Pricing

from $2.00 / 1,000 option contracts

Try for free

Go to Apify Store

Options Screener — IV Premium, Unusual Volume, Covered Calls

Try for free

Screen US equity and ETF option chains on derived metrics, not raw chains: implied volatility vs realized volatility, volume-to-open-interest ratio, IV skew, put/call ratio, and annualized covered-call and cash-secured-put yields. Liquidity-filtered.

Pricing

from $2.00 / 1,000 option contracts

Rating

0.0

(0)

Developer

宗諭楊

Actor stats

Bookmarked

Total users

Monthly active users

10 days ago

Last modified

Categories

Business

Developer tools

Automation

You can access the Options Screener — IV Premium, Unusual Volume, Covered Calls programmatically from your own applications by using the Apify API. You can also choose the language preference from below. To use the Apify API, you’ll need an Apify account and your API token, found in API & Integrations in Apify Console.

Python

JavaScript

CLI

OpenAPI

HTTP

MCP

{
  "openapi": "3.0.1",
  "info": {
    "version": "0.1",
    "x-build-id": "0HafTsAao7NF6OxGn"
  },
  "servers": [
    {
      "url": "https://api.apify.com/v2"
    }
  ],
  "paths": {
    "/acts/yzy001~options-screener/run-sync-get-dataset-items": {
      "post": {
        "operationId": "run-sync-get-dataset-items-yzy001-options-screener",
        "x-openai-isConsequential": false,
        "summary": "Executes an Actor, waits for its completion, and returns Actor's dataset items in response.",
        "tags": [
          "Run Actor"
        ],
        "requestBody": {
          "required": true,
          "content": {
            "application/json": {
              "schema": {
                "$ref": "#/components/schemas/inputSchema"
              }
            }
          }
        },
        "parameters": [
          {
            "name": "token",
            "in": "query",
            "required": true,
            "schema": {
              "type": "string"
            },
            "description": "Enter your Apify token here"
          }
        ],
        "responses": {
          "200": {
            "description": "OK"
          }
        }
      }
    },
    "/acts/yzy001~options-screener/runs": {
      "post": {
        "operationId": "runs-sync-yzy001-options-screener",
        "x-openai-isConsequential": false,
        "summary": "Executes an Actor and returns information about the initiated run in response.",
        "tags": [
          "Run Actor"
        ],
        "requestBody": {
          "required": true,
          "content": {
            "application/json": {
              "schema": {
                "$ref": "#/components/schemas/inputSchema"
              }
            }
          }
        },
        "parameters": [
          {
            "name": "token",
            "in": "query",
            "required": true,
            "schema": {
              "type": "string"
            },
            "description": "Enter your Apify token here"
          }
        ],
        "responses": {
          "200": {
            "description": "OK",
            "content": {
              "application/json": {
                "schema": {
                  "$ref": "#/components/schemas/runsResponseSchema"
                }
              }
            }
          }
        }
      }
    },
    "/acts/yzy001~options-screener/run-sync": {
      "post": {
        "operationId": "run-sync-yzy001-options-screener",
        "x-openai-isConsequential": false,
        "summary": "Executes an Actor, waits for completion, and returns the OUTPUT from Key-value store in response.",
        "tags": [
          "Run Actor"
        ],
        "requestBody": {
          "required": true,
          "content": {
            "application/json": {
              "schema": {
                "$ref": "#/components/schemas/inputSchema"
              }
            }
          }
        },
        "parameters": [
          {
            "name": "token",
            "in": "query",
            "required": true,
            "schema": {
              "type": "string"
            },
            "description": "Enter your Apify token here"
          }
        ],
        "responses": {
          "200": {
            "description": "OK"
          }
        }
      }
    }
  },
  "components": {
    "schemas": {
      "inputSchema": {
        "type": "object",
        "required": [
          "symbols"
        ],
        "properties": {
          "symbols": {
            "title": "Symbols",
            "type": "array",
            "description": "US stock or ETF tickers whose option chains to screen, e.g. AAPL, SPY, NVDA.",
            "items": {
              "type": "string"
            }
          },
          "screen": {
            "title": "Screen",
            "enum": [
              "ivPremium",
              "unusualVolume",
              "coveredCall",
              "cashSecuredPut",
              "liquidOnly"
            ],
            "type": "string",
            "description": "Which derived metric to rank by. 'IV premium' compares option-implied volatility against the stock's own recent realized volatility.",
            "default": "ivPremium"
          },
          "maxExpiries": {
            "title": "Expirations per symbol",
            "minimum": 1,
            "maximum": 20,
            "type": "integer",
            "description": "How many of the nearest expirations to fetch per symbol. Each one is a separate request.",
            "default": 3
          },
          "minDaysToExpiry": {
            "title": "Min days to expiry",
            "minimum": 0,
            "maximum": 900,
            "type": "integer",
            "description": "Skip expirations closer than this. Very short-dated options have unstable implied volatility.",
            "default": 7
          },
          "maxDaysToExpiry": {
            "title": "Max days to expiry",
            "minimum": 1,
            "maximum": 900,
            "type": "integer",
            "description": "Skip expirations further out than this.",
            "default": 60
          },
          "minOpenInterest": {
            "title": "Min open interest",
            "minimum": 0,
            "maximum": 1000000,
            "type": "integer",
            "description": "Drop contracts with less open interest than this. Without it the results fill up with strikes nobody trades.",
            "default": 100
          },
          "maxSpreadPct": {
            "title": "Max bid-ask spread (fraction of mid)",
            "minimum": 0.001,
            "maximum": 2,
            "type": "number",
            "description": "Drop contracts whose bid-ask spread exceeds this fraction of the mid price. 0.15 means 15%. A yield you cannot actually fill is not a yield.",
            "default": 0.15
          },
          "minExtrinsicPct": {
            "title": "Min extrinsic value (fraction of mid)",
            "minimum": 0,
            "maximum": 1,
            "type": "number",
            "description": "Drop contracts whose extrinsic (time) value is below this fraction of the mid price. Deep in-the-money options are almost all intrinsic value, and the implied volatility solved from such a price is numerical noise - one measured example had 0.03% extrinsic and an implied volatility of 239%. 0.05 means 5%.",
            "default": 0.05
          },
          "moneynessMin": {
            "title": "Min moneyness (strike ÷ spot)",
            "minimum": 0.01,
            "maximum": 5,
            "type": "number",
            "description": "Only include strikes at or above this fraction of the spot price. Implied volatility is not comparable across moneyness - the volatility smile makes far out-of-the-money strikes structurally higher, so ranking by IV without this window returns the most out-of-the-money strikes rather than the most expensive options.",
            "default": 0.85
          },
          "moneynessMax": {
            "title": "Max moneyness (strike ÷ spot)",
            "minimum": 0.01,
            "maximum": 5,
            "type": "number",
            "description": "Only include strikes at or below this fraction of the spot price.",
            "default": 1.15
          },
          "perSymbolLimit": {
            "title": "Max rows per symbol (optional)",
            "minimum": 1,
            "maximum": 5000,
            "type": "integer",
            "description": "Cap how many rows each symbol can contribute, so one symbol cannot fill the whole output. Leave empty for no per-symbol cap."
          },
          "realizedVolDays": {
            "title": "Realized volatility window (trading days)",
            "minimum": 5,
            "maximum": 252,
            "type": "integer",
            "description": "Window for close-to-close annualized realized volatility, the denominator of IV premium.",
            "default": 20
          },
          "maxResults": {
            "title": "Max rows",
            "minimum": 1,
            "maximum": 20000,
            "type": "integer",
            "description": "Maximum number of contract rows to return after ranking.",
            "default": 500
          },
          "delaySeconds": {
            "title": "Delay between requests (seconds)",
            "minimum": 0,
            "maximum": 30,
            "type": "number",
            "description": "Pause between chain requests. Yahoo throttles datacenter IPs and returns stub chains with only a handful of contracts - one measured SPY expiration came back with 4 contracts instead of the usual 60-103. Raise this if you see throttling warnings.",
            "default": 1
          },
          "requestRetries": {
            "title": "Request retries",
            "minimum": 0,
            "maximum": 10,
            "type": "integer",
            "description": "How many times to retry a failed request to the data source.",
            "default": 3
          },
          "proxyConfiguration": {
            "title": "Proxy",
            "type": "object",
            "description": "Proxies spread the request rate so Yahoo does not throttle the run into returning stub option chains. Recommended on the platform.",
            "default": {
              "useApifyProxy": true
            }
          },
          "asOfDate": {
            "title": "As-of date (optional)",
            "type": "string",
            "description": "ISO date used to compute days-to-expiry, e.g. 2026-10-11. Leave empty to use today."
          }
        }
      },
      "runsResponseSchema": {
        "type": "object",
        "properties": {
          "data": {
            "type": "object",
            "properties": {
              "id": {
                "type": "string"
              },
              "actId": {
                "type": "string"
              },
              "userId": {
                "type": "string"
              },
              "startedAt": {
                "type": "string",
                "format": "date-time",
                "example": "2025-01-08T00:00:00.000Z"
              },
              "finishedAt": {
                "type": "string",
                "format": "date-time",
                "example": "2025-01-08T00:00:00.000Z"
              },
              "status": {
                "type": "string",
                "example": "READY"
              },
              "meta": {
                "type": "object",
                "properties": {
                  "origin": {
                    "type": "string",
                    "example": "API"
                  },
                  "userAgent": {
                    "type": "string"
                  }
                }
              },
              "stats": {
                "type": "object",
                "properties": {
                  "inputBodyLen": {
                    "type": "integer",
                    "example": 2000
                  },
                  "rebootCount": {
                    "type": "integer",
                    "example": 0
                  },
                  "restartCount": {
                    "type": "integer",
                    "example": 0
                  },
                  "resurrectCount": {
                    "type": "integer",
                    "example": 0
                  },
                  "computeUnits": {
                    "type": "integer",
                    "example": 0
                  }
                }
              },
              "options": {
                "type": "object",
                "properties": {
                  "build": {
                    "type": "string",
                    "example": "latest"
                  },
                  "timeoutSecs": {
                    "type": "integer",
                    "example": 300
                  },
                  "memoryMbytes": {
                    "type": "integer",
                    "example": 1024
                  },
                  "diskMbytes": {
                    "type": "integer",
                    "example": 2048
                  }
                }
              },
              "buildId": {
                "type": "string"
              },
              "defaultKeyValueStoreId": {
                "type": "string"
              },
              "defaultDatasetId": {
                "type": "string"
              },
              "defaultRequestQueueId": {
                "type": "string"
              },
              "buildNumber": {
                "type": "string",
                "example": "1.0.0"
              },
              "containerUrl": {
                "type": "string"
              },
              "usage": {
                "type": "object",
                "properties": {
                  "ACTOR_COMPUTE_UNITS": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATASET_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATASET_WRITES": {
                    "type": "integer",
                    "example": 0
                  },
                  "KEY_VALUE_STORE_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "KEY_VALUE_STORE_WRITES": {
                    "type": "integer",
                    "example": 1
                  },
                  "KEY_VALUE_STORE_LISTS": {
                    "type": "integer",
                    "example": 0
                  },
                  "REQUEST_QUEUE_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "REQUEST_QUEUE_WRITES": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATA_TRANSFER_INTERNAL_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATA_TRANSFER_EXTERNAL_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_RESIDENTIAL_TRANSFER_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_SERPS": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_UNBLOCKER_UNITS": {
                    "type": "integer",
                    "example": 0
                  }
                }
              },
              "usageTotalUsd": {
                "type": "number",
                "example": 0.00005
              },
              "usageUsd": {
                "type": "object",
                "properties": {
                  "ACTOR_COMPUTE_UNITS": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATASET_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATASET_WRITES": {
                    "type": "integer",
                    "example": 0
                  },
                  "KEY_VALUE_STORE_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "KEY_VALUE_STORE_WRITES": {
                    "type": "number",
                    "example": 0.00005
                  },
                  "KEY_VALUE_STORE_LISTS": {
                    "type": "integer",
                    "example": 0
                  },
                  "REQUEST_QUEUE_READS": {
                    "type": "integer",
                    "example": 0
                  },
                  "REQUEST_QUEUE_WRITES": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATA_TRANSFER_INTERNAL_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "DATA_TRANSFER_EXTERNAL_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_RESIDENTIAL_TRANSFER_GBYTES": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_SERPS": {
                    "type": "integer",
                    "example": 0
                  },
                  "PROXY_UNBLOCKER_UNITS": {
                    "type": "integer",
                    "example": 0
                  }
                }
              }
            }
          }
        }
      }
    }
  }
}

Options Screener - IV Premium & Covered Calls | Apify OpenAPI definition

OpenAPI is a standard for designing and describing RESTful APIs, allowing developers to define API structure, endpoints, and data formats in a machine-readable way. It simplifies API development, integration, and documentation.

OpenAPI is effective when used with AI agents and GPTs by standardizing how these systems interact with various APIs, for reliable integrations and efficient communication.

By defining machine-readable API specifications, OpenAPI allows AI models like GPTs to understand and use varied data sources, improving accuracy. This accelerates development, reduces errors, and provides context-aware responses, making OpenAPI a core component for AI applications.

You can download the OpenAPI definitions for Options Screener — IV Premium, Unusual Volume, Covered Calls from the options below:

OpenAPI.json

If you’d like to learn more about how OpenAPI powers GPTs, read our blog post.

You can also check out our other API clients:

Options Screener — IV Premium, Unusual Volume, Covered Calls API in Python

Options Screener — IV Premium, Unusual Volume, Covered Calls API in JavaScript

Options Screener — IV Premium, Unusual Volume, Covered Calls API through CLI

Options Screener — IV Premium, Unusual Volume, Covered Calls API

Unusual Options Activity & Options Flow Scraper

datara/unusual-options-activity

Scan the whole US options market for unusual activity in one run: high Vol/OI contracts, sweeps, big-premium prints, full options chains and intraday flow. Filter by premium, Vol/OI and call/put. Clean JSON for Python, sheets, alerts or AI agents. $1.50 flat per run, no charge if empty.

Datara

Stock Options Scraper: Unusual Activity, IV & Open Interest

scrapemint/stock-options-scraper

Keyless US stock and index option chains from Cboe: unusual activity where today's volume dwarfs open interest, the filtered option chain with implied volatility, greeks, open interest and volume, and a per-symbol summary with put/call ratios and 30-day implied vol. Pay per row.

Ken M

126

Yahoo Finance Options Chain Scraper

automation-lab/yahoo-finance-options-chain-scraper

Export Yahoo Finance calls and puts with expiration, strike, bid/ask, volume, open interest, moneyness, and implied volatility for supplied tickers.

Automation Lab

Funding Pulse

fraktalapi/funding-pulse

Real-time funding rates, open interest, liquidations, long/short ratios, and cross-exchange spread signals from Bybit, Binance, OKX, Bitget, dYdX, and Hyperliquid. CoinGlass alternative at a fraction of the price.

FraktalAPI

Deribit Crypto Options & Derivatives Tracker

scrapemint/deribit-options-tracker

Keyless BTC and ETH options data from Deribit: per-expiry put/call ratios, at-the-money implied volatility, and open interest; the full option chain with mark price, IV, OI, volume, strike, and moneyness; and the DVOL crypto volatility index. Pay per row.

Ken M

Yahoo Finance Stock Options

pintostudio/yahoo-finance-stock-options

This Actor retrieves stock options from Yahoo Finance

Pinto Studio

Yahoo Finance Options Chain Scraper

s-r/yahoo-options-chain

Collect Yahoo Finance option contracts with expiration dates, strikes, bid/ask, volume, open interest and implied volatility. Filter calls and puts and keep the underlying price with each row.

Unusual Options Activity Scanner (Vol/OI, CBOE)

gochujang/unusual-options-tracker

Scans CBOE free delayed-quote API for unusual options: volume/OI ratio > threshold. Covers 80+ S&P500 + major ETFs by default. Outputs strike, expiry, DTE, volume, OI, ratio, IV%, notional, moneyness, greeks. Filter by calls/puts, IV, DTE. No API key required.

Hojun Lee

Unusual Options Activity Scraper — Stocks, ETFs & Indices

bovi/unusual-options-activity

Pull today's unusual options activity for stocks, ETFs or indices in one call. One clean record per signal — ticker, type, strike, expiration, volume, open interest, Vol/OI, IV. Filter by call/put, min volume or Vol/OI. Pay once per run.

Vitalii Bondarev

Crypto Options Flow — Deribit OI, IV, Put/Call, Max Pain

gochujang/crypto-options-flow

BTC and ETH options analytics from Deribit: total open interest, put/call ratio, implied volatility range, max pain strike, OI by expiry, and top strike levels. Deribit public API, no auth required. $0.01/currency.

Hojun Lee