Historical Volume / OI

Every active filter is recomputed from this contract’s end-of-day history when the required fields are available. This is a checklist, not a weighted score: one failed required filter makes the contract ineligible.

• Out of the money

  The strike remains out of the money relative to the underlying price.

  Unverified

  Actual

  Underlying price unavailable

  Criterion

  Required

  Margin

  Not computable

  Source

  API-native + app-checkable

• Days to expiry

  The contract expires within the configured near-dated window.

  Pass

  Actual

  36 DTE

  Criterion

  50 DTE or less

  Margin

  14 days inside limit

  Source

  API-native + app-checkable

• Last fill

  The contract's latest fill stays within the configured price ceiling.

  Pass

  Actual

  $1.55

  Criterion

  $5.00 or less

  Margin

  $3.45 below limit

  Source

  API-native + app-checkable

• Multileg volume

  No more than ten percent of contract volume is part of multileg trades.

  Fail

  Actual

  100.00%

  Criterion

  10% or less

  Margin

  90.00 points over limit

  Source

  API-native + app-checkable

• Ask-side volume

  At least eighty percent of contract volume transacted on the ask side.

  Fail

  Actual

  0.00%

  Criterion

  80% or more

  Margin

  80.00 points below minimum

  Source

  API-native + app-checkable

• Total premium

  The contract accumulated at least the configured premium for the day.

  Fail

  Actual

  $464

  Criterion

  $500,000 or more

  Margin

  $499,536 below minimum

  Source

  API-native + app-checkable

• Volume above OI

  Daily contract volume exceeds the contract's open interest.

  Fail

  Actual

  3 volume / 5 OI

  Criterion

  Volume > OI

  Margin

  -2 contracts

  Source

  API-native + app-checkable

• Close above average

  The latest fill remains above the day's volume-weighted average fill price.

  Pass

  Actual

  +0.22%

  Criterion

  Last fill > average

  Margin

  Last $1.55 vs average $1.55

  Source

  App-side