/market/scans/options/call-vertical-spread
Delayed
https://sandbox.livevol.com/api/v1/delayed/market/scans/options/call-vertical-spread
OptionStrategyResultOfCallVerticalSpreadParamsAndCallVerticalSpreadResult
Name | Description | Type | Additional 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. |
{ "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" } ] }
<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>