Determines if any of the spread or trade is OTM (Out-of-The-Money). Returns 1/0 for true/false and can only be used as a filter, not as a criterion.

Determines if the spread or trade is ATM (At-The-Money). This means that the strike price at the nearest strike price against the current underlying/stock price. Returns 1/0 for true/false and can only be used as a filter, not as a criterion.

The actual of the avg earnings effect divided by the implied earning effect as a ratio, not as %

The initial margin requirement (buying power reduction) to put on the trade.

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

200-day Exponential Moving Average on daily close time interval

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.