NameDescriptionTypeAdditional 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