NameDescriptionTypeAdditional information
low_strike

The maximum percentage above where stock is trading that a strike may be to be considered for the scan

 decimal number

Default value is: 3
high_strike

The maximum percentage below where stock is trading that a strike may be to be considered for the scan

 decimal number

Default value is: 4
spread_ask_price_max

The price below which a spread must be offered to be considered for the scan

 decimal number

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
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