Knowledge Base

Knowledge Base Topics: 6. Criteria Help

Ranker Criteria, Filters, and Signals

Here you’ll find helpful definitions and resources for the available criteria to add to your Brutus Options Ranker strategies.

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OptionAutomator  Criteria Help
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Criteria Help

1m Percent Change

The percent change of the underlying price in the past month

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OptionAutomator  Criteria Help
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Criteria Help

Earnings Prior to Expiration

The underlying has an expected earnings announcement prior to the closest dated option contract in the spread

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OptionAutomator  Criteria Help
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Criteria Help

1y Annualized Std Deviation of IVs

The annualized standard deviation of the 30d underlying IV

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OptionAutomator  Criteria Help
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Criteria Help

20d Avg Options Volume

The average option volume over the last 20 trading days for the underlying across all strikes, expirations, and types.

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OptionAutomator  Criteria Help
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Criteria Help

IV 30d Correlation to SPY IV (1m)

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

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OptionAutomator  Criteria Help
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Criteria Help

IV 30d Correlation to SPY IV (1y)

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

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OptionAutomator  Criteria Help
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Criteria Help

Ticker IV vs Spy IV Percentile (1y)

Percentile underlying IV / SPY IV vs year range.

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OptionAutomator  Criteria Help
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Criteria Help

Standard Deviations from 1-yr Mean IV

Standard deviations of the current underlying IV vs. the year's mean.

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OptionAutomator  Criteria Help
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Criteria Help

Standard Dev of Year's IVs

Standard deviation of the underlying IV for the year.

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OptionAutomator  Criteria Help
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Criteria Help

Dividend Prior to Expiration

Filter indicator that the underlying has an expected ex-dividend prior to the expiration of the trade

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