Ranker Calculation – 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.
Scope
Underlying Scoped
Measurement Type
Underlying Collective Options Measure
Membership Access
Premium
