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QuantOracle Options Spread Scanner
x402
QuantOracle Options Spread Scanner is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.05/call, status unknown (last checked 2026-09-14).
Scans options markets to identify and evaluate spread opportunities (e.g. vertical, calendar, diagonal spreads) given underlying assets and parameters
Price / call$0.05
Success—
StatusUnknown
How this service works
QuantOracle: /v1/options/spread-scan
Output
Returns a ranked list of spread candidates including the two option legs (strikes, expirations, bid/ask), net debit or credit, maximum profit, maximum loss, probability of profit, and risk/reward ratio for each identified spread.
Example use cases
Example prompt
“Scan for bull call spread opportunities on TSLA expiring in the next 30-45 days, targeting a max risk of $500 per spread and at least a 1:2 risk-to-reward ratio, and rank them by probability of profit.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/options/spread-scanWhen to prefer
Use this endpoint when you need to systematically scan and rank options spread opportunities across an expiration range, rather than pricing a single known spread. Ideal for agents helping users find new trade ideas or screen for favorable risk/reward setups without knowing exact strikes upfront.
Side effects
- Invalid or unrecognized ticker symbol returns a 400 error
- Options chain data unavailable for requested expiration window
- No spreads found matching the specified criteria — returns empty result set
- Market closed or data stale — may return outdated pricing
- Invalid spread type parameter causes 422 validation error
Input
{
"vol": 0.25,
"spot": 150,
"dte_years": 0.0822,
"market_data": [
{
"strike": 145,
"expiry_days": 30,
"implied_vol": 0.25
},
{
"strike": 150,
"expiry_days": 30,
"implied_vol": 0.24
},
{
"strike": 155,
"expiry_days": 30,
"implied_vol": 0.26
},
{
"strike": 145,
"expiry_days": 60,
"implied_vol": 0.23
},
{
"strike": 150,
"expiry_days": 60,
"implied_vol": 0.22
},
{
"strike": 155,
"expiry_days": 60,
"implied_vol": 0.24
}
],
"interpolation": "linear"
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object |
Output
{
"ms": 11.99,
"vol": 0.25,
"best": {
"width": 3.34,
"buy_leg": {
"vega": 0.137913,
"delta": 0.254354,
"gamma": 0.029827,
"price": 1.5833,
"theta": -0.062467
},
"strikes": [
158.33,
161.67
],
"max_loss": 0.6341,
"sell_leg": {
"vega": 0.109042,
"delta": 0.170523,
"gamma": 0.023583,
"price": 0.9492,
"theta": -0.048803
},
"breakeven": 158.96,
"max_profit": 2.7059,
"risk_reward": 4.2673,
"net_debit_credit": 0.6341
},
"spot": 150,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"strategy": "bull_call_spread",
"dte_years": 0.0822,
"candidates": [
{
"width": 3.34,
"buy_leg": {
"vega": 0.137913,
"delta": 0.254354,
"gamma": 0.029827,
"price": 1.5833,
"theta": -0.062467
},
"strikes": [
158.33,
161.67
],
"max_loss": 0.6341,
"sell_leg": {
"vega": 0.109042,
"delta": 0.170523,
"gamma": 0.023583,
"price": 0.9492,
"theta": -0.048803
},
"breakeven": 158.96,
"max_profit": 2.7059,
"risk_reward": 4.2673,
"net_debit_credit": 0.6341
},
{
"width": 3.33,
"buy_leg": {
"vega": 0.160554,
"delta": 0.35782,
"gamma": 0.034724,
"price": 2.5121,
"theta": -0.073899
},
"strikes": [
155,
158.33
],
"max_loss": 0.9288,
"sell_leg": {
"vega": 0.137913,
"delta": 0.254354,
"gamma": 0.029827,
"price": 1.5833,
"theta": -0.062467
},
"breakeven": 155.93,
"max_profit": 2.4012,
"risk_reward": 2.5853,
"net_debit_credit": 0.9288
},
{
"width": 3.33,
"buy_leg": {
"vega": 0.171246,
"delta": 0.475564,
"gamma": 0.037036,
"price": 3.7996,
"theta": -0.080597
},
"strikes": [
151.67,
155
],
"max_loss": 1.2875,
"sell_leg": {
"vega": 0.160554,
"delta": 0.35782,
"gamma": 0.034724,
"price": 2.5121,
"theta": -0.073899
},
"breakeven": 152.96,
"max_profit": 2.0425,
"risk_reward": 1.5864,
"net_debit_credit": 1.2875
},
{
"width": 3.34,
"buy_leg": {
"vega": 0.166316,
"delta": 0.598466,
"gamma": 0.03597,
"price": 5.4915,
"theta": -0.080836
},
"strikes": [
148.33,
151.67
],
"max_loss": 1.6919,
"sell_leg": {
"vega": 0.171246,
"delta": 0.475564,
"gamma": 0.037036,
"price": 3.7996,
"theta": -0.080597
},
"breakeven": 150.02,
"max_profit": 1.6481,
"risk_reward": 0.9741,
"net_debit_credit": 1.6919
},
{
"width": 3.33,
"buy_leg": {
"vega": 0.146162,
"delta": 0.714358,
"gamma": 0.031611,
"price": 7.5836,
"theta": -0.074534
},
"strikes": [
145,
148.33
],
"max_loss": 2.0921,
"sell_leg": {
"vega": 0.166316,
"delta": 0.598466,
"gamma": 0.03597,
"price": 5.4915,
"theta": -0.080836
},
"breakeven": 147.09,
"max_profit": 1.2379,
"risk_reward": 0.5917,
"net_debit_credit": 2.0921
},
{
"width": 3.33,
"buy_leg": {
"vega": 0.11543,
"delta": 0.813348,
"gamma": 0.024965,
"price": 10.0482,
"theta": -0.063427
},
"strikes": [
141.67,
145
],
"max_loss": 2.4646,
"sell_leg": {
"vega": 0.146162,
"delta": 0.714358,
"gamma": 0.031611,
"price": 7.5836,
"theta": -0.074534
},
"breakeven": 144.13,
"max_profit": 0.8654,
"risk_reward": 0.3511,
"net_debit_credit": 2.4646
},
{
"width": 3.34,
"buy_leg": {
"vega": 0.0812,
"delta": 0.889366,
"gamma": 0.017562,
"price": 12.8304,
"theta": -0.050347
},
"strikes": [
138.33,
141.67
],
"max_loss": 2.7822,
"sell_leg": {
"vega": 0.11543,
"delta": 0.813348,
"gamma": 0.024965,
"price": 10.0482,
"theta": -0.063427
},
"breakeven": 141.11,
"max_profit": 0.5578,
"risk_reward": 0.2005,
"net_debit_credit": 2.7822
}
]
}Tags
x402
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