options_spread-scan
Evaluate and rank vertical spread candidates by risk/reward. Replace multiple individual options calls; supply spot, volatility, DTE, and strategy for ranked output with risk/reward ratios, breakevens, and Greeks.
Instructions
Scan and rank vertical spreads by risk/reward. Replaces 8-16 individual options/price calls.
Use when you need to evaluate and rank multiple vertical spread candidates at once. Instead of calling options/price 8-16 times, this scans all strike combinations in one call. Provide spot price, volatility, DTE, and strategy type (bull_call_spread, bear_put_spread, etc.). Returns: ranked candidates with risk/reward ratios, breakevens, and full Greeks for each leg. PAID ONLY — no free tier.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| q | No | Dividend yield | |
| r | No | Risk-free rate | |
| vol | Yes | Implied volatility (annualized) | |
| spot | Yes | Current spot price | |
| strategy | No | bull_call_spread | |
| dte_years | Yes | Days to expiration in years | |
| num_candidates | No | Number of spread candidates to evaluate | |
| strike_range_pct | No | Strike range as fraction of spot |