Opscanbot
Data Dictionary & Screening Criteria
Questions? hello@opscanbot.com
⚡ Refresh Cycle: Data updates approximately every 30 minutes during market hours.
🕒 Start Time: First scan runs ~7:00 AM PST.
🧹 Freshness: All contract data is cleared and rebuilt on every refresh.
⚠️ Exclusions: 0 DTE (Same day expiration) options are excluded.
Scanner Criteria
Cash Secured Puts
Delta≤ 0.30
Open Interest≥ 500
Spread< 150%
Covered Calls
Delta≤ 0.30
Open Interest≥ 500
Premium> $0
Credit Spreads
Short Delta≤ 0.50
Min Credit> 25% Width
OI≥ 250
Iron Condors
Short Delta≤ 0.30
Min Credit> 20% Width
OI≥ 500
Complete Data Dictionary
symbol
The unique stock ticker (e.g., AAPL).
name
Full company name.
sector
The industry sector (e.g., Technology).
marketcap
Total market value of the company’s shares.
marketsize
Category: Mega, Large, Medium, Small.
MarketLastPrice
Latest traded stock price at refresh.
PriceNetChange
Daily price change %.
52WkHigh / 52WkLow
Highest/Lowest price in the last year.
dividendYield
Annual dividend % yield.
Forward_PE
Forward Price-to-Earnings ratio.
PEG
P/E to Growth ratio.
RSI
Relative Strength Index (0-100).
avg_analyst_price
Average analyst price target.
type
Strategy: pcs, ccs, short ic, csp, cc.
exp_dt
Expiration Date (YYYY-MM-DD).
DTE / dte
Days To Expiration.
contract_timeframe
“Weekly” (≤21 days) or “Monthly”.
Data Refreshed
Timestamp of last data update.
IV
Implied Volatility.
IVrank / IVR
IV Rank (0-100) vs 52wk range.
IVP
IV Percentile.
HV30
30-Day Historical Volatility.
earning_date
Next earnings announcement.
days_to_earning
Count of days until earnings.
net_credit
Total premium collected (Profit).
Max_profit
Same as Net Credit ($).
Max_loss
Max risk (Collateral – Credit).
Max_profit_pct
ROI (Profit / Risk).
Max_profit_annual_pct
Annualized ROI.
POP
Probability of Profit %.
ROC
Return on Capital (CSP/CC).
annual_yield
Annualized Yield (CSP/CC).
Break_even
Stock price where P/L is $0.
Break_even_call
Upper break even (IC).
Break_even_put
Lower break even (IC).
strike
Strike price (CSP/CC).
mark
Midpoint price of option.
bid / ask
Current market Bid/Ask prices.
volume
Contracts traded today.
open_interest
Total active contracts.
pct_OTM
% Out of The Money.
delta
Option Delta.
theta
Option Theta (Time decay).
strike_short
Short (Sold) Leg Strike.
strike_long
Long (Bought) Leg Strike.
strike_width
Distance between strikes.
bid_short / bid_long
Bid price of specific leg.
ask_short / ask_long
Ask price of specific leg.
delta_short / long
Delta of specific leg.
theta_short / long
Theta of specific leg.
OI_short / OI_long
Open Interest of specific leg.
net_delta
Combined Delta of spread.
net_theta
Combined Theta of spread.
leg1_put_short
IC Leg 1: Short Put Strike.
leg2_put_long
IC Leg 2: Long Put Strike.
leg3_call_short
IC Leg 3: Short Call Strike.
leg4_call_long
IC Leg 4: Long Call Strike.
pct_OTM_put
% OTM for Put side.
pct_OTM_call
% OTM for Call side.
leg1…4_delta
Delta for each individual IC leg.
leg1…4_OI
Open Interest for each IC leg.
leg1…4_bid/ask
Price data for each IC leg.