Here you’ll find helpful definitions and resources for the available criteria to add to your Brutus Options Ranker strategies.
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Criteria Help
Criteria Help
IV 30d Correlation to SPY IV (1y)
Underlying 30d IV (w/o Earnings) Correlated to SPY IV 30d over a 1yr timeframe
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Criteria Help
Criteria Help
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Criteria Help
Criteria Help
Standard Deviations from 1-yr Mean IV
Standard deviations of the current underlying IV vs. the year’s mean.
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Criteria Help
Criteria Help
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Criteria Help
Criteria Help
Dividend Prior to Expiration
Filter indicator that the underlying has an expected ex-dividend prior to the expiration of the trade
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Criteria Help
Criteria Help
Dividend Frequency
The number of days between regular dividend payments estimated on past dividend announcements.
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Criteria Help
Criteria Help
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Criteria Help
Criteria Help
knowledge base
Criteria Help
Criteria Help
20d Forecast Actual Volatility (Earnings Effects Removed)
The forecasted stock volatility for 20 days with earning effects taken out
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Criteria Help
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.