EMA 200d Cross Above filter. Signals true (with a 1) when an underlying last price goes from below the 200d EMA the day before to above the 200d EMA.

The current expected change in delta’s value for a $1 move in the underlying.

Vega, one of the options greeks, quantifies the predicted change in the option contracts value in response to a 1% change in the underlying assets implied volatility.

The dividend rate is the total amount of dividend payments made by the company or ETF in a year (usually from 4 quarterly payments). It is different from the dividend yield, which is defined as the dividend-rate/share-price.

OptionAutomator’s proprietary scoring method to rank the underlying’s overall liquidity.

50 day Simple Moving Average on daily close time interval

200 day Simple Moving Average on daily close time interval

The dividend annual yield if assigned the stock at the trades break-even price. This is a useful criterion when writing short puts for discounted acquisition of stock.

Signals true when a ticker’s last price at time of ranking crosses from yesterday’s previous value below the 200d simple moving average (SMA) to above the 200d SMA

Moneyness returns one of three labels that can be used for filters: 0) OTM 1) ATM 2) ITM