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 |