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.

Latest Articles

OptionAutomator  Criteria Help
knowledge base
Criteria Help

IV 30d Correlation to SPY IV (1y)

Underlying 30d IV (w/o Earnings) Correlated to SPY IV 30d over a 1yr timeframe

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

Ticker IV vs Spy IV Percentile (1y)

Percentile underlying IV / SPY IV vs year range.

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

Standard Deviations from 1-yr Mean IV

Standard deviations of the current underlying IV vs. the year’s mean.

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

Standard Dev of Year’s IVs

Standard deviation of the underlying IV for the year.

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

Dividend Prior to Expiration

Filter indicator that the underlying has an expected ex-dividend prior to the expiration of the trade

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

Dividend Frequency

The number of days between regular dividend payments estimated on past dividend announcements.

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

IV Rank (1y)

The underlying IV Rank within the past year

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

IV Rank (1m)

The underlying IV Rank within the past month

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

20d Forecast Actual Volatility (Earnings Effects Removed)

The forecasted stock volatility for 20 days with earning effects taken out

Read More
OptionAutomator  Criteria Help
knowledge base
Criteria Help

20d Forecast IV (Earnings Effects Removed)

The forecast of implied volatility over 20 days with earnings effects removed. Could be compared to current 20 day IV.

Read More

More Content

Options Glossary

Define

Knowledge Base

homeusercrossmenuarrow-right-circle linkedin facebook pinterest youtube rss twitter instagram facebook-blank rss-blank linkedin-blank pinterest youtube twitter instagram