GET
/market/scans/options/cash-secured-puts
OPTIONS
Cash Secured Puts option strategy market-wide scan

Example URI

Live

https://api.livevol.com/v1/live/market/scans/options/cash-secured-puts

Delayed

https://api.livevol.com/v1/delayed/market/scans/options/cash-secured-puts

Response Information

Resource Description

OptionStrategyResultOfCashSecuredPutsParamsAndCashSecuredPutsResult

Name Description Type Additional information SIP Provider
name

Name of the scan

string

None

None

description

Scan description

string

None

None

last_updated

Last updated

date

None

None

Parameters used during invocation

CashSecuredPutsParams

None

None

CashSecuredPutsParams

Name Description Type Additional information SIP Provider
out_of_the_money

The minimum percentage above where stock is trading that a strike must be to be considered for the scan

decimal number

Default value is: 15

Range: inclusive between 0.01 and 1000

None

option_bid

The minimum price above which an option must be bid to be considered for the scan

decimal number

Default value is: 0.25

Range: inclusive between 0.01 and 1.79769313486232E+308

None

hv30_min

The minimum 30-Day Historical Volatility above which a stock must be moving to be considered for the scan

decimal number

Constraint: value should be less than or equal to hv30_max value

Range: inclusive between 0.01 and 1000

None

hv30_max

The maximum 30-Day Historical Volatility below which a stock must be moving to be considered for the scan

decimal number

Constraint: value should be greater than or equal to hv30_min value

Range: inclusive between 0.01 and 1000

None

high_low_stock_min

The minimum percentage of the stock's 52 week range above which a stock must be trading

decimal number

Constraint: value should be less than or equal to high_low_stock_max value

Range: inclusive between -1000 and 1000

None

high_low_stock_max

The maximum percentage of the stock's 52 week range below which a stock must be trading

decimal number

Constraint: value should be greater than or equal to high_low_stock_min value

Range: inclusive between -1000 and 1000

None

time_frame

Time Frame (days), filters the time until expiration into one of three pre-defined time periods

string

Allowed values are [ short, middle, long ]

Default value is: middle

None

industry_codes

Selects a subset of several industry codes to include in the query (in a comma separated format)

string

None

None

symbols

Multiple Symbols in a comma separated format

string

None

None

stock_price_min

The minimum price above which a stock must be trading to be considered for the scan

decimal number

Constraint: value should be less than or equal to stock_price_max value

Default value is: 10

Range: inclusive between 0.01 and 1.79769313486232E+308

None

stock_price_max

The maximum price below which a stock must be trading to be considered for the scan

decimal number

Constraint: value should be greater than or equal to stock_price_min value

Default value is: 50

Range: inclusive between 0.01 and 1.79769313486232E+308

None

Scan resultset

Collection of CashSecuredPutsResult

None

None

CashSecuredPutsResult

Name Description Type Additional information SIP Provider
stock_hi_lo_percent

Stock Hi-Lo percent

decimal number

None

None

out_of_the_money_percent

Percent out-of-the-money

decimal number

None

None

strike

Strike

decimal number

None

None

option_bid

Option bid

decimal number

None

None

return_percent

Return percent

decimal number

None

None

hv30

30-Day Historical Volatility

decimal number

None

None

industry_code

Industry code

integer

None

None

symbol

Symbol

string

None

None

stock_price

Stock price

decimal number

None

None

expiry

Expation date in YYYY-MM-DD format

string

None

None

Response Formats

application/json, text/json

Sample:
{
  "name": "cash_secured_puts",
  "description": null,
  "last_updated": "2021-06-23T05:02:04.7846366-04:00",
  "inputs": {
    "out_of_the_money": 15.0,
    "option_bid": 0.25,
    "hv30_min": null,
    "hv30_max": null,
    "high_low_stock_min": null,
    "high_low_stock_max": null,
    "time_frame": "middle",
    "industry_codes": null,
    "symbols": null,
    "stock_price_min": 10.0,
    "stock_price_max": 50.0
  },
  "output": [
    {
      "stock_hi_lo_percent": 35.1781,
      "out_of_the_money_percent": 24.812,
      "strike": 46.0,
      "option_bid": 4.4,
      "return_percent": 29.3333,
      "hv30": 16.2263,
      "industry_code": 59101010,
      "symbol": "SO",
      "stock_price": 43.38,
      "expiry": "2016-08-19"
    },
    {
      "stock_hi_lo_percent": 10.8346,
      "out_of_the_money_percent": 19.9246,
      "strike": 52.5,
      "option_bid": 5.05,
      "return_percent": 19.9246,
      "hv30": 16.5485,
      "industry_code": 56201040,
      "symbol": "MRK",
      "stock_price": 45.26,
      "expiry": "2016-10-21"
    }
  ]
}

application/xml, text/xml

Sample:
<option_scan xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <description i:nil="true" />
  <inputs>
    <industry_codes i:nil="true" />
    <stock_price_max>50</stock_price_max>
    <stock_price_min>10</stock_price_min>
    <symbols i:nil="true" />
    <time_frame>middle</time_frame>
    <high_low_stock_max i:nil="true" />
    <high_low_stock_min i:nil="true" />
    <hv30_max i:nil="true" />
    <hv30_min i:nil="true" />
    <option_bid>0.25</option_bid>
    <out_of_the_money>15</out_of_the_money>
  </inputs>
  <last_updated>2021-06-23T05:02:04.7846366-04:00</last_updated>
  <name>cash_secured_puts</name>
  <output>
    <cash_secured_puts_result>
      <expiry>2016-08-19</expiry>
      <industry_code>59101010</industry_code>
      <stock_price>43.38</stock_price>
      <symbol>SO</symbol>
      <hv30>16.2263</hv30>
      <option_bid>4.4</option_bid>
      <out_of_the_money_percent>24.812</out_of_the_money_percent>
      <return_percent>29.3333</return_percent>
      <stock_hi_lo_percent>35.1781</stock_hi_lo_percent>
      <strike>46</strike>
    </cash_secured_puts_result>
    <cash_secured_puts_result>
      <expiry>2016-10-21</expiry>
      <industry_code>56201040</industry_code>
      <stock_price>45.26</stock_price>
      <symbol>MRK</symbol>
      <hv30>16.5485</hv30>
      <option_bid>5.05</option_bid>
      <out_of_the_money_percent>19.9246</out_of_the_money_percent>
      <return_percent>19.9246</return_percent>
      <stock_hi_lo_percent>10.8346</stock_hi_lo_percent>
      <strike>52.5</strike>
    </cash_secured_puts_result>
  </output>
</option_scan>