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Ranker Calc: 1y Annualized Std Deviation of IVs
Last Updated: October 6, 2022

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1y Annualized Std Deviation of IVs

How are Criteria used in the Brutus Ranker?

Criteria are used in the Brutus Options Ranker with an objective specific to your strategy's goal.  The objective can be to minimize, maximize, or target the criterion to a specific value.  The criterion's measure can also be used to filter trades out of your results.  This knowledge-base article gives you a preview of the 1y Annualized Std Deviation of IVs calculation details, but the full details can only be viewed inside the app.
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Ranker Calculation – 1y Annualized Std Deviation of IVs

The annualized standard deviation of the 30d underlying IV

Scope

Underlying Scoped

Measurement Type

Underlying Collective Options Measure

Membership Access

Premium

How to Use In Your Brutus Options Ranker Strategy

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This knowledge-base article is only a preview of the 1y Annualized Std Deviation of IVs criterion calculation.  View more in the Brutus Options Ranker App.  No registration required.
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