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Slope Percentile (1y)

Last Updated: May 11, 2020


Slope Percentile (1y)

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Ranker Criterion - Slope Percentile (1y)

The current slope compared to the high-low range from the past year. Slope is the best-fit straight line through the strike volatilities tangent to the 50-delta. It gives us an indication of the price of out of the money options vs. in-the-money. A high relative slope is ideal when selling OTM options and should be avoided when buying OTM and selling ITM.

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