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. |