< API Reference
PUT
/market/scans/options/covered-calls
OPTIONS
Customized Covered Calls option strategy scan

Example URI

Delayed

https://sandbox.livevol.com/api/v1/delayed/market/scans/options/covered-calls

Request Information

Body Parameters

CoveredCallParams

NameDescriptionTypeAdditional information
out_of_the_money

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

decimal number

Default value is: 15

Range: inclusive between 0.01 and 1000

stand_still_min

The return generated from premium sold and dividend collected divided by the current stock price

decimal number

Default value is: 5

Range: inclusive between 0.01 and 1000

option_bid

The minimum price above which an option must be bid to be considered for the scan

decimal number

Default value is: 0.25

Range: inclusive between 0.01 and 1.79769313486232E+308

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

Request Formats

application/json, text/json

Sample:
{
  "out_of_the_money": 15.0,
  "stand_still_min": 5.0,
  "option_bid": 0.25,
  "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
}

application/xml, text/xml

Sample:
<covered_call_params xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <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" />
  <option_bid>0.25</option_bid>
  <out_of_the_money>15</out_of_the_money>
  <stand_still_min>5</stand_still_min>
</covered_call_params>

Response Information

Resource Description

OptionStrategyResultOfCoveredCallParamsAndCoveredCallResult

NameDescriptionTypeAdditional information
name

string

None.

description

string

None.

last_updated

date

None.

inputs

CoveredCallParams

None.

output

Collection of CoveredCallResult

None.

Response Formats

application/json, text/json

Sample:
{
  "name": "covered_call",
  "description": null,
  "last_updated": "2019-10-20T12:33:32.6135566-05:00",
  "inputs": {
    "out_of_the_money": 15.0,
    "stand_still_min": 5.0,
    "option_bid": 0.25,
    "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": [
    {
      "hi_lo_percent_52_week": 47.1717,
      "strike": 24.0,
      "option_bid": 5.9,
      "strike_percent_otm": null,
      "next_ex_date": null,
      "projected_dividends": null,
      "stand_still_return_percent": 30.3785,
      "if_called_return_percent": 54.8805,
      "hv30": 165.7641,
      "industry_code": 59101010,
      "symbol": "SO",
      "stock_price": 43.38,
      "expiry": "2016-08-19"
    },
    {
      "hi_lo_percent_52_week": 35.5608,
      "strike": 25.0,
      "option_bid": 6.1,
      "strike_percent_otm": 19.5219,
      "next_ex_date": "2016-08-12",
      "projected_dividends": 0.48,
      "stand_still_return_percent": 29.3825,
      "if_called_return_percent": 48.9044,
      "hv30": null,
      "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" />
    <option_bid>0.25</option_bid>
    <out_of_the_money>15</out_of_the_money>
    <stand_still_min>5</stand_still_min>
  </inputs>
  <last_updated>2019-10-20T12:33:32.6135566-05:00</last_updated>
  <name>covered_call</name>
  <output>
    <covered_call_result>
      <expiry>2016-08-19</expiry>
      <industry_code>59101010</industry_code>
      <stock_price>43.38</stock_price>
      <symbol>SO</symbol>
      <hi_lo_percent_52_week>47.1717</hi_lo_percent_52_week>
      <hv30>165.7641</hv30>
      <if_called_return_percent>54.8805</if_called_return_percent>
      <next_ex_date i:nil="true" />
      <option_bid>5.9</option_bid>
      <projected_dividends i:nil="true" />
      <stand_still_return_percent>30.3785</stand_still_return_percent>
      <strike>24</strike>
      <strike_percent_otm i:nil="true" />
    </covered_call_result>
    <covered_call_result>
      <expiry>2016-10-21</expiry>
      <industry_code>56201040</industry_code>
      <stock_price>45.26</stock_price>
      <symbol>MRK</symbol>
      <hi_lo_percent_52_week>35.5608</hi_lo_percent_52_week>
      <hv30 i:nil="true" />
      <if_called_return_percent>48.9044</if_called_return_percent>
      <next_ex_date>2016-08-12</next_ex_date>
      <option_bid>6.1</option_bid>
      <projected_dividends>0.48</projected_dividends>
      <stand_still_return_percent>29.3825</stand_still_return_percent>
      <strike>25</strike>
      <strike_percent_otm>19.5219</strike_percent_otm>
    </covered_call_result>
  </output>
</option_scan>