Determines if any of the spread or trade is OTM (Out-of-The-Money). Returns 1/0 for true/false and can only be used as a filter, not as a criterion.

Determines if the spread or trade is ATM (At-The-Money). This means that the strike price at the nearest strike price against the current underlying/stock price. Returns 1/0 for true/false and can only be used as a filter, not as a criterion.

The actual of the avg earnings effect divided by the implied earning effect as a ratio, not as %

The initial margin requirement (buying power reduction) to put on the trade.

Signals true when a ticker’s last price at time of ranking crosses from yesterday’s previous value above the 200d exponential moving average (EMA) to below the 200d EMA

Returns true if the current underlying price is above the 200d simple moving average and false if below.

Calculates the percent of the current ticker price against the underlying 200d simple moving average (SMA). A percent less than 100% show that the underlying is trending below its average and above 100% shows the underlying is trending above the SMA.

200-day Exponential Moving Average on daily close time interval

EMA 200d Cross Above filter. Signals true (with a 1) when an underlying last price goes from below the 200d EMA the day before to above the 200d EMA.

The current expected change in delta’s value for a $1 move in the underlying.