GET
/market/scans/options/iron-condor
OPTIONS
Iron Condor option strategy market-wide scan

Example URI

Live

https://api.livevol.com/v1/live/market/scans/options/iron-condor

Delayed

https://api.livevol.com/v1/delayed/market/scans/options/iron-condor

Response Information

Resource Description

OptionStrategyResultOfIronCondorParamsAndIronCondorResult

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

IronCondorParams

None

None

IronCondorParams

Name Description Type Additional information SIP Provider
hv

The Historical Volatility to be used with the standard deviation into to establish the minimum distance between the inside strikes of the iron condor

string

Required

Allowed values are [ HV30, HV60, HV180 ]

Default value is: HV30

None

standard_deviation_range

The number of standard deviations to be used in the calculation to establish the minimum distance between the inside strikes of the iron condor

decimal number

Required

Allowed values are [ 0.5, 1, 1.5, 2, 2.5, 3 ]

Default value is: 1

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 IronCondorResult

None

None

IronCondorResult

Name Description Type Additional information SIP Provider
hi_lo_percent_52_week

52-week Hi-Lo Percent

decimal number

None

None

spread

Spread

string

None

None

bid

Bid

decimal number

None

None

max_loss

Max loss

decimal number

None

None

laying_odds

Laying odds

decimal number

None

None

selected_hv

Selected 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": "iron_condor",
  "description": null,
  "last_updated": "2021-06-23T05:58:36.1930263-04:00",
  "inputs": {
    "hv": "HV30",
    "standard_deviation_range": 1.0,
    "time_frame": "middle",
    "industry_codes": null,
    "symbols": null,
    "stock_price_min": 10.0,
    "stock_price_max": 50.0
  },
  "output": [
    {
      "hi_lo_percent_52_week": 79.8165,
      "spread": "34/37/47/50 IC",
      "bid": 0.99,
      "max_loss": 2.01,
      "laying_odds": 2.0303,
      "selected_hv": 16.138,
      "industry_code": 59101010,
      "symbol": "SO",
      "stock_price": 43.38,
      "expiry": "2016-08-19"
    },
    {
      "hi_lo_percent_52_week": 92.8064,
      "spread": "30/35/50/55 IC",
      "bid": 1.45,
      "max_loss": 3.55,
      "laying_odds": 2.4483,
      "selected_hv": 24.3461,
      "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>
    <hv>HV30</hv>
    <standard_deviation_range>1</standard_deviation_range>
  </inputs>
  <last_updated>2021-06-23T05:58:36.1930263-04:00</last_updated>
  <name>iron_condor</name>
  <output>
    <iron_condor_result>
      <expiry>2016-08-19</expiry>
      <industry_code>59101010</industry_code>
      <stock_price>43.38</stock_price>
      <symbol>SO</symbol>
      <bid>0.99</bid>
      <hi_lo_percent_52_week>79.8165</hi_lo_percent_52_week>
      <laying_odds>2.0303</laying_odds>
      <max_loss>2.01</max_loss>
      <selected_hv>16.138</selected_hv>
      <spread>34/37/47/50 IC</spread>
    </iron_condor_result>
    <iron_condor_result>
      <expiry>2016-10-21</expiry>
      <industry_code>56201040</industry_code>
      <stock_price>45.26</stock_price>
      <symbol>MRK</symbol>
      <bid>1.45</bid>
      <hi_lo_percent_52_week>92.8064</hi_lo_percent_52_week>
      <laying_odds>2.4483</laying_odds>
      <max_loss>3.55</max_loss>
      <selected_hv>24.3461</selected_hv>
      <spread>30/35/50/55 IC</spread>
    </iron_condor_result>
  </output>
</option_scan>