Hedging

Protective put, zero-cost collar, and put-spread pricing

Prices a protective put, a zero-cost collar, and a put spread on a single-stock position. Reports annual cost, maximum loss, upside cap (collar), protected band (put spread), and bad-year coverage, plus which structure it recommends.

post/api/v1/protective-put

Request

  • Base URL: https://optionsahoy.com
  • URL: https://optionsahoy.com/api/v1/protective-put
  • Auth: none declared

Request body

positionValuenumber required
sector'tech_software' | 'semiconductors' | 'consumer_cyclical' | 'consumer_defensive' | 'financials' | 'healthcare_biotech' | 'energy' | 'industrials' | 'communication' | 'broad_market' required
volatilitynumber

Annualized implied volatility (σ). Defaults to a sector-typical implied volatility when omitted.

protectionLevelnumber required

Drawdown the put protects against, as a fraction (e.g. 0.20 = 20% below current).

tenorYearsnumber required

Option tenor in years.

expectedReturnnumber

Override sector long-run drift μ.

spreadRiskLevelnumber

Put spread floor breach risk: target probability the stock ends below the spread's short strike. Presets 0.20 / 0.10 / 0.05 / 0.01; off-preset values snap to the nearest. Affects only the putSpread block. Default 0.10.

tickerLabelstring

Optional ticker for warning copy (e.g. "AAPL").

tickerstring

Optional public-stock symbol to derive implied volatility (e.g. "AAPL").

Response

Successful protective_put_price result.

oktrue required

Changes

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