/trade-optimizer?symbol={symbol}&target_date={target_date}&target_stock_price={target_stock_price}
Delayed
https://sandbox.livevol.com/api/v1/delayed/trade-optimizer?symbol=A&target_date=2022-01-21&target_stock_price=100.71
Name | Description | Type | Additional information |
---|---|---|---|
symbol |
Symbol |
string |
Required |
target_date |
Target Date |
string |
Required DateTime in yyyy-MM-dd format. (i.e. 2021-02-13) |
target_stock_price |
Target Stock Price |
decimal number |
Required Range: inclusive between 0 and 1.79769313486232E+308 |
Collection of TradeOptimizerResult
Name | Description | Type | Additional information |
---|---|---|---|
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 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. |
type |
C (Call), P (Put), or S (Stock) |
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. |
[ { "symbol": "AAPL", "target_date": "5/6/2018 12:00:00 AM", "target_stock_price": 200.0, "strategy": "Covered Call", "root": "AAPL", "expiry": "6/15/2018 12:00:00 AM", "strike1": 250.0, "strike2": 0.0, "strike3": 0.0, "strike4": 0.0, "type": "c", "current_price": 174.07, "future_price": 199.9651, "profit": 25.8951, "regt_margin": 174.07, "return": 0.1488, "prob_itm": 0.0013, "annualized_return": 0.0, "prob_of_profit": 0.0, "prob_of_tgt_price": 0.0, "price1": 0.0, "price2": 0.0, "price3": 0.0, "price4": 0.0 }, { "symbol": "AAPL", "target_date": "5/6/2018 12:00:00 AM", "target_stock_price": 200.0, "strategy": "Naked Long", "root": "AAPL", "expiry": "6/15/2018 12:00:00 AM", "strike1": 210.0, "strike2": 0.0, "strike3": 0.0, "strike4": 0.0, "type": "c", "current_price": 0.25, "future_price": 3.3935, "profit": 3.1435, "regt_margin": 0.25, "return": 12.5741, "prob_itm": 0.0563, "annualized_return": 0.0, "prob_of_profit": 0.0, "prob_of_tgt_price": 0.0, "price1": 0.0, "price2": 0.0, "price3": 0.0, "price4": 0.0 } ]
<trade_optimizer_results xmlns:i="http://www.w3.org/2001/XMLSchema-instance"> <trade_optimizer_result> <annualized_return>0</annualized_return> <current_price>174.07</current_price> <expiry>6/15/2018 12:00:00 AM</expiry> <future_price>199.9651</future_price> <price1>0</price1> <price2>0</price2> <price3>0</price3> <price4>0</price4> <prob_itm>0.0013</prob_itm> <prob_of_profit>0</prob_of_profit> <prob_of_tgt_price>0</prob_of_tgt_price> <profit>25.8951</profit> <regt_margin>174.07</regt_margin> <return>0.1488</return> <root>AAPL</root> <strategy>Covered Call</strategy> <strike1>250</strike1> <strike2>0</strike2> <strike3>0</strike3> <strike4>0</strike4> <symbol>AAPL</symbol> <target_date>5/6/2018 12:00:00 AM</target_date> <target_stock_price>200</target_stock_price> <type>c</type> </trade_optimizer_result> <trade_optimizer_result> <annualized_return>0</annualized_return> <current_price>0.25</current_price> <expiry>6/15/2018 12:00:00 AM</expiry> <future_price>3.3935</future_price> <price1>0</price1> <price2>0</price2> <price3>0</price3> <price4>0</price4> <prob_itm>0.0563</prob_itm> <prob_of_profit>0</prob_of_profit> <prob_of_tgt_price>0</prob_of_tgt_price> <profit>3.1435</profit> <regt_margin>0.25</regt_margin> <return>12.5741</return> <root>AAPL</root> <strategy>Naked Long</strategy> <strike1>210</strike1> <strike2>0</strike2> <strike3>0</strike3> <strike4>0</strike4> <symbol>AAPL</symbol> <target_date>5/6/2018 12:00:00 AM</target_date> <target_stock_price>200</target_stock_price> <type>c</type> </trade_optimizer_result> </trade_optimizer_results>