subtract(implied_volatility_call_120, implied_volatility_put_90)

ts_sum(ts_decay_linear(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)

scale(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 1)

winsorize(ts_delta(implied_volatility_call_120, 5), 3)

normalize(ts_corr(implied_volatility_call_120, implied_volatility_put_90, 10), true)

rank(add(ts_mean(implied_volatility_call_120, 5), ts_mean(implied_volatility_put_90, 5)))

if_else(subtract(implied_volatility_call_120, implied_volatility_put_90) > 0, ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 0)

group_neutralize(ts_zscore(subtract(implied_volatility_call_120, implied_volatility_put_90), 20), sector)

ts_scale(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 20)

multiply(subtract(implied_volatility_call_120, implied_volatility_put_90), power(fscore_bfl_total, 0.5))

divide(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), ts_std_dev(implied_volatility_call_120, 10))

vec_avg(bucket(subtract(implied_volatility_call_120, implied_volatility_put_90)))

ts_av_diff(subtract(implied_volatility_call_120, implied_volatility_put_90), 15)

sign(ts_delta(subtract(implied_volatility_call_120, implied_volatility_put_90), 3))

abs(ts_regression(implied_volatility_call_120, implied_volatility_put_90, 10, 0, 1))

hump(subtract(implied_volatility_call_120, implied_volatility_put_90), 0.02)

last_diff_value(ts_sum(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), 5)

kth_element(subtract(implied_volatility_call_120, implied_volatility_put_90), 10, 3)

quantile(ts_rank(subtract(implied_volatility_call_120, implied_volatility_put_90), 10), gaussian, 1.0)

group_zscore(subtract(implied_volatility_call_120, implied_volatility_put_90), industry)