/market/scans/options/covered-calls
Live
https://api.livevol.com/v1/live/market/scans/options/covered-calls
Delayed
https://api.livevol.com/v1/delayed/market/scans/options/covered-calls
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 |
{ "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 }
<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>
OptionStrategyResultOfCoveredCallParamsAndCoveredCallResult
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 |
CoveredCallParams |
None. |
output |
Scan resultset |
Collection of CoveredCallResult |
None. |
{ "name": "covered_call", "description": null, "last_updated": "2021-02-24T06:01:27.8786947-05:00", "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" } ] }
<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>2021-02-24T06:01:27.8786947-05:00</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>