Total put option volume for all strikes for the day

This is a liquidity indicator – this is the amount of open put contracts across all available strikes

The bid-ask spread of the option as a percentage of the trade’s mid price

This % difference between the natural price and the mid price

Probability of producing at least $0.01 Profit

The maximum potential return against the capital required (margin requirement) for the trade

The maximum potential return against the capital required (margin requirement) for the trade and then annualized for consistent comparison basis across setups with different duration.

The maximum possible return divided by the maximum possible loss on the trade

The maximum possible return divided by the maximum possible loss on the trade and then annualized for consistent comparison basis

Time decay with exclusion of drift in underlying price