Here you’ll find helpful definitions and resources for the available criteria to add to your Brutus Options Ranker strategies.
Earnings Prior to Expiration
How this criterion is used in the Brutus Options Ranker
1m Percent Change
The percent change of the underlying price in the past month
Max Annualized Return on Capital
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 vs 20d Avg Ratio
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
1y Annualized Std Deviation of Intraday Volatility
Annualized standard deviation of statistical volatility for one year
1y Annualized Std Deviation of IVs
The annualized standard deviation of the 30d underlying IV
20d Avg Options Volume
The average option volume over the last 20 trading days for the underlying across all strikes, expirations, and types.
IV 30d Correlation to SPY IV (1m)
Underlying 30d IV (w/o Earnings) Correlated to SPY IV 30d over a 1-month timeframe