Correlated to SPY IV 30d over a 1-month timeframe