The current slope compared to the high-low range from the past year. Slope is the best-fit straight line through the strike volatilities tangent to the 50-delta. It gives us an indication of the price of out of the money options vs. in-the-money. A high relative slope is ideal when selling OTM options and should be avoided when buying OTM and selling ITM.

Returns true if the current underlying price is above the 200d simple moving average and false if below.

Calculates the percent of the current ticker price against the underlying 200d simple moving average (SMA). A percent less than 100% show that the underlying is trending below its average and above 100% shows the underlying is trending above the SMA.

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.

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