Knowledge Base
Ranker Calc: Historic Volatility 20d Change
Last Updated: October 6, 2022


Historic Volatility 20d Change

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 Historic Volatility 20d Change calculation details, but the full details can only be viewed inside the app.
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Ranker Calculation – Historic Volatility 20d Change

Change in historic volatility over 20 days [underlying]


Underlying Scoped

Measurement Type


Membership Access


How to Use In Your Brutus Options Ranker Strategy

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This knowledge-base article is only a preview of the Historic Volatility 20d Change criterion calculation.  View more in the Brutus Options Ranker App.  No registration required.
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