SPX 0-DTE strike band: for each trading day, a model-derived intraday range

SPX 0-DTE strike band: for each trading day, a model-derived intraday range (lower_strike, upper_strike) that same-day S&P 500 index options are expected to stay within, plus the instrument it applies to. One row per day.

Use it to structure 0-DTE trades -- e.g. sell iron condors with short strikes at or beyond the band, or fade band breaches -- and to backtest how often the band held over a date range.

Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED error means the key's plan does not cover the request -- it does not mean the data is missing.

get/v1/spx-0dte-strike-band

Request

  • Base URL: https://api.alphanume.com
  • URL: https://api.alphanume.com/v1/spx-0dte-strike-band
  • Auth: one of:
    • API key in header X-API-Key
    • HTTP bearer

Query parameters

datestring

Exact date, YYYY-MM-DD. Cannot be combined with the date range parameters.

date_gtestring

Start of date range, inclusive (YYYY-MM-DD).

date_ltestring

End of date range, inclusive (YYYY-MM-DD).

date_gtstring

Start of date range, exclusive (YYYY-MM-DD).

date_ltstring

End of date range, exclusive (YYYY-MM-DD).

Response

Matching rows.

countinteger required
dataobject[] required

Changes

No recorded changes to this operation across all 1 revision of this API.