/market/scans/options/cash-secured-puts
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
Name | Description | Type | Additional information |
---|---|---|---|
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 |
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 |
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 |
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 |
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 |
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 |
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 |
industry_codes |
Selects a subset of several industry codes to include in the query (in a comma separated format) |
string |
None. |
symbols |
Multiple Symbols in a comma separated format |
string |
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 |
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 |
{ "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 }
<cash_secured_puts_params xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <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> </cash_secured_puts_params>
OptionStrategyResultOfCashSecuredPutsParamsAndCashSecuredPutsResult
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 |
CashSecuredPutsParams |
None. |
output |
Scan resultset |
Collection of CashSecuredPutsResult |
None. |
{ "name": "cash_secured_puts", "description": null, "last_updated": "2021-02-14T22:53:55.033416-05:00", "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" } ] }
<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>2021-02-14T22:53:55.033416-05:00</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>