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Ranker Calc: IV 30d Correlation to SPY IV (1y)
Last Updated: October 6, 2022

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IV 30d Correlation to SPY IV (1y)

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 IV 30d Correlation to SPY IV (1y) calculation details, but the full details can only be viewed inside the app.
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Ranker Calculation – IV 30d Correlation to SPY IV (1y)

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

Scope

Underlying Scoped

Measurement Type

Underlying Collective Options Measure

Membership Access

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How to Use In Your Brutus Options Ranker Strategy

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This knowledge-base article is only a preview of the IV 30d Correlation to SPY IV (1y) criterion calculation.  View more in the Brutus Options Ranker App.  No registration required.
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