PUT market/scans/options/covered-calls

PUT

/market/scans/options/covered-calls

OPTIONS

Customized Covered Calls option strategy scan

Example URI

Live


https://api.livevol.com/v1/live/market/scans/options/covered-calls

Delayed


https://api.livevol.com/v1/delayed/market/scans/options/covered-calls

Request Information

Body Parameters

CoveredCallParams

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
stand_still_min	The return generated from premium sold and dividend collected divided by the current stock price	decimal number	Default value is: 5 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

Request Formats

application/json, text/json

Sample:

{
  "out_of_the_money": 15.0,
  "stand_still_min": 5.0,
  "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
}

application/xml, text/xml

Sample:

<covered_call_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>
  <stand_still_min>5</stand_still_min>
</covered_call_params>

Response Information

Resource Description

OptionStrategyResultOfCoveredCallParamsAndCoveredCallResult

Name

Description

Type

Additional information

SIP Provider

name

Name of the scan

string

None

description

Scan description

string

None

last_updated

Last updated

date

None

inputs

Parameters used during invocation

CoveredCallParams

None

CoveredCallParams

Name	Description	Type	Additional information	SIP Provider
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	None
stand_still_min	The return generated from premium sold and dividend collected divided by the current stock price	decimal number	Default value is: 5 Range: inclusive between 0.01 and 1000	None
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	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

output

Scan resultset

Collection of CoveredCallResult

None

CoveredCallResult

Name	Description	Type	Additional information	SIP Provider
hi_lo_percent_52_week	52-week Hi-Lo Percent	decimal number	None	None
strike	Strike	decimal number	None	None
option_bid	Option bid	decimal number	None	None
strike_percent_otm	Strike % OTM	decimal number	None	None
next_ex_date	Next Ex-Date	string	None	None
projected_dividends	Projected dividends	decimal number	None	None
stand_still_return_percent	Standstill return percent	decimal number	None	None
if_called_return_percent	If-called return percent	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": "covered_call",
  "description": null,
  "last_updated": "2021-06-23T05:41:24.0583311-04:00",
  "inputs": {
    "out_of_the_money": 15.0,
    "stand_still_min": 5.0,
    "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": [
    {
      "hi_lo_percent_52_week": 47.1717,
      "strike": 24.0,
      "option_bid": 5.9,
      "strike_percent_otm": null,
      "next_ex_date": null,
      "projected_dividends": null,
      "stand_still_return_percent": 30.3785,
      "if_called_return_percent": 54.8805,
      "hv30": 165.7641,
      "industry_code": 59101010,
      "symbol": "SO",
      "stock_price": 43.38,
      "expiry": "2016-08-19"
    },
    {
      "hi_lo_percent_52_week": 35.5608,
      "strike": 25.0,
      "option_bid": 6.1,
      "strike_percent_otm": 19.5219,
      "next_ex_date": "2016-08-12",
      "projected_dividends": 0.48,
      "stand_still_return_percent": 29.3825,
      "if_called_return_percent": 48.9044,
      "hv30": null,
      "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_bid>0.25</option_bid>
    <out_of_the_money>15</out_of_the_money>
    <stand_still_min>5</stand_still_min>
  </inputs>
  <last_updated>2021-06-23T05:41:24.0583311-04:00</last_updated>
  <name>covered_call</name>
  <output>
    <covered_call_result>
      <expiry>2016-08-19</expiry>
      <industry_code>59101010</industry_code>
      <stock_price>43.38</stock_price>
      <symbol>SO</symbol>
      <hi_lo_percent_52_week>47.1717</hi_lo_percent_52_week>
      <hv30>165.7641</hv30>
      <if_called_return_percent>54.8805</if_called_return_percent>
      <next_ex_date i:nil="true" />
      <option_bid>5.9</option_bid>
      <projected_dividends i:nil="true" />
      <stand_still_return_percent>30.3785</stand_still_return_percent>
      <strike>24</strike>
      <strike_percent_otm i:nil="true" />
    </covered_call_result>
    <covered_call_result>
      <expiry>2016-10-21</expiry>
      <industry_code>56201040</industry_code>
      <stock_price>45.26</stock_price>
      <symbol>MRK</symbol>
      <hi_lo_percent_52_week>35.5608</hi_lo_percent_52_week>
      <hv30 i:nil="true" />
      <if_called_return_percent>48.9044</if_called_return_percent>
      <next_ex_date>2016-08-12</next_ex_date>
      <option_bid>6.1</option_bid>
      <projected_dividends>0.48</projected_dividends>
      <stand_still_return_percent>29.3825</stand_still_return_percent>
      <strike>25</strike>
      <strike_percent_otm>19.5219</strike_percent_otm>
    </covered_call_result>
  </output>
</option_scan>