find_options_by_delta
Find option contracts nearest a specified delta for a given currency and expiration, with results ranked by delta proximity.
Instructions
Find options closest to a target delta for a given currency and expiry. E.g., 'find the 25-delta put' or 'find the 50-delta call'. Returns the best matching options sorted by delta proximity.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| expiry | Yes | Expiration date string (e.g. '28MAR25') | |
| currency | Yes | Currency | |
| num_results | No | Number of closest matches to return (default 3) | |
| target_delta | Yes | Target delta value (e.g. 0.25 for 25-delta call, -0.25 for 25-delta put). Calls are positive (0 to 1), puts are negative (-1 to 0). |