PUT market/scans/options/iron-condor

PUT

/market/scans/options/iron-condor

OPTIONS

Customized Iron Condor option strategy scan

Example URI

Delayed


https://sandbox.livevol.com/api/v1/delayed/market/scans/options/iron-condor

Request Information

Body Parameters

IronCondorParams

Name	Description	Type	Additional information
hv	The Historical Volatility to be used with the standard deviation into to establish the minimum distance between the inside strikes of the iron condor	string	Required Allowed values are [ HV30, HV60, HV180 ] Default value is: HV30
standard_deviation_range	The number of standard deviations to be used in the calculation to establish the minimum distance between the inside strikes of the iron condor	decimal number	Required Allowed values are [ 0.5, 1, 1.5, 2, 2.5, 3 ] Default value is: 1
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:

{
  "hv": "HV30",
  "standard_deviation_range": 1.0,
  "time_frame": "middle",
  "industry_codes": null,
  "symbols": null,
  "stock_price_min": 10.0,
  "stock_price_max": 50.0
}

application/xml, text/xml

Sample:

<iron_condor_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>
  <hv>HV30</hv>
  <standard_deviation_range>1</standard_deviation_range>
</iron_condor_params>

Response Information

Resource Description

OptionStrategyResultOfIronCondorParamsAndIronCondorResult

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	IronCondorParams	None.
output	Scan resultset	Collection of IronCondorResult	None.

Response Formats

application/json, text/json

Sample:

{
  "name": "iron_condor",
  "description": null,
  "last_updated": "2021-02-13T22:20:18.8190672-06:00",
  "inputs": {
    "hv": "HV30",
    "standard_deviation_range": 1.0,
    "time_frame": "middle",
    "industry_codes": null,
    "symbols": null,
    "stock_price_min": 10.0,
    "stock_price_max": 50.0
  },
  "output": [
    {
      "hi_lo_percent_52_week": 79.8165,
      "spread": "34/37/47/50 IC",
      "bid": 0.99,
      "max_loss": 2.01,
      "laying_odds": 2.0303,
      "selected_hv": 16.138,
      "industry_code": 59101010,
      "symbol": "SO",
      "stock_price": 43.38,
      "expiry": "2016-08-19"
    },
    {
      "hi_lo_percent_52_week": 92.8064,
      "spread": "30/35/50/55 IC",
      "bid": 1.45,
      "max_loss": 3.55,
      "laying_odds": 2.4483,
      "selected_hv": 24.3461,
      "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>
    <hv>HV30</hv>
    <standard_deviation_range>1</standard_deviation_range>
  </inputs>
  <last_updated>2021-02-13T22:20:18.8190672-06:00</last_updated>
  <name>iron_condor</name>
  <output>
    <iron_condor_result>
      <expiry>2016-08-19</expiry>
      <industry_code>59101010</industry_code>
      <stock_price>43.38</stock_price>
      <symbol>SO</symbol>
      <bid>0.99</bid>
      <hi_lo_percent_52_week>79.8165</hi_lo_percent_52_week>
      <laying_odds>2.0303</laying_odds>
      <max_loss>2.01</max_loss>
      <selected_hv>16.138</selected_hv>
      <spread>34/37/47/50 IC</spread>
    </iron_condor_result>
    <iron_condor_result>
      <expiry>2016-10-21</expiry>
      <industry_code>56201040</industry_code>
      <stock_price>45.26</stock_price>
      <symbol>MRK</symbol>
      <bid>1.45</bid>
      <hi_lo_percent_52_week>92.8064</hi_lo_percent_52_week>
      <laying_odds>2.4483</laying_odds>
      <max_loss>3.55</max_loss>
      <selected_hv>24.3461</selected_hv>
      <spread>30/35/50/55 IC</spread>
    </iron_condor_result>
  </output>
</option_scan>