Name | Description | Type | Additional 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 |