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< 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

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

 ProtectivePutParams

None

None

ProtectivePutParams

Name Description Type Additional information SIP Provider
strike_max_percent_otm

The maximum percentage below where stock is currently trading that a strike must be to be considered for the scan.

 decimal number

Default value is: 10

Range: inclusive between 0.01 and 1.79769313486232E+308

None
option_ask_max

The maximum price below which an option must be offered to be considered for the scan

 decimal number

Default value is: 0.5

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 ProtectivePutResult

None

None

ProtectivePutResult

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_ask

Option ask

 decimal number

None

None
ask_iv

Ask implied volatility

 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": "protective_put",
  "description": null,
  "last_updated": "2021-06-23T05:31:02.5135367-04:00",
  "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>2021-06-23T05:31:02.5135367-04:00</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>