Name Description Type Additional information
timestamp

Timestamp

 string

None
symbol

Stock symbol

 string

None
target_date

Date used to evaluate strategy payoff. Must be valid option expiry.

 string

None
target_stock_price

Target stock price

 decimal number

None
strategy

Strategy evaluated

 string

Covered Call, Long Spread (C/P), Short Spread (C/P), Naked Long (C/P), Naked Short (C/P), Long Butterfly (C/P), Short Butterfly (C/P), Long Condor (C/P), Short Condor (C/P), Long Iron Condor, Short Iron Condor, Long Iron Butterfly, Short Iron Butterfly, Long Stock, Short Stock
root

Underlying root

 string

None
expiry

Expiration date

 string

Value is not applicable for Long/Short Stock strategy
strike1

Strike of first leg

 decimal number

None
strike2

Strike of second leg

 decimal number

None
strike3

Strike of third leg

 decimal number

None
strike4

Strike of fourth leg

 decimal number

None
type1

C (Call), P (Put), or S (Stock) of the first leg

 string

None
type2

C (Call), P (Put), or S (Stock) of the second leg

 string

None
type3

C (Call), P (Put), or S (Stock) of the third leg

 string

None
type4

C (Call), P (Put), or S (Stock) of the fourth leg

 string

None
current_price

Current price of option strategy or stock

 decimal number

None
future_price

Future price of option strategy or stock

 decimal number

None
profit

Profit represented as (Future Price - Current Price) * 100

 decimal number

None
regt_margin

Reg T Margin amount

 decimal number

None
return

Returns at target, expressed as a decimal. Represented as profit / regt_margin

 decimal number

None
prob_itm

Probability of option strategy falling ITM

 decimal number

For stocks, this value is 0.
annualized_return

Annualized Return, expressed as a decimal

 decimal number

None
prob_of_profit

Probability that strategy is profitable on target date

 decimal number

None
prob_of_tgt_price

Probability that target price is met or exceeded on target date

 decimal number

None
price1

Price of strike1

 decimal number

None
price2

Price of strike2

 decimal number

None
price3

Price of strike3

 decimal number

None
price4

Price of strike4

 decimal number

None
order1

B (buy) or S (sell) of the first leg

 string

None
order2

B (buy) or S (sell) of the second leg

 string

None
order3

B (buy) or S (sell) of the third leg

 string

None
order4

B (buy) or S (sell) of the fourth leg

 string

None
underlying_price

Price of underlying

 decimal number

None
account_type

Account Type

 string

None
max_loss

Maximum loss of trade

 decimal number

None
spread_width

Difference between strike1 and strike2

 decimal number

None
gap_width

Difference between strike2 and strike3

 decimal number

Applicable to Condor and Butterfly strategies
cash_acct_cmmt

Cash account commitment

 decimal number

Applicable to Long (C/P), Short Put, Covered Call and Long Stock