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

Earnings Prior to Expiration

How this criterion is used in the Brutus Options Ranker

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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

Current Options Volume vs 20d Avg Ratio

Current options volume across all puts and calls on the underlying vs. the 20d average

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OptionAutomator  Criteria Help
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Criteria Help

Short Ratio

The short ratio divides the number of shares short in the underlying stock by its average daily trading volume

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OptionAutomator  Criteria Help
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Criteria Help

Max Annualized Return on Capital

The maximum possible annualized return on the trade.

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OptionAutomator  Criteria Help
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Criteria Help

Max Return

The maximum possible return in total dollars for the minimum size of the trade.

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OptionAutomator  Criteria Help
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Criteria Help

1y Annualized Std Deviation of Intraday Volatility

Annualized standard deviation of statistical volatility for one year

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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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