/market/scans/options/protective-put
Live
https://api.livevol.com/v1/live/market/scans/options/protective-put
Delayed
https://api.livevol.com/v1/delayed/market/scans/options/protective-put
OptionStrategyResultOfProtectivePutParamsAndProtectivePutResult
Name | Description | Type | Additional information |
---|---|---|---|
name |
Name of the scan |
string |
None. |
description |
Scan description |
string |
None. |
last_updated |
Last updated |
date |
None. |
inputs |
Parameters used during invocation |
ProtectivePutParams |
None. |
output |
Scan resultset |
Collection of ProtectivePutResult |
None. |
{ "name": "protective_put", "description": null, "last_updated": "2021-02-16T04:30:15.9183672-05:00", "inputs": { "strike_max_percent_otm": 10.0, "option_ask_max": 0.5, "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_ask": 0.4, "ask_iv": 13.192, "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_ask": 0.29, "ask_iv": 21.59, "hv30": 16.5485, "industry_code": 56201040, "symbol": "MRK", "stock_price": 45.26, "expiry": "2016-10-21" } ] }
<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_ask_max>0.5</option_ask_max> <strike_max_percent_otm>10</strike_max_percent_otm> </inputs> <last_updated>2021-02-16T04:30:15.9183672-05:00</last_updated> <name>protective_put</name> <output> <protective_put_result> <expiry>2016-08-19</expiry> <industry_code>59101010</industry_code> <stock_price>43.38</stock_price> <symbol>SO</symbol> <ask_iv>13.192</ask_iv> <hv30>16.2263</hv30> <option_ask>0.4</option_ask> <out_of_the_money_percent>24.812</out_of_the_money_percent> <stock_hi_lo_percent>35.1781</stock_hi_lo_percent> <strike>46</strike> </protective_put_result> <protective_put_result> <expiry>2016-10-21</expiry> <industry_code>56201040</industry_code> <stock_price>45.26</stock_price> <symbol>MRK</symbol> <ask_iv>21.59</ask_iv> <hv30>16.5485</hv30> <option_ask>0.29</option_ask> <out_of_the_money_percent>19.9246</out_of_the_money_percent> <stock_hi_lo_percent>10.8346</stock_hi_lo_percent> <strike>52.5</strike> </protective_put_result> </output> </option_scan>