< API Reference
GET
/market/scans/options/call-vertical-spread
OPTIONS
Call Vertical Spread option strategy market-wide scan

Example URI

Delayed

https://sandbox.livevol.com/api/v1/delayed/market/scans/options/call-vertical-spread

Response Information

Resource Description

OptionStrategyResultOfCallVerticalSpreadParamsAndCallVerticalSpreadResult

NameDescriptionTypeAdditional information
name

Name of the scan

 string

None.
description

Scan description

 string

None.
last_updated

Last updated

 date

None.
inputs

Parameters used during invocation

 CallVerticalSpreadParams

None.
output

Scan resultset

 Collection of CallVerticalSpreadResult

None.

Response Formats

application/json, text/json

Sample: 
{
  "name": "call_vertical_spread",
  "description": null,
  "last_updated": "2021-02-13T05:53:34.3189423-06:00",
  "inputs": {
    "low_strike": 3.0,
    "high_strike": 4.0,
    "spread_ask_price_max": null,
    "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": [
    {
      "stock_hi_lo_percent": 33.5309,
      "low_strike_otm_percent": 1.4292,
      "high_strike_otm_percent": 3.7344,
      "spread": "44/45 Call",
      "spread_ask": 0.34,
      "max_gain": 0.66,
      "max_gain_to_spread_ask_percent": 194.1176,
      "hv30": 16.2263,
      "industry_code": 59101010,
      "symbol": "SO",
      "stock_price": 43.38,
      "expiry": "2016-08-19"
    },
    {
      "stock_hi_lo_percent": 7.9137,
      "low_strike_otm_percent": 1.635,
      "high_strike_otm_percent": 3.8445,
      "spread": "46/47 Call",
      "spread_ask": 0.39,
      "max_gain": 0.61,
      "max_gain_to_spread_ask_percent": 156.4103,
      "hv30": 16.5485,
      "industry_code": 56201040,
      "symbol": "MRK",
      "stock_price": 45.26,
      "expiry": "2016-10-21"
    }
  ]
}

application/xml, text/xml

Sample: 
<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" />
    <high_strike>4</high_strike>
    <low_strike>3</low_strike>
    <spread_ask_price_max i:nil="true" />
  </inputs>
  <last_updated>2021-02-13T05:53:34.3189423-06:00</last_updated>
  <name>call_vertical_spread</name>
  <output>
    <call_vertical_spread_result>
      <expiry>2016-08-19</expiry>
      <industry_code>59101010</industry_code>
      <stock_price>43.38</stock_price>
      <symbol>SO</symbol>
      <high_strike_otm_percent>3.7344</high_strike_otm_percent>
      <hv30>16.2263</hv30>
      <low_strike_otm_percent>1.4292</low_strike_otm_percent>
      <max_gain>0.66</max_gain>
      <max_gain_to_spread_ask_percent>194.1176</max_gain_to_spread_ask_percent>
      <spread>44/45 Call</spread>
      <spread_ask>0.34</spread_ask>
      <stock_hi_lo_percent>33.5309</stock_hi_lo_percent>
    </call_vertical_spread_result>
    <call_vertical_spread_result>
      <expiry>2016-10-21</expiry>
      <industry_code>56201040</industry_code>
      <stock_price>45.26</stock_price>
      <symbol>MRK</symbol>
      <high_strike_otm_percent>3.8445</high_strike_otm_percent>
      <hv30>16.5485</hv30>
      <low_strike_otm_percent>1.635</low_strike_otm_percent>
      <max_gain>0.61</max_gain>
      <max_gain_to_spread_ask_percent>156.4103</max_gain_to_spread_ask_percent>
      <spread>46/47 Call</spread>
      <spread_ask>0.39</spread_ask>
      <stock_hi_lo_percent>7.9137</stock_hi_lo_percent>
    </call_vertical_spread_result>
  </output>
</option_scan>