< API Reference
GET
/market/scans/options/protective-put
OPTIONS
Protective Put option strategy market-wide scan

Example URI

Live

https://api.livevol.com/v1/live/market/scans/options/protective-put

Delayed

https://api.livevol.com/v1/delayed/market/scans/options/protective-put

Response Information

Resource Description

OptionStrategyResultOfProtectivePutParamsAndProtectivePutResult

NameDescriptionTypeAdditional information
name

string

None.

description

string

None.

last_updated

date

None.

inputs

ProtectivePutParams

None.

output

Collection of ProtectivePutResult

None.

Response Formats

application/json, text/json

Sample:
{
  "name": "protective_put",
  "description": null,
  "last_updated": "2019-11-13T21:54:17.4115015-05:00",
  "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"
    }
  ]
}

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_ask_max>0.5</option_ask_max>
    <strike_max_percent_otm>10</strike_max_percent_otm>
  </inputs>
  <last_updated>2019-11-13T21:54:17.4115015-05:00</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>